# EDGAR Filing Document

**Accession Number:** 0000763852
**File Stem:** 0002071691-26-000108
**Filing Date:** 2026-1
**Character Count:** 3110102
**Document Hash:** 68f6b0244542e9998dc00a2154a9f814
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-000108.hdr.sgml**: 20260108

**ACCESSION NUMBER**: 0002071691-26-000108

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260108

**DATE AS OF CHANGE**: 20260108

**FILER**: 

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

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

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

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-12-31

**Registrant Full Name:** JPMORGAN TRUST II

**CIK Number of Registrant:** 0000763852

**LEI of Registrant:** 549300IMXLYKELY96B40

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

**LEI of Series:** 549300NQ5E5B7ZV4T516

**EDGAR Series Identifier:** S000003909

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 43 days

- **WAL:** 108 days

- **Total Value of Portfolio Securities:** $338859775145.23

- **Amortized Cost of Portfolio Securities:** $338759470047.58

- **Cash:** $10180846455.20

- **Total Other Assets:** $1040865491.49

- **Total Liabilities:** $5864691228.37

- **Net Assets of Series:** $344116490765.90

- **Number of Shares Outstanding (Series):** 344175804580.9000

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-12-01 | $235382774573.21          | $286010201004.17           | 67.3900%                  | 81.8800%                   |
| 2025-12-02 | $231351014673.19          | $271978747234.62           | 68.9800%                  | 81.1000%                   |
| 2025-12-03 | $220202289754.28          | $273830364446.61           | 65.1000%                  | 80.9600%                   |
| 2025-12-04 | $229037857943.07          | $276466274766.40           | 67.0600%                  | 80.9500%                   |
| 2025-12-05 | $224665520549.47          | $274796234504.18           | 66.0100%                  | 80.7400%                   |
| 2025-12-08 | $234438188473.88          | $281993176391.84           | 67.8200%                  | 81.5700%                   |
| 2025-12-09 | $236588261419.17          | $280143622752.81           | 68.8100%                  | 81.4800%                   |
| 2025-12-10 | $245224189803.76          | $281479924552.81           | 70.9700%                  | 81.4700%                   |
| 2025-12-11 | $219472246637.67          | $274428354802.41           | 64.8500%                  | 81.0900%                   |
| 2025-12-12 | $222751362379.06          | $275322843959.25           | 65.5700%                  | 81.0400%                   |
| 2025-12-15 | $224718546675.24          | $274543268253.39           | 66.5400%                  | 81.2900%                   |
| 2025-12-16 | $233522903660.55          | $282048136904.27           | 67.6500%                  | 81.7000%                   |
| 2025-12-17 | $240223372734.17          | $286949117643.35           | 68.5600%                  | 81.9000%                   |
| 2025-12-18 | $218085512101.88          | $275311768676.54           | 64.0600%                  | 80.8700%                   |
| 2025-12-19 | $223448681686.76          | $277275449926.98           | 65.2000%                  | 80.9100%                   |
| 2025-12-22 | $233726059699.10          | $284904362935.98           | 66.6900%                  | 81.2900%                   |
| 2025-12-23 | $236576624205.31          | $281455439107.69           | 68.3700%                  | 81.3400%                   |
| 2025-12-24 | $222993949224.06          | $282623275792.06           | 64.6200%                  | 81.9000%                   |
| 2025-12-26 | $224240474432.20          | $280367639330.60           | 65.2200%                  | 81.5500%                   |
| 2025-12-29 | $224741881568.31          | $279870744796.59           | 65.6100%                  | 81.7000%                   |
| 2025-12-30 | $232956940470.67          | $280286369808.87           | 67.9200%                  | 81.7100%                   |
| 2025-12-31 | $232394009486.09          | $287274004934.30           | 66.4000%                  | 82.0800%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-12-01 | 4.0500%             |
| 2025-12-02 | 4.0500%             |
| 2025-12-03 | 4.0400%             |
| 2025-12-04 | 4.0300%             |
| 2025-12-05 | 4.0200%             |
| 2025-12-08 | 3.9800%             |
| 2025-12-09 | 3.9700%             |
| 2025-12-10 | 3.9700%             |
| 2025-12-11 | 3.9500%             |
| 2025-12-12 | 3.9300%             |
| 2025-12-15 | 3.8700%             |
| 2025-12-16 | 3.8500%             |
| 2025-12-17 | 3.8300%             |
| 2025-12-18 | 3.8200%             |
| 2025-12-19 | 3.8200%             |
| 2025-12-22 | 3.8200%             |
| 2025-12-23 | 3.8100%             |
| 2025-12-24 | 3.8100%             |
| 2025-12-26 | 3.8100%             |
| 2025-12-29 | 3.8100%             |
| 2025-12-30 | 3.8200%             |
| 2025-12-31 | 3.8200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-12-01 | 1.0000                      |
|  |  |
| 2025-12-02 | 1.0000                      |
|  |  |
| 2025-12-03 | 1.0001                      |
|  |  |
| 2025-12-04 | 1.0000                      |
|  |  |
| 2025-12-05 | 1.0001                      |
|  |  |
| 2025-12-08 | 1.0000                      |
|  |  |
| 2025-12-09 | 1.0000                      |
|  |  |
| 2025-12-10 | 1.0001                      |
|  |  |
| 2025-12-11 | 1.0001                      |
|  |  |
| 2025-12-12 | 1.0002                      |
|  |  |
| 2025-12-15 | 1.0001                      |
|  |  |
| 2025-12-16 | 1.0001                      |
|  |  |
| 2025-12-17 | 1.0001                      |
|  |  |
| 2025-12-18 | 1.0001                      |
|  |  |
| 2025-12-19 | 1.0002                      |
|  |  |
| 2025-12-22 | 1.0001                      |
|  |  |
| 2025-12-23 | 1.0001                      |
|  |  |
| 2025-12-24 | 1.0001                      |
|  |  |
| 2025-12-26 | 1.0002                      |
|  |  |
| 2025-12-29 | 1.0001                      |
|  |  |
| 2025-12-30 | 1.0001                      |
|  |  |
| 2025-12-31 | 1.0001                      |
|  |  |

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

### Class: Institutional

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $41725405236.39

- **Number of Shares Outstanding:** 41732597256.9400

- **Expense Reimbursement/Waiver:** 258816.98

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0000          |
|  |  |
| 2025-12-02 | 1.0000          |
|  |  |
| 2025-12-03 | 1.0001          |
|  |  |
| 2025-12-04 | 1.0000          |
|  |  |
| 2025-12-05 | 1.0001          |
|  |  |
| 2025-12-08 | 1.0000          |
|  |  |
| 2025-12-09 | 1.0000          |
|  |  |
| 2025-12-10 | 1.0001          |
|  |  |
| 2025-12-11 | 1.0001          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0001          |
|  |  |
| 2025-12-16 | 1.0001          |
|  |  |
| 2025-12-17 | 1.0001          |
|  |  |
| 2025-12-18 | 1.0001          |
|  |  |
| 2025-12-19 | 1.0002          |
|  |  |
| 2025-12-22 | 1.0001          |
|  |  |
| 2025-12-23 | 1.0001          |
|  |  |
| 2025-12-24 | 1.0001          |
|  |  |
| 2025-12-26 | 1.0002          |
|  |  |
| 2025-12-29 | 1.0001          |
|  |  |
| 2025-12-30 | 1.0001          |
|  |  |
| 2025-12-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $2068535578.31            | $1935813648.45          |
| 2025-12-02 | $2243697264.18            | $1555573707.42          |
| 2025-12-03 | $2449835894.62            | $2047466532.18          |
| 2025-12-04 | $1461903162.85            | $2394789373.24          |
| 2025-12-05 | $2006110265.54            | $1834237554.71          |
| 2025-12-08 | $1250438911.33            | $1763205748.62          |
| 2025-12-09 | $1306272428.68            | $1376893285.29          |
| 2025-12-10 | $1493169336.57            | $1201997630.33          |
| 2025-12-11 | $1576952532.96            | $1430745225.97          |
| 2025-12-12 | $2040100751.31            | $1812203403.58          |
| 2025-12-15 | $1589887133.77            | $2274923253.96          |
| 2025-12-16 | $1836564442.40            | $1527565929.24          |
| 2025-12-17 | $1178094479.33            | $1867556583.19          |
| 2025-12-18 | $1380099897.65            | $1540298681.39          |
| 2025-12-19 | $1738732408.25            | $1880230963.30          |
| 2025-12-22 | $1794660644.18            | $2994199318.69          |
| 2025-12-23 | $3467980751.56            | $2227869774.85          |
| 2025-12-24 | $1277145067.19            | $2728392049.61          |
| 2025-12-26 | $2085669610.42            | $1085991757.64          |
| 2025-12-29 | $1904401741.81            | $1927813701.89          |
| 2025-12-30 | $1856434128.82            | $3836189851.04          |
| 2025-12-31 | $2179837321.78            | $1695947302.10          |

**Total Gross Subscriptions (Month):** $40186523753.51

**Total Gross Redemptions (Month):** $42939905276.69

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.8400%           |
| 2025-12-02 | 3.8500%           |
| 2025-12-03 | 3.8400%           |
| 2025-12-04 | 3.8300%           |
| 2025-12-05 | 3.8100%           |
| 2025-12-08 | 3.7700%           |
| 2025-12-09 | 3.7700%           |
| 2025-12-10 | 3.7600%           |
| 2025-12-11 | 3.7500%           |
| 2025-12-12 | 3.7200%           |
| 2025-12-15 | 3.6600%           |
| 2025-12-16 | 3.6400%           |
| 2025-12-17 | 3.6200%           |
| 2025-12-18 | 3.6200%           |
| 2025-12-19 | 3.6100%           |
| 2025-12-22 | 3.6100%           |
| 2025-12-23 | 3.6100%           |
| 2025-12-24 | 3.6000%           |
| 2025-12-26 | 3.6000%           |
| 2025-12-29 | 3.6100%           |
| 2025-12-30 | 3.6100%           |
| 2025-12-31 | 3.6100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 8.6600%          | 0.0000%              |
| Broker-dealer                                       |  | 16.0700%         | 0.0000%              |
| Depository institution or other banking institution |  | 22.7600%         | 0.0000%              |

### Class: Capital

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $215543101032.35

- **Number of Shares Outstanding:** 215580253227.6200

- **Expense Reimbursement/Waiver:** 472247.08

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0000          |
|  |  |
| 2025-12-02 | 1.0000          |
|  |  |
| 2025-12-03 | 1.0001          |
|  |  |
| 2025-12-04 | 1.0000          |
|  |  |
| 2025-12-05 | 1.0001          |
|  |  |
| 2025-12-08 | 1.0000          |
|  |  |
| 2025-12-09 | 1.0000          |
|  |  |
| 2025-12-10 | 1.0001          |
|  |  |
| 2025-12-11 | 1.0001          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0001          |
|  |  |
| 2025-12-16 | 1.0001          |
|  |  |
| 2025-12-17 | 1.0001          |
|  |  |
| 2025-12-18 | 1.0001          |
|  |  |
| 2025-12-19 | 1.0002          |
|  |  |
| 2025-12-22 | 1.0001          |
|  |  |
| 2025-12-23 | 1.0001          |
|  |  |
| 2025-12-24 | 1.0001          |
|  |  |
| 2025-12-26 | 1.0002          |
|  |  |
| 2025-12-29 | 1.0001          |
|  |  |
| 2025-12-30 | 1.0001          |
|  |  |
| 2025-12-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $14325809924.07           | $9220114457.37          |
| 2025-12-02 | $12784747772.68           | $9444113785.83          |
| 2025-12-03 | $8631710581.21            | $9831671020.69          |
| 2025-12-04 | $12013777560.38           | $8840281735.57          |
| 2025-12-05 | $8753657135.79            | $11661986023.09         |
| 2025-12-08 | $11082779552.48           | $9078418890.51          |
| 2025-12-09 | $9378475110.22            | $8014500312.83          |
| 2025-12-10 | $8897260858.35            | $10405785060.90         |
| 2025-12-11 | $10241781812.66           | $12756328834.04         |
| 2025-12-12 | $12266706516.91           | $9935219145.81          |
| 2025-12-15 | $11158720817.09           | $16221017625.12         |
| 2025-12-16 | $12493890919.77           | $9130654498.70          |
| 2025-12-17 | $10467170861.14           | $10571224120.63         |
| 2025-12-18 | $10320649066.75           | $12233042935.71         |
| 2025-12-19 | $11167024858.71           | $9321803779.97          |
| 2025-12-22 | $12503995802.26           | $10559082669.92         |
| 2025-12-23 | $9857013787.52            | $9687841751.41          |
| 2025-12-24 | $7620697948.65            | $7196233885.97          |
| 2025-12-26 | $14583010136.00           | $7989254706.30          |
| 2025-12-29 | $10608449328.65           | $11286174389.82         |
| 2025-12-30 | $11322947308.36           | $9768781034.31          |
| 2025-12-31 | $15673175050.90           | $12018241325.19         |

**Total Gross Subscriptions (Month):** $246153452710.55

**Total Gross Redemptions (Month):** $225171771989.69

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.8900%           |
| 2025-12-02 | 3.8900%           |
| 2025-12-03 | 3.8800%           |
| 2025-12-04 | 3.8700%           |
| 2025-12-05 | 3.8600%           |
| 2025-12-08 | 3.8200%           |
| 2025-12-09 | 3.8100%           |
| 2025-12-10 | 3.8100%           |
| 2025-12-11 | 3.7900%           |
| 2025-12-12 | 3.7700%           |
| 2025-12-15 | 3.7100%           |
| 2025-12-16 | 3.6900%           |
| 2025-12-17 | 3.6700%           |
| 2025-12-18 | 3.6600%           |
| 2025-12-19 | 3.6600%           |
| 2025-12-22 | 3.6500%           |
| 2025-12-23 | 3.6500%           |
| 2025-12-24 | 3.6500%           |
| 2025-12-26 | 3.6500%           |
| 2025-12-29 | 3.6500%           |
| 2025-12-30 | 3.6600%           |
| 2025-12-31 | 3.6600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 7.1000%          | 0.0000%              |
| Depository institution or other banking institution |  | 12.3500%         | 0.0000%              |
| Depository institution or other banking institution |  | 13.3200%         | 0.0000%              |

### Class: Morgan

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $16197207976.89

- **Number of Shares Outstanding:** 16199999817.5000

- **Expense Reimbursement/Waiver:** 38247.61

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0000          |
|  |  |
| 2025-12-02 | 1.0000          |
|  |  |
| 2025-12-03 | 1.0001          |
|  |  |
| 2025-12-04 | 1.0000          |
|  |  |
| 2025-12-05 | 1.0001          |
|  |  |
| 2025-12-08 | 1.0000          |
|  |  |
| 2025-12-09 | 1.0000          |
|  |  |
| 2025-12-10 | 1.0001          |
|  |  |
| 2025-12-11 | 1.0001          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0001          |
|  |  |
| 2025-12-16 | 1.0001          |
|  |  |
| 2025-12-17 | 1.0001          |
|  |  |
| 2025-12-18 | 1.0001          |
|  |  |
| 2025-12-19 | 1.0002          |
|  |  |
| 2025-12-22 | 1.0001          |
|  |  |
| 2025-12-23 | 1.0001          |
|  |  |
| 2025-12-24 | 1.0001          |
|  |  |
| 2025-12-26 | 1.0002          |
|  |  |
| 2025-12-29 | 1.0001          |
|  |  |
| 2025-12-30 | 1.0001          |
|  |  |
| 2025-12-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $12913546400.49           | $11815358106.89         |
| 2025-12-02 | $13067517066.43           | $12901408141.68         |
| 2025-12-03 | $13147413930.68           | $13031212928.17         |
| 2025-12-04 | $13168178026.23           | $13160158054.37         |
| 2025-12-05 | $13179823592.52           | $13156447528.72         |
| 2025-12-08 | $13007197355.30           | $13178322139.83         |
| 2025-12-09 | $13076372302.14           | $12966933267.22         |
| 2025-12-10 | $13063255594.36           | $13076886284.44         |
| 2025-12-11 | $13008281916.94           | $13076310437.32         |
| 2025-12-12 | $13047614475.39           | $13007479858.19         |
| 2025-12-15 | $13069649673.67           | $13077430342.17         |
| 2025-12-16 | $13027398109.54           | $13042970538.44         |
| 2025-12-17 | $12824286940.36           | $13139314787.29         |
| 2025-12-18 | $12900682393.29           | $12822216014.79         |
| 2025-12-19 | $12898866979.71           | $12908033611.44         |
| 2025-12-22 | $12928929301.06           | $12893212231.60         |
| 2025-12-23 | $12875278516.94           | $12974700877.62         |
| 2025-12-24 | $12864647819.17           | $12873626439.56         |
| 2025-12-26 | $12924402159.78           | $12862452354.16         |
| 2025-12-29 | $12737935087.57           | $12936760859.02         |
| 2025-12-30 | $12836326380.68           | $12745204457.73         |
| 2025-12-31 | $12639843296.09           | $12794175848.96         |

**Total Gross Subscriptions (Month):** $285207447318.34

**Total Gross Redemptions (Month):** $284440615109.61

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.4900%           |
| 2025-12-02 | 3.4900%           |
| 2025-12-03 | 3.4800%           |
| 2025-12-04 | 3.4700%           |
| 2025-12-05 | 3.4600%           |
| 2025-12-08 | 3.4200%           |
| 2025-12-09 | 3.4100%           |
| 2025-12-10 | 3.4100%           |
| 2025-12-11 | 3.3900%           |
| 2025-12-12 | 3.3700%           |
| 2025-12-15 | 3.3100%           |
| 2025-12-16 | 3.2900%           |
| 2025-12-17 | 3.2700%           |
| 2025-12-18 | 3.2600%           |
| 2025-12-19 | 3.2600%           |
| 2025-12-22 | 3.2500%           |
| 2025-12-23 | 3.2500%           |
| 2025-12-24 | 3.2500%           |
| 2025-12-26 | 3.2500%           |
| 2025-12-29 | 3.2500%           |
| 2025-12-30 | 3.2600%           |
| 2025-12-31 | 3.2600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 15.1500%         | 0.0000%              |
| Depository institution or other banking institution |  | 7.9100%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.2100%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.7100%          | 0.0000%              |
| Depository institution or other banking institution |  | 9.5600%          | 0.0000%              |
| Depository institution or other banking institution |  | 26.0200%         | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $19998776293.95

- **Number of Shares Outstanding:** 20002223393.9600

- **Expense Reimbursement/Waiver:** 50214.23

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0000          |
|  |  |
| 2025-12-02 | 1.0000          |
|  |  |
| 2025-12-03 | 1.0001          |
|  |  |
| 2025-12-04 | 1.0000          |
|  |  |
| 2025-12-05 | 1.0001          |
|  |  |
| 2025-12-08 | 1.0000          |
|  |  |
| 2025-12-09 | 1.0000          |
|  |  |
| 2025-12-10 | 1.0001          |
|  |  |
| 2025-12-11 | 1.0001          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0001          |
|  |  |
| 2025-12-16 | 1.0001          |
|  |  |
| 2025-12-17 | 1.0001          |
|  |  |
| 2025-12-18 | 1.0001          |
|  |  |
| 2025-12-19 | 1.0002          |
|  |  |
| 2025-12-22 | 1.0001          |
|  |  |
| 2025-12-23 | 1.0001          |
|  |  |
| 2025-12-24 | 1.0001          |
|  |  |
| 2025-12-26 | 1.0002          |
|  |  |
| 2025-12-29 | 1.0001          |
|  |  |
| 2025-12-30 | 1.0001          |
|  |  |
| 2025-12-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $568280927.96             | $555914517.80           |
| 2025-12-02 | $574032304.37             | $648984115.98           |
| 2025-12-03 | $455818767.36             | $434022698.53           |
| 2025-12-04 | $1214453753.36            | $423999396.11           |
| 2025-12-05 | $935197817.46             | $357210912.23           |
| 2025-12-08 | $989735431.48             | $591446089.74           |
| 2025-12-09 | $372214032.88             | $468859019.52           |
| 2025-12-10 | $290827770.07             | $959596352.59           |
| 2025-12-11 | $945239209.00             | $883352452.33           |
| 2025-12-12 | $1891039168.45            | $1958023692.32          |
| 2025-12-15 | $896327710.87             | $795119399.85           |
| 2025-12-16 | $909015265.47             | $636044543.33           |
| 2025-12-17 | $697644489.48             | $1119035522.17          |
| 2025-12-18 | $786955979.88             | $824189458.65           |
| 2025-12-19 | $1084164374.84            | $1942627628.09          |
| 2025-12-22 | $1139830743.16            | $1336908581.89          |
| 2025-12-23 | $652503879.03             | $989724281.69           |
| 2025-12-24 | $708418758.18             | $742663943.57           |
| 2025-12-26 | $526271903.82             | $709322948.58           |
| 2025-12-29 | $483683033.20             | $719073586.33           |
| 2025-12-30 | $882449278.39             | $930849685.80           |
| 2025-12-31 | $594289477.40             | $975864558.73           |

**Total Gross Subscriptions (Month):** $17598394076.11

**Total Gross Redemptions (Month):** $19002833385.83

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.6400%           |
| 2025-12-02 | 3.6400%           |
| 2025-12-03 | 3.6300%           |
| 2025-12-04 | 3.6200%           |
| 2025-12-05 | 3.6100%           |
| 2025-12-08 | 3.5700%           |
| 2025-12-09 | 3.5600%           |
| 2025-12-10 | 3.5600%           |
| 2025-12-11 | 3.5400%           |
| 2025-12-12 | 3.5200%           |
| 2025-12-15 | 3.4600%           |
| 2025-12-16 | 3.4400%           |
| 2025-12-17 | 3.4200%           |
| 2025-12-18 | 3.4100%           |
| 2025-12-19 | 3.4100%           |
| 2025-12-22 | 3.4000%           |
| 2025-12-23 | 3.4000%           |
| 2025-12-24 | 3.4000%           |
| 2025-12-26 | 3.4000%           |
| 2025-12-29 | 3.4000%           |
| 2025-12-30 | 3.4100%           |
| 2025-12-31 | 3.4100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 6.0000%          | 0.0000%              |
| Broker-dealer                                       |  | 30.0200%         | 0.0000%              |
| Broker-dealer                                       |  | 42.1600%         | 0.0000%              |
| Broker-dealer                                       |  | 8.8400%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.0900%          | 0.0000%              |

### Class: Reserve

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $31644723.23

- **Number of Shares Outstanding:** 31650177.6900

- **Expense Reimbursement/Waiver:** 75.67

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0000          |
|  |  |
| 2025-12-02 | 1.0000          |
|  |  |
| 2025-12-03 | 1.0001          |
|  |  |
| 2025-12-04 | 1.0000          |
|  |  |
| 2025-12-05 | 1.0001          |
|  |  |
| 2025-12-08 | 1.0000          |
|  |  |
| 2025-12-09 | 1.0000          |
|  |  |
| 2025-12-10 | 1.0001          |
|  |  |
| 2025-12-11 | 1.0001          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0001          |
|  |  |
| 2025-12-16 | 1.0001          |
|  |  |
| 2025-12-17 | 1.0001          |
|  |  |
| 2025-12-18 | 1.0001          |
|  |  |
| 2025-12-19 | 1.0002          |
|  |  |
| 2025-12-22 | 1.0001          |
|  |  |
| 2025-12-23 | 1.0001          |
|  |  |
| 2025-12-24 | 1.0001          |
|  |  |
| 2025-12-26 | 1.0002          |
|  |  |
| 2025-12-29 | 1.0001          |
|  |  |
| 2025-12-30 | 1.0001          |
|  |  |
| 2025-12-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $570182.28                | $3823.60                |
| 2025-12-02 | $9901.05                  | $15268.55               |
| 2025-12-03 | $39871.78                 | $6097.19                |
| 2025-12-04 | $2423.87                  | $4144.15                |
| 2025-12-05 | $3050.03                  | $224476.43              |
| 2025-12-08 | $58837.77                 | $21004.78               |
| 2025-12-09 | $12220.36                 | $23205.69               |
| 2025-12-10 | $13630.46                 | $141.19                 |
| 2025-12-11 | $278443.18                | $1195504.55             |
| 2025-12-12 | $13511.42                 | $160.22                 |
| 2025-12-15 | $5443.40                  | $62795.09               |
| 2025-12-16 | $8326.38                  | $241025.82              |
| 2025-12-17 | $18600.86                 | $272214.12              |
| 2025-12-18 | $25213.13                 | $1556.26                |
| 2025-12-19 | $4522.22                  | $250184.93              |
| 2025-12-22 | $8103.32                  | $2133.98                |
| 2025-12-23 | $19174.04                 | $2321.88                |
| 2025-12-24 | $27910.65                 | $7985.22                |
| 2025-12-26 | $2930.33                  | $5135.84                |
| 2025-12-29 | $6200.34                  | $435727.74              |
| 2025-12-30 | $33438.24                 | $919.12                 |
| 2025-12-31 | $21419.02                 | $2087.89                |

**Total Gross Subscriptions (Month):** $1183354.13

**Total Gross Redemptions (Month):** $2777914.24

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.3900%           |
| 2025-12-02 | 3.3900%           |
| 2025-12-03 | 3.3800%           |
| 2025-12-04 | 3.3700%           |
| 2025-12-05 | 3.3600%           |
| 2025-12-08 | 3.3200%           |
| 2025-12-09 | 3.3100%           |
| 2025-12-10 | 3.3100%           |
| 2025-12-11 | 3.2900%           |
| 2025-12-12 | 3.2700%           |
| 2025-12-15 | 3.2100%           |
| 2025-12-16 | 3.1900%           |
| 2025-12-17 | 3.1700%           |
| 2025-12-18 | 3.1600%           |
| 2025-12-19 | 3.1600%           |
| 2025-12-22 | 3.1600%           |
| 2025-12-23 | 3.1500%           |
| 2025-12-24 | 3.1500%           |
| 2025-12-26 | 3.1500%           |
| 2025-12-29 | 3.1500%           |
| 2025-12-30 | 3.1600%           |
| 2025-12-31 | 3.1600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 8.4500%          | 0.0000%              |
| Depository institution or other banking institution |  | 12.6400%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.0300%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.6100%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.6200%          | 0.0000%              |
| Retail investor                                     |  | 19.2500%         | 0.0000%              |

### Class: Agency

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $15103354439.83

- **Number of Shares Outstanding:** 15105957738.2200

- **Expense Reimbursement/Waiver:** 105902.31

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0000          |
|  |  |
| 2025-12-02 | 1.0000          |
|  |  |
| 2025-12-03 | 1.0001          |
|  |  |
| 2025-12-04 | 1.0000          |
|  |  |
| 2025-12-05 | 1.0001          |
|  |  |
| 2025-12-08 | 1.0000          |
|  |  |
| 2025-12-09 | 1.0000          |
|  |  |
| 2025-12-10 | 1.0001          |
|  |  |
| 2025-12-11 | 1.0001          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0001          |
|  |  |
| 2025-12-16 | 1.0001          |
|  |  |
| 2025-12-17 | 1.0001          |
|  |  |
| 2025-12-18 | 1.0001          |
|  |  |
| 2025-12-19 | 1.0002          |
|  |  |
| 2025-12-22 | 1.0001          |
|  |  |
| 2025-12-23 | 1.0001          |
|  |  |
| 2025-12-24 | 1.0001          |
|  |  |
| 2025-12-26 | 1.0002          |
|  |  |
| 2025-12-29 | 1.0001          |
|  |  |
| 2025-12-30 | 1.0001          |
|  |  |
| 2025-12-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $7297569785.79            | $8124387592.39          |
| 2025-12-02 | $7267507297.02            | $7208945654.31          |
| 2025-12-03 | $7992758607.03            | $7494219394.99          |
| 2025-12-04 | $8326495246.48            | $7950829730.87          |
| 2025-12-05 | $9198274472.88            | $8122877906.63          |
| 2025-12-08 | $9248781708.38            | $9228705812.10          |
| 2025-12-09 | $9533342908.48            | $9326048306.02          |
| 2025-12-10 | $9150622568.60            | $9448324045.20          |
| 2025-12-11 | $9870880075.83            | $9232132677.09          |
| 2025-12-12 | $8815989710.51            | $9236312285.83          |
| 2025-12-15 | $8798413643.45            | $8805217684.22          |
| 2025-12-16 | $9154164866.34            | $8999331743.71          |
| 2025-12-17 | $8710254208.16            | $9421648044.99          |
| 2025-12-18 | $7047907323.68            | $9116541462.52          |
| 2025-12-19 | $8373505334.46            | $7341040799.44          |
| 2025-12-22 | $8628792407.54            | $8574640178.66          |
| 2025-12-23 | $8294547033.95            | $8608722325.86          |
| 2025-12-24 | $8569252722.00            | $8210098945.73          |
| 2025-12-26 | $8447916421.95            | $8569525124.70          |
| 2025-12-29 | $8721320149.30            | $8542900170.89          |
| 2025-12-30 | $8618294550.11            | $8692517706.54          |
| 2025-12-31 | $7310514575.30            | $8705405747.58          |

**Total Gross Subscriptions (Month):** $187377105617.24

**Total Gross Redemptions (Month):** $188960373340.27

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.7900%           |
| 2025-12-02 | 3.8000%           |
| 2025-12-03 | 3.7900%           |
| 2025-12-04 | 3.7800%           |
| 2025-12-05 | 3.7600%           |
| 2025-12-08 | 3.7200%           |
| 2025-12-09 | 3.7200%           |
| 2025-12-10 | 3.7100%           |
| 2025-12-11 | 3.7000%           |
| 2025-12-12 | 3.6700%           |
| 2025-12-15 | 3.6100%           |
| 2025-12-16 | 3.5900%           |
| 2025-12-17 | 3.5700%           |
| 2025-12-18 | 3.5700%           |
| 2025-12-19 | 3.5600%           |
| 2025-12-22 | 3.5600%           |
| 2025-12-23 | 3.5600%           |
| 2025-12-24 | 3.5500%           |
| 2025-12-26 | 3.5500%           |
| 2025-12-29 | 3.5600%           |
| 2025-12-30 | 3.5600%           |
| 2025-12-31 | 3.5600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 8.7800%          | 0.0000%              |
| Depository institution or other banking institution |  | 29.8900%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.3400%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.5800%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.6600%          | 0.0000%              |
| Non-financial corporation                           |  | 5.1100%          | 0.0000%              |

### Class: Service

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $100028732.37

- **Number of Shares Outstanding:** 100045973.8900

- **Expense Reimbursement/Waiver:** 233.12

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0000          |
|  |  |
| 2025-12-02 | 1.0000          |
|  |  |
| 2025-12-03 | 1.0001          |
|  |  |
| 2025-12-04 | 1.0000          |
|  |  |
| 2025-12-05 | 1.0001          |
|  |  |
| 2025-12-08 | 1.0000          |
|  |  |
| 2025-12-09 | 1.0000          |
|  |  |
| 2025-12-10 | 1.0001          |
|  |  |
| 2025-12-11 | 1.0001          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0001          |
|  |  |
| 2025-12-16 | 1.0001          |
|  |  |
| 2025-12-17 | 1.0001          |
|  |  |
| 2025-12-18 | 1.0001          |
|  |  |
| 2025-12-19 | 1.0002          |
|  |  |
| 2025-12-22 | 1.0001          |
|  |  |
| 2025-12-23 | 1.0001          |
|  |  |
| 2025-12-24 | 1.0001          |
|  |  |
| 2025-12-26 | 1.0002          |
|  |  |
| 2025-12-29 | 1.0001          |
|  |  |
| 2025-12-30 | 1.0001          |
|  |  |
| 2025-12-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $283223.16                | $510826.88              |
| 2025-12-02 | $133186.76                | $9123.47                |
| 2025-12-03 | $435976.07                | $703852.20              |
| 2025-12-04 | $425351.46                | $46959.21               |
| 2025-12-05 | $201930.48                | $23778.05               |
| 2025-12-08 | $87909.00                 | $50634.72               |
| 2025-12-09 | $43980.67                 | $82270.21               |
| 2025-12-10 | $8206.07                  | $180593.92              |
| 2025-12-11 | $145280.52                | $194866.51              |
| 2025-12-12 | $101261.44                | $319331.21              |
| 2025-12-15 | $91065.70                 | $25076.03               |
| 2025-12-16 | $24647.81                 | $12452.98               |
| 2025-12-17 | $18342.76                 | $217671.50              |
| 2025-12-18 | $1203948.42               | $155725.64              |
| 2025-12-19 | $108583.05                | $45240.52               |
| 2025-12-22 | $226398.27                | $182308.14              |
| 2025-12-23 | $17695.96                 | $96414.47               |
| 2025-12-24 | $98043.18                 | $68325.09               |
| 2025-12-26 | $23777.10                 | $186420.76              |
| 2025-12-29 | $60697.89                 | $369196.89              |
| 2025-12-30 | $38060.39                 | $497056.05              |
| 2025-12-31 | $82104.80                 | $375751.24              |

**Total Gross Subscriptions (Month):** $3859670.96

**Total Gross Redemptions (Month):** $4353875.69

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.0400%           |
| 2025-12-02 | 3.0400%           |
| 2025-12-03 | 3.0300%           |
| 2025-12-04 | 3.0200%           |
| 2025-12-05 | 3.0100%           |
| 2025-12-08 | 2.9700%           |
| 2025-12-09 | 2.9600%           |
| 2025-12-10 | 2.9500%           |
| 2025-12-11 | 2.9400%           |
| 2025-12-12 | 2.9200%           |
| 2025-12-15 | 2.8600%           |
| 2025-12-16 | 2.8400%           |
| 2025-12-17 | 2.8200%           |
| 2025-12-18 | 2.8100%           |
| 2025-12-19 | 2.8100%           |
| 2025-12-22 | 2.8000%           |
| 2025-12-23 | 2.8000%           |
| 2025-12-24 | 2.8000%           |
| 2025-12-26 | 2.8000%           |
| 2025-12-29 | 2.8000%           |
| 2025-12-30 | 2.8000%           |
| 2025-12-31 | 2.8100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 11.7400%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.3500%          | 0.0000%              |
| Retail investor                                     |  | 78.9900%         | 0.0000%              |

### Class: Investor

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $2136426670.20

- **Number of Shares Outstanding:** 2136794916.4700

- **Expense Reimbursement/Waiver:** 4796.63

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0000          |
|  |  |
| 2025-12-02 | 1.0000          |
|  |  |
| 2025-12-03 | 1.0001          |
|  |  |
| 2025-12-04 | 1.0000          |
|  |  |
| 2025-12-05 | 1.0001          |
|  |  |
| 2025-12-08 | 1.0000          |
|  |  |
| 2025-12-09 | 1.0000          |
|  |  |
| 2025-12-10 | 1.0001          |
|  |  |
| 2025-12-11 | 1.0001          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0001          |
|  |  |
| 2025-12-16 | 1.0001          |
|  |  |
| 2025-12-17 | 1.0001          |
|  |  |
| 2025-12-18 | 1.0001          |
|  |  |
| 2025-12-19 | 1.0002          |
|  |  |
| 2025-12-22 | 1.0001          |
|  |  |
| 2025-12-23 | 1.0001          |
|  |  |
| 2025-12-24 | 1.0001          |
|  |  |
| 2025-12-26 | 1.0002          |
|  |  |
| 2025-12-29 | 1.0001          |
|  |  |
| 2025-12-30 | 1.0001          |
|  |  |
| 2025-12-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $38112208.40              | $0.00                   |
| 2025-12-02 | $6384.67                  | $13324654.57            |
| 2025-12-03 | $7256.37                  | $43210176.86            |
| 2025-12-04 | $35517821.09              | $2290.97                |
| 2025-12-05 | $931.52                   | $9623172.00             |
| 2025-12-08 | $5595.69                  | $18824396.44            |
| 2025-12-09 | $31898033.78              | $3820.79                |
| 2025-12-10 | $5247.04                  | $41224904.57            |
| 2025-12-11 | $83525517.94              | $16352.99               |
| 2025-12-12 | $7994.75                  | $33347156.67            |
| 2025-12-15 | $10701937.58              | $8916.46                |
| 2025-12-16 | $81401064.61              | $9313.08                |
| 2025-12-17 | $8269.73                  | $58766931.15            |
| 2025-12-18 | $51148815.74              | $13681.80               |
| 2025-12-19 | $4679.53                  | $15424756.79            |
| 2025-12-22 | $4040.37                  | $10868339.38            |
| 2025-12-23 | $22111639.71              | $3245.20                |
| 2025-12-24 | $11549.21                 | $69193309.71            |
| 2025-12-26 | $32776716.65              | $0.00                   |
| 2025-12-29 | $6891.15                  | $49492690.12            |
| 2025-12-30 | $74440501.81              | $12857.42               |
| 2025-12-31 | $14618291.16              | $0.00                   |

**Total Gross Subscriptions (Month):** $476321388.50

**Total Gross Redemptions (Month):** $363370966.97

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.5900%           |
| 2025-12-02 | 3.5900%           |
| 2025-12-03 | 3.5800%           |
| 2025-12-04 | 3.5700%           |
| 2025-12-05 | 3.5600%           |
| 2025-12-08 | 3.5200%           |
| 2025-12-09 | 3.5100%           |
| 2025-12-10 | 3.5100%           |
| 2025-12-11 | 3.4900%           |
| 2025-12-12 | 3.4700%           |
| 2025-12-15 | 3.4100%           |
| 2025-12-16 | 3.3900%           |
| 2025-12-17 | 3.3700%           |
| 2025-12-18 | 3.3600%           |
| 2025-12-19 | 3.3600%           |
| 2025-12-22 | 3.3500%           |
| 2025-12-23 | 3.3500%           |
| 2025-12-24 | 3.3500%           |
| 2025-12-26 | 3.3500%           |
| 2025-12-29 | 3.3500%           |
| 2025-12-30 | 3.3600%           |
| 2025-12-31 | 3.3600%           |

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

### Class: IM

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $17268518437.33

- **Number of Shares Outstanding:** 17271494934.2500

- **Expense Reimbursement/Waiver:** 35860.87

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0000          |
|  |  |
| 2025-12-02 | 1.0000          |
|  |  |
| 2025-12-03 | 1.0001          |
|  |  |
| 2025-12-04 | 1.0000          |
|  |  |
| 2025-12-05 | 1.0001          |
|  |  |
| 2025-12-08 | 1.0000          |
|  |  |
| 2025-12-09 | 1.0000          |
|  |  |
| 2025-12-10 | 1.0001          |
|  |  |
| 2025-12-11 | 1.0001          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0001          |
|  |  |
| 2025-12-16 | 1.0001          |
|  |  |
| 2025-12-17 | 1.0001          |
|  |  |
| 2025-12-18 | 1.0001          |
|  |  |
| 2025-12-19 | 1.0002          |
|  |  |
| 2025-12-22 | 1.0001          |
|  |  |
| 2025-12-23 | 1.0001          |
|  |  |
| 2025-12-24 | 1.0001          |
|  |  |
| 2025-12-26 | 1.0002          |
|  |  |
| 2025-12-29 | 1.0001          |
|  |  |
| 2025-12-30 | 1.0001          |
|  |  |
| 2025-12-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $617927616.04             | $272168750.87           |
| 2025-12-02 | $115877558.91             | $831471648.43           |
| 2025-12-03 | $227533302.29             | $864320237.11           |
| 2025-12-04 | $882967167.33             | $372766280.18           |
| 2025-12-05 | $130656694.16             | $775412394.55           |
| 2025-12-08 | $1245634133.38            | $649669703.05           |
| 2025-12-09 | $501598949.54             | $516575619.56           |
| 2025-12-10 | $269953537.57             | $231676498.42           |
| 2025-12-11 | $303621308.00             | $143088126.95           |
| 2025-12-12 | $446397308.53             | $138192433.48           |
| 2025-12-15 | $331054546.66             | $210681377.97           |
| 2025-12-16 | $637616035.35             | $264252414.86           |
| 2025-12-17 | $184593993.62             | $488723133.39           |
| 2025-12-18 | $540547639.00             | $297367464.77           |
| 2025-12-19 | $125658895.77             | $408060341.66           |
| 2025-12-22 | $670438063.43             | $183476203.00           |
| 2025-12-23 | $276219224.22             | $319022678.12           |
| 2025-12-24 | $371404766.27             | $645989383.45           |
| 2025-12-26 | $756018810.66             | $278358464.95           |
| 2025-12-29 | $787569008.27             | $484886545.04           |
| 2025-12-30 | $681213346.76             | $163479326.75           |
| 2025-12-31 | $416802793.78             | $118021683.93           |

**Total Gross Subscriptions (Month):** $10521304699.54

**Total Gross Redemptions (Month):** $8657660710.49

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.9400%           |
| 2025-12-02 | 3.9400%           |
| 2025-12-03 | 3.9300%           |
| 2025-12-04 | 3.9200%           |
| 2025-12-05 | 3.9100%           |
| 2025-12-08 | 3.8700%           |
| 2025-12-09 | 3.8600%           |
| 2025-12-10 | 3.8600%           |
| 2025-12-11 | 3.8400%           |
| 2025-12-12 | 3.8200%           |
| 2025-12-15 | 3.7600%           |
| 2025-12-16 | 3.7400%           |
| 2025-12-17 | 3.7200%           |
| 2025-12-18 | 3.7100%           |
| 2025-12-19 | 3.7100%           |
| 2025-12-22 | 3.7000%           |
| 2025-12-23 | 3.7000%           |
| 2025-12-24 | 3.7000%           |
| 2025-12-26 | 3.7000%           |
| 2025-12-29 | 3.7000%           |
| 2025-12-30 | 3.7100%           |
| 2025-12-31 | 3.7100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 16.4000%         | 0.0000%              |
| Depository institution or other banking institution |  | 43.4300%         | 0.0000%              |
| Non-financial corporation                           |  | 12.4000%         | 0.0000%              |
| Non-financial corporation                           |  | 19.7400%         | 0.0000%              |

### Class: Academy

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $5238859698.20

- **Number of Shares Outstanding:** 5239762696.8600

- **Expense Reimbursement/Waiver:** 11374.24

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0000          |
|  |  |
| 2025-12-02 | 1.0000          |
|  |  |
| 2025-12-03 | 1.0001          |
|  |  |
| 2025-12-04 | 1.0000          |
|  |  |
| 2025-12-05 | 1.0001          |
|  |  |
| 2025-12-08 | 1.0000          |
|  |  |
| 2025-12-09 | 1.0000          |
|  |  |
| 2025-12-10 | 1.0001          |
|  |  |
| 2025-12-11 | 1.0001          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0001          |
|  |  |
| 2025-12-16 | 1.0001          |
|  |  |
| 2025-12-17 | 1.0001          |
|  |  |
| 2025-12-18 | 1.0001          |
|  |  |
| 2025-12-19 | 1.0002          |
|  |  |
| 2025-12-22 | 1.0001          |
|  |  |
| 2025-12-23 | 1.0001          |
|  |  |
| 2025-12-24 | 1.0001          |
|  |  |
| 2025-12-26 | 1.0002          |
|  |  |
| 2025-12-29 | 1.0001          |
|  |  |
| 2025-12-30 | 1.0001          |
|  |  |
| 2025-12-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $314988767.78             | $24894394.77            |
| 2025-12-02 | $250000000.00             | $153297646.51           |
| 2025-12-03 | $127739879.84             | $195000000.00           |
| 2025-12-04 | $12579910.67              | $126573906.00           |
| 2025-12-05 | $135079200.00             | $55176920.31            |
| 2025-12-08 | $77896649.03              | $265641095.17           |
| 2025-12-09 | $465251112.88             | $88102941.52            |
| 2025-12-10 | $734650336.40             | $562338965.26           |
| 2025-12-11 | $629489692.75             | $126459344.55           |
| 2025-12-12 | $161419520.09             | $840472705.85           |
| 2025-12-15 | $686389575.43             | $850146633.39           |
| 2025-12-16 | $373005644.44             | $84954839.97            |
| 2025-12-17 | $165343184.05             | $83753262.09            |
| 2025-12-18 | $116093893.47             | $688609872.86           |
| 2025-12-19 | $56007633.40              | $54989973.07            |
| 2025-12-22 | $349206658.38             | $61274379.46            |
| 2025-12-23 | $502057656.47             | $402178218.66           |
| 2025-12-24 | $1018580.75               | $103251432.15           |
| 2025-12-26 | $467895977.08             | $71349090.08            |
| 2025-12-29 | $245296270.55             | $567595932.60           |
| 2025-12-30 | $471409287.59             | $401422317.75           |
| 2025-12-31 | $518752485.11             | $308800428.18           |

**Total Gross Subscriptions (Month):** $6861571916.16

**Total Gross Redemptions (Month):** $6116284300.20

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.8900%           |
| 2025-12-02 | 3.8900%           |
| 2025-12-03 | 3.8800%           |
| 2025-12-04 | 3.8700%           |
| 2025-12-05 | 3.8600%           |
| 2025-12-08 | 3.8200%           |
| 2025-12-09 | 3.8100%           |
| 2025-12-10 | 3.8100%           |
| 2025-12-11 | 3.7900%           |
| 2025-12-12 | 3.7700%           |
| 2025-12-15 | 3.7100%           |
| 2025-12-16 | 3.6900%           |
| 2025-12-17 | 3.6700%           |
| 2025-12-18 | 3.6600%           |
| 2025-12-19 | 3.6600%           |
| 2025-12-22 | 3.6500%           |
| 2025-12-23 | 3.6500%           |
| 2025-12-24 | 3.6500%           |
| 2025-12-26 | 3.6500%           |
| 2025-12-29 | 3.6500%           |
| 2025-12-30 | 3.6600%           |
| 2025-12-31 | 3.6600%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                                                   |  | 19.6700%         | 0.0000%              |
| Non-financial corporation                                                   |  | 5.2200%          | 0.0000%              |
| Non-financial corporation                                                   |  | 6.5800%          | 0.0000%              |
| Non-financial corporation                                                   |  | 9.5400%          | 0.0000%              |
| Non-financial corporation                                                   |  | 6.6200%          | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 21.3900%         | 0.0000%              |

### Class: Empower

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $10723103199.81

- **Number of Shares Outstanding:** 10724951492.7900

- **Expense Reimbursement/Waiver:** 24129.56

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0000          |
|  |  |
| 2025-12-02 | 1.0000          |
|  |  |
| 2025-12-03 | 1.0001          |
|  |  |
| 2025-12-04 | 1.0000          |
|  |  |
| 2025-12-05 | 1.0001          |
|  |  |
| 2025-12-08 | 1.0000          |
|  |  |
| 2025-12-09 | 1.0000          |
|  |  |
| 2025-12-10 | 1.0001          |
|  |  |
| 2025-12-11 | 1.0001          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0001          |
|  |  |
| 2025-12-16 | 1.0001          |
|  |  |
| 2025-12-17 | 1.0001          |
|  |  |
| 2025-12-18 | 1.0001          |
|  |  |
| 2025-12-19 | 1.0002          |
|  |  |
| 2025-12-22 | 1.0001          |
|  |  |
| 2025-12-23 | 1.0001          |
|  |  |
| 2025-12-24 | 1.0001          |
|  |  |
| 2025-12-26 | 1.0002          |
|  |  |
| 2025-12-29 | 1.0001          |
|  |  |
| 2025-12-30 | 1.0001          |
|  |  |
| 2025-12-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $610022817.43             | $365556446.08           |
| 2025-12-02 | $334360422.46             | $462869948.96           |
| 2025-12-03 | $263810035.36             | $435043600.04           |
| 2025-12-04 | $333617482.68             | $364590036.00           |
| 2025-12-05 | $1132858275.00            | $246108228.48           |
| 2025-12-08 | $276428548.57             | $402436242.78           |
| 2025-12-09 | $372408925.89             | $482903456.60           |
| 2025-12-10 | $412683203.88             | $418750900.09           |
| 2025-12-11 | $278114765.80             | $461258491.47           |
| 2025-12-12 | $466859665.96             | $358411837.26           |
| 2025-12-15 | $348038737.32             | $945026629.15           |
| 2025-12-16 | $378062470.85             | $452271706.00           |
| 2025-12-17 | $336938839.00             | $257785782.96           |
| 2025-12-18 | $806019614.21             | $254014312.37           |
| 2025-12-19 | $371888509.64             | $347793950.70           |
| 2025-12-22 | $761754742.12             | $366828369.95           |
| 2025-12-23 | $347739207.51             | $454600358.02           |
| 2025-12-24 | $682003823.05             | $245638993.41           |
| 2025-12-26 | $383653382.49             | $760551335.27           |
| 2025-12-29 | $259410512.79             | $892770093.81           |
| 2025-12-30 | $391962559.75             | $403609022.00           |
| 2025-12-31 | $828425146.36             | $231412643.96           |

**Total Gross Subscriptions (Month):** $10377061688.12

**Total Gross Redemptions (Month):** $9610232385.36

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.8900%           |
| 2025-12-02 | 3.8900%           |
| 2025-12-03 | 3.8800%           |
| 2025-12-04 | 3.8700%           |
| 2025-12-05 | 3.8600%           |
| 2025-12-08 | 3.8200%           |
| 2025-12-09 | 3.8100%           |
| 2025-12-10 | 3.8100%           |
| 2025-12-11 | 3.7900%           |
| 2025-12-12 | 3.7700%           |
| 2025-12-15 | 3.7100%           |
| 2025-12-16 | 3.6900%           |
| 2025-12-17 | 3.6700%           |
| 2025-12-18 | 3.6600%           |
| 2025-12-19 | 3.6600%           |
| 2025-12-22 | 3.6500%           |
| 2025-12-23 | 3.6500%           |
| 2025-12-24 | 3.6500%           |
| 2025-12-26 | 3.6500%           |
| 2025-12-29 | 3.6500%           |
| 2025-12-30 | 3.6600%           |
| 2025-12-31 | 3.6600%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 11.5300%         | 0.0000%              |
| Non-financial corporation |  | 7.4500%          | 0.0000%              |
| Non-financial corporation |  | 5.6800%          | 0.0000%              |
| Non-financial corporation |  | 5.7100%          | 0.0000%              |
| Non-financial corporation |  | 8.1200%          | 0.0000%              |
| Non-financial corporation |  | 7.4600%          | 0.0000%              |

### Class: Digital

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $50064325.35

- **Number of Shares Outstanding:** 50072954.7100

- **Expense Reimbursement/Waiver:** 222.79

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.9998          |
|  |  |
| 2025-12-02 | 0.9998          |
|  |  |
| 2025-12-03 | 0.9998          |
|  |  |
| 2025-12-04 | 0.9998          |
|  |  |
| 2025-12-05 | 0.9998          |
|  |  |
| 2025-12-08 | 0.9998          |
|  |  |
| 2025-12-09 | 1.0000          |
|  |  |
| 2025-12-10 | 1.0001          |
|  |  |
| 2025-12-11 | 1.0001          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0001          |
|  |  |
| 2025-12-16 | 1.0001          |
|  |  |
| 2025-12-17 | 1.0001          |
|  |  |
| 2025-12-18 | 1.0001          |
|  |  |
| 2025-12-19 | 1.0002          |
|  |  |
| 2025-12-22 | 1.0001          |
|  |  |
| 2025-12-23 | 1.0001          |
|  |  |
| 2025-12-24 | 1.0001          |
|  |  |
| 2025-12-26 | 1.0002          |
|  |  |
| 2025-12-29 | 1.0001          |
|  |  |
| 2025-12-30 | 1.0001          |
|  |  |
| 2025-12-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $435.35                   | $0.00                   |
| 2025-12-02 | $84944.67                 | $0.00                   |
| 2025-12-03 | $0.00                     | $31936.72               |
| 2025-12-04 | $208.65                   | $0.00                   |
| 2025-12-05 | $0.00                     | $40.50                  |
| 2025-12-08 | $107.78                   | $0.00                   |
| 2025-12-09 | $95.66                    | $0.00                   |
| 2025-12-10 | $0.00                     | $108.19                 |
| 2025-12-11 | $0.00                     | $62.71                  |
| 2025-12-12 | $96.66                    | $0.00                   |
| 2025-12-15 | $0.00                     | $339.26                 |
| 2025-12-16 | $256.45                   | $0.00                   |
| 2025-12-17 | $3482.18                  | $20000000.00            |
| 2025-12-18 | $20000000.00              | $3821.99                |
| 2025-12-19 | $87.70                    | $0.00                   |
| 2025-12-22 | $97.79                    | $0.00                   |
| 2025-12-23 | $33.77                    | $0.00                   |
| 2025-12-24 | $0.00                     | $38.45                  |
| 2025-12-26 | $411.18                   | $0.00                   |
| 2025-12-29 | $0.00                     | $85.04                  |
| 2025-12-30 | $8744.29                  | $50000000.00            |
| 2025-12-31 | $84.30                    | $0.00                   |

**Total Gross Subscriptions (Month):** $20099086.43

**Total Gross Redemptions (Month):** $70036432.86

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.8800%           |
| 2025-12-02 | 3.8800%           |
| 2025-12-03 | 3.8800%           |
| 2025-12-04 | 3.8700%           |
| 2025-12-05 | 3.8500%           |
| 2025-12-08 | 3.8100%           |
| 2025-12-09 | 3.8000%           |
| 2025-12-10 | 3.8000%           |
| 2025-12-11 | 3.7800%           |
| 2025-12-12 | 3.7600%           |
| 2025-12-15 | 3.7000%           |
| 2025-12-16 | 3.6800%           |
| 2025-12-17 | 3.6600%           |
| 2025-12-18 | 3.6600%           |
| 2025-12-19 | 3.6500%           |
| 2025-12-22 | 3.6500%           |
| 2025-12-23 | 3.6400%           |
| 2025-12-24 | 3.6400%           |
| 2025-12-26 | 3.6400%           |
| 2025-12-29 | 3.6500%           |
| 2025-12-30 | 3.6500%           |
| 2025-12-31 | 3.6500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 99.9500%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** BANCO SANTANDER S.A. NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: OVU001GZ7
- **C.18 - Value (incl. sponsor support):** $1300000000.00
- **C.18.a - Value (excl. sponsor support):** $1300000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $1000.00           | $875.23            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $1008.00           | $941.62            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $648290.00         | $579472.54         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $83.02             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 4.5000%  | N/A     | $1008.00           | $223.63            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $3304504.00        | $2673889.37        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $56109440.00       | $54739121.80       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $1024.00           | $727.30            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 3.5000%  | N/A     | $1100000.00        | $201663.49         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $202339.00         | $144712.03         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $823.45            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $1400265.00        | $1115021.32        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-05-01      | 4.0000%  | N/A     | $1000.00           | $135.39            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $3021670.00        | $2044554.82        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1038.93           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.5000%  | N/A     | $243818.00         | $187583.47         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $851.99            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $500388.00         | $508830.49         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $1008.00           | $832.39            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $31483754.00       | $27309723.75       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 7.0000%  | N/A     | $1000.00           | $1056.15           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $25223727.00       | $22897492.38       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $8563790.00        | $6123697.26        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.5000%  | N/A     | $1000.00           | $857.82            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $756.27            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $12024.00          | $8301.23           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $6460267.00        | $5229585.63        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $2773348.00        | $1778922.41        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $7292.00           | $6943.89           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $879.85            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1024.00           | $1044.66           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $647.62            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $852.29            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 5.5000%  | N/A     | $2747.00           | $2279.96           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 4.0000%  | N/A     | $44195875.00       | $10976308.41       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $638.45            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $982.01            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1001.43           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $5094970.00        | $5012557.33        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $1000.00           | $641.25            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $710.03            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1024.00           | $979.11            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1025.36           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1040.00           | $999.54            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.0000%  | N/A     | $1000.00           | $539.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $2601250.00        | $1373625.48        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1369019.00        | $1373094.38        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $1000.00           | $998.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.0000%  | N/A     | $4236158.00        | $1221783.54        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $31900.00          | $25116.38          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $45000.00          | $40565.44          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $285000.00         | $115326.08         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $147634944.00      | $72792587.58       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $607.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-04-01      | 4.0000%  | N/A     | $1000.00           | $245.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.0000%  | N/A     | $4041152.00        | $2103437.71        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $8030.00           | $8082.72           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $932000.00         | $718696.90         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.0000%  | N/A     | $29000.00          | $23818.82          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $61685.00          | $56082.19          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $2304.00           | $2218.56           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-09-01      | 3.5000%  | N/A     | $1162998.00        | $607201.65         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $224533.00         | $212933.90         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $8246.00           | $8035.80           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2059-01-01      | 4.5000%  | N/A     | $1000.00           | $954.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.0000%  | N/A     | $222892701.00      | $32776299.86       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $9361.00           | $7299.23           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | 5.5000%  | N/A     | $1008.00           | $1039.01           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $2304.00           | $948.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $4024.00           | $658.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $2000.00           | $2003.04           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.5000%  | N/A     | $8155808.00        | $1159744.81        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $1000.00           | $89.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | 3.0000%  | N/A     | $1280.00           | $7.71              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $994.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-07-01      | 4.5000%  | N/A     | $2000.00           | $549.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | 4.0000%  | N/A     | $1024.00           | $328.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.5000%  | N/A     | $15000.00          | $12186.40          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $2000.00           | $2079.46           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $1000.00           | $986.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-11-01      | 7.0000%  | N/A     | $2000.00           | $1673.13           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $1024.00           | $920.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-09-01      | 3.5000%  | N/A     | $1000.00           | $233.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $2024.00           | $454.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $1024.00           | $837.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $7835.00           | $6104.74           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $2813801.00        | $2907165.90        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $6858532.00        | $6793642.66        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-03-01      | 2.5000%  | N/A     | $1709850.00        | $1095242.46        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $2516312.00        | $2585726.46        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $711899.00         | $729225.43         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $827.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $38675968.00       | $14972687.49       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $1439555.00        | $727517.12         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1188310.00        | $1027248.70        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $2568.00           | $2321.84           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $3236520.00        | $3269438.64        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $45000.00          | $29380.45          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1024.00           | $1011.75           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1028.50           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $2000.00           | $1851.93           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $2000.00           | $1934.35           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $60045.00          | $24967.59          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $65000.00          | $42075.52          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1008.00           | $1012.67           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1045.20           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1024.00           | $982.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $5134499.00        | $5130031.96        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2063-06-01      | 3.5000%  | N/A     | $2920.00           | $2139.04           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $2521428.00        | $1268757.32        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $3070383.00        | $2221372.72        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $1000.00           | $388.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $2016667.00        | $2086875.05        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $344000.00         | $278082.62         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $134000.00         | $108784.53         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $2025.00           | $1601.23           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $1024.00           | $951.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $6128.00           | $5533.68           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1325124.00        | $1357375.31        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-06-15      | 5.6000%  | N/A     | $2000.00           | $2081.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-07-20      | 3.5000%  | N/A     | $1993760.00        | $65638.88          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.0000%  | N/A     | $24172462.00       | $18096339.44       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $1000.00           | $1047.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-02-20      | 2.5000%  | N/A     | $9405127.00        | $5866211.02        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $1000.00           | $998.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-06-20      | 4.0000%  | N/A     | $36127.00          | $31989.65          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-08-20      | 5.5000%  | N/A     | $119000.00         | $78856.63          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-10-15      | 5.5100%  | N/A     | $1000.00           | $1047.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-06-15      | 4.9200%  | N/A     | $1000.00           | $982.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2058-09-15      | 5.1900%  | N/A     | $1000.00           | $1001.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2058-02-15      | 4.9500%  | N/A     | $1000.00           | $983.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-04-20      | 6.0000%  | N/A     | $553000.00         | $312003.99         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2058-05-15      | 5.1900%  | N/A     | $114077.00         | $113889.24         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2066-11-15      | 5.7300%  | N/A     | $1000.00           | $1003.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-11-20      | 3.5000%  | N/A     | $1490998.00        | $116824.66         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.0000%  | N/A     | $15990.00          | $12967.90          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $10975120.00       | $11369881.94       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2059-09-15      | 5.6900%  | N/A     | $1000.00           | $1041.45           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-02-15      | 5.8800%  | N/A     | $1000.00           | $1057.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-06-20      | 4.5000%  | N/A     | $12439612.00       | $10868211.31       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-07-20      | 2.5000%  | N/A     | $164219662.00      | $92512339.74       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-09-15      | 4.5000%  | N/A     | $1000.00           | $786.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-05-20      | 3.5000%  | N/A     | $16469464.00       | $7575446.28        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-08-20      | 5.0000%  | N/A     | $98000.00          | $72030.37          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-04-20      | 7.0000%  | N/A     | $290000.00         | $113113.87         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-08-20      | 6.0000%  | N/A     | $49992000.00       | $33823178.06       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-03-15      | 6.3500%  | N/A     | $5656000.00        | $6170337.39        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $1000.00           | $662.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1000.00           | $1059.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-01-15      | 4.0000%  | N/A     | $98999.00          | $44699.79          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.0000%  | N/A     | $229431.00         | $205061.16         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-07-20      | 5.0000%  | N/A     | $116000.00         | $25323.85          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-03-20      | 3.0000%  | N/A     | $134000.00         | $47934.52          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $1000.00           | $1027.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1000.00           | $1026.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 6.5000%  | N/A     | $1000.00           | $355.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2048-09-20      | 4.0000%  | N/A     | $1000.00           | $93.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-02-20      | 5.0000%  | N/A     | $48000.00          | $20565.01          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-20      | 5.5000%  | N/A     | $1000.00           | $815.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-12-20      | 2.5000%  | N/A     | $190000.00         | $109280.60         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-09-15      | 4.5300%  | N/A     | $6226785.00        | $6059606.90        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1000.00           | $1058.01           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $1000.00           | $1007.54           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-07-20      | 4.5000%  | N/A     | $107024.00         | $91611.34          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-09-20      | 2.0000%  | N/A     | $1000.00           | $449.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.5000%  | N/A     | $217412.00         | $50821.17          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1000.00           | $987.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-10-15      | 4.0000%  | N/A     | $74000.00          | $33072.79          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.5000%  | N/A     | $2781924.00        | $942230.92         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-04-15      | 5.7300%  | N/A     | $2000.00           | $2104.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $63956000.00       | $61628799.28       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-07-15      | 5.7000%  | N/A     | $1000.00           | $1048.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $8608460.00        | $9146695.89        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2058-05-15      | 4.5500%  | N/A     | $1000.00           | $962.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-05-20      | 2.5000%  | N/A     | $1000.00           | $520.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.0000%  | N/A     | $75436481.00       | $56018663.66       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1000.00           | $1052.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $1000.00           | $1047.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-12-20      | 5.0000%  | N/A     | $3702024.00        | $2816754.09        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-07-20      | 4.5000%  | N/A     | $41999.00          | $31088.58          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-01-15      | 4.7500%  | N/A     | $1000.00           | $983.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-06-20      | 4.0000%  | N/A     | $1038069.00        | $455275.93         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-09-15      | 5.7200%  | N/A     | $2000.00           | $2103.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $1000.00           | $1047.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-01-20      | 3.5000%  | N/A     | $7342088.00        | $2695096.31        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.0000%  | N/A     | $1000.00           | $709.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2058-04-15      | 4.9000%  | N/A     | $3522100.00        | $3458172.37        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-03-15      | 4.0000%  | N/A     | $1000.00           | $133.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $6292760.00        | $6482234.68        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2065-09-15      | 5.6800%  | N/A     | $1000.00           | $1049.47           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-05-20      | 3.0000%  | N/A     | $158973280.00      | $76841226.87       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-20      | 4.0000%  | N/A     | $97251.00          | $61574.08          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-11-15      | 3.0000%  | N/A     | $826000.00         | $302873.95         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-04-15      | 5.7900%  | N/A     | $1000.00           | $1052.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-10-20      | 2.0000%  | N/A     | $293000.00         | $168306.94         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2059-12-15      | 5.4000%  | N/A     | $2000.00           | $2057.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $35883095.00       | $28079457.19       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-07-20      | 3.0000%  | N/A     | $138835976.00      | $73652313.98       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2067-03-15      | 5.5800%  | N/A     | $28394.00          | $29682.09          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-09-20      | 4.0000%  | N/A     | $1000.00           | $105.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1000.00           | $1037.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $1000.00           | $1047.38           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $1000.00           | $716.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2048-02-20      | 4.0000%  | N/A     | $1023.00           | $100.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-11-15      | 5.0900%  | N/A     | $1000.00           | $1000.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-05-20      | 5.0000%  | N/A     | $14267688.00       | $1241712.56        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-10-20      | 7.0000%  | N/A     | $36964671.00       | $38659994.02       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-07-20      | 4.0000%  | N/A     | $1024.00           | $467.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-04-20      | 4.0000%  | N/A     | $1000.00           | $81.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.0000%  | N/A     | $1000.00           | $1001.38           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.5000%  | N/A     | $1000.00           | $672.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-05-20      | 4.5000%  | N/A     | $378106.00         | $351739.12         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.0000%  | N/A     | $1000.00           | $1002.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1000.00           | $1064.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.0000%  | N/A     | $91000.00          | $76562.40          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-04-20      | 2.5000%  | N/A     | $2249730.00        | $1132760.78        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-07-15      | 5.9800%  | N/A     | $6288384.00        | $6656381.75        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $15742176.00       | $13565452.56       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $7497968.00        | $7839763.59        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 5.5000%  | N/A     | $993000.00         | $656000.48         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-11-15      | 5.5500%  | N/A     | $3000.00           | $3120.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2066-03-15      | 5.4000%  | N/A     | $4000.00           | $4061.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-04-15      | 5.5500%  | N/A     | $3000.00           | $3119.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-20      | 5.5000%  | N/A     | $1285260.00        | $419434.34         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.5000%  | N/A     | $10132195.00       | $6908257.98        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-03-15      | 4.9600%  | N/A     | $3000.00           | $2999.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $1000.00           | $1046.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-06-20      | 4.0000%  | N/A     | $5376111.00        | $2567406.52        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $8594394.00        | $8353335.20        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $6134679.00        | $6299022.96        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-02-15      | 5.7100%  | N/A     | $2000.00           | $2098.96           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-07-20      | 6.5000%  | N/A     | $45000.00          | $19556.71          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2058-01-15      | 4.4500%  | N/A     | $797473.00         | $760540.68         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $180126.00         | $184508.35         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-06-20      | 4.0000%  | N/A     | $1000.00           | $96.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-11-20      | 4.5000%  | N/A     | $1000.00           | $938.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1000.00           | $1047.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $15768120.00       | $16172152.25       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $1000.00           | $1057.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2064-12-15      | 6.0300%  | N/A     | $1000.00           | $1067.26           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-01-15      | 6.2000%  | N/A     | $3000.00           | $3230.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2058-04-15      | 4.6700%  | N/A     | $1000.00           | $969.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2058-01-15      | 5.5000%  | N/A     | $2066600.00        | $2091874.56        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-01-20      | 3.0000%  | N/A     | $1000.00           | $112.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $1000.00           | $994.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $1000.00           | $1048.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.5000%  | N/A     | $1000.00           | $968.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-09-20      | 4.5000%  | N/A     | $198978.00         | $74868.07          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-11-15      | 3.0000%  | N/A     | $1000.00           | $90.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | 4.5000%  | N/A     | $103000.00         | $90844.06          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2048-01-15      | 4.0000%  | N/A     | $184000.00         | $85165.79          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-02-15      | 4.0000%  | N/A     | $1000.00           | $105.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.5000%  | N/A     | $99000.00          | $70121.56          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $14252929.00       | $14304562.62       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-07-20      | 5.5000%  | N/A     | $114137829.00      | $86156200.30       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-04-20      | 4.0000%  | N/A     | $1000.00           | $329.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.0000%  | N/A     | $11792120.00       | $11508479.09       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $5364536.00        | $5508248.34        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-11-20      | 4.0000%  | N/A     | $1000.00           | $80.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-01-20      | 3.0000%  | N/A     | $1000.00           | $255.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-12-20      | 2.0000%  | N/A     | $1000.00           | $486.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $1000.00           | $1012.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $1000.00           | $1047.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $10099480.00       | $10385571.33       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2060-11-15      | 5.5000%  | N/A     | $3000.00           | $3119.95           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-01-20      | 4.0000%  | N/A     | $1000.00           | $83.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.5000%  | N/A     | $16440720.00       | $10837356.97       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.5000%  | N/A     | $3296451.00        | $2204924.79        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-08-20      | 3.5000%  | N/A     | $4790007.00        | $2640611.37        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-10-20      | 3.0000%  | N/A     | $14299190.00       | $8331539.68        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.0000%  | N/A     | $99276689.00       | $88877516.17       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-05-20      | 4.5000%  | N/A     | $917855.00         | $102097.08         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5000%  | N/A     | $28721970.00       | $21550159.17       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2065-08-15      | 6.2800%  | N/A     | $1000.00           | $1073.28           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $1000.00           | $1050.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1000.00           | $645.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $1000.00           | $993.33            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2030-02-15      | 1.5000%  | N/A     | $330400.00         | $305733.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 1.2500%  | N/A     | $13389900.00       | $12645466.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | 2.2500%  | N/A     | $33800.00          | $33877.87          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 4.5000%  | N/A     | $5161700.00        | $4928454.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 0.5000%  | N/A     | $4559800.00        | $4375948.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 3.5000%  | N/A     | $16940700.00       | $17100097.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 4.7500%  | N/A     | $58563500.00       | $58986709.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 1.2500%  | N/A     | $33308800.00       | $31541268.53       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** BANK OF AMERICA N.A. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 9DJT3UXIJIZJI4WXO774, C.5 - Other ID: 0BAN03LE6
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2047-08-01      | 3.5000%  | N/A     | $250000000.00      | $29167668.53       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 3.5000%  | N/A     | $147583387.00      | $28664494.81       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 3.5000%  | N/A     | $266128723.00      | $53745015.17       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 3.5000%  | N/A     | $1501000000.00     | $153041978.73      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.5000%  | N/A     | $268152931.00      | $35519108.54       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $175000000.00      | $37392960.01       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 3.5000%  | N/A     | $79933494.00       | $15781456.55       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-04-01      | 3.0000%  | N/A     | $1947411409.00     | $259280575.71      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.0000%  | N/A     | $1180000000.00     | $181768640.71      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 3.5000%  | N/A     | $249602710.00      | $43403997.68       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 3.0000%  | N/A     | $300000000.00      | $42677335.56       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 3.5000%  | N/A     | $969168325.00      | $62430153.56       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $1005842781.00     | $78965519.08       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 3.5000%  | N/A     | $275200729.00      | $42180465.11       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 3.0000%  | N/A     | $139220054.00      | $28611589.33       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-11-01      | 3.5000%  | N/A     | $49150409.00       | $3357682.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.5000%  | N/A     | $11852035.00       | $3164200.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-12-01      | 3.5000%  | N/A     | $2765.00           | $182.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $16492004.00       | $2808478.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $23720892.00       | $3060643.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-01-01      | 3.5000%  | N/A     | $1542797.00        | $24043.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $11350249.00       | $2807634.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $15091.00          | $8560.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $1269.00           | $107.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.0000%  | N/A     | $15842273.00       | $3071272.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-10-01      | 4.5000%  | N/A     | $26856742.00       | $3181037.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $3926.00           | $680.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $297492.00         | $184920.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | 3.5000%  | N/A     | $1359.00           | $84.72             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.0000%  | N/A     | $1280.00           | $147.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.0000%  | N/A     | $21027154.00       | $2971498.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.0000%  | N/A     | $14790170.00       | $1608234.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $1928169.00        | $517333.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | 3.5000%  | N/A     | $23000000.00       | $2821229.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.0000%  | N/A     | $21486540.00       | $1989765.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $2336.00           | $1307.24           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $1889863.00        | $230161.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.5000%  | N/A     | $17273961.00       | $3180671.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $3858370.00        | $1898629.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $15562318.00       | $2654424.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $19278947.00       | $3210549.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | 4.0000%  | N/A     | $13164795.00       | $3077235.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.0000%  | N/A     | $1609509.00        | $194936.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $31640536.00       | $3010873.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $5552.00           | $3183.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-01      | 3.5000%  | N/A     | $23721233.00       | $2660334.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $29391.00          | $2217.35           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.0000%  | N/A     | $11949263.00       | $2638231.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-10-01      | 4.5000%  | N/A     | $23736243.00       | $3337879.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $29083661.00       | $3255122.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $2330.00           | $1271.29           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $2343.00           | $1327.22           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $3880.00           | $2126.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $3424.00           | $1959.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $29971686.00       | $3343739.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-01-01      | 3.5000%  | N/A     | $49108724.00       | $3181616.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $1263.00           | $194.03            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $1451.00           | $106.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $3940.00           | $1260.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $18784642.00       | $2739020.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.0000%  | N/A     | $35290932.00       | $3240505.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | 3.5000%  | N/A     | $100000.00         | $7794.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $22412296.00       | $3242718.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $22323811.00       | $2903957.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.5000%  | N/A     | $18699183.00       | $3187948.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-12-01      | 3.5000%  | N/A     | $42600000.00       | $2627162.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $2000.00           | $234.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $10530664.00       | $1076204.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.0000%  | N/A     | $23606389.00       | $3180155.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $22860325.00       | $3294582.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-11-01      | 3.5000%  | N/A     | $2000.00           | $315.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $15701543.00       | $3184048.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.0000%  | N/A     | $20795209.00       | $3204787.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.5000%  | N/A     | $15849248.00       | $2740771.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $27805233.00       | $3098042.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | 3.5000%  | N/A     | $23790866.00       | $2947537.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $25183398.00       | $3245158.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $13448.00          | $1190.70           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $8251.00           | $495.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $3412.00           | $263.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-10-01      | 4.5000%  | N/A     | $20190935.00       | $2598291.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.0000%  | N/A     | $3257.00           | $226.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $22912946.00       | $2972385.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $2471.00           | $182.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $23668005.00       | $2789575.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.0000%  | N/A     | $16838010.00       | $2828598.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-03-01      | 3.0000%  | N/A     | $27222692.00       | $2096143.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $2150.00           | $648.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.0000%  | N/A     | $19807172.00       | $3383917.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $1684.00           | $993.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.5000%  | N/A     | $18000000.00       | $2803508.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-10-01      | 3.5000%  | N/A     | $2040678.00        | $504052.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $6000.00           | $524.43            | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** BANK OF MONTREAL (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 0QH004S98
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $43202503.00       | $33056946.95       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $34627572.00       | $31160144.26       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $29541149.00       | $29748842.98       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 3.5000%  | N/A     | $32526169.00       | $30298505.91       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $31680924.00       | $30433772.15       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $30000000.00       | $28778968.73       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $37213745.00       | $32966981.14       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 3.5000%  | N/A     | $33185802.00       | $30282464.99       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $40000000.00       | $30589564.51       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $32125124.00       | $31418632.90       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 4.0000%  | N/A     | $29812545.00       | $29557925.98       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $30343577.00       | $31037514.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-03-01      | 2.0000%  | N/A     | $33404204.00       | $30322768.08       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.0000%  | N/A     | $779214.00         | $661078.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $19252696.00       | $18009234.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $35000000.00       | $30009382.90       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-10-01      | 4.0000%  | N/A     | $58815032.00       | $31004470.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $32168524.00       | $32799134.29       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** BANK OF MONTREAL (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 0QH004SF4
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2044-08-15      | 3.0000%  | N/A     | $5000000.00        | $6470374.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-11-25      | 4.5000%  | N/A     | $11226780.00       | $10282458.50       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-09-25      | 5.2500%  | N/A     | $656627.00         | $554690.90         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2056-01-25      | 5.5000%  | N/A     | $33084807.00       | $33000815.70       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-08-25      | 6.5000%  | N/A     | $4686000.00        | $3519441.74        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2043-06-25      | 3.0000%  | N/A     | $8100736.00        | $1014540.41        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-12-25      | 5.5000%  | N/A     | $5882818.00        | $5405692.08        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-10-25      | 5.0000%  | N/A     | $298056.00         | $256845.35         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-01-20      | 2.0000%  | N/A     | $30001019.00       | $3521606.80        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $71574722.00       | $71969719.03       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-12-20      | 3.5000%  | N/A     | $41000000.00       | $11616742.44       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | 3.0000%  | N/A     | $200000000.00      | $120264771.79      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-01-20      | 3.0000%  | N/A     | $35000000.00       | $3282905.28        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-05-20      | 3.0000%  | N/A     | $18281000.00       | $14877914.19       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.0000%  | N/A     | $30300228.00       | $14140871.47       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.0000%  | N/A     | $9308962.00        | $2618196.32        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-12-16      | 4.5000%  | N/A     | $35241929.00       | $9313328.07        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 4.0000%  | N/A     | $97999999.00       | $75634723.48       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.0000%  | N/A     | $7569437.00        | $670281.67         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.5000%  | N/A     | $100000000.00      | $36897317.60       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.5000%  | N/A     | $40000000.00       | $22996616.50       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.0000%  | N/A     | $100821000.00      | $8590797.48        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.5000%  | N/A     | $30000000.00       | $28535435.50       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-08-20      | 4.5000%  | N/A     | $29426005.00       | $9213673.63        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.9848%  | N/A     | $100000000.00      | $101209914.25      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 4.5000%  | N/A     | $10060000.00       | $5067057.70        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.4276%  | N/A     | $100000000.00      | $95671855.69       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5000%  | N/A     | $100000000.00      | $98633000.00       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.5000%  | N/A     | $59175000.00       | $50979977.36       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-07-16      | 2.5000%  | N/A     | $18402207.00       | $3950279.81        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.5677%  | N/A     | $200000000.00      | $141621408.75      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.2176%  | N/A     | $8210443.00        | $7418259.43        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 4.0000%  | N/A     | $30000000.00       | $22523723.42       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-08-20      | 2.5000%  | N/A     | $29000000.00       | $11726407.79       | Agency Collateralized Mortgage Obligation |

### Security 5: BANK OF MONTREAL (REPO)

- **C.1 - Title:** BANK OF MONTREAL (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 0QH004SY3
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2028-12-15      | 3.5000%  | N/A     | $9910100.00        | $9923760.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $35471800.00       | $31927844.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 4.2500%  | N/A     | $70223000.00       | $71447025.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-03-31      | 4.1250%  | N/A     | $70062100.00       | $72147556.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 3.7500%  | N/A     | $68667000.00       | $69604862.23       | U.S. Treasuries (including strips) |

### Security 6: BMO CAPITAL MARKETS CORP. (REPO)

- **C.1 - Title:** BMO CAPITAL MARKETS CORP. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0RC002AS2
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2026-05-28      | 0.0000%  | N/A     | $154092900.00      | $151881666.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 1.7500%  | N/A     | $14611600.00       | $9999850.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 1.3750%  | N/A     | $108152100.00      | $70723279.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 4.7500%  | N/A     | $20000000.00       | $20231518.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-02      | 0.0000%  | N/A     | $1999900.00        | $1982040.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-13      | 0.0000%  | N/A     | $100.00            | $99.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-10      | 0.0000%  | N/A     | $236000.00         | $234428.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-20      | 0.0000%  | N/A     | $200.00            | $199.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-08      | 0.0000%  | N/A     | $800.00            | $799.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 3.1250%  | N/A     | $100.00            | $80.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-26      | 0.0000%  | N/A     | $300.00            | $298.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-02      | 0.0000%  | N/A     | $300.00            | $299.94            | U.S. Treasuries (including strips) |

### Security 7: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK010OR5
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2033-07-15      | 1.3750%  | N/A     | $800.00            | $843.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-09      | 0.0000%  | N/A     | $379500.00         | $372748.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 3.7500%  | N/A     | $63500.00          | $63919.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 0.0000%  | N/A     | $16798801.92       | $13198701.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | 2.0000%  | N/A     | $12600.00          | $20801.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $5225300.36        | $3372037.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $54291900.00       | $20486722.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 3.0000%  | N/A     | $2410800.00        | $1829963.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $32271694.38       | $15824070.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 2.2500%  | N/A     | $3424300.00        | $2540820.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $844300.00         | $376967.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 4.1250%  | N/A     | $550300.00         | $562561.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-11-15      | 0.0000%  | N/A     | $9471900.00        | $2221387.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $1779500.00        | $525290.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 1.1250%  | N/A     | $989600.00         | $628635.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 4.6250%  | N/A     | $15400.00          | $15901.62          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 2.7500%  | N/A     | $301900.00         | $237273.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $9400.00           | $4953.54           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $7127328.28        | $2517151.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-15      | 0.1250%  | N/A     | $20791500.00       | $25598623.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $708800.00         | $912195.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $81.45             | $66.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $11446000.00       | $2925139.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 0.1250%  | N/A     | $522654800.00      | $617100078.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 1.6250%  | N/A     | $500.00            | $265.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 0.0000%  | N/A     | $10473887.60       | $8329097.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 1.3750%  | N/A     | $100.00            | $65.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $9614171.69        | $3074150.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-15      | 3.3750%  | N/A     | $6823300.00        | $13932100.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $243000.00         | $122922.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.8750%  | N/A     | $142000.00         | $143345.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $11324943.88       | $7886894.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 2.6250%  | N/A     | $682200.00         | $668087.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 0.0000%  | N/A     | $3239900.00        | $2930162.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $146.63            | $57.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 3.8750%  | N/A     | $33936300.00       | $34272948.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 1.2500%  | N/A     | $884000.00         | $837133.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | 1.8750%  | N/A     | $200.00            | $191.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 4.2500%  | N/A     | $100.00            | $100.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 3.7921%  | N/A     | $19500.00          | $19644.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 3.2500%  | N/A     | $337100.00         | $333675.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $22.42             | $11.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $158.81            | $153.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $2609000.00        | $909781.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 2.7500%  | N/A     | $100.00            | $77.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $1148.15           | $538.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 0.0000%  | N/A     | $13765734.71       | $10320487.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $72.02             | $20.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 0.0000%  | N/A     | $2542000.00        | $615402.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $300.00            | $152.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | 0.0000%  | N/A     | $95605.57          | $59996.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 0.0000%  | N/A     | $21.36             | $17.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $2256525.08        | $1075358.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 3.8750%  | N/A     | $219200.00         | $198813.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $977710.78         | $354135.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $147017.06         | $106275.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $457.35            | $125.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $48.14             | $12.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $43252000.00       | $19019461.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 0.0000%  | N/A     | $6.31              | $5.75              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-15      | 4.1250%  | N/A     | $81700.00          | $82077.14          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $3299385.83        | $1123520.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 2.8750%  | N/A     | $29302600.00       | $29166379.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 4.2500%  | N/A     | $1386700.00        | $1371322.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 0.0000%  | N/A     | $2200.00           | $586.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 2.7500%  | N/A     | $28239000.00       | $26693550.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 2.2500%  | N/A     | $100.00            | $61.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 2.0000%  | N/A     | $63700.00          | $37259.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 6.1250%  | N/A     | $200.00            | $211.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $204100.00         | $56617.14          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.1250%  | N/A     | $458700.00         | $285140.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $1000.00           | $388.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | 4.8750%  | N/A     | $100.00            | $100.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $2665100.00        | $657203.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $138.03            | $51.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-27      | 0.0000%  | N/A     | $100.00            | $99.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $178.15            | $91.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $410.54            | $363.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | 0.0000%  | N/A     | $202.17            | $128.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $23037050.95       | $15836728.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $3.88              | $1.19              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $26229748.19       | $22975370.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $1049125.00        | $443272.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $900.00            | $293.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 0.0000%  | N/A     | $67.37             | $67.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 0.0000%  | N/A     | $106.18            | $92.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 0.0000%  | N/A     | $0.07              | $0.07              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 0.0000%  | N/A     | $561779.15         | $481878.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $1461658.36        | $833436.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 3.1250%  | N/A     | $100.00            | $82.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $939.80            | $402.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 4.3750%  | N/A     | $77100.00          | $76817.23          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 1.3750%  | N/A     | $100.00            | $50.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 0.3750%  | N/A     | $52552400.00       | $69273719.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 4.7500%  | N/A     | $1000.00           | $1017.97           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $39.17             | $22.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $102200.00         | $38066.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $36689895.75       | $19396480.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | 4.2500%  | N/A     | $130371000.00      | $135024358.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 2.7500%  | N/A     | $1000.00           | $976.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $474.34            | $165.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $90640.98          | $61555.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | 4.1250%  | N/A     | $2472700.00        | $2555663.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $4100.00           | $2723.01           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 4.6250%  | N/A     | $103400.00         | $105225.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 0.0000%  | N/A     | $2422900.00        | $649812.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 6.7500%  | N/A     | $61100.00          | $63844.76          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $10253342.16       | $8339586.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | 4.3750%  | N/A     | $755000.00         | $776827.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $6277400.00        | $2400339.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $1354100.00        | $724523.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 0.7500%  | N/A     | $96108100.00       | $91196803.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 3.1250%  | N/A     | $100.00            | $80.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $104604570.26      | $64749496.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 2.5000%  | N/A     | $100.00            | $158.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $15775028.69       | $6110094.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 2.5000%  | N/A     | $700.00            | $505.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.1250%  | N/A     | $300.00            | $298.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-15      | 0.6250%  | N/A     | $948100.00         | $1002040.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $23135160.93       | $15505832.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 0.8750%  | N/A     | $2820900.00        | $2771135.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | 0.0000%  | N/A     | $864.93            | $507.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 2.0000%  | N/A     | $252600.00         | $249867.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-26      | 0.0000%  | N/A     | $2094400.00        | $2082734.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $100.00            | $33.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $967300.00         | $974932.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $935757.96         | $556167.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 3.1250%  | N/A     | $300.00            | $250.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 3.7841%  | N/A     | $600.00            | $604.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $24700.00          | $8487.93           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.0000%  | N/A     | $12.25             | $10.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $219.72            | $119.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.5000%  | N/A     | $13600.00          | $13608.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | 4.3750%  | N/A     | $400.00            | $414.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $295900.00         | $116270.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 0.0000%  | N/A     | $17.90             | $17.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $102779300.00      | $120097938.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 2.8750%  | N/A     | $500.00            | $382.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $176573.87         | $126107.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $200.00            | $58.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 0.0000%  | N/A     | $6.03              | $5.80              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $9912149.26        | $6995370.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 0.3750%  | N/A     | $100.00            | $133.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 0.0000%  | N/A     | $314.85            | $281.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 2.3750%  | N/A     | $200.00            | $197.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $223.27            | $90.12             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 1.2500%  | N/A     | $600.00            | $569.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $481054.86         | $145854.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $1280600.00        | $359090.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $8204055.65        | $6376462.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.2500%  | N/A     | $37403200.00       | $27415172.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-15      | 3.3750%  | N/A     | $800.00            | $806.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-29      | 0.0000%  | N/A     | $353100.00         | $343110.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 3.1250%  | N/A     | $700.00            | $587.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $27000.00          | $33186.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $1500.00           | $780.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 3.7500%  | N/A     | $193500.00         | $195380.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 4.0000%  | N/A     | $226400.00         | $231928.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 4.2500%  | N/A     | $4230300.00        | $4364305.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $106.02            | $34.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 3.7001%  | N/A     | $4000.00           | $4024.36           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.6250%  | N/A     | $203900.00         | $178246.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $15.38             | $6.39              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 1.8750%  | N/A     | $100.00            | $70.91             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 2.3750%  | N/A     | $200.00            | $149.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 1.1250%  | N/A     | $135400.00         | $132927.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 2.1250%  | N/A     | $6706200.00        | $9863040.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | 4.8750%  | N/A     | $200.00            | $208.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 0.0000%  | N/A     | $64006.26          | $29581.13          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 0.3750%  | N/A     | $13919000.00       | $13208543.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $400.00            | $132.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 1.8750%  | N/A     | $200.00            | $113.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.5000%  | N/A     | $41700.00          | $41933.78          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 3.0000%  | N/A     | $238000.00         | $182886.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 2.8750%  | N/A     | $200.00            | $198.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $31511.50          | $9310.36           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 3.8750%  | N/A     | $45000.00          | $96848.65          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $2549741.26        | $1687918.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 5.0000%  | N/A     | $23500.00          | $24402.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 2.7500%  | N/A     | $100.00            | $99.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.0000%  | N/A     | $6595886.32        | $5539357.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 5.2500%  | N/A     | $31300.00          | $32976.37          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $1823029.07        | $1548240.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 4.6250%  | N/A     | $1484200.00        | $1506261.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $1990200.29        | $751392.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 3.3750%  | N/A     | $100.00            | $83.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 3.6250%  | N/A     | $31900.00          | $67912.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $267.98            | $92.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $348900.00         | $128174.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $12162042.49       | $5367668.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 4.5000%  | N/A     | $24400.00          | $25029.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $75812088.88       | $39528878.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 0.0000%  | N/A     | $900.00            | $225.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $6.60              | $2.87              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 3.5000%  | N/A     | $193500.00         | $195325.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $193.30            | $87.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-15      | 4.6250%  | N/A     | $100.00            | $101.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 2.2500%  | N/A     | $206900.00         | $132325.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 4.1250%  | N/A     | $1000.00           | $1028.20           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $296.48            | $108.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $764000.00         | $219264.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $1328299.37        | $595339.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 1.7500%  | N/A     | $100.00            | $98.25             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $137.51            | $46.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 1.2500%  | N/A     | $200.00            | $96.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-03      | 0.0000%  | N/A     | $821000.00         | $802199.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 0.0000%  | N/A     | $3803200.00        | $901327.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $300.00            | $77.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 0.0000%  | N/A     | $125.00            | $67.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 0.0000%  | N/A     | $2801900.00        | $705882.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $168700.00         | $67060.61          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | 2.2500%  | N/A     | $1000.00           | $1002.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 4.6250%  | N/A     | $3713800.00        | $3680364.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 1.5000%  | N/A     | $132400.00         | $125234.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $614.37            | $191.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 1.1250%  | N/A     | $100.00            | $95.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 2.5000%  | N/A     | $100.00            | $70.08             | U.S. Treasuries (including strips) |

### Security 8: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK010P03
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $800.00            | $310.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $17.79             | $9.28              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $200.00            | $78.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $44971261.34       | $30540748.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-24      | 0.0000%  | N/A     | $300.00            | $297.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 0.0000%  | N/A     | $847938.55         | $808072.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 2.5000%  | N/A     | $100.00            | $72.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-21      | 0.0000%  | N/A     | $4635700.00        | $4585309.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-15      | 0.1250%  | N/A     | $361900.00         | $434669.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 5.2500%  | N/A     | $403000.00         | $424583.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $300.00            | $199.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 1.0000%  | N/A     | $56100000.00       | $52683582.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $300.00            | $84.12             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $600.00            | $164.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 3.6250%  | N/A     | $100000000.00      | $212891948.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $11186775.46       | $5331113.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $16.94             | $4.55              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $300.00            | $111.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 3.6250%  | N/A     | $4690600.00        | $4749148.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $1800.00           | $948.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $58375556.31       | $23562943.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.1250%  | N/A     | $43000.00          | $42011.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 3.5000%  | N/A     | $229900000.00      | $231565360.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $57.06             | $19.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $3.58              | $2.13              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 5.5000%  | N/A     | $67200.00          | $71924.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 0.0000%  | N/A     | $5059800.00        | $1329659.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $200.00            | $51.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.2500%  | N/A     | $39204000.00       | $28735093.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $12679987.20       | $10313305.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $6828100.00        | $6881973.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $124.22            | $86.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 1.2500%  | N/A     | $38574300.00       | $36855018.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 0.0000%  | N/A     | $200.00            | $50.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $100.00            | $27.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 1.5000%  | N/A     | $8866500.00        | $8731812.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $8112718.22        | $5437370.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 0.8750%  | N/A     | $1696400.00        | $1673936.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 0.0000%  | N/A     | $1000.00           | $904.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 0.6250%  | N/A     | $2239000.00        | $2123338.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $200.00            | $69.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $257700.00         | $238693.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 3.8750%  | N/A     | $18393500.00       | $18592722.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 3.8750%  | N/A     | $22106900.00       | $22326200.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 0.8750%  | N/A     | $2989900.00        | $3814715.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $3.52              | $1.58              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $25373.79          | $24586.19          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 3.1250%  | N/A     | $100.00            | $83.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 0.1250%  | N/A     | $250400000.00      | $338339333.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $100.00            | $43.54             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $100.00            | $39.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $100.00            | $29.10             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $12853029.68       | $9179543.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 0.0000%  | N/A     | $200.00            | $53.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 0.0000%  | N/A     | $1103.63           | $1042.17           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $23.76             | $11.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $200.00            | $68.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 3.8750%  | N/A     | $11200.00          | $24104.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 4.1250%  | N/A     | $37000.00          | $37418.14          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $125841000.00      | $133003439.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 0.5000%  | N/A     | $16401200.00       | $15785409.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $106.26            | $33.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $1296.39           | $475.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 4.2500%  | N/A     | $160499000.00      | $162086255.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $297900.00         | $112410.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 1.8750%  | N/A     | $200.00            | $111.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | 0.0000%  | N/A     | $214.18            | $125.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-26      | 0.0000%  | N/A     | $7409900.00        | $7368626.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $200.00            | $87.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $102565815.13      | $54222443.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 0.0000%  | N/A     | $89.47             | $77.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $100.00            | $29.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $3368286.72        | $2860578.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $2296.89           | $743.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $1211.96           | $519.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $300.00            | $198.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $163.84            | $144.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $208.86            | $73.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 0.0000%  | N/A     | $100.00            | $26.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-15      | 0.1250%  | N/A     | $127912600.00      | $157486782.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | 0.0000%  | N/A     | $854.47            | $543.63            | U.S. Treasuries (including strips) |

### Security 9: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011FQ5
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $873000.00         | $834837.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $257052.00         | $219792.93         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $960.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $2565000.00        | $1542895.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.5000%  | N/A     | $1000.00           | $1053.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 3.0000%  | N/A     | $497738.00         | $58470.85          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $225546.00         | $129679.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 2.5000%  | N/A     | $3915000.00        | $1507463.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $1180000.00        | $845588.73         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $2030.00           | $1671.04           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $952.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 6.0000%  | N/A     | $1000.00           | $1042.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $6319935.00        | $5015619.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 3.0000%  | N/A     | $1000.00           | $116.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.5000%  | N/A     | $4750096.00        | $971053.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1832175.00        | $1903771.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1262914.00        | $1309172.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $5299.00           | $5336.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 6.0000%  | N/A     | $2116000.00        | $23568.60          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $6000.00           | $5886.40           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $2016.00           | $1904.90           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $5884056.00        | $5486298.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $57736115.00       | $57929319.62       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 4.6650%  | N/A     | $3747.00           | $1.04              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-02-25      | 3.4650%  | N/A     | $1002.00           | $977.99            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 3.0000%  | N/A     | $102763.00         | $11267.49          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.5000%  | N/A     | $1005.00           | $141.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 3.0000%  | N/A     | $602000.00         | $344029.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1731432.00        | $1667324.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $798.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $7001.00           | $7304.60           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1222000.00        | $898655.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $300000.00         | $210353.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 4.0000%  | N/A     | $2242950.00        | $213651.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 2.5000%  | N/A     | $2061.00           | $971.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $654.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $1042.37           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1000.00           | $983.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $711403.00         | $599116.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1571558.00        | $1552281.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 7.0000%  | N/A     | $1000.00           | $1027.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.5000%  | N/A     | $1000.00           | $524.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $690.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 2.5000%  | N/A     | $722289.00         | $171520.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $75000.00          | $58008.39          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $300000.00         | $197825.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-11-01      | 5.0000%  | N/A     | $1001.00           | $200.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $5000.00           | $4468.74           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $1450000.00        | $652231.84         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $763.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $42653.00          | $10156.51          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $13933.00          | $13427.26          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $758000.00         | $561869.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1257970.00        | $1260899.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.0000%  | N/A     | $10616913.00       | $3600162.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $797.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $5441863.00        | $5572699.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1016.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 3.0000%  | N/A     | $427000.00         | $45746.47          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 3.5000%  | N/A     | $35000.00          | $27263.79          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $21329.00          | $6890.49           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $49998976.00       | $46379124.20       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 6.1250%  | N/A     | $500000.00         | $24990.73          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 7.0000%  | N/A     | $788863.00         | $585940.24         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 6.5710%  | N/A     | $1196871.00        | $13360.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $2000.00           | $1625.07           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $1242585.00        | $884463.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $660.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $7760880.00        | $6688097.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $965.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $2141000.00        | $1117278.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $456.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 3.0000%  | N/A     | $7659888.00        | $4916752.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $278000.00         | $242323.96         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 4.0000%  | N/A     | $1000.00           | $430.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $963.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $880.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 3.5000%  | N/A     | $1770000.00        | $455141.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $780.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $22203736.00       | $22346307.96       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 4.0000%  | N/A     | $1000.00           | $109.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 6.5000%  | N/A     | $2723189.00        | $20336.44          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $5725870.00        | $5751929.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-04-01      | 4.5000%  | N/A     | $1697000.00        | $241248.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $836.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $144000.00         | $93947.56          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-07-01      | 4.5000%  | N/A     | $1000.00           | $100.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $2000.00           | $1811.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $278000.00         | $205336.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $833.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $348000.00         | $267138.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $1000.00           | $980.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $2909033.00        | $2940872.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $176000.00         | $102299.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1522638.00        | $1168338.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $15000.00          | $11590.46          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.5000%  | N/A     | $1560694.00        | $188678.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.0000%  | N/A     | $750000.00         | $640348.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 3.5000%  | N/A     | $73000.00          | $62194.98          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $1688000.00        | $1049457.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $9544288.00        | $7598635.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 3.0000%  | N/A     | $1000.00           | $135.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 7.0000%  | N/A     | $1094.00           | $1161.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $2000872.00        | $1852048.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.5000%  | N/A     | $1000.00           | $768.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 4.5000%  | N/A     | $300000.00         | $220673.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 4.0000%  | N/A     | $431422.00         | $401211.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 2.9750%  | N/A     | $2202.00           | $315.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1534748.00        | $1189455.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $1024.00           | $118.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $928.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.0000%  | N/A     | $13406153.00       | $9015834.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 6.5000%  | N/A     | $6950000.00        | $8160.84           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1018.01           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $7000.00           | $7074.86           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $9102000.00        | $7033179.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $2308124.00        | $1940079.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-07-01      | 3.0000%  | N/A     | $2075000.00        | $390223.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $2009.00           | $1876.67           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $1455560.00        | $1257809.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $881.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-10-01      | 3.5000%  | N/A     | $2001.00           | $135.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.0000%  | N/A     | $1508940.00        | $441350.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $3079975.00        | $3157842.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.0000%  | N/A     | $593000.00         | $352259.27         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $14730572.00       | $14332258.11       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 6.7500%  | N/A     | $4484000.00        | $21430.50          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1002.00           | $915.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.0000%  | N/A     | $37000.00          | $6241.58           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 3.0000%  | N/A     | $1000000.00        | $106618.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $500000.00         | $237054.42         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $1007.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $90208.00          | $92327.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 5.0000%  | N/A     | $30000.00          | $27243.29          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $1007.00           | $850.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.0000%  | N/A     | $1000.00           | $530.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $23781216.00       | $17298059.91       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1008.00           | $1029.79           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1014480.00        | $1037296.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $3000.00           | $3031.73           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $253010.00         | $225462.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $3826924.00        | $3345189.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $3758540.00        | $2300345.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $604997.00         | $395446.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-12-01      | 6.0090%  | N/A     | $9800000.00        | $125040.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.5000%  | N/A     | $127416.00         | $18383.54          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $11312.00          | $11545.97          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $3703740.00        | $3744767.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.0000%  | N/A     | $2006000.00        | $1086934.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $65126.00          | $61416.23          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $6377240.00        | $5525431.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 7.0000%  | N/A     | $32328.00          | $344.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $1000.00           | $867.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-03-01      | 5.5000%  | N/A     | $567499.00         | $42040.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $4753144.00        | $4535968.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 3.5000%  | N/A     | $897366.00         | $99338.02          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 5.6970%  | N/A     | $152695.00         | $0.08              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 5.0000%  | N/A     | $215840.00         | $157665.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $19446572.00       | $17354631.26       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.0000%  | N/A     | $1292000.00        | $708088.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.5000%  | N/A     | $892598.00         | $494796.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $951860.00         | $747060.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $284999.00         | $226088.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $1013426.00        | $860057.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.0000%  | N/A     | $69307.00          | $68769.08          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.5000%  | N/A     | $1000.00           | $1068.04           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $1013.77           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $941001.00         | $780601.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $56000.00          | $39807.34          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $7596712.00        | $7150223.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $2552060.00        | $2483642.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $8767749.00        | $8009777.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 4.0000%  | N/A     | $1000.00           | $529.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 2.0000%  | N/A     | $1045.00           | $625.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $3142000.00        | $2557110.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $5228920.00        | $5428285.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1103602.00        | $1119768.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $991000.00         | $784542.24         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-05-01      | 5.5000%  | N/A     | $1003.00           | $8.67              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.5000%  | N/A     | $1116492.00        | $803691.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $646.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 2.5000%  | N/A     | $2090980.00        | $1482488.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-06-01      | 4.5000%  | N/A     | $1344743.00        | $95831.40          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $2364000.00        | $1299690.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $765000.00         | $572698.69         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1959250.00        | $2053707.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $4055384.00        | $3136583.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $1000.00           | $629.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $5092.00           | $5010.13           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $3388948.00        | $2328073.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-02-01      | 7.0000%  | N/A     | $1993040.00        | $16454.35          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $659460.00         | $271236.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $2000.00           | $2061.01           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $483584.00         | $352574.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $28883610.00       | $24906253.76       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $1301013.00        | $1331274.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 3.0000%  | N/A     | $1000.00           | $357.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-25      | 3.7940%  | N/A     | $211348.00         | $203607.73         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $1013.00           | $70.47             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 5.0000%  | N/A     | $1000.00           | $35.92             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-03-01      | 3.8300%  | N/A     | $389469.00         | $297190.69         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $833.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $11534564.00       | $9390422.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-10-01      | 6.5380%  | N/A     | $2735195.00        | $2675903.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 2.5000%  | N/A     | $1030.00           | $385.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $17556.00          | $14289.23          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $10895224.00       | $7746812.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $15425487.00       | $13386664.42       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 3.7500%  | N/A     | $500000.00         | $474783.02         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 6.5980%  | N/A     | $1654.00           | $79.50             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $38644.00          | $27831.49          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $8972722.00        | $9100676.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $9532260.00        | $8145175.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.5000%  | N/A     | $64000.00          | $25927.89          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.0000%  | N/A     | $7330.00           | $5737.56           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 4.0000%  | N/A     | $1000.00           | $73.61             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $4267501.00        | $4380795.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $483176.00         | $475513.13         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1391000.00        | $1277288.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $1008.00           | $781.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $997652.00         | $1018770.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.5000%  | N/A     | $6595856.00        | $1633408.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 4.5000%  | N/A     | $1000.00           | $152.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.0000%  | N/A     | $589218.00         | $59078.42          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $857.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $1024.79           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $2060134.00        | $8115.16           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $848.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-07-25      | 2.3400%  | N/A     | $2812.00           | $416.54            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 5.0000%  | N/A     | $1024.00           | $667.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $33955004.00       | $3497109.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-02-01      | 6.4330%  | N/A     | $1145.00           | $8.31              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $941.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $715.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $33900.00          | $26364.89          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 2.5000%  | N/A     | $1000.00           | $775.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $1886260.00        | $618016.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 3.0000%  | N/A     | $1408168.00        | $1095259.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $4938147.00        | $3060779.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $21550888.00       | $20889971.16       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 4.6090%  | N/A     | $930000.00         | $937373.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $41795.00          | $27400.96          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 3.0000%  | N/A     | $351129.00         | $300518.41         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $3871174.00        | $3981396.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $20000.00          | $17237.70          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $811627.00         | $825559.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.0000%  | N/A     | $1538968.00        | $1362992.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 2.0000%  | N/A     | $193998.00         | $125630.37         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $1645000.00        | $857202.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-01-25      | 2.9200%  | N/A     | $1448223.00        | $340624.64         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $17000.00          | $9604.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 4.5000%  | N/A     | $17000.00          | $14454.34          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $3000.00           | $2833.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $18002200.00       | $16279413.43       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $18212553.00       | $10240125.27       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 7.0000%  | N/A     | $1043864.00        | $1105817.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.0000%  | N/A     | $1002.00           | $954.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $177.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 7.0000%  | N/A     | $589000.00         | $5633.60           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1438722.00        | $1475070.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 5.0000%  | N/A     | $1000.00           | $551.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $655.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $1039.04           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $198740.00         | $137546.97         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 2.0000%  | N/A     | $12400000.00       | $7430409.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 2.0000%  | N/A     | $23000.00          | $15648.48          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.0000%  | N/A     | $3000.00           | $2696.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $1046.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 4.0000%  | N/A     | $1000.00           | $803.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $1007.33           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $993999.00         | $626666.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $1000.00           | $632.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $1000.00           | $163.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $1028450.00        | $1026820.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1042.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $1000.00           | $637.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $5521000.00        | $5612299.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $973.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 4.5000%  | N/A     | $84110.00          | $80202.35          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $5850420.00        | $5844332.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $2300000.00        | $1689272.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $5376392.00        | $4616292.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $1036.00           | $948.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $3488988.00        | $3038992.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $2222065.00        | $1563941.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $724.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 3.5000%  | N/A     | $1000.00           | $766.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1080642.00        | $1054729.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $1001.00           | $817.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 3.0000%  | N/A     | $6103992.00        | $4748947.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $45650112.00       | $45089125.09       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $932.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 5.0000%  | N/A     | $16459217.00       | $3170514.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $31315168.00       | $24643162.12       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $2794630.00        | $2750364.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 4.0000%  | N/A     | $1000.00           | $166.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.5000%  | N/A     | $1000.00           | $204.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $1000.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $5106010.00        | $4010074.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $21520.00          | $18156.88          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 4.0000%  | N/A     | $45000.00          | $40321.77          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $638474.00         | $514076.45         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 3.5000%  | N/A     | $13111089.00       | $1071354.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 3.0000%  | N/A     | $1090.00           | $99.01             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.5000%  | N/A     | $2190000.00        | $1311977.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $779.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 5.0000%  | N/A     | $463391.00         | $320274.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1941650.00        | $1668902.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $2835542.00        | $2672100.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 2.0000%  | N/A     | $1725374.00        | $850361.62         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $16885408.00       | $15712283.72       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $4724004.00        | $3749001.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.5000%  | N/A     | $1303000.00        | $133618.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $696.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $4147920.00        | $4257172.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $2674.00           | $2420.21           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 4.0000%  | N/A     | $744413.00         | $77564.06          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-25      | 4.5242%  | N/A     | $36389013.00       | $24193918.38       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1043.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 2.5000%  | N/A     | $91027.00          | $63531.01          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1997218.00        | $1963170.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.0000%  | N/A     | $1027.00           | $107.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $1209000.00        | $327729.69         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 6.9750%  | N/A     | $1845000.00        | $8018.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $1000.00           | $675.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.0000%  | N/A     | $12001.00          | $9325.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.0000%  | N/A     | $16578837.00       | $14507556.54       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $6061720.00        | $4796823.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-11-01      | 6.5000%  | N/A     | $2207.00           | $1.04              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-12-01      | 3.0000%  | N/A     | $1000.00           | $91.53             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-05-01      | 3.5000%  | N/A     | $120000.00         | $22240.45          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $5302208.00        | $5268472.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 2.5000%  | N/A     | $590000.00         | $253635.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1175226.00        | $737756.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1041.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.0000%  | N/A     | $5741.00           | $852.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $56000.00          | $51412.49          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $400000.00         | $260407.66         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 5.4500%  | N/A     | $4220.00           | $0.54              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $177.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1058732.00        | $1103469.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 4.0000%  | N/A     | $226836.00         | $212805.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $27646984.00       | $28434144.25       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $734.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $8794860.00        | $9249608.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 7.0000%  | N/A     | $3608879.00        | $3821422.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 7.0000%  | N/A     | $1066213.00        | $1141588.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $179517.00         | $172971.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1000.00           | $1010.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 3.0000%  | N/A     | $600000.00         | $103043.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $2000.00           | $1779.47           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 5.6800%  | N/A     | $2403762.00        | $14641.18          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $48607141.00       | $35993140.61       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-10-01      | 2.5000%  | N/A     | $1000.00           | $23.76             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.0000%  | N/A     | $14999.00          | $9997.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $4000.00           | $3921.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $22218762.00       | $22555909.73       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1008.00           | $1028.56           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $130000.00         | $100449.96         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 4.0000%  | N/A     | $1000.00           | $871.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $43560.00          | $35525.66          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-08-01      | 5.5000%  | N/A     | $2787.00           | $50.77             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $399999.00         | $290648.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $38001.00          | $23614.39          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $2000.00           | $1633.17           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $1009.00           | $801.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $629.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 6.3140%  | N/A     | $5456.00           | $87.86             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 5.5000%  | N/A     | $1000.00           | $103.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $94.90             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.0000%  | N/A     | $145000.00         | $18389.54          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-12-01      | 4.0000%  | N/A     | $1045000.00        | $113690.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $200000.00         | $172371.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $1513000.00        | $808001.65         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $1291243.00        | $769676.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $516.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $8569326.00        | $8038964.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $2000.00           | $1953.94           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $5031128.00        | $5215842.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 2.0000%  | N/A     | $494000.00         | $245683.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $31509136.00       | $22219164.03       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $2328.00           | $1869.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.5000%  | N/A     | $230011.00         | $135611.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.2690%  | N/A     | $14387.00          | $12646.64          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 6.5000%  | N/A     | $48000000.00       | $246070.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $1349300.00        | $1354748.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $22444285.00       | $23542209.62       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $1001.04           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $2138880.00        | $2237968.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-10-01      | 6.5920%  | N/A     | $1017.00           | $16.39             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.0000%  | N/A     | $286999.00         | $186102.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $50000.00          | $38993.14          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.0000%  | N/A     | $3000.00           | $2860.51           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $676.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 2.0000%  | N/A     | $1005000.00        | $564646.07         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 2.5000%  | N/A     | $225164.00         | $188602.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 3.5000%  | N/A     | $71426.00          | $13551.48          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.5000%  | N/A     | $13766000.00       | $6731953.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1029.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1735636.00        | $1748066.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.5000%  | N/A     | $10780.00          | $1412.49           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.0000%  | N/A     | $78703982.00       | $57555262.62       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-15      | 4.5000%  | N/A     | $257716.00         | $227611.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $2736354.00        | $1485177.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 3.0000%  | N/A     | $1000.00           | $446.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $106758.00         | $109127.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 4.5000%  | N/A     | $347044.00         | $78377.09          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $68709.00          | $66793.07          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 4.7500%  | N/A     | $251765.00         | $245061.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1031.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-08-01      | 2.0000%  | N/A     | $185998.00         | $124497.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 4.5000%  | N/A     | $84336.00          | $23012.95          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 2.5000%  | N/A     | $1164969.00        | $851311.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.0000%  | N/A     | $195972.00         | $196466.62         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-07-01      | 3.0000%  | N/A     | $1000.00           | $188.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $968.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $12943912.00       | $13209090.89       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 5.0000%  | N/A     | $1000.00           | $220.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-07-01      | 4.4000%  | N/A     | $9533591.00        | $9456651.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $2567743.00        | $1962272.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 4.0000%  | N/A     | $2858000.00        | $347031.06         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $635000.00         | $453186.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-15      | 6.5000%  | N/A     | $46.00             | $1.54              | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-07-01      | 6.5070%  | N/A     | $2477870.00        | $1379959.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $158840.00         | $162602.97         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $267776.00         | $184213.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $5843662.00        | $4933037.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-03-01      | 6.8210%  | N/A     | $14957608.00       | $73239.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.5000%  | N/A     | $14004.00          | $11325.43          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.5000%  | N/A     | $55000.00          | $37860.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1442594.00        | $1465351.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $122525.00         | $102707.80         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 3.5000%  | N/A     | $1000.00           | $150.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $19636256.00       | $15958232.80       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $45192.00          | $46123.27          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 7.5000%  | N/A     | $1000.00           | $560.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $29000.00          | $25827.69          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $26613150.00       | $24608137.74       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 5.5000%  | N/A     | $1475.00           | $51.83             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $257952.00         | $219760.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $965.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $367582.00         | $380250.97         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $83134.00          | $81801.17          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 4.5000%  | N/A     | $1194946.00        | $159586.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $1204446.00        | $1174295.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1000.00           | $1021.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.0000%  | N/A     | $2000.00           | $1906.17           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $725.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $4345040.00        | $4420968.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $461784.00         | $247873.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 4.0000%  | N/A     | $1000.00           | $333.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 2.0000%  | N/A     | $1000.00           | $441.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1363235.00        | $1419893.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 3.5000%  | N/A     | $6353992.00        | $774379.11         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $2000.00           | $2043.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $13822656.00       | $9799681.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 4.6250%  | N/A     | $1000.00           | $772.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $24170640.00       | $23472677.99       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.0000%  | N/A     | $6056000.00        | $6314585.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $2505221.00        | $2368746.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-01-01      | 3.5000%  | N/A     | $14129.00          | $1134.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $173998.00         | $138234.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $22000.00          | $16663.49          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $587236.00         | $583873.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.5000%  | N/A     | $1000.00           | $1052.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $409518.00         | $298681.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $10433.00          | $7740.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1100572.00        | $1120152.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 6.6500%  | N/A     | $53745848.00       | $2945213.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $919.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-25      | 6.0000%  | N/A     | $3656447.00        | $4369634.96        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 3.0000%  | N/A     | $192890.00         | $130446.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $1465346.00        | $1239704.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $40240.00          | $26320.31          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 3.0000%  | N/A     | $11214420.00       | $1521982.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $1902500.00        | $1308114.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.0000%  | N/A     | $1295.00           | $224.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $41024.00          | $26799.52          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 5.0000%  | N/A     | $1000.00           | $720.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-06-01      | 3.0000%  | N/A     | $157235.00         | $14032.23          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.0000%  | N/A     | $50000.00          | $8259.61           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $102883.00         | $7281.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 6.3000%  | N/A     | $2136.00           | $134.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $99000.00          | $71816.83          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 6.0000%  | N/A     | $1000.00           | $1005.77           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $145329.00         | $146091.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-02      | 6.0000%  | N/A     | $12061169.00       | $10478651.58       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $2766092.00        | $1993058.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $237266.00         | $173374.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $2000.00           | $1529.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $51610974.00       | $49463686.70       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $993920.00         | $669274.59         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1010.59           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $768.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 3.0000%  | N/A     | $1000.00           | $414.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 2.7700%  | N/A     | $1105.00           | $872.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 2.5000%  | N/A     | $205000.00         | $152890.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $4305974.00        | $3467476.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $85898.00          | $56734.94          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $52000.00          | $36817.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $270056.00         | $157209.93         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1568340.00        | $1572117.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-01-01      | 2.0000%  | N/A     | $100000.00         | $63346.50          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $855.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-03-01      | 6.4630%  | N/A     | $1035.00           | $0.71              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 4.5000%  | N/A     | $1504184.00        | $1129155.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $366319.00         | $343255.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-02-01      | 7.0000%  | N/A     | $8042000.00        | $554417.45         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $1001.13           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1707000.00        | $1415623.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $771831.00         | $799291.82         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $2701657.00        | $2466708.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.5000%  | N/A     | $642035.00         | $93913.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 4.5000%  | N/A     | $1000.00           | $976.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $8102.00           | $5273.10           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $1551080.00        | $1137967.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $1009.00           | $1006.41           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $4879077.00        | $4616950.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-06-01      | 5.8900%  | N/A     | $1941.00           | $0.30              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1030.61           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 2.0000%  | N/A     | $131000.00         | $62449.98          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.0000%  | N/A     | $1000.00           | $147.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $2048.00           | $1539.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $10000.00          | $7220.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $532.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 3.5000%  | N/A     | $1225.00           | $199.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $1000.00           | $686.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $1012.00           | $336.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $2606447.00        | $2616821.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.0000%  | N/A     | $9000.00           | $7057.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.0000%  | N/A     | $150991.00         | $134530.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $1024.00           | $822.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $598032.00         | $519595.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $50000.00          | $16590.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $3973716.00        | $4123576.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.0000%  | N/A     | $1000.00           | $218.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $124000.00         | $109484.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $17611360.00       | $14655718.43       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-03-25      | 3.0000%  | N/A     | $7492328.00        | $6387194.64        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.0000%  | N/A     | $96835.00          | $44180.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-09-25      | 2.4350%  | N/A     | $270000.00         | $210775.02         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $8994.00           | $8868.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-04-01      | 5.5000%  | N/A     | $1242.00           | $7.62              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $13289232.00       | $8917516.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $1070.00           | $38.89             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.5000%  | N/A     | $1000.00           | $197.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $1001.00           | $588.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $1000.00           | $706.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $885900.00         | $722375.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $707.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | 7.0000%  | N/A     | $1003.00           | $79.74             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $1650945.00        | $1758543.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-07-01      | 3.7800%  | N/A     | $2266000.00        | $1975746.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.5000%  | N/A     | $650000.00         | $180811.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $19000.00          | $17535.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-25      | 5.1242%  | N/A     | $1000.00           | $819.48            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-06-01      | 4.7600%  | N/A     | $1000.00           | $1027.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $697.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $180000.00         | $131210.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-09-25      | 3.7670%  | N/A     | $129304.00         | $125621.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-05-01      | 6.4970%  | N/A     | $1000000.00        | $66113.57          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $1000.00           | $972.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.0000%  | N/A     | $148181458.00      | $26791062.13       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 6.3750%  | N/A     | $2350000.00        | $6746.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.5000%  | N/A     | $48000.00          | $15551.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | 4.0000%  | N/A     | $295000.00         | $38882.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $1000.00           | $604.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 4.5000%  | N/A     | $1000.00           | $850.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $595000.00         | $397539.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-25      | 5.3242%  | N/A     | $21238968.00       | $17247412.18       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $76998.00          | $58682.85          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-01      | 5.6250%  | N/A     | $474.00            | $0.05              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.0000%  | N/A     | $403847.00         | $113406.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $1110000.00        | $895052.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $1642604.00        | $102864.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.5000%  | N/A     | $2004289.00        | $420724.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $1000.00           | $658.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-08-01      | 6.3080%  | N/A     | $17840234.00       | $71937.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-01-25      | 3.0800%  | N/A     | $30000.00          | $27452.79          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 7.0000%  | N/A     | $1151840.00        | $893452.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $1296196.00        | $1151314.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $632.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.6250%  | N/A     | $1462539.00        | $1019633.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $6563674.00        | $6353031.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $2585.00           | $1716.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $100221.00         | $69802.32          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $142679.00         | $132503.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $20094.00          | $3090.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $8168064.00        | $8326633.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.0000%  | N/A     | $176999.00         | $118038.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $22339763.00       | $21788612.19       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1001.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 6.0390%  | N/A     | $9939344.00        | $97230.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $1000.00           | $825.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $289193.00         | $218633.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 6.1440%  | N/A     | $1002.00           | $109.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 4.9700%  | N/A     | $3374901.00        | $3486717.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 4.0200%  | N/A     | $1217.00           | $1195.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 4.6900%  | N/A     | $866592.00         | $848880.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 3.0400%  | N/A     | $2800000.00        | $371471.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.4770%  | N/A     | $14682422.00       | $23841.23          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.0000%  | N/A     | $1350553.00        | $776326.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $5000000.00        | $2694146.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 4.7024%  | N/A     | $40000.00          | $33018.64          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 5.5000%  | N/A     | $1000.00           | $14.72             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $195025.00         | $98718.03          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-02-01      | 3.0000%  | N/A     | $68000.00          | $6967.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $307000.00         | $203892.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $164000.00         | $110584.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 5.0000%  | N/A     | $73235623.00       | $13601321.72       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 4.0000%  | N/A     | $949000.00         | $705179.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-02-01      | 2.2400%  | N/A     | $135517.00         | $121881.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $1000.00           | $733.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.5000%  | N/A     | $407191.00         | $357565.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1014090.00        | $1047179.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $2190000.00        | $1443710.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-01      | 4.5000%  | N/A     | $527000.00         | $55701.35          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.7800%  | N/A     | $71808352.00       | $255316.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 4.5000%  | N/A     | $3421132.00        | $19879.96          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $15370725.00       | $2434763.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.0000%  | N/A     | $2341870.00        | $1431721.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.0400%  | N/A     | $4227610.00        | $10421.99          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $9374.00           | $7433.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $1488249.00        | $1555375.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $887.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $25267.00          | $21200.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-07-01      | 6.5000%  | N/A     | $4470682.00        | $5456.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 6.1550%  | N/A     | $3000000.00        | $16618.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-03-01      | 3.0000%  | N/A     | $90000.00          | $9444.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-07-25      | 4.5000%  | N/A     | $25008.00          | $22294.55          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 4.5000%  | N/A     | $1015.00           | $920.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $50000000.00       | $39234376.09       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-04-01      | 6.6360%  | N/A     | $16205953.00       | $34223.30          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $598000.00         | $79859.27          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 3.0000%  | N/A     | $26944.00          | $21224.49          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-07-01      | 2.9300%  | N/A     | $50000.00          | $36809.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 7.0000%  | N/A     | $1076.00           | $1139.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | 6.3250%  | N/A     | $6621000.00        | $16946.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $681.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $3105.00           | $2329.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1003.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $13229600.00       | $6859095.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.0000%  | N/A     | $5617726.00        | $2214759.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 7.0000%  | N/A     | $1000.00           | $1060.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $704.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $50000000.00       | $37089047.25       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $71161.00          | $44062.74          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-25      | 3.5000%  | N/A     | $634123.00         | $544348.73         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2038-07-01      | 6.3080%  | N/A     | $1479.00           | $0.89              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.5000%  | N/A     | $1043205.00        | $1072340.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1019.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $6296864.00        | $6515977.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $20866116.00       | $18933844.60       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $824000.00         | $230835.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $722.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.5000%  | N/A     | $453419.00         | $55942.32          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $1306128.00        | $671711.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 6.5750%  | N/A     | $1600000.00        | $9826.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $1002.00           | $768.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $860000.00         | $213153.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 5.0000%  | N/A     | $511000.00         | $44527.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-10-01      | 3.5000%  | N/A     | $1300769.00        | $430564.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 5.0000%  | N/A     | $128000.00         | $7998.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.0000%  | N/A     | $69744.00          | $11880.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.5000%  | N/A     | $1000.00           | $799.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.0000%  | N/A     | $1000.00           | $255.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $955.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $2890820.00        | $2550402.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $1000.00           | $146.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.5000%  | N/A     | $1020.00           | $590.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $12142328.00       | $12244147.49       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 6.0000%  | N/A     | $13257728.00       | $8934962.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-02-01      | 2.1100%  | N/A     | $9000.00           | $8145.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.5000%  | N/A     | $11000.00          | $6891.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | 2.8900%  | N/A     | $1082.00           | $974.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 6.3900%  | N/A     | $29875417.00       | $645629.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $2825040.00        | $2948070.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.5000%  | N/A     | $1020.00           | $513.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $588000.00         | $412067.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-25      | 2.0840%  | N/A     | $573552.00         | $508131.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $2300.00           | $1960.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 2.5000%  | N/A     | $1000.00           | $747.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.5000%  | N/A     | $1024.00           | $766.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-12-01      | 3.8500%  | N/A     | $6368416.00        | $6329328.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-05-01      | 5.5000%  | N/A     | $11500512.00       | $3006861.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.5000%  | N/A     | $1000000.00        | $123039.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-10-01      | 5.2770%  | N/A     | $7188999.00        | $113508.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1029.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-02-01      | 4.7350%  | N/A     | $1550000.00        | $1582625.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $13839791.00       | $14208925.53       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-02-01      | 4.5100%  | N/A     | $50000.00          | $51074.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | 6.1250%  | N/A     | $21144607.00       | $39225.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $1024.00           | $978.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1046.00           | $1060.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | 3.0000%  | N/A     | $1000.00           | $212.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $2423.00           | $1921.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 6.0940%  | N/A     | $643987.00         | $47797.51          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 6.5000%  | N/A     | $1000.00           | $740.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-06-01      | 3.5000%  | N/A     | $87664.00          | $6639.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1037.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $1015.00           | $783.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-05-01      | 3.2500%  | N/A     | $10427000.00       | $9463548.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $288983.00         | $253365.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 6.3980%  | N/A     | $4298000.00        | $11303.35          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 6.1750%  | N/A     | $3000000.00        | $40697.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.0300%  | N/A     | $500000.00         | $10415.25          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 3.0000%  | N/A     | $1009.00           | $794.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.8210%  | N/A     | $1631298.00        | $1659043.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | 4.0000%  | N/A     | $1125000.00        | $147758.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $340000.00         | $247293.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $969.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-10-01      | 5.2800%  | N/A     | $75000.00          | $77992.35          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.0000%  | N/A     | $1287644.00        | $21410.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | 5.5000%  | N/A     | $1008.00           | $19.31             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.0000%  | N/A     | $1813000.00        | $199409.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.3640%  | N/A     | $2900000.00        | $14882.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | 5.9810%  | N/A     | $6637914.00        | $52297.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $186912256.00      | $138302173.04      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $2599000.00        | $1806172.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-11-01      | 4.7200%  | N/A     | $30000.00          | $30866.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $698145.00         | $547770.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 4.0000%  | N/A     | $244000.00         | $23656.76          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 3.5000%  | N/A     | $53372693.00       | $36665573.97       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $1010230.00        | $83635.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $1430990.00        | $1168480.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $1000.00           | $702.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-01      | 3.5000%  | N/A     | $200000.00         | $39356.71          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $29411296.00       | $24344271.27       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $982.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 3.0000%  | N/A     | $2000.00           | $1491.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $788.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.7090%  | N/A     | $1246674.00        | $1256539.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $355434.00         | $374562.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $2297943.00        | $2340692.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 2.5000%  | N/A     | $1000.00           | $192.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 1.9640%  | N/A     | $2933603.00        | $2297526.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-12-01      | 5.5750%  | N/A     | $6362317.00        | $49547.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-01      | 4.0000%  | N/A     | $48950000.00       | $8196020.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $8997.00           | $7447.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $1008.00           | $740.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $728.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-05-01      | 2.5000%  | N/A     | $1040.00           | $174.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 5.5000%  | N/A     | $1024.00           | $252.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-07-01      | 5.9490%  | N/A     | $2689527.00        | $158367.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $17281.00          | $16244.43          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 3.0000%  | N/A     | $76362.00          | $66455.15          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $1000.00           | $734.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $766.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $857.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $223000.00         | $67342.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | 6.3840%  | N/A     | $10427936.00       | $316880.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-25      | 5.0000%  | N/A     | $1453644.00        | $1421451.08        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.5000%  | N/A     | $1001.00           | $611.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.5000%  | N/A     | $13663.00          | $10434.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $1000.00           | $651.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-07-01      | 2.5000%  | N/A     | $1001.00           | $331.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $52446208.00       | $34005340.43       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1000.00           | $938.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 6.8750%  | N/A     | $1000000.00        | $14899.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 6.0000%  | N/A     | $22000.00          | $6018.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 2.0000%  | N/A     | $1020.00           | $703.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $2399386.00        | $2338845.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $883.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $1001.00           | $973.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | 3.0000%  | N/A     | $1002.00           | $412.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.5000%  | N/A     | $799000.00         | $203475.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-03-01      | 4.5000%  | N/A     | $14054371.00       | $79855.55          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | 6.3460%  | N/A     | $4400021.00        | $36480.38          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 5.5000%  | N/A     | $1494728.00        | $16188.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.0000%  | N/A     | $176638.00         | $146912.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $4297000.00        | $3015998.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-05-01      | 4.8000%  | N/A     | $9862223.00        | $10173494.48       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.0000%  | N/A     | $2010.00           | $1615.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.9400%  | N/A     | $106707524.00      | $1190698.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | 3.3700%  | N/A     | $310957.00         | $291291.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $352306.00         | $367492.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $15013840.00       | $14221146.81       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1044.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5010%  | N/A     | $1800000.00        | $170692.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $1030.00           | $805.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.0000%  | N/A     | $6001.00           | $5102.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | 4.0000%  | N/A     | $1000.00           | $162.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $938423.00         | $884940.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $1188176.00        | $1006929.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | 6.4380%  | N/A     | $5250000.00        | $23481.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $2479.00           | $33.30             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-09-01      | 3.8100%  | N/A     | $2324349.00        | $1907335.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $102000.00         | $45474.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 3.0000%  | N/A     | $1530192.00        | $1062152.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $183113.00         | $135445.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $2985252.00        | $2054852.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $1040.00           | $952.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1024.00           | $1080.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $12993.00          | $12717.66          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-25      | 1.2450%  | N/A     | $90000.00          | $78969.38          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-06-01      | 5.5000%  | N/A     | $7983300.00        | $42894.35          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1019.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-05-01      | 5.0000%  | N/A     | $2812683.00        | $124652.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 3.0000%  | N/A     | $1000.00           | $264.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1024.00           | $1027.48           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | 5.0000%  | N/A     | $11590848.00       | $8819113.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 2.5000%  | N/A     | $1000000.00        | $594883.33         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-10-15      | 4.5000%  | N/A     | $1000.00           | $273.51            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | 4.0000%  | N/A     | $1000.00           | $760.84            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-15      | 7.0000%  | N/A     | $1000.00           | $925.49            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 7.5000%  | N/A     | $1000.00           | $1074.64           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | 5.4177%  | N/A     | $27136394.00       | $9076539.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | 6.0000%  | N/A     | $1000.00           | $532.62            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $107628.00         | $108251.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $56706.00          | $43053.28          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.0277%  | N/A     | $24251715.00       | $20462145.73       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 7.0000%  | N/A     | $1002.00           | $1053.95           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $1024.00           | $882.41            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | 7.0000%  | N/A     | $3000.00           | $3127.65           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | 5.0000%  | N/A     | $2000.00           | $1260.37           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $1000.00           | $1025.56           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.3177%  | N/A     | $31449536.00       | $10348795.21       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.5000%  | N/A     | $1014.00           | $327.03            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.9177%  | N/A     | $25231552.00       | $18810306.46       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-06-20      | 4.5000%  | N/A     | $12256251.00       | $479574.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $89203.00          | $87995.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $1001.00           | $1048.81           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | 5.0000%  | N/A     | $1000.00           | $893.93            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $2000.00           | $1677.09           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.4676%  | N/A     | $100000000.00      | $98704174.53       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 7.0000%  | N/A     | $1000.00           | $980.46            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.2176%  | N/A     | $32616763.00       | $24137495.86       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-07-20      | 5.0000%  | N/A     | $1008.00           | $360.89            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-02-20      | 5.7500%  | N/A     | $1000000.00        | $47855.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 5.5000%  | N/A     | $790091.00         | $778949.51         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-04-20      | 7.0000%  | N/A     | $1003.00           | $782.74            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.9177%  | N/A     | $2769357.00        | $2010213.45        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-11-20      | 4.0000%  | N/A     | $1000.00           | $667.76            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 4.9177%  | N/A     | $8070.00           | $6919.52           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-05-20      | 5.0000%  | N/A     | $2000.00           | $388.99            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-06-15      | 3.5000%  | N/A     | $300000.00         | $21077.88          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 7.5000%  | N/A     | $1003.00           | $1080.07           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 4.9776%  | N/A     | $1032.00           | $766.35            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 4.8677%  | N/A     | $26314.00          | $23156.24          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5000%  | N/A     | $847805.00         | $850380.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | 5.4177%  | N/A     | $25775293.00       | $8620785.19        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1187697.00        | $1259267.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 2.0000%  | N/A     | $1024.00           | $501.38            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $11404635.00       | $11158614.96       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.1177%  | N/A     | $48754017.00       | $27651086.42       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $1112.00           | $1144.04           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $1000.00           | $858.69            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.9177%  | N/A     | $22102491.00       | $18704165.28       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $15000000.00       | $17072418.70       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.5000%  | N/A     | $254162.00         | $227299.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.7176%  | N/A     | $496211.00         | $492220.62         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-12-20      | 3.5000%  | N/A     | $1001.00           | $70.52             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.7500%  | N/A     | $95000000.00       | $87553175.00       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.9177%  | N/A     | $4411.00           | $1714.10           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.0000%  | N/A     | $2000.00           | $1485.19           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.0000%  | N/A     | $4000.00           | $3996.49           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.0000%  | N/A     | $1000.00           | $1046.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-15      | 5.0000%  | N/A     | $1025.00           | $16.78             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1000.00           | $1044.26           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.7500%  | N/A     | $6374304.00        | $6366823.19        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-05-20      | 4.0000%  | N/A     | $2000.00           | $1434.49           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $2000.00           | $1376.14           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.0000%  | N/A     | $1000.00           | $95.57             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-20      | 7.0000%  | N/A     | $2000.00           | $43.70             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.9177%  | N/A     | $8607001.00        | $3344650.64        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | 4.9177%  | N/A     | $20387618.00       | $11799475.64       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.5000%  | N/A     | $1007.00           | $749.71            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-20      | 5.5000%  | N/A     | $233508.00         | $47864.07          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-07-20      | 5.1677%  | N/A     | $293713000.00      | $157395448.79      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-10-20      | 4.5000%  | N/A     | $1001.00           | $44.92             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-06-20      | 4.0000%  | N/A     | $23059.00          | $1236.22           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.5000%  | N/A     | $2024.00           | $1976.50           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | 5.0000%  | N/A     | $2000.00           | $838.64            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.5000%  | N/A     | $22633664.00       | $16066484.28       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.5000%  | N/A     | $209126.00         | $229654.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | 5.0000%  | N/A     | $2000.00           | $251.94            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.9177%  | N/A     | $41032535.00       | $26316291.70       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 4.7976%  | N/A     | $1328.00           | $891.63            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 7.0000%  | N/A     | $1000.00           | $1063.63           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.0000%  | N/A     | $2025.00           | $506.26            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1000.00           | $1035.95           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1000.00           | $1048.78           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | 3.5000%  | N/A     | $31058.00          | $3659.98           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-01-20      | 6.6250%  | N/A     | $187296.00         | $4903.18           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | 7.0000%  | N/A     | $332781.00         | $139032.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | 4.5000%  | N/A     | $2006.00           | $223.14            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | 0.1250%  | N/A     | $10000000.00       | $7083069.54        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 4.5000%  | N/A     | $1000.00           | $272.43            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 4.5000%  | N/A     | $1001.00           | $446.31            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $1000.00           | $1021.15           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-10-20      | 3.0000%  | N/A     | $1040814.00        | $1234586.28        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.0176%  | N/A     | $7430682.00        | $5466420.38        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.0000%  | N/A     | $8325.00           | $4699.05           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $2000.00           | $2121.62           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $1024.00           | $1048.39           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | 5.5000%  | N/A     | $2016.00           | $420.39            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-20      | 4.5000%  | N/A     | $1000.00           | $415.60            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.0677%  | N/A     | $75343882.00       | $53889027.98       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 3.5000%  | N/A     | $131406.00         | $127260.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.5000%  | N/A     | $1014.00           | $945.62            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 7.0000%  | N/A     | $9697397.00        | $10142151.95       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $1000.00           | $1032.65           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.8677%  | N/A     | $58370846.00       | $50018523.23       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1000.00           | $1050.86           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.5000%  | N/A     | $82279549.00       | $66676018.03       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.5000%  | N/A     | $1000.00           | $681.99            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $2000.00           | $2071.56           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.0000%  | N/A     | $3999992.00        | $1832834.04        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-05-15      | 3.5000%  | N/A     | $544000.00         | $37014.28          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | 5.5000%  | N/A     | $1000.00           | $671.11            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.1177%  | N/A     | $57311824.00       | $23926667.83       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $2000.00           | $2056.28           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-12-20      | 4.0000%  | N/A     | $2001.00           | $1222.08           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.5000%  | N/A     | $14409472.00       | $10804657.97       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $1024.00           | $969.46            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | 5.3750%  | N/A     | $1421.00           | $73.18             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 7.0000%  | N/A     | $1000.00           | $1064.45           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-20      | 6.5000%  | N/A     | $694000.00         | $46061.62          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | 6.0000%  | N/A     | $1131.00           | $154.03            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-20      | 3.5000%  | N/A     | $2025.00           | $247.60            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.0000%  | N/A     | $2000.00           | $1991.20           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.5176%  | N/A     | $63166145.00       | $43448908.67       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.0000%  | N/A     | $3004.00           | $1894.42           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $1024.00           | $1022.71           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | 5.5000%  | N/A     | $2001.00           | $766.26            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-01-15      | 3.5000%  | N/A     | $1000.00           | $89.41             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 4.8677%  | N/A     | $28130700.00       | $19398264.51       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $29871.00          | $30595.61          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 7.0000%  | N/A     | $1000.00           | $1064.41           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0677%  | N/A     | $27862600.00       | $19912783.15       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.0000%  | N/A     | $2001.00           | $1438.12           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $9054560.00        | $9202894.82        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-03-20      | 3.5000%  | N/A     | $1026.00           | $119.96            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | 5.8177%  | N/A     | $12681487.00       | $4266250.18        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | 6.0000%  | N/A     | $1000.00           | $600.38            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.0000%  | N/A     | $1001.00           | $1044.12           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $1000.00           | $1025.67           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | 2.5000%  | N/A     | $2000.00           | $1007.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 6.5000%  | N/A     | $21601824.00       | $10295394.18       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5677%  | N/A     | $39798080.00       | $27195273.67       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $1000.00           | $1033.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | 5.2176%  | N/A     | $283002140.00      | $151803596.59      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-09-20      | 4.9676%  | N/A     | $5418750.00        | $4683429.87        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-01-15      | 3.5000%  | N/A     | $296000.00         | $24194.36          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $9000.00           | $7872.39           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-15      | 3.5000%  | N/A     | $1286601.00        | $50450.91          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1000.00           | $1046.64           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-10-20      | 6.5000%  | N/A     | $1000.00           | $1049.22           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.5000%  | N/A     | $1000.00           | $1074.92           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | 7.0000%  | N/A     | $385573.00         | $323342.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-15      | 5.0000%  | N/A     | $187047.00         | $7180.52           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-15      | 4.0000%  | N/A     | $1021.00           | $52.85             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-08-20      | 5.3750%  | N/A     | $1000000.00        | $68188.11          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $25655860.00       | $26341649.68       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-07-20      | 6.0000%  | N/A     | $1000.00           | $997.92            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.0000%  | N/A     | $1000.00           | $170.69            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $21310282.00       | $21828512.53       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-04-20      | 7.0000%  | N/A     | $118676.00         | $108729.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.5000%  | N/A     | $1000.00           | $905.89            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.0000%  | N/A     | $3000.00           | $905.10            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 3.0000%  | N/A     | $1000.00           | $890.18            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.3177%  | N/A     | $38411155.00       | $34152883.69       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.5000%  | N/A     | $86970588.00       | $50420760.89       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $2000.00           | $2097.27           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | 3.0000%  | N/A     | $1000.00           | $289.93            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.0000%  | N/A     | $2032.00           | $1502.87           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0000%  | N/A     | $5000.00           | $4958.14           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | 3.0000%  | N/A     | $2890.00           | $697.23            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-04-20      | 4.0000%  | N/A     | $1001.00           | $89.68             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | 4.5000%  | N/A     | $2000.00           | $277.62            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $1000.00           | $1019.37           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.5000%  | N/A     | $1164.00           | $725.56            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-05-20      | 5.6250%  | N/A     | $1000000.00        | $21394.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | 6.5000%  | N/A     | $3146.00           | $2683.93           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-15      | 7.0000%  | N/A     | $1017.00           | $1038.66           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | 7.0000%  | N/A     | $467401.00         | $384741.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | 4.0000%  | N/A     | $2000.00           | $436.89            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $3024.00           | $2375.12           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.5000%  | N/A     | $1000.00           | $1028.64           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-08-20      | 5.3750%  | N/A     | $37077.00          | $146.23            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2075-09-20      | 5.4010%  | N/A     | $5682946.00        | $6194108.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-16      | 3.0000%  | N/A     | $974738.00         | $969383.45         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-01-20      | 5.6250%  | N/A     | $1025000.00        | $24062.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $25290.00          | $21826.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | 4.0000%  | N/A     | $1024.00           | $93.32             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-04-20      | 6.5000%  | N/A     | $2000.00           | $1675.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-05-15      | 4.7500%  | N/A     | $1056.00           | $14.48             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 6.5000%  | N/A     | $1024.00           | $548.41            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $1000.00           | $1020.27           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.0000%  | N/A     | $1024.00           | $1005.92           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 7.5000%  | N/A     | $2001.00           | $2118.50           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-12-20      | 5.5000%  | N/A     | $2000.00           | $1034.29           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-15      | 3.5000%  | N/A     | $270000.00         | $5049.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $1000.00           | $1043.82           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1000.00           | $1063.28           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.0000%  | N/A     | $1000.00           | $53.73             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.0000%  | N/A     | $1000.00           | $412.55            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-20      | 6.5000%  | N/A     | $1000.00           | $877.34            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.0000%  | N/A     | $140470.00         | $104895.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 6.0000%  | N/A     | $6078523.00        | $3188927.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 7.5000%  | N/A     | $1000.00           | $390.10            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $1000.00           | $1003.86           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 4.5000%  | N/A     | $25555296.00       | $23767953.99       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-20      | 7.0000%  | N/A     | $65584.00          | $67004.26          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-20      | 3.5000%  | N/A     | $140649000.00      | $16067220.62       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-07-20      | 4.5000%  | N/A     | $1003.00           | $36.25             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 6.0000%  | N/A     | $2000.00           | $1443.09           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.5000%  | N/A     | $2000.00           | $1335.46           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.5000%  | N/A     | $9576.00           | $7040.51           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.5000%  | N/A     | $3048.00           | $2110.88           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5000%  | N/A     | $2296.00           | $1722.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.0000%  | N/A     | $1000.00           | $1000.48           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 4.9977%  | N/A     | $1999.00           | $1999.28           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-09-20      | 5.2176%  | N/A     | $1149.00           | $392.08            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-08-20      | 3.5000%  | N/A     | $383002.00         | $47310.96          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-15      | 6.5000%  | N/A     | $2140.00           | $2160.12           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $1000.00           | $1019.50           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | 4.0000%  | N/A     | $1000.00           | $88.76             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.7500%  | N/A     | $23699680.00       | $24365490.92       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $1008.00           | $1010.05           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $1000.00           | $993.20            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-10-20      | 4.7500%  | N/A     | $1279904.00        | $28613.31          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.5000%  | N/A     | $2001.00           | $1552.40           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-07-20      | 5.3750%  | N/A     | $57009173.00       | $63625.27          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 3.5000%  | N/A     | $3085.00           | $370.20            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 4.5000%  | N/A     | $2000.00           | $403.03            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.5000%  | N/A     | $2278.00           | $2455.38           | Agency Mortgage-Backed Securities         |

### Security 10: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011LQ8
- **C.18 - Value (incl. sponsor support):** $1312000000.00
- **C.18.a - Value (excl. sponsor support):** $1312000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2031-04-30      | 4.6250%  | N/A     | $1532744.00        | $1611087.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 0.0000%  | N/A     | $1016.80           | $272.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $16406855.20       | $4258842.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $43.26             | $29.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 2.2500%  | N/A     | $2554136.00        | $1583151.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-03      | 0.0000%  | N/A     | $26240131.20       | $25639232.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 2.1250%  | N/A     | $74226.40          | $80223.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 1.2500%  | N/A     | $1259552.80        | $1196190.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 2.7500%  | N/A     | $16039.20          | $15664.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $1858551.42        | $648666.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 3.7500%  | N/A     | $28339.20          | $28646.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $2265759.07        | $1366483.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-31      | 4.0000%  | N/A     | $88822.40          | $91031.45          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $1133896.00        | $389653.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 2.8750%  | N/A     | $32.80             | $32.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | 0.1250%  | N/A     | $43427.20          | $46718.70          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-15      | 3.3750%  | N/A     | $246032.80         | $502360.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $15.87             | $4.35              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.6250%  | N/A     | $518174.40         | $525173.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-15      | 4.2500%  | N/A     | $88133.60          | $90015.35          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-01-15      | 2.1250%  | N/A     | $7851040.80        | $8343556.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $30661.93          | $15255.93          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 3.8750%  | N/A     | $8724.80           | $8857.30           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 3.6250%  | N/A     | $67338.40          | $67602.26          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $42174928.80       | $18830473.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 1.3750%  | N/A     | $32.80             | $28.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | 4.0000%  | N/A     | $268336.80         | $274959.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | 0.0000%  | N/A     | $7872.00           | $1885.27           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 3.8750%  | N/A     | $164.00            | $168.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $837590.99         | $554481.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-30      | 4.3750%  | N/A     | $8856.00           | $9162.65           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $129309.22         | $70377.45          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 4.6250%  | N/A     | $136459217.60      | $144529927.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-07-15      | 1.3750%  | N/A     | $3425796.00        | $3611641.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 2.0000%  | N/A     | $1087188.80        | $650092.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 0.1250%  | N/A     | $1284251.20        | $1516319.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 6.1250%  | N/A     | $31586.40          | $33349.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 2.7500%  | N/A     | $8757.60           | $6306.06           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 1.2500%  | N/A     | $109289.60         | $95944.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 2.7500%  | N/A     | $152060.80         | $151401.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.0000%  | N/A     | $1889626.87        | $1586946.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $32.80             | $14.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 0.0000%  | N/A     | $17891153.60       | $4477368.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 2.3750%  | N/A     | $32.80             | $32.41             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $312.25            | $116.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $600487.43         | $428863.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 3.7611%  | N/A     | $65.60             | $66.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $117421505.14      | $61224277.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 1.2500%  | N/A     | $965894.40         | $914686.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $272568.00         | $120296.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 0.0000%  | N/A     | $95784.20          | $93659.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | 3.6250%  | N/A     | $51758.40          | $52309.98          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-15      | 0.1250%  | N/A     | $100958.40         | $124300.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.8750%  | N/A     | $131.20            | $129.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 4.3750%  | N/A     | $70946.40          | $72961.28          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $55065755.20       | $64344509.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-31      | 4.0000%  | N/A     | $98.40             | $101.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 2.8750%  | N/A     | $5543888.80        | $3921565.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | 4.2500%  | N/A     | $1000268.80        | $1025395.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 3.7500%  | N/A     | $2827983.20        | $2846647.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 1.6250%  | N/A     | $507842.40         | $269727.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-15      | 3.5000%  | N/A     | $354010.40         | $354498.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $169248.00         | $67278.45          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $16467844.03       | $5607696.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 0.0000%  | N/A     | $46289.00          | $42567.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 1.5000%  | N/A     | $37916.80          | $35864.87          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 3.6250%  | N/A     | $729734.40         | $643024.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 3.7500%  | N/A     | $356470.40         | $361387.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-07-15      | 1.8750%  | N/A     | $62320.00          | $63729.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 0.0000%  | N/A     | $41.00             | $31.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $0.83              | $0.38              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-03-31      | 4.1250%  | N/A     | $229698.40         | $236535.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 4.6250%  | N/A     | $25944.80          | $25711.22          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $936046.40         | $493270.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 4.1250%  | N/A     | $576525.60         | $589406.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 1.3750%  | N/A     | $228484.80         | $269746.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.2500%  | N/A     | $164.00            | $120.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $15533369.95       | $5027794.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $6042481.60        | $7427003.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 4.2500%  | N/A     | $1598508.00        | $1664973.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $2.54              | $1.00              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $52409.78          | $24582.28          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 0.0000%  | N/A     | $61705.00          | $48481.19          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 4.5000%  | N/A     | $3359113.60        | $3433347.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-06      | 0.0000%  | N/A     | $4569368.00        | $4566758.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | 0.0000%  | N/A     | $4689772.48        | $2943029.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $3209644.00        | $1211139.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 0.5000%  | N/A     | $361816.80         | $345195.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 0.0000%  | N/A     | $5983318.31        | $4379507.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-15      | 3.3750%  | N/A     | $119884.00         | $120897.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $1690512.00        | $656589.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 0.1250%  | N/A     | $3345665.60        | $3789553.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.7500%  | N/A     | $65.60             | $65.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 1.0000%  | N/A     | $53365.60          | $50115.70          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-28      | 4.2500%  | N/A     | $890224.80         | $925501.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 3.5000%  | N/A     | $484587.20         | $489159.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $123.00            | $38.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 4.5000%  | N/A     | $1012700.00        | $1038829.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $786585.00         | $379900.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 0.0000%  | N/A     | $10388711.65       | $7788656.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $676783.80         | $402246.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 0.3750%  | N/A     | $5256560.80        | $6929113.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.1250%  | N/A     | $613524.00         | $610377.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-15      | 0.6250%  | N/A     | $98.40             | $104.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 2.1250%  | N/A     | $389368.80         | $572658.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 3.7921%  | N/A     | $32.80             | $33.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-28      | 4.0000%  | N/A     | $49134.40          | $50508.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 0.0000%  | N/A     | $41.00             | $31.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 1.2500%  | N/A     | $35869948.80       | $34271201.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $4550880.30        | $1892019.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $2902668.80        | $856838.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $124025.00         | $70718.93          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $770185.00         | $275679.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $114.05            | $46.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 0.0000%  | N/A     | $106313.00         | $84542.76          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 4.1250%  | N/A     | $32081844.00       | $29095625.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 4.2500%  | N/A     | $262.40            | $259.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $17.37             | $4.87              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-26      | 0.0000%  | N/A     | $21172400.00       | $21054469.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 0.5000%  | N/A     | $10750659.20       | $10347020.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $13930762.39       | $4919913.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-03-31      | 4.1250%  | N/A     | $500560.80         | $514068.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 1.0000%  | N/A     | $464284.00         | $451606.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 2.7500%  | N/A     | $196.80            | $152.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $1169705.00        | $453058.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 4.2500%  | N/A     | $140023.20         | $144884.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 0.0000%  | N/A     | $164.00            | $43.71             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 3.8750%  | N/A     | $492164.00         | $493488.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-10      | 0.0000%  | N/A     | $7018216.00        | $6990143.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $381505.00         | $124987.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $4998260.80        | $3319589.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 3.0000%  | N/A     | $524537.60         | $384344.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $13915695.20       | $3431554.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-30      | 4.0000%  | N/A     | $70487.20          | $71623.48          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $153.42            | $58.71             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.1250%  | N/A     | $80458.40          | $82523.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 0.6250%  | N/A     | $98.40             | $93.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | 1.6250%  | N/A     | $21039035.20       | $22089505.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 0.0000%  | N/A     | $688.80            | $173.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $41.91             | $13.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 0.0000%  | N/A     | $2683532.00        | $649667.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 3.3750%  | N/A     | $5211100.00        | $4168768.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 1.6250%  | N/A     | $34636.80          | $38499.77          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $2236664.80        | $2462620.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 1.0000%  | N/A     | $322227.20         | $303882.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 0.0000%  | N/A     | $32.80             | $8.62              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $4680089.60        | $1609899.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 1.7500%  | N/A     | $831480.00         | $794586.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 0.5000%  | N/A     | $164.00            | $163.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 1.8750%  | N/A     | $96508883.20       | $86990525.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.7500%  | N/A     | $1939726.40        | $1969748.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 3.8750%  | N/A     | $293560.00         | $296739.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $624741.60         | $605311.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $70107859.23       | $48195367.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 3.8750%  | N/A     | $1352475.20        | $1371956.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.7500%  | N/A     | $63271.20          | $63545.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 4.0000%  | N/A     | $1242693.60        | $1258127.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $41.00             | $12.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $89.14             | $27.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $65.60             | $18.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $97.74             | $35.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 1.1250%  | N/A     | $135759.20         | $120347.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-12-31      | 4.5000%  | N/A     | $954906.40         | $990753.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 3.6250%  | N/A     | $79802.40          | $80798.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $48621080.00       | $51216195.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 0.0000%  | N/A     | $209633.00         | $168509.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 1.2500%  | N/A     | $32.80             | $35.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $11939.20          | $4163.31           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $395373.54         | $172144.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-30      | 3.7500%  | N/A     | $1096733.60        | $1090979.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $29352105.00       | $24126314.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $1824249.38        | $894500.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 4.1250%  | N/A     | $47494.40          | $49051.27          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.8750%  | N/A     | $37720.00          | $38077.47          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.6250%  | N/A     | $131.20            | $114.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-11-15      | 0.0000%  | N/A     | $32.80             | $7.69              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 1.2500%  | N/A     | $361685.60         | $344524.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | 1.1250%  | N/A     | $196.80            | $185.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $526932.00         | $500144.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | 0.0000%  | N/A     | $455305.00         | $263124.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-15      | 3.8750%  | N/A     | $63927.20          | $65208.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $786544.00         | $201009.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $2123526.43        | $1442122.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-31      | 3.8750%  | N/A     | $69667.20          | $70604.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.6250%  | N/A     | $65.60             | $69.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-06      | 0.0000%  | N/A     | $223925.60         | $219326.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $32.80             | $12.54             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 1.8750%  | N/A     | $162064.80         | $161758.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 3.7001%  | N/A     | $524.80            | $528.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 0.0000%  | N/A     | $18395113.72       | $15778831.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $132155267.20      | $140630159.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $4.75              | $1.52              | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 0.0000%  | N/A     | $41.00             | $30.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-19      | 0.0000%  | N/A     | $2155976.80        | $2139548.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-31      | 4.6250%  | N/A     | $65.60             | $68.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | 0.0000%  | N/A     | $41.00             | $22.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $455305.00         | $233481.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 1.0000%  | N/A     | $6133.60           | $6405.28           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.7500%  | N/A     | $32.80             | $32.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 4.8750%  | N/A     | $44509.60          | $47217.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | 0.0000%  | N/A     | $41.00             | $26.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $41.00             | $16.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 0.5000%  | N/A     | $107549724.00      | $139843020.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 0.5000%  | N/A     | $32.80             | $31.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $41.00             | $20.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 3.5000%  | N/A     | $152487.20         | $141477.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $1349975.53        | $643337.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.8750%  | N/A     | $933160.00         | $948258.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 2.7500%  | N/A     | $7777798.40        | $7352138.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 3.6250%  | N/A     | $14030856.00       | $14120754.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-15      | 3.3750%  | N/A     | $26896.00          | $27077.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 4.6250%  | N/A     | $32.80             | $33.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 1.5000%  | N/A     | $234880.80         | $202897.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 2.8750%  | N/A     | $4199580.80        | $4180058.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 1.8750%  | N/A     | $98.40             | $69.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $199793.00         | $130599.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 1.2500%  | N/A     | $131.20            | $123.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-12      | 0.0000%  | N/A     | $15368571.20       | $15262189.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.1250%  | N/A     | $164.00            | $101.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $40.99             | $11.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-09-30      | 3.8750%  | N/A     | $5569899.20        | $5624227.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 1.2500%  | N/A     | $288804.00         | $282342.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-06-30      | 4.0000%  | N/A     | $70716.80          | $71335.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | 1.8750%  | N/A     | $131.20            | $125.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.1250%  | N/A     | $11647837.60       | $7910622.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 2.8750%  | N/A     | $286540.80         | $224645.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $98.40             | $27.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 2.8750%  | N/A     | $611064.00         | $601137.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $419396.50         | $235629.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 3.8750%  | N/A     | $7052.00           | $15177.26          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 4.3750%  | N/A     | $146878.40         | $150896.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $1804.00           | $671.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-15      | 0.1250%  | N/A     | $32.80             | $39.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-15      | 0.1250%  | N/A     | $360012.80         | $432402.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $1375304.42        | $1204667.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $295.20            | $85.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $1549673.10        | $568576.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 4.6250%  | N/A     | $31652.00          | $31437.31          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-02      | 0.0000%  | N/A     | $3135614.40        | $3107613.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 2.7500%  | N/A     | $648652.80         | $645450.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $246.00            | $110.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-29      | 4.1250%  | N/A     | $295.20            | $304.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-19      | 0.0000%  | N/A     | $2081455.20        | $2071235.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 4.3750%  | N/A     | $920794.40         | $951743.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 2.0000%  | N/A     | $636188.80         | $372119.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $46536672.89       | $33640383.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 1.8750%  | N/A     | $2988244.00        | $1672019.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $1089156.80        | $427970.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $7586770.88        | $4010822.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $3411.20           | $1253.16           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 4.0000%  | N/A     | $11092763.20       | $11440149.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $1343488.00        | $684517.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 3.7500%  | N/A     | $32.80             | $29.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-15      | 4.6250%  | N/A     | $92397.60          | $94086.81          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 3.8750%  | N/A     | $406949.60         | $417927.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 3.8750%  | N/A     | $518240.00         | $522764.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-09-30      | 3.6250%  | N/A     | $88527.20          | $88674.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $40.99             | $13.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 3.8750%  | N/A     | $3447608.00        | $3481808.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $1789386.87        | $1107617.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $7061979.57        | $4314587.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $16784684.18       | $10831643.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.7500%  | N/A     | $262.40            | $296.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $150.08            | $145.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $4822089.60        | $1820560.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-31      | 3.7500%  | N/A     | $3245133.60        | $3283614.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 0.0000%  | N/A     | $437253.49         | $420333.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 0.0000%  | N/A     | $3672337.11        | $3345469.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-08      | 0.0000%  | N/A     | $1156167.20        | $1155275.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $7410545.00        | $6027389.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 0.0000%  | N/A     | $41.00             | $38.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-15      | 0.1250%  | N/A     | $59164672.80       | $66756541.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $1545878.55        | $1090983.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $131.20            | $35.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-10-31      | 4.1250%  | N/A     | $3580743.20        | $3669835.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | 0.0000%  | N/A     | $798631.28         | $468543.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 4.0000%  | N/A     | $54972.80          | $56675.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $9277808.00        | $3794614.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.5000%  | N/A     | $74390.40          | $75517.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $5788111.71        | $4030945.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-30      | 4.1250%  | N/A     | $540839.20         | $552290.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $14963327.20       | $4294415.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 0.5000%  | N/A     | $106960.80         | $101464.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $3997073.60        | $2078586.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 1.3750%  | N/A     | $273191.20         | $136803.02         | U.S. Treasuries (including strips) |

### Security 11: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011LS4
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL FARM CREDIT B | 2036-04-14      | 2.5000%  | N/A     | $30000.00          | $25218.52          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $666731.00         | $698013.80         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $346820.00         | $347567.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $2805880.00        | $2815269.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.0000%  | N/A     | $878339.00         | $837499.70         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.5000%  | N/A     | $1008.00           | $1062.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $98000.00          | $78757.18          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $1000.00           | $175.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $3343733.00        | $3356072.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $761003.00         | $633540.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-15      | 3.0000%  | N/A     | $5000000.00        | $6470374.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.5000%  | N/A     | $1000.00           | $732.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1295819.00        | $1336867.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1139150.00        | $1150077.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.5000%  | N/A     | $1008.00           | $206.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 5.0000%  | N/A     | $1042655.00        | $81591.64          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | 6.0000%  | N/A     | $81000.00          | $57613.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $243098.00         | $136885.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.0000%  | N/A     | $1344732.00        | $1141464.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 3.0000%  | N/A     | $1000.00           | $745.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | 4.5000%  | N/A     | $738000.00         | $108555.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $1352664.00        | $1419053.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $90417.00          | $86368.96          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $1024.00           | $830.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $525000.00         | $393686.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-02-01      | 2.5000%  | N/A     | $247999.00         | $146193.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.5000%  | N/A     | $424990.00         | $39986.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-03-01      | 4.0000%  | N/A     | $1992989.00        | $44548.45          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.5000%  | N/A     | $52000.00          | $42246.20          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $580763.00         | $421580.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.0000%  | N/A     | $1319496.00        | $1398420.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-25      | 5.1242%  | N/A     | $30981860.00       | $25389162.92       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $952.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1273922.00        | $989394.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $1000.00           | $706.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.5000%  | N/A     | $26624.00          | $19926.79          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.5000%  | N/A     | $989788.00         | $84731.86          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $150000.00         | $139332.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 6.5000%  | N/A     | $1024.00           | $548.41            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.9177%  | N/A     | $2560.00           | $1641.86           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.9177%  | N/A     | $12890497.00       | $9356919.46        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-12-20      | 2.5000%  | N/A     | $1045087.00        | $985728.42         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.5000%  | N/A     | $1280.00           | $886.46            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.0176%  | N/A     | $6857682.00        | $6865949.97        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 4.9177%  | N/A     | $56226176.00       | $48210441.71       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $5440.00           | $5433.12           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.0677%  | N/A     | $13712024.00       | $9807400.75        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0677%  | N/A     | $72061000.00       | $51500400.77       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-20      | 4.9177%  | N/A     | $14093200.00       | $5750072.03        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.0000%  | N/A     | $1008.00           | $745.52            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-01-20      | 4.0000%  | N/A     | $1020.00           | $85.28             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.6677%  | N/A     | $16398624.00       | $16041667.05       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.2176%  | N/A     | $39986700.00       | $13346793.93       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-08-20      | 5.0277%  | N/A     | $23513696.00       | $15358777.43       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-07-20      | 6.0000%  | N/A     | $1024.00           | $609.65            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | 3.5000%  | N/A     | $8627.00           | $1016.63           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | 5.5000%  | N/A     | $1000.00           | $671.11            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $9670008.00        | $7595063.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.5000%  | N/A     | $46637375.00       | $27037783.55       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0677%  | N/A     | $7218080.00        | $6945850.07        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.0277%  | N/A     | $14369916.00       | $12124475.13       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | 4.0000%  | N/A     | $1024.00           | $776.45            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 4.9177%  | N/A     | $32919104.00       | $19052160.27       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.8677%  | N/A     | $10414265.00       | $8924080.97        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.9177%  | N/A     | $1032.00           | $873.33            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $1000.00           | $688.07            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.5000%  | N/A     | $1104.00           | $669.60            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-06-15      | 4.6250%  | N/A     | $700.00            | $712.80            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $1.28              | $0.50              | U.S. Treasuries (including strips)        |

### Security 12: BNP PARIBAS (REPO)

- **C.1 - Title:** BNP PARIBAS (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0QK011LT2
- **C.18 - Value (incl. sponsor support):** $246914000.00
- **C.18.a - Value (excl. sponsor support):** $246914000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2053-06-01      | 7.0000%  | N/A     | $493.83            | $435.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.5000%  | N/A     | $410909.34         | $298973.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $28642.02          | $26666.75          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $497.78            | $404.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $493.83            | $305.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $493.83            | $448.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 6.0520%  | N/A     | $818.77            | $2.12              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.0000%  | N/A     | $1329336.58        | $1013682.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $10889.40          | $8552.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.5000%  | N/A     | $5925.94           | $4521.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $10370.39          | $7360.20           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-11-01      | 6.7220%  | N/A     | $4157.54           | $28.29             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $541.24            | $566.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.0000%  | N/A     | $497.78            | $327.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1952443.81        | $1700625.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 5.5000%  | N/A     | $493.83            | $2.96              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 4.6250%  | N/A     | $863818.75         | $667416.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 6.3620%  | N/A     | $766.91            | $42.92             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $6204.45           | $6104.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $3374168.70        | $2899815.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $2054960.53        | $1743960.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.0000%  | N/A     | $493.83            | $131.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 4.5000%  | N/A     | $493.83            | $370.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $366065.31         | $359134.36         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $493.83            | $494.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-01-01      | 3.5000%  | N/A     | $3041403.69        | $514028.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $493.83            | $263.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.5000%  | N/A     | $493.83            | $101.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $493.83            | $270.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 4.0000%  | N/A     | $493.83            | $67.99             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $493.83            | $424.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $10864.22          | $4677.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 2.0000%  | N/A     | $7901.25           | $5375.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $4444.45           | $3599.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $493.83            | $411.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $493.83            | $389.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $493.83            | $497.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $6500487.10        | $5795261.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $493.83            | $520.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $2699974.96        | $2090610.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $493.83            | $504.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $493.83            | $517.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $34074.13          | $19251.12          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.0000%  | N/A     | $493.83            | $161.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $493.83            | $416.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $990.62            | $666.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.5000%  | N/A     | $493.83            | $527.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $511111.98         | $349599.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.5000%  | N/A     | $247897.21         | $32481.69          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $493.83            | $413.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $501.73            | $500.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $493.83            | $461.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $493.83            | $397.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $216874.44         | $152378.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 2.5000%  | N/A     | $505.68            | $238.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 3.5000%  | N/A     | $3463.22           | $2661.59           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $493.83            | $515.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-10-01      | 6.3550%  | N/A     | $1310.62           | $0.18              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-07-01      | 4.5000%  | N/A     | $493.83            | $27.29             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $493.83            | $411.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1050018.58        | $1048926.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $156968.17         | $21401.35          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $185380.07         | $136305.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $54321.08          | $49627.37          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $493.83            | $384.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1041039.79        | $913747.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $837.53            | $725.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 3.5000%  | N/A     | $269136.26         | $222928.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $684885.11         | $596168.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 5.4500%  | N/A     | $628.15            | $0.08              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $493.83            | $358.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $2585173.78        | $2467055.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 6.5910%  | N/A     | $11123.97          | $260.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $493.83            | $429.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-09-01      | 4.5000%  | N/A     | $348660.84         | $27504.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 5.5000%  | N/A     | $493.83            | $50.90             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 2.5000%  | N/A     | $807901.62         | $429007.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.0000%  | N/A     | $493.83            | $432.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 5.5000%  | N/A     | $1619.26           | $56.90             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $503852.71         | $527000.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-25      | 3.0000%  | N/A     | $2833.59           | $593.00            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 6.5000%  | N/A     | $493.83            | $327.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $3952.11           | $2873.19           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $494.32            | $422.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $514225.07         | $522614.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $493.83            | $396.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $493.83            | $402.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $154889.15         | $150416.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $3217417.32        | $3241004.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $493.83            | $133.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $11055816.82       | $10595836.84       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $493.83            | $517.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 6.8110%  | N/A     | $14363687.63       | $29713.61          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.0000%  | N/A     | $493.83            | $486.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 3.5000%  | N/A     | $3173650.83        | $477823.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 2.5000%  | N/A     | $493.83            | $212.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-07-01      | 5.0000%  | N/A     | $493.83            | $4.38              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $506.17            | $497.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-05-01      | 5.5000%  | N/A     | $3178986.64        | $27478.23          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $4453154.24        | $4468746.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-15      | 6.5000%  | N/A     | $2469116.30        | $82702.83          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 2.4000%  | N/A     | $30701.78          | $24424.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $17117013.30       | $9624151.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 4.6650%  | N/A     | $900.74            | $0.25              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 3.0000%  | N/A     | $493.83            | $384.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $115759.70         | $118277.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-04-01      | 3.0000%  | N/A     | $781.24            | $6.53              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $5432.11           | $5107.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-25      | 3.7940%  | N/A     | $66883.08          | $64433.60          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $16803013.26       | $13222965.30       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $2831118.39        | $2743617.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $493.83            | $347.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $493.83            | $435.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $497.78            | $480.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-02-15      | 3.5000%  | N/A     | $523.46            | $387.18            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $493.83            | $377.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-09-25      | 3.9200%  | N/A     | $498.77            | $501.52            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $493.83            | $502.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $493.83            | $421.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 6.3450%  | N/A     | $650.37            | $35.84             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-08-01      | 3.0000%  | N/A     | $493.83            | $143.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-08-15      | 3.5000%  | N/A     | $763.46            | $369.53            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-02-01      | 4.5000%  | N/A     | $493.83            | $52.00             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.0000%  | N/A     | $493.83            | $303.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $493.83            | $472.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $749630.90         | $480699.97         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-05-01      | 2.0000%  | N/A     | $46419.83          | $32021.03          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.0000%  | N/A     | $19259.29          | $12054.66          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-11-01      | 6.2500%  | N/A     | $2551.12           | $20.57             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $27111.16          | $19756.22          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $493.83            | $118.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.0000%  | N/A     | $493.83            | $514.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 3.0000%  | N/A     | $987.66            | $768.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-10-25      | 4.7960%  | N/A     | $73386.79          | $75472.49          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $490865.03         | $309809.08         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 3.5000%  | N/A     | $3950.62           | $3593.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 4.0000%  | N/A     | $2703.21           | $297.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $988.15            | $952.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $493.83            | $495.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $1531854.46        | $1099705.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $493.83            | $362.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $1011.36           | $823.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $493.83            | $381.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $497.78            | $470.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $493.83            | $360.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $497.78            | $393.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $505.68            | $517.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $493.83            | $369.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1194561.54        | $1083399.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.0000%  | N/A     | $5925.94           | $3949.72           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $20105696.40       | $19859088.51       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $494.32            | $349.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 3.5000%  | N/A     | $493.83            | $54.67             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.0000%  | N/A     | $493.83            | $309.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 4.9400%  | N/A     | $37037.10          | $37727.72          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 4.0000%  | N/A     | $493.83            | $430.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $493.83            | $502.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $493.83            | $462.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1946914.91        | $1959416.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-15      | 3.0000%  | N/A     | $340387.74         | $284008.86         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 6.5700%  | N/A     | $271062.19         | $12696.14          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-06-01      | 5.8900%  | N/A     | $30309.19          | $4.63              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $493.83            | $438.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $493.83            | $394.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $493.83            | $504.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $493.83            | $507.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $493.83            | $311.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $493.83            | $389.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $264691.81         | $43548.65          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.0000%  | N/A     | $382648.06         | $345364.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $493.83            | $257.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 3.0000%  | N/A     | $494.82            | $177.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 6.5000%  | N/A     | $8258240.71        | $49802.93          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-10-01      | 4.5000%  | N/A     | $60324.05          | $7435.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.0000%  | N/A     | $4501.24           | $3895.09           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1907831.39        | $1928233.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.5000%  | N/A     | $493.83            | $379.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $561013.30         | $581669.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 4.7200%  | N/A     | $45460.82          | $46218.32          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-12-01      | 4.2150%  | N/A     | $8177.30           | $28.03             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $4938.28           | $4960.60           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $497.78            | $398.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 6.6290%  | N/A     | $30222.27          | $46.28             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $2010723.42        | $2090073.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $493.83            | $494.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $5431.61           | $4240.13           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 3.0000%  | N/A     | $15802.50          | $3920.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $493.83            | $310.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-03-01      | 4.2550%  | N/A     | $1036575.10        | $23444.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-08-01      | 6.2520%  | N/A     | $746.67            | $0.66              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $493.83            | $271.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $493.83            | $506.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-11-25      | 3.3030%  | N/A     | $37037.10          | $36810.78          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $493.83            | $458.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.0000%  | N/A     | $1011.36           | $739.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $493.83            | $343.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $493.83            | $430.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | 4.0000%  | N/A     | $2714371.53        | $532029.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 5.0000%  | N/A     | $1074218.12        | $592616.11         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-05-01      | 4.5000%  | N/A     | $1215166.51        | $41356.98          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.6060%  | N/A     | $9502.73           | $549.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.5000%  | N/A     | $11301747.61       | $1158960.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $493.83            | $383.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $991.61            | $989.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 6.2450%  | N/A     | $1801.48           | $23.16             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-07-25      | 2.3400%  | N/A     | $2168.40           | $321.20            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $3926101.98        | $3183412.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 6.2850%  | N/A     | $508.64            | $2.90              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-02      | 6.0000%  | N/A     | $1003.46           | $871.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-12-01      | 4.5000%  | N/A     | $3610590.34        | $3645100.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 2.5000%  | N/A     | $2209690.67        | $553359.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $493.83            | $377.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1055916.86        | $1085332.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $493.83            | $324.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-11-01      | 6.5000%  | N/A     | $2632.60           | $1.24              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $497.78            | $509.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $874968.40         | $823696.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-04-01      | 4.5000%  | N/A     | $493.83            | $70.20             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 2.0000%  | N/A     | $493.83            | $300.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $98925.11          | $96273.06          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 6.0000%  | N/A     | $493.83            | $363.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $493.83            | $247.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $493.83            | $516.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 5.5000%  | N/A     | $493.83            | $3.41              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $493.83            | $508.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $493.83            | $494.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $493.83            | $397.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $1384042.35        | $955165.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $59753.19          | $42942.76          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $96296.46          | $63032.57          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $493.83            | $508.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 6.2230%  | N/A     | $2079.02           | $23.34             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 6.0000%  | N/A     | $493.83            | $1.13              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.0000%  | N/A     | $493.83            | $72.63             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $493.83            | $307.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $493.83            | $377.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 3.5000%  | N/A     | $493.83            | $90.53             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $493.83            | $397.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $7898.29           | $4760.74           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.5000%  | N/A     | $149948.40         | $158270.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $493.83            | $406.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 5.0000%  | N/A     | $493.83            | $17.74             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-01-25      | 2.9200%  | N/A     | $877.53            | $206.40            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $798444.81         | $754948.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 5.0000%  | N/A     | $3129028.04        | $81199.98          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $983215.50         | $1012157.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $493.83            | $511.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $502.72            | $497.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $493.83            | $385.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 4.5000%  | N/A     | $9772706.98        | $764186.33         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $543210.80         | $518995.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $493.83            | $505.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $535812.27         | $560802.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $493.83            | $484.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $493.83            | $374.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $493.83            | $246.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $493.83            | $381.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 6.0000%  | N/A     | $2402.47           | $31.66             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1011.36           | $864.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $495.31            | $81.11             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $34102.28          | $32776.32          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.0000%  | N/A     | $493.83            | $470.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-03-01      | 6.4630%  | N/A     | $35200.55          | $24.20             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 3.5000%  | N/A     | $493.83            | $133.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $493.83            | $458.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $815545.09         | $787906.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $493.83            | $493.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $987.66            | $510.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $493.83            | $225.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $2127369.54        | $2149340.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 3.0000%  | N/A     | $13827.18          | $2495.21           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $19001.02          | $11701.99          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $3950.62           | $3999.24           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-09-01      | 3.5000%  | N/A     | $493.83            | $75.12             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.0000%  | N/A     | $987.66            | $941.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $493.83            | $504.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $168686.71         | $106997.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $274568.37         | $265986.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $493.83            | $346.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 6.3000%  | N/A     | $1280.99           | $80.65             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-08-01      | 5.5000%  | N/A     | $493.83            | $9.00              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $493.83            | $269.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $493.83            | $486.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $493.83            | $403.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 4.5000%  | N/A     | $493.83            | $57.87             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $493828.00         | $350862.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $3456.80           | $3291.09           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $493.83            | $371.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $493.83            | $34.95             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.5000%  | N/A     | $142621.48         | $150129.82         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $942717.65         | $593501.59         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.0000%  | N/A     | $11851.87          | $8046.32           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $4448652.50        | $3690323.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $3373045.73        | $2706840.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.0000%  | N/A     | $185770.69         | $29571.41          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-07-01      | 4.5000%  | N/A     | $493.83            | $49.53             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $493.83            | $504.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $493.83            | $302.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 5.0000%  | N/A     | $1382.22           | $14.33             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $505.68            | $58.36             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 4.5000%  | N/A     | $590.12            | $161.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $354294.92         | $243260.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $5432.11           | $3349.01           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.5000%  | N/A     | $102220.91         | $29512.63          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 2.0000%  | N/A     | $493.83            | $218.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $2642286.47        | $2096968.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $1201272.66        | $920041.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $493.83            | $493.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $35135.86          | $33834.92          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-04-01      | 3.0000%  | N/A     | $2318028.63        | $298703.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 2.5000%  | N/A     | $493.83            | $184.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 6.5000%  | N/A     | $1053760.31        | $16197.34          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $493.83            | $498.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $55248.49          | $55909.49          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $505.68            | $422.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $493.83            | $451.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $4661.74           | $3606.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $493.83            | $441.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $493.83            | $515.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $272753.06         | $258099.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-25      | 6.0000%  | N/A     | $836323.89         | $999448.40         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 4.5000%  | N/A     | $493.83            | $108.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 6.3780%  | N/A     | $1042.96           | $33.85             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $14882021.35       | $11019999.86       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 6.7920%  | N/A     | $2024200.97        | $33588.52          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $493.83            | $384.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $3258212.45        | $2706731.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 3.0000%  | N/A     | $4938.28           | $2763.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 4.5000%  | N/A     | $4935538.27        | $986577.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $497.78            | $395.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.0000%  | N/A     | $493.83            | $87.20             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $505.68            | $380.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $493.83            | $449.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.0000%  | N/A     | $494.32            | $51.65             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $131358.25         | $100428.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $706.17            | $32.50             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $147393.34         | $121844.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 6.0000%  | N/A     | $493.83            | $496.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 3.0000%  | N/A     | $245171.28         | $22888.55          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $497.78            | $507.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 5.0000%  | N/A     | $493.83            | $360.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $493.83            | $326.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $493.83            | $503.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $987.66            | $894.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $400987.84         | $297243.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 6.2180%  | N/A     | $46355495.10       | $483822.77         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $987.66            | $816.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 5.0000%  | N/A     | $493.83            | $108.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $493.83            | $216.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-06-01      | 4.2500%  | N/A     | $3711.12           | $1.43              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $493.83            | $422.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $493.83            | $322.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $493.83            | $391.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.0000%  | N/A     | $493.83            | $437.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $493.83            | $478.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 5.0000%  | N/A     | $493.83            | $321.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $493.83            | $323.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $493.83            | $276.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $497.78            | $386.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $493.83            | $363.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $7748264.04        | $8166672.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $4938.28           | $3809.54           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $222222.60         | $208060.25         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $987.66            | $1017.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $493.83            | $303.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-04-25      | 2.8960%  | N/A     | $4011.86           | $43.81             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $493.83            | $370.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-05-01      | 6.4300%  | N/A     | $50247.00          | $69.52             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 4.5000%  | N/A     | $493.83            | $46.86             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $497.78            | $395.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 4.5000%  | N/A     | $494.82            | $28.84             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 2.5000%  | N/A     | $495.80            | $109.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $507.16            | $162.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $493.83            | $362.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $19753.12          | $14954.81          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $2960.99           | $2296.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $493.83            | $453.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $70123.58          | $50934.19          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $494.32            | $1.95              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $493.83            | $326.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 6.5000%  | N/A     | $530.87            | $3.96              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 4.0000%  | N/A     | $493.83            | $261.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $493.83            | $457.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $493.83            | $346.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.0000%  | N/A     | $493.83            | $343.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | 6.3130%  | N/A     | $3682.48           | $338.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $209876.90         | $153459.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-08-01      | 6.0000%  | N/A     | $745.68            | $1.67              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 4.0000%  | N/A     | $129382.94         | $5886.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-12-01      | 4.1200%  | N/A     | $2501831.41        | $2512314.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $497.78            | $524.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 6.5000%  | N/A     | $740240.76         | $3435.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $4341095.77        | $3958144.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $36367.96          | $34897.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $493.83            | $512.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $493.83            | $40.35             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $700128.60         | $144789.69         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-11-01      | 6.5000%  | N/A     | $1368340.10        | $5694.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-25      | 5.1242%  | N/A     | $493.83            | $404.68            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-06-25      | 5.0000%  | N/A     | $563.95            | $551.46            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-01      | 7.0000%  | N/A     | $2141574.01        | $2264234.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 4.0000%  | N/A     | $493.83            | $366.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $493.83            | $355.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $2806917.36        | $2584542.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $8030285.26        | $3629709.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $32098.82          | $30368.77          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $262716.50         | $205033.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.0000%  | N/A     | $51358.11          | $38007.55          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 7.5000%  | N/A     | $512977.66         | $377515.31         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | 5.5000%  | N/A     | $494.82            | $9.48              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $493.83            | $293.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $497.78            | $471.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $493.83            | $431.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $172839.80         | $140361.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $493.83            | $515.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-08-01      | 4.2100%  | N/A     | $3510.62           | $0.16              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 6.5470%  | N/A     | $3323.46           | $11.93             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 4.7600%  | N/A     | $19753.12          | $20298.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.5000%  | N/A     | $493.83            | $42.27             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $495.31            | $124.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $493.83            | $132.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $493.83            | $338.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | 5.6590%  | N/A     | $493.83            | $2.69              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $145157.78         | $12982.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 3.5000%  | N/A     | $65679.12          | $4622.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $505.68            | $398.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $50864.28          | $36501.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 4.5000%  | N/A     | $1652271.45        | $213995.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $2335646.93        | $2407696.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-25      | 2.9440%  | N/A     | $821.24            | $46.63             | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $493.83            | $393.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $245265.11         | $182812.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $43224.76          | $29939.51          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $493.83            | $512.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 8.0000%  | N/A     | $493.83            | $278.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $505.68            | $362.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $493.83            | $375.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $623970.94         | $421483.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $11073.11          | $10047.70          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $493.83            | $321.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 4.5000%  | N/A     | $493.83            | $89.37             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.9300%  | N/A     | $1481.48           | $99.28             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.5000%  | N/A     | $109819.45         | $47427.43          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 6.3950%  | N/A     | $73605.06          | $343.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $493.83            | $327.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $493.83            | $380.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 5.1300%  | N/A     | $2133502.39        | $5848.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $147654.57         | $121908.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $493.83            | $388.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.0000%  | N/A     | $52345.77          | $8630.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $493.83            | $353.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-25      | 6.0000%  | N/A     | $2241.49           | $458.06            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $100740.91         | $11566.45          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 4.5000%  | N/A     | $8203423.33        | $937172.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $372699.89         | $51334.03          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 3.0000%  | N/A     | $493.83            | $125.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 5.0000%  | N/A     | $493.83            | $77.05             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $12794364.47       | $7966474.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 3.0000%  | N/A     | $548.15            | $98.33             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-06-25      | 2.2920%  | N/A     | $186178.59         | $144277.89         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $196543.54         | $42355.04          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $497.78            | $41.21             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.5000%  | N/A     | $493.83            | $303.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $10459.28          | $8065.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.5000%  | N/A     | $493.83            | $401.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $3489.88           | $3771.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.2780%  | N/A     | $1466945.21        | $118512.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $493.83            | $508.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $991.61            | $999.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.0000%  | N/A     | $493.83            | $138.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 4.7500%  | N/A     | $3326750.84        | $3378915.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $1634570.68        | $988650.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-11-01      | 6.3300%  | N/A     | $2267.66           | $30.78             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1111181.15        | $1131212.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $890865.71         | $540954.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.5000%  | N/A     | $787.66            | $46.21             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.5000%  | N/A     | $493.83            | $476.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 6.0000%  | N/A     | $509.14            | $5.16              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | 2.5000%  | N/A     | $493.83            | $316.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.0000%  | N/A     | $493.83            | $471.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.0000%  | N/A     | $493.83            | $89.28             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | 6.9180%  | N/A     | $300870.63         | $14253.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $987.66            | $783.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.5000%  | N/A     | $493.83            | $91.73             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $345679.60         | $224758.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.0000%  | N/A     | $493.83            | $105.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | 7.0000%  | N/A     | $495.80            | $39.42             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-11-25      | 1.6840%  | N/A     | $32199.07          | $27686.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-11-01      | 4.0000%  | N/A     | $494.82            | $47.66             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-25      | 1.5310%  | N/A     | $542179.19         | $246628.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $493.83            | $509.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 3.0000%  | N/A     | $3033545.90        | $2549951.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $493.83            | $383.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 2.5000%  | N/A     | $493.83            | $379.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $494.32            | $496.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $510.62            | $396.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.5000%  | N/A     | $146331.61         | $85394.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.5000%  | N/A     | $547457.72         | $476236.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.0000%  | N/A     | $27371.40          | $21992.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $62662.82          | $21242.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $493.83            | $391.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $493.83            | $402.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $493.83            | $324.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $493.83            | $438.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | 6.4650%  | N/A     | $12928464.94       | $58044.22          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 4.5000%  | N/A     | $493.83            | $439.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 4.1700%  | N/A     | $872.10            | $835.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $3757.04           | $2698.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-03-01      | 6.1970%  | N/A     | $494.32            | $1.35              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-25      | 5.3242%  | N/A     | $1120.00           | $909.51            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2038-07-01      | 5.7610%  | N/A     | $9880408.90        | $130134.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1353926.25        | $1331623.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $493.83            | $362.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 5.0000%  | N/A     | $4938.28           | $3757.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $83046.07          | $67050.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $63703.81          | $5428.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $587650.38         | $457694.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-07-01      | 4.0000%  | N/A     | $493.83            | $47.49             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $493.83            | $383.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $493.83            | $393.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | 6.0000%  | N/A     | $7328407.52        | $51343.08          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $519.01            | $503.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $505.68            | $483.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $2852577.69        | $907736.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $493.83            | $354.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.7500%  | N/A     | $114197.23         | $112809.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $493.83            | $147.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $494.82            | $363.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $3341572.10        | $2783644.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $555978.72         | $509180.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.0000%  | N/A     | $12839.53          | $3083.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $505.68            | $495.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $638724.05         | $593322.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $493.83            | $305.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $5432.60           | $3979.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.0000%  | N/A     | $493.83            | $427.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $497.78            | $368.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $2920004.96        | $1890164.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $57182.81          | $36115.20          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1002557.75        | $686510.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $505951.48         | $525088.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $24948315.00       | $24200200.10       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $2231114.90        | $358914.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.0000%  | N/A     | $823206.34         | $386707.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $421688.62         | $375944.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $5225261.23        | $3289765.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.0000%  | N/A     | $493.83            | $528.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $541405.36         | $351825.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-07-01      | 2.5000%  | N/A     | $493.83            | $163.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 5.6300%  | N/A     | $527344.11         | $566467.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $1280991.81        | $973864.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $493.83            | $306.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | 5.9080%  | N/A     | $4113.09           | $32.01             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $493.83            | $338.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-01-01      | 6.0000%  | N/A     | $497.28            | $8.07              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-10-01      | 3.5000%  | N/A     | $1316787.42        | $435866.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 4.5000%  | N/A     | $95012.01          | $66633.94          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5000%  | N/A     | $548149.08         | $38145.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $113580.44         | $72061.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $493.83            | $315.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $493.83            | $339.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $494.82            | $141.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 6.2740%  | N/A     | $342517.13         | $10015.81          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.5000%  | N/A     | $1442362.95        | $881836.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-01      | 5.6250%  | N/A     | $3172.35           | $0.36              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $493.83            | $503.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $2651362.53        | $400611.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.4810%  | N/A     | $22671111.63       | $93434.04          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $106660.43         | $16231.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 5.0000%  | N/A     | $97286.59          | $8549.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $100557.21         | $61372.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $3499158.54        | $3439939.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $493.83            | $401.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $107867.84         | $81812.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $493.83            | $485.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $493.83            | $418.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $493.83            | $344.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $48395.14          | $41014.24          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-08-01      | 5.0000%  | N/A     | $690.37            | $19.50             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $2291227.60        | $2455068.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 6.3580%  | N/A     | $1307.16           | $17.17             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 4.5000%  | N/A     | $493.83            | $56.17             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $621087.97         | $456061.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 4.4200%  | N/A     | $12502.24          | $12479.79          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 4.6800%  | N/A     | $14975.83          | $15250.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $4444.45           | $3366.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $98765.60          | $27811.25          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $493.83            | $503.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $493.83            | $148.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $493.83            | $366.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $493.83            | $72.51             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-01      | 5.2770%  | N/A     | $1780024.75        | $8543.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $493.83            | $290.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-12-01      | 6.5000%  | N/A     | $524.45            | $8.00              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $578208.39         | $434648.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $493.83            | $518.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $922450.95         | $721294.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-01      | 4.5000%  | N/A     | $495.80            | $36.22             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 4.0000%  | N/A     | $29398.57          | $26886.03          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-25      | 1.5000%  | N/A     | $2775494.59        | $117131.91         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.5000%  | N/A     | $4436303.84        | $2078946.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-25      | 1.5000%  | N/A     | $1376043.33        | $136471.35         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $493.83            | $463.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $493.83            | $501.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.4770%  | N/A     | $9876560.00        | $14086.38          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $493.83            | $407.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $364519.14         | $210368.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.0000%  | N/A     | $493.83            | $143.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $493.83            | $314.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 2.0000%  | N/A     | $273586.14         | $187567.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $493.83            | $407.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.0000%  | N/A     | $82875.20          | $12523.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 4.8550%  | N/A     | $526.42            | $0.31              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | 4.7710%  | N/A     | $6847.91           | $0.40              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $493.83            | $308.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-08-01      | 5.0000%  | N/A     | $494.32            | $4.54              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $622.22            | $202.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.5950%  | N/A     | $538272.52         | $403286.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 1.9640%  | N/A     | $307131.39         | $240537.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 4.0000%  | N/A     | $37037.10          | $5348.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $632654.90         | $634721.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-25      | 4.7230%  | N/A     | $528.40            | $48.34             | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $78585.81          | $6570.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-01      | 5.5000%  | N/A     | $525.93            | $2.69              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1044629.92        | $938129.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-02-01      | 6.5000%  | N/A     | $494.32            | $1.19              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.0000%  | N/A     | $493.83            | $144.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.0000%  | N/A     | $228321.38         | $50957.66          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $493.83            | $338.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.5000%  | N/A     | $493.83            | $484.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $498.77            | $339.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $493.83            | $335.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 6.1570%  | N/A     | $6548504.47        | $45711.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $493.83            | $504.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 1.5800%  | N/A     | $9876.56           | $8518.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $493.83            | $415.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $710.12            | $735.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | 5.0000%  | N/A     | $835820.68         | $205468.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $153563.22         | $91250.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $48888.48          | $26675.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $228479.40         | $235727.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $503.70            | $17.35             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $718519.74         | $37500.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 2.5000%  | N/A     | $379037.68         | $301987.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.0000%  | N/A     | $97777.94          | $47038.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.5000%  | N/A     | $494.32            | $249.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 5.5000%  | N/A     | $493.83            | $497.85            | Agency Mortgage-Backed Securities         |

### Security 13: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB005W50
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2054-12-25      | 5.3742%  | N/A     | $49240000.00       | $31233922.39       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2049-07-15      | 4.0000%  | N/A     | $1000.00           | $520.55            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-05-25      | 0.1250%  | N/A     | $50000000.00       | $30821536.62       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $52000.00          | $38861.25          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $10000.00          | $7545.88           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-09-25      | 14.1231% | N/A     | $17087360.00       | $4874965.89        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.5000%  | N/A     | $35000.00          | $7344.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.4570%  | N/A     | $12000000.00       | $11424465.75       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-05-15      | 3.5000%  | N/A     | $700000.00         | $1018798.19        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 4.7500%  | N/A     | $61000.00          | $50752.20          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2044-04-15      | 1.5000%  | N/A     | $1470000.00        | $162957.66         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-01-25      | 5.5000%  | N/A     | $25166528.00       | $25212385.46       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2027-10-25      | 3.5949%  | N/A     | $26813000.00       | $25007860.95       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 3.5000%  | N/A     | $21000.00          | $16358.28          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2063-10-25      | 3.6666%  | N/A     | $23249088.00       | $9334659.64        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-07-15      | 5.0000%  | N/A     | $16000000.00       | $957580.05         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-03-15      | 4.5000%  | N/A     | $5000000.00        | $8726573.04        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-25      | 6.0000%  | N/A     | $6461672.00        | $6501592.21        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-02-25      | 4.5000%  | N/A     | $11000080.00       | $10700419.86       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-11-25      | 3.0000%  | N/A     | $250000.00         | $239982.39         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $6000.00           | $4480.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.0000%  | N/A     | $119000.00         | $92362.95          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0200%  | N/A     | $11249000.00       | $8987032.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-25      | 6.0000%  | N/A     | $11744640.00       | $6217531.61        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $7085616.00        | $1098561.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $100000.00         | $69170.27          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $100167.00         | $78679.34          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 1.5000%  | N/A     | $595160.00         | $470898.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-25      | 5.5000%  | N/A     | $42015424.00       | $42812764.69       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-06-25      | 6.0000%  | N/A     | $37060032.00       | $37290026.56       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-09-01      | 4.5000%  | N/A     | $1587400.00        | $503359.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 7.0000%  | N/A     | $1540178.00        | $1660714.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $143838976.00      | $78275948.88       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-25      | 4.5000%  | N/A     | $6900000.00        | $151324.89         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-02-15      | 6.6200%  | N/A     | $2000.00           | $2241.50           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.5000%  | N/A     | $500000.00         | $349419.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-09-20      | 4.2984%  | N/A     | $43508640.00       | $13957709.34       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-09-20      | 4.0000%  | N/A     | $292480.00         | $53464.60          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.0000%  | N/A     | $13614688.00       | $3470412.87        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5000%  | N/A     | $3959852.00        | $3922352.20        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.0000%  | N/A     | $4311912.00        | $455017.88         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2059-05-15      | 6.2700%  | N/A     | $1000.00           | $1077.75           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | 4.5000%  | N/A     | $1113.00           | $993.26            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 7.5000%  | N/A     | $29331560.00       | $26655401.94       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-09-16      | 6.6598%  | N/A     | $79999.00          | $479.90            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $16203871.00       | $54330.65          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | 3.2000%  | N/A     | $4147392.00        | $4483077.45        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.3177%  | N/A     | $30000000.00       | $23053500.93       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-12-20      | 4.0000%  | N/A     | $18431760.00       | $18648415.69       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $1000.00           | $1047.01           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $10000.00          | $8752.73           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $2294999.00        | $2367760.22        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.0000%  | N/A     | $16320000.00       | $15896386.78       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 3.5000%  | N/A     | $1946000.00        | $1386082.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-07-15      | 6.0000%  | N/A     | $7000.00           | $633.46            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-20      | 3.0000%  | N/A     | $25000.00          | $6759.06           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.7500%  | N/A     | $50000000.00       | $51515483.35       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2059-06-15      | 5.7500%  | N/A     | $1000.00           | $1046.45           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-03-20      | 4.0000%  | N/A     | $17141.00          | $1502.71           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2067-07-20      | 4.6141%  | N/A     | $200000.00         | $11479.57          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5000%  | N/A     | $3665000.00        | $3630417.06        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2062-07-20      | 4.4320%  | N/A     | $100000.00         | $969.45            | Agency Collateralized Mortgage Obligation |

### Security 14: BOFA SECURITIES INC (REPO)

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB006CH4
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $196506400.00      | $252895284.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $92858718.92       | $46202134.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $221425172.48      | $154204475.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 3.8750%  | N/A     | $300.00            | $283.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $26600.00          | $9396.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 4.2500%  | N/A     | $306348600.00      | $311688425.35      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB006DX8
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2054-04-25      | 4.8242%  | N/A     | $50000000.00       | $44580806.18       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 4.5000%  | N/A     | $15000000.00       | $14769645.00       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 5.5000%  | N/A     | $12586592.00       | $12578364.56       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2041-03-15      | 4.5000%  | N/A     | $8000000.00        | $9940336.26        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.4570%  | N/A     | $7322300.00        | $6971168.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $6017944.00        | $6065237.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-27      | 10.7242% | N/A     | $8820000.00        | $9352291.15        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $500000.00         | $124805.07         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2059-10-25      | 3.2500%  | N/A     | $57927872.00       | $6064058.73        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $27270.00          | $20655.15          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-25      | 2.0000%  | N/A     | $2059928.00        | $1088932.87        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2033-02-15      | 5.5000%  | N/A     | $7000.00           | $403.30            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-04-25      | 4.8242%  | N/A     | $74543000.00       | $63478324.02       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2035-12-25      | 6.0000%  | N/A     | $24957535.00       | $25433162.29       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2026-10-25      | 9.3731%  | N/A     | $13801000.00       | $2724765.53        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.5000%  | N/A     | $158000.00         | $20727.03          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-25      | 11.6242% | N/A     | $27346000.00       | $30080476.15       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-03-15      | 4.0000%  | N/A     | $13000000.00       | $1576015.95        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-08-15      | 1.0000%  | N/A     | $116203136.00      | $18775249.94       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $2918808.00        | $2515345.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-08-25      | 10.1231% | N/A     | $38574912.00       | $11648238.58       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-09-25      | 5.0000%  | N/A     | $2865000.00        | $2645967.54        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-03-25      | 3.0000%  | N/A     | $58350600.00       | $1391841.69        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $109893.00         | $94918.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-25      | 4.7442%  | N/A     | $58211328.00       | $40951488.72       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5000%  | N/A     | $9000.00           | $7553.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-12-25      | 3.5000%  | N/A     | $1125000.00        | $912064.47         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-11-01      | 4.0000%  | N/A     | $110736.00         | $85401.08          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-25      | 2.5000%  | N/A     | $764235.00         | $552820.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-25      | 5.0000%  | N/A     | $5420000.00        | $3576764.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-01-01      | 3.0000%  | N/A     | $250000.00         | $66858.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $273903.00         | $218898.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $52156480.00       | $5362089.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.5000%  | N/A     | $71589888.00       | $31027.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.0000%  | N/A     | $600000.00         | $254607.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-25      | 5.3742%  | N/A     | $35000000.00       | $29499477.91       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-12-01      | 5.0000%  | N/A     | $55576320.00       | $55880976.27       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.5000%  | N/A     | $7913.00           | $1917.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.5000%  | N/A     | $223000.00         | $17733.32          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 7.0000%  | N/A     | $120000.00         | $44331.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-25      | 5.2500%  | N/A     | $18883904.00       | $18637933.52       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.5000%  | N/A     | $92086.00          | $24882.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.0677%  | N/A     | $100000000.00      | $44037740.62       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 6.0000%  | N/A     | $243113472.00      | $250205091.98      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $7368000.00        | $7270471.74        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2073-12-20      | 4.8177%  | N/A     | $900000.00         | $913636.94         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1000.00           | $1040.16           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.1876%  | N/A     | $40000000.00       | $35340520.46       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $1000.00           | $1047.95           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $5150000.00        | $3549126.31        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2029-02-15      | 7.0000%  | N/A     | $1007608.00        | $750.13            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-01-15      | 5.6000%  | N/A     | $495398.00         | $513313.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $4663112.00        | $4584451.50        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2059-10-15      | 4.6700%  | N/A     | $2000.00           | $1959.84           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-20      | 3.0000%  | N/A     | $50000.00          | $25467.86          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.0176%  | N/A     | $100000000.00      | $44024668.01       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 3.5000%  | N/A     | $2777776.00        | $1941409.47        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | 4.5000%  | N/A     | $1000.00           | $677.42            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.5000%  | N/A     | $50000.00          | $44721.04          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-10-20      | 3.1250%  | N/A     | $100000.00         | $26043.87          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2061-08-20      | 4.7941%  | N/A     | $7000000.00        | $9254.81           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2032-11-20      | 4.0000%  | N/A     | $155391.00         | $36712.48          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-09-20      | 5.7500%  | N/A     | $10000000.00       | $204733.40         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.0000%  | N/A     | $200460000.00      | $148860354.68      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $12509760.00       | $12511503.03       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-05-20      | 4.5000%  | N/A     | $4374980.00        | $323663.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-10-20      | 5.5000%  | N/A     | $9073000.00        | $2230244.93        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-05-20      | 3.0000%  | N/A     | $175000.00         | $103229.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $25004.00          | $168.92            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-07-20      | 4.6941%  | N/A     | $200000.00         | $4968.45           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 4.9676%  | N/A     | $50000000.00       | $44832223.91       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2058-06-16      | 4.5000%  | N/A     | $16043280.00       | $15093245.09       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | 6.0000%  | N/A     | $18000.00          | $10806.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2070-12-20      | 5.0677%  | N/A     | $10000000.00       | $6768408.36        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.0000%  | N/A     | $2000.00           | $1682.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.0176%  | N/A     | $88728000.00       | $63898539.72       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $1000.00           | $1044.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 4.9177%  | N/A     | $60000000.00       | $49980466.34       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2067-11-20      | 4.2176%  | N/A     | $1852000.00        | $884161.22         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $1158704.00        | $1165676.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | 6.0000%  | N/A     | $3029950.00        | $1746727.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1304118.00        | $1378327.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-11-20      | 5.0000%  | N/A     | $2022.00           | $371.20            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.0000%  | N/A     | $999070.00         | $1112320.04        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0176%  | N/A     | $50000000.00       | $42971221.64       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.0476%  | N/A     | $50000000.00       | $33587062.47       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-12-20      | 3.0000%  | N/A     | $24998.00          | $16721.13          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-12-20      | 4.0000%  | N/A     | $21688160.00       | $21943092.97       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.5000%  | N/A     | $1000.00           | $838.13            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.0000%  | N/A     | $1000.00           | $604.74            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-10-20      | 3.5000%  | N/A     | $7755536.00        | $5648015.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $100000000.00      | $99724033.33       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-04-15      | 5.9900%  | N/A     | $1000.00           | $1057.00           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | 5.2176%  | N/A     | $100000000.00      | $44070101.18       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 7.5000%  | N/A     | $38717376.00       | $37727193.44       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-05-20      | 3.4267%  | N/A     | $5000000.00        | $93947.57          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.2176%  | N/A     | $100000000.00      | $41833586.24       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0677%  | N/A     | $40000000.00       | $37411027.41       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $3267440.00        | $3438218.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-01-15      | 3.2500%  | N/A     | $2000.00           | $1425.19           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-07-20      | 6.0000%  | N/A     | $28952.00          | $296.09            | Agency Mortgage-Backed Securities         |

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

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SB006E66
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2037-08-15      | 5.5000%  | N/A     | $900000.00         | $8742.16           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $130000.00         | $92656.61          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-25      | 1.2500%  | N/A     | $23432832.00       | $9100159.61        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2027-07-15      | 7.0000%  | N/A     | $699988.00         | $1807.19           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-03-15      | 3.5000%  | N/A     | $2600000.00        | $1714659.66        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $23280.00          | $16824.71          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-15      | 3.0000%  | N/A     | $1606644.00        | $1237531.40        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-07-25      | 5.0000%  | N/A     | $12967000.00       | $10737340.46       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $30000.00          | $22098.46          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-05-01      | 3.5000%  | N/A     | $1125000.00        | $85040.09          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.5000%  | N/A     | $390000.00         | $219225.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-10-15      | 4.5000%  | N/A     | $8800000.00        | $11310297.08       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-04-25      | 4.8242%  | N/A     | $99792512.00       | $89028110.10       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $562833.00         | $413979.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $47015.00          | $36089.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.0000%  | N/A     | $1903616.00        | $1351611.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $100000.00         | $72357.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-25      | 4.8242%  | N/A     | $44643328.00       | $40325507.82       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $26359.00          | $20849.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-25      | 2.0000%  | N/A     | $1604012.00        | $671552.17         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-10-25      | 4.0000%  | N/A     | $2000000.00        | $609202.15         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $880706.00         | $627989.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $949816.00         | $644977.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-25      | 3.5000%  | N/A     | $2226344.00        | $988872.32         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2038-09-01      | 3.9700%  | N/A     | $1125000.00        | $935126.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $4385000.00        | $325851.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $150000.00         | $118813.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $88200.00          | $65394.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-25      | 6.5000%  | N/A     | $424999.00         | $8563.47           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-01-25      | 6.0000%  | N/A     | $17761855.00       | $17860522.10       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-08-01      | 3.0000%  | N/A     | $1500000.00        | $116773.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-04-20      | 6.0000%  | N/A     | $199994.00         | $20093.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | 3.0000%  | N/A     | $25000.00          | $17526.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1000.00           | $1047.91           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $83750272.00       | $87414765.15       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.0176%  | N/A     | $38723100.00       | $38677030.29       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.1177%  | N/A     | $25000000.00       | $19158442.12       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-05-20      | 3.0000%  | N/A     | $49888.00          | $35051.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5000%  | N/A     | $51000.00          | $46537.25          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5000%  | N/A     | $378000.00         | $330846.01         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.0000%  | N/A     | $198192000.00      | $118109639.13      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-08-20      | 5.0176%  | N/A     | $30000000.00       | $25430131.85       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.7500%  | N/A     | $45000.00          | $37364.68          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.1677%  | N/A     | $40000000.00       | $36044621.18       | Agency Collateralized Mortgage Obligation |

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

- **C.1 - Title:** BOFA SECURITIES INC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 0SB006IO3
- **C.18 - Value (incl. sponsor support):** $681810000.00
- **C.18.a - Value (excl. sponsor support):** $681810000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2047-07-01      | 3.5000%  | N/A     | $2282699.88        | $484455.96         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 4.0030%  | N/A     | $4080147.40        | $4008232.46        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $15909365.45       | $16002331.31       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $1126017.40        | $1158562.83        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $6168489.61        | $6300793.43        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $96589.75          | $31541.20          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $579187.60         | $609300.14         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 4.0000%  | N/A     | $45997.86          | $43152.76          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 4.0000%  | N/A     | $25119.24          | $23656.45          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $569780.44         | $591532.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $103374.21         | $19382.88          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.0000%  | N/A     | $114969.98         | $93048.48          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $858164.70         | $900806.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.0000%  | N/A     | $318649.81         | $280757.78         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-09-01      | 2.5000%  | N/A     | $146095.29         | $27108.03          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $12526991.49       | $10769363.89       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 4.0000%  | N/A     | $6818.10           | $5388.89           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.5000%  | N/A     | $4173263.56        | $4380178.92        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $5387302.62        | $3457954.75        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $7341957.35        | $6534442.98        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 4.5000%  | N/A     | $679.08            | $60.03             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $744920.15         | $752330.12         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 4.0190%  | N/A     | $3306945.77        | $3164714.32        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $264045.47         | $269757.84         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 4.2310%  | N/A     | $3286937.83        | $3185034.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-07-01      | 1.5000%  | N/A     | $170311.82         | $116113.77         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 3.0000%  | N/A     | $265614.09         | $83081.93          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-02-01      | 1.5000%  | N/A     | $1346189.30        | $631364.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $248447.02         | $222535.17         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 3.4490%  | N/A     | $1705657.71        | $1642695.35        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1357858.25        | $1274291.33        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $559138.74         | $553248.62         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $89717.11          | $68404.03          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $233438.56         | $243089.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-12-01      | 4.5000%  | N/A     | $350428.52         | $58377.04          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 3.5000%  | N/A     | $1924.52           | $337.03            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-05-01      | 6.0000%  | N/A     | $227270.00         | $1597.27           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $1786969.47        | $1474598.08        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $6444039.03        | $3958859.57        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 4.0000%  | N/A     | $119139.25         | $111421.61         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $277042.13         | $268273.88         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $272655.36         | $284489.46         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $2138748.88        | $1529989.16        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $68181.00          | $52677.61          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-06-01      | 3.5000%  | N/A     | $8649234.39        | $1361697.36        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $20322.26          | $18507.17          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.5000%  | N/A     | $2434774.42        | $2544596.54        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.0000%  | N/A     | $2308445.03        | $2419194.98        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 4.3940%  | N/A     | $5406807.84        | $5280880.79        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 3.5000%  | N/A     | $247724.30         | $22624.47          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.5000%  | N/A     | $49674458.44       | $2499240.40        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 6.5360%  | N/A     | $2263227.39        | $2280112.65        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0820%  | N/A     | $2681247.82        | $2717103.45        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $4227431.09        | $3382094.19        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 3.0000%  | N/A     | $909080.00         | $39611.79          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-05-01      | 6.9100%  | N/A     | $4055965.87        | $55636.67          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $468438.02         | $335317.28         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 3.0000%  | N/A     | $804255.80         | $183086.67         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-06-01      | 3.0000%  | N/A     | $5681582.73        | $874948.42         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 3.5000%  | N/A     | $5480319.69        | $1067835.18        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $2036735.56        | $2078967.79        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.0000%  | N/A     | $14591588.54       | $15068427.06       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $841160.36         | $849053.43         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 7.0000%  | N/A     | $4885054.11        | $4466440.98        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 3.0000%  | N/A     | $53181.18          | $35095.64          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $6285255.49        | $5601584.10        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $98862.45          | $71266.25          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $264017.29         | $266096.68         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $8223188.59        | $8073769.69        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 5.5000%  | N/A     | $1051831.01        | $13677.89          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $98862.45          | $65132.08          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 6.5510%  | N/A     | $2255143.85        | $2272283.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $227575.91         | $236983.74         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.8420%  | N/A     | $7284668.95        | $7352440.08        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 2.5000%  | N/A     | $2272.70           | $382.81            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-03-01      | 6.3860%  | N/A     | $1818160.00        | $1755788.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 3.5000%  | N/A     | $5909.02           | $4552.97           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-07-01      | 5.0000%  | N/A     | $3848362.91        | $34073.25          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $1030307.64        | $1066221.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $3202234.30        | $3328164.70        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 3.0000%  | N/A     | $9050.80           | $6588.31           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $31135.76          | $27587.65          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 3.0000%  | N/A     | $170451.82         | $62711.11          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $402846.98         | $387818.30         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $634233.30         | $657260.35         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $309610.38         | $304074.08         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $169770.69         | $140803.49         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.0000%  | N/A     | $9554198.08        | $6371746.81        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $22727.00          | $17541.81          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $1660969.16        | $1403457.59        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $4535400.12        | $3133408.44        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 4.5000%  | N/A     | $414092.30         | $410558.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.0000%  | N/A     | $56817.50          | $37869.67          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 4.4930%  | N/A     | $5459629.03        | $5357171.24        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 6.3580%  | N/A     | $2407371.11        | $2382710.64        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 4.5000%  | N/A     | $1019299.13        | $196569.77         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $280159.37         | $231895.04         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 4.5000%  | N/A     | $6341.51           | $5796.17           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 6.3200%  | N/A     | $1766775.16        | $1800213.94        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $850310.25         | $518176.34         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 3.5000%  | N/A     | $2376356.94        | $1832742.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 7.0000%  | N/A     | $638200.52         | $674994.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.5000%  | N/A     | $44544.92          | $34215.60          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-03-01      | 2.0000%  | N/A     | $515.68            | $240.63            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.0000%  | N/A     | $120269.01         | $109127.13         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 2.5000%  | N/A     | $444792.84         | $50065.22          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 2.5000%  | N/A     | $59090.20          | $19756.43          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $22727.00          | $16820.34          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $227270.00         | $179140.60         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 3.0000%  | N/A     | $397722.50         | $77751.78          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-05-01      | 3.3400%  | N/A     | $454540.00         | $414399.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $1363620.00        | $1003332.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1121615.63        | $1127006.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 4.0000%  | N/A     | $459776.30         | $435183.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-05-01      | 3.3400%  | N/A     | $2742614.36        | $2500413.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $18181.60          | $3103.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $206005.48         | $142184.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.0000%  | N/A     | $4227520.18        | $3858657.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $999782.55         | $1010334.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-05-01      | 3.5000%  | N/A     | $1502254.70        | $111154.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1764295.19        | $1762248.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-10-01      | 2.5000%  | N/A     | $113635.00         | $21967.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-01-01      | 4.5700%  | N/A     | $614765.35         | $627354.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | 4.5000%  | N/A     | $187457.52         | $12934.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $11693.50          | $6467.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $600403.70         | $585079.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-01-01      | 4.5000%  | N/A     | $14545.28          | $281.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 6.5000%  | N/A     | $6893.33           | $4682.38           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-12-01      | 3.5000%  | N/A     | $25465265.32       | $2826192.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1885857.37        | $1922830.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $329541.50         | $53806.55          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $313354.88         | $328021.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-10-01      | 3.7100%  | N/A     | $1681798.00        | $1622334.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $3729707.97        | $3719631.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 7.0000%  | N/A     | $787028.74         | $340261.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-05-01      | 3.5900%  | N/A     | $1844773.32        | $1740709.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 2.5000%  | N/A     | $2386335.00        | $561427.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 3.5000%  | N/A     | $466812.58         | $455577.65         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $337204.14         | $342533.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-10-01      | 2.5000%  | N/A     | $285589.75         | $41068.51          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $499994.00         | $242928.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $3409050.00        | $1883673.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.5000%  | N/A     | $9147617.50        | $7975860.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $242054.37         | $192655.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $2233533.20        | $2321966.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $301121.39         | $81759.35          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $77659.98          | $52314.77          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $10336.01          | $10032.26          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 4.5000%  | N/A     | $681.81            | $85.57             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $4585261.34        | $3120594.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $476065.20         | $5025.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.0000%  | N/A     | $59175.20          | $58669.80          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $3032058.16        | $3097090.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $227488.63         | $238681.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $20778.39          | $9883.70           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $32045.07          | $25365.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $248021.11         | $190896.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.5000%  | N/A     | $906200.94         | $39144.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $565472.31         | $587089.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.6100%  | N/A     | $3070872.24        | $3018815.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.5000%  | N/A     | $96589.75          | $8201.88           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $2852583.95        | $2859327.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.5000%  | N/A     | $264502.74         | $202047.18         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $437140.66         | $447670.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $311589.44         | $286389.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $204543.00         | $21211.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $47058.98          | $30258.54          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $6022.66           | $4470.27           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.5000%  | N/A     | $13125413.40       | $850300.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $576703.08         | $605194.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.0000%  | N/A     | $3802681.64        | $2589005.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $129652.99         | $106945.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | 3.5000%  | N/A     | $681.81            | $328.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-01-01      | 3.0000%  | N/A     | $454.54            | $69.26             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $234088.10         | $29621.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 2.5000%  | N/A     | $368404.67         | $60790.15          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 6.5000%  | N/A     | $422213.57         | $406703.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-10-01      | 4.5100%  | N/A     | $2429516.30        | $2430860.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $11907217.11       | $7520120.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $2333681.09        | $2409451.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $471146.62         | $473332.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1454528.00        | $1332402.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.4260%  | N/A     | $346586.75         | $347495.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | 2.5000%  | N/A     | $494827.70         | $189223.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $5787516.00        | $5835880.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.7500%  | N/A     | $2601437.87        | $2519555.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $230713.14         | $233908.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $2239165.86        | $1738458.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $5544142.56        | $4353001.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | 1.5000%  | N/A     | $4545400.00        | $2010016.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $1373847.15        | $333343.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $823437.85         | $748855.54         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $408121.47         | $429891.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $4086982.77        | $3059975.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.0000%  | N/A     | $120191.97         | $4697.50           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $2272700.00        | $1444278.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.0000%  | N/A     | $36363.20          | $27874.55          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.0000%  | N/A     | $32954.15          | $30543.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $45823.31          | $39086.33          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.0000%  | N/A     | $149598.89         | $128284.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $74140.93          | $56117.62          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-06-01      | 3.4000%  | N/A     | $2954510.00        | $2762314.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 4.5000%  | N/A     | $286046.11         | $10281.13          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $12381407.78       | $12075736.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.5000%  | N/A     | $1974169.04        | $375265.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-09-01      | 3.8800%  | N/A     | $227270.00         | $203208.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $1392028.75        | $165972.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-03-01      | 6.5000%  | N/A     | $259087.80         | $4877.55           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.0000%  | N/A     | $1363620.00        | $137089.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $2296563.35        | $929494.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.0000%  | N/A     | $1113623.00        | $170211.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.7300%  | N/A     | $1590685.46        | $1517352.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.0000%  | N/A     | $717131.39         | $659586.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-08-01      | 4.3200%  | N/A     | $5613569.00        | $5647783.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.5000%  | N/A     | $8740.80           | $834.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $1705479.53        | $658863.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0200%  | N/A     | $1311472.90        | $1099616.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.0000%  | N/A     | $106135.09         | $102516.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.7750%  | N/A     | $1586026.42        | $1535750.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $7857.86           | $7049.55           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $1572261.13        | $1566179.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.0000%  | N/A     | $1257284.91        | $491370.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-07-01      | 5.5000%  | N/A     | $270847.66         | $199445.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $113635.00         | $57278.05          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $10437154.75       | $2913343.87        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-09-01      | 3.8000%  | N/A     | $2106792.90        | $2048012.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $560121.46         | $332507.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-11-01      | 3.8300%  | N/A     | $4936973.48        | $4863671.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $136384.27         | $83689.82          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 4.5000%  | N/A     | $1431801.00        | $179830.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 4.5000%  | N/A     | $7812604.43        | $7157806.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $128541.87         | $128266.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.0000%  | N/A     | $2638331.98        | $2385214.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $46733.08          | $33176.82          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $181816.00         | $103633.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-12-01      | 4.0450%  | N/A     | $454540.00         | $456935.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-11-01      | 3.9500%  | N/A     | $2272700.00        | $2280731.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 3.5000%  | N/A     | $43996.06          | $33902.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $202263.94         | $184286.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.0000%  | N/A     | $1397710.50        | $238000.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-11-01      | 3.0000%  | N/A     | $5283376.60        | $5053828.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.5000%  | N/A     | $382068.60         | $354752.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.5000%  | N/A     | $62499.25          | $30209.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $50848.71          | $42555.37          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $28400502.83       | $20550707.83       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $23390933.85       | $4947215.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $112826.37         | $91173.73          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 1.5000%  | N/A     | $3502627.06        | $1938202.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 4.5000%  | N/A     | $136046.32         | $5777.95           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $2207928.05        | $1002223.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-01-01      | 3.9850%  | N/A     | $1795433.00        | $1735188.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $4591290.36        | $4621707.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $9090.80           | $6590.66           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $1365892.70        | $258766.14         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.8800%  | N/A     | $5450654.59        | $4149494.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $6997196.03        | $5452852.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 5.0000%  | N/A     | $84180.81          | $80596.81          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | 4.5000%  | N/A     | $6374047.15        | $387443.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $795445.00         | $120295.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $215321.05         | $219542.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1363954.54        | $1411599.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-01-01      | 3.4400%  | N/A     | $227270.00         | $175807.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.0000%  | N/A     | $1503307.41        | $1384082.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 4.5000%  | N/A     | $892034.75         | $805187.04         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $2549976.67        | $2520286.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $276944.86         | $286885.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-09-01      | 4.0000%  | N/A     | $2159065.00        | $273186.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $93355.47          | $80702.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $870444.10         | $840169.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.5000%  | N/A     | $796354.08         | $705352.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | 3.0000%  | N/A     | $909080.00         | $248096.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $46942971.22       | $3785892.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 5.2400%  | N/A     | $270447.66         | $277256.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $235256.27         | $236779.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $325445.64         | $333805.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $447511.45         | $456208.80         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $7429.91           | $7811.67           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-09-20      | 4.5000%  | N/A     | $454.54            | $243.45            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-08-15      | 4.5000%  | N/A     | $454.54            | $49.52             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 4.5000%  | N/A     | $1344242.05        | $1298288.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-09-20      | 6.5000%  | N/A     | $172726.79         | $180047.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-03-20      | 3.5000%  | N/A     | $679974.57         | $48566.64          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-07-20      | 5.0000%  | N/A     | $127270.97         | $106428.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-11-20      | 7.0000%  | N/A     | $334447.80         | $349629.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $243262.54         | $244726.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $679353.21         | $713610.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $472880.69         | $496441.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1018127.78        | $1068265.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $454.77            | $466.95            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 6.5000%  | N/A     | $454.54            | $136.09            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $93181.38          | $86591.49          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2075-10-20      | 5.3480%  | N/A     | $4535072.85        | $4921659.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 4.5000%  | N/A     | $751076.44         | $727514.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-10-15      | 5.5000%  | N/A     | $87541.68          | $7603.82           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $2924074.00        | $2961783.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $227.27            | $236.54            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2063-04-15      | 4.9000%  | N/A     | $1136.35           | $1125.37           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $487698.69         | $513190.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-07-20      | 3.5000%  | N/A     | $681810.00         | $302459.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $491005.93         | $493663.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-04-20      | 3.5000%  | N/A     | $22499.73          | $6371.89           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-03-20      | 2.0000%  | N/A     | $227.27            | $120.34            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1186242.13        | $1245978.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.5000%  | N/A     | $328405.15         | $330729.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.0000%  | N/A     | $39544.98          | $33978.47          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $146677.79         | $149523.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.0000%  | N/A     | $9648.98           | $7958.06           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $454.54            | $431.35            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-05-20      | 6.0000%  | N/A     | $227.27            | $136.98            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-15      | 4.5000%  | N/A     | $909.08            | $714.91            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $1194303.85        | $1202244.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $910.67            | $905.42            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-08-20      | 3.0000%  | N/A     | $5681.75           | $2870.77           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-02-20      | 3.5000%  | N/A     | $454.54            | $51.99             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-11-20      | 6.5000%  | N/A     | $999988.00         | $1044924.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $278913.93         | $282262.76         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $250816.54         | $256832.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.5000%  | N/A     | $2279518.10        | $1910539.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-03-15      | 3.0000%  | N/A     | $2769712.22        | $409492.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-11-20      | 3.5000%  | N/A     | $227.27            | $65.21             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $293889.66         | $310955.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2062-10-15      | 2.9000%  | N/A     | $454.54            | $392.56            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | 6.5000%  | N/A     | $227.27            | $40.27             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 7.0000%  | N/A     | $909.08            | $938.87            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-08-20      | 6.5000%  | N/A     | $210379.75         | $219579.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-12-20      | 4.0000%  | N/A     | $1650.66           | $146.32            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-11-20      | 4.0000%  | N/A     | $350678.52         | $265902.06         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $701665.22         | $726204.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5000%  | N/A     | $2324590.29        | $2331653.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 4.0000%  | N/A     | $46876.26          | $43107.79          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $22702767.56       | $22617102.45       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $228.63            | $241.05            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-11-20      | 6.5000%  | N/A     | $56817.50          | $21943.90          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-05-20      | 5.5000%  | N/A     | $454.54            | $116.98            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.0000%  | N/A     | $14806571.41       | $7382495.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-07-20      | 3.0000%  | N/A     | $17045.25          | $8761.05           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.0000%  | N/A     | $4845169.13        | $4839802.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $307713.13         | $323517.03         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $227.27            | $243.69            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $2761977.76        | $2806262.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-06-20      | 7.0000%  | N/A     | $454.54            | $349.19            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $370765.10         | $380697.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $326326.99         | $333032.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $454.54            | $484.56            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-05-20      | 5.5000%  | N/A     | $104667.83         | $10312.82          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-07-15      | 5.8500%  | N/A     | $454.54            | $481.80            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $278337.57         | $280012.23         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $238.18            | $245.79            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-05-15      | 4.7600%  | N/A     | $454.54            | $442.34            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-07-20      | 6.0000%  | N/A     | $488403.23         | $177932.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-03-20      | 3.5000%  | N/A     | $909.08            | $537.25            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-11-20      | 5.0000%  | N/A     | $2272.70           | $284.89            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-11-20      | 6.0000%  | N/A     | $13732460.66       | $14081194.53       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-01-20      | 7.0000%  | N/A     | $682.04            | $31.71             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $227.27            | $157.34            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-09-20      | 4.5000%  | N/A     | $22727.00          | $338.20            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-03-15      | 4.7400%  | N/A     | $785329.67         | $762183.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $247672.48         | $258885.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $247813.39         | $262973.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-09-20      | 6.0000%  | N/A     | $177984.46         | $181946.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 3.5000%  | N/A     | $227.27            | $208.07            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-02-20      | 4.5000%  | N/A     | $454.54            | $78.67             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 3.5000%  | N/A     | $110233.00         | $98687.08          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-11-20      | 6.5000%  | N/A     | $168428.21         | $175997.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $584472.08         | $588853.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-06-15      | 4.5000%  | N/A     | $233084.02         | $16108.09          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.2510%  | N/A     | $11805821.96       | $11812344.68       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.0000%  | N/A     | $28181.48          | $21136.92          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-11-15      | 3.7500%  | N/A     | $238.86            | $26.53             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-09-20      | 3.0000%  | N/A     | $43324.03          | $27695.98          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-09-15      | 5.0000%  | N/A     | $3181310.91        | $47127.40          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $7719.91           | $7890.72           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-11-15      | 3.0000%  | N/A     | $2423.61           | $219.72            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $227.27            | $238.61            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-07-20      | 5.5000%  | N/A     | $454.54            | $357.19            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-08-20      | 3.5000%  | N/A     | $122953.07         | $85109.07          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $1079599.77        | $819671.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-09-20      | 3.0000%  | N/A     | $5681.75           | $3340.06           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 6.0000%  | N/A     | $31885.75          | $17600.29          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $681.81            | $722.65            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-04-20      | 2.5000%  | N/A     | $23697.44          | $11931.89          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-03-15      | 5.6900%  | N/A     | $454.54            | $474.70            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $1326633.17        | $1340159.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-04-20      | 3.0000%  | N/A     | $154909.96         | $69275.69          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 3.0000%  | N/A     | $10707.37          | $9437.11           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-01-15      | 6.2000%  | N/A     | $754.54            | $812.53            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $21682.47          | $22263.33          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-08-20      | 3.0000%  | N/A     | $20419.53          | $9531.38           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $357049.35         | $368241.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-06-20      | 3.0000%  | N/A     | $21924.74          | $13678.67          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $227.27            | $236.85            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-04-20      | 3.0000%  | N/A     | $1777.25           | $189.76            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-09-15      | 5.4500%  | N/A     | $227.27            | $230.85            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.0000%  | N/A     | $227.27            | $157.23            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2057-12-15      | 6.2500%  | N/A     | $452.72            | $446.64            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.0000%  | N/A     | $56135.69          | $22633.20          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.0000%  | N/A     | $409503.27         | $421286.60         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-07-20      | 3.0000%  | N/A     | $98862.45          | $60190.76          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-03-20      | 5.0000%  | N/A     | $560725.09         | $74694.56          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-04-20      | 4.5000%  | N/A     | $974188.31         | $824411.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-11-20      | 3.0000%  | N/A     | $46363.08          | $5367.39           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $2954510.00        | $14566.92          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-11-20      | 3.0000%  | N/A     | $11363.50          | $4546.66           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-03-20      | 2.5000%  | N/A     | $112044.11         | $9612.78           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.0000%  | N/A     | $157802975.89      | $101916166.26      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-12-15      | 5.0000%  | N/A     | $5952410.39        | $5993730.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-01-20      | 5.5000%  | N/A     | $130225.71         | $14314.24          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $228.41            | $235.85            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-10-20      | 3.0000%  | N/A     | $1384074.30        | $806442.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2027-02-20      | 3.0000%  | N/A     | $795445.00         | $4892.52           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-03-20      | 3.5000%  | N/A     | $254.54            | $104.23            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-01-15      | 5.3800%  | N/A     | $681.81            | $682.74            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.5000%  | N/A     | $132338.18         | $77906.07          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-04-15      | 5.9900%  | N/A     | $227.72            | $240.71            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-07-15      | 5.7100%  | N/A     | $454.31            | $476.88            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-05-15      | 4.8700%  | N/A     | $681.81            | $668.41            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-06-15      | 5.3900%  | N/A     | $214770.15         | $220959.35         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.0000%  | N/A     | $241713.92         | $242895.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.5000%  | N/A     | $227.27            | $224.78            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-06-15      | 3.0000%  | N/A     | $501425.80         | $389596.58         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-07-20      | 4.0000%  | N/A     | $681.81            | $611.28            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $266809.98         | $273957.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $2405091.14        | $2471162.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $974630.12         | $980203.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $253441.96         | $262857.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-07-20      | 6.5000%  | N/A     | $572488.58         | $597159.29         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $230.68            | $217.40            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-02-15      | 4.3500%  | N/A     | $227.27            | $215.55            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $145474.16         | $125358.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-02-20      | 3.0000%  | N/A     | $232.72            | $85.65             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $1412957.59        | $1421208.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $455.45            | $476.14            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-06-20      | 6.0000%  | N/A     | $24765.38          | $16730.39          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-06-20      | 4.5000%  | N/A     | $133350.90         | $29823.41          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-06-15      | 5.5000%  | N/A     | $623074.34         | $6684.36           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $638174.16         | $644803.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $3423220.74        | $3514923.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-11-20      | 4.5000%  | N/A     | $201270.08         | $50836.54          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-08-20      | 6.5000%  | N/A     | $15491.41          | $16178.88          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-03-20      | 7.0000%  | N/A     | $1177353.14        | $1158715.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $862210.56         | $880086.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-08-20      | 3.0000%  | N/A     | $5681.75           | $2698.15           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2035-12-15      | 5.0000%  | N/A     | $3199.28           | $65.35             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-11-20      | 6.5000%  | N/A     | $227390.91         | $237609.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.5000%  | N/A     | $8692433.87        | $5729859.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-06-15      | 4.9200%  | N/A     | $681.81            | $669.89            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-09-15      | 4.5300%  | N/A     | $428613.04         | $417105.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-08-20      | 4.0000%  | N/A     | $945379.56         | $88177.89          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $227.27            | $233.36            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-12-20      | 5.0000%  | N/A     | $1383.85           | $1052.93           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-01-20      | 5.0000%  | N/A     | $1107941.25        | $71474.55          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2075-10-20      | 5.3660%  | N/A     | $4549225.41        | $4936067.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-10-20      | 4.0000%  | N/A     | $681.81            | $61.97             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.0000%  | N/A     | $115308.62         | $28827.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $362014.75         | $365214.35         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $454.54            | $427.37            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $436098.86         | $437940.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.0000%  | N/A     | $47726.70          | $29276.34          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2059-12-15      | 4.9600%  | N/A     | $454.54            | $453.58            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2064-12-20      | 6.5000%  | N/A     | $108086.88         | $38860.10          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-10-20      | 5.0000%  | N/A     | $238384.87         | $238497.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $228.63            | $234.76            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-06-15      | 5.8400%  | N/A     | $227.27            | $240.48            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-09-15      | 4.0000%  | N/A     | $141246.71         | $52464.44          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0000%  | N/A     | $243308.44         | $243490.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.0000%  | N/A     | $192870.87         | $116131.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-07-15      | 5.6800%  | N/A     | $216516.95         | $226765.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-08-20      | 3.0000%  | N/A     | $17044.57          | $12005.40          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $342011.80         | $350491.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $390627.13         | $407494.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-05-15      | 7.0000%  | N/A     | $8175494.62        | $66702.03          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-12-20      | 6.0000%  | N/A     | $668361.07         | $351434.23         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.5000%  | N/A     | $271082.66         | $275129.13         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-05-15      | 5.0000%  | N/A     | $1534070.68        | $40090.99          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $242426.64         | $244193.64         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-08-15      | 3.0000%  | N/A     | $52942.09          | $22945.75          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 3.5000%  | N/A     | $50481.21          | $36312.16          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-06-20      | 4.0000%  | N/A     | $227.27            | $22.87             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.0000%  | N/A     | $22727.00          | $12477.31          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $227.27            | $233.36            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2035-12-20      | 2.0000%  | N/A     | $624765.23         | $246374.80         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-12-20      | 2.0000%  | N/A     | $186361.40         | $90713.74          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2035-12-20      | 5.5000%  | N/A     | $227.27            | $70.65             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $631369.70         | $646607.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-12-20      | 3.5000%  | N/A     | $18811.37          | $12007.44          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-01-20      | 3.0000%  | N/A     | $227.27            | $105.92            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $4099005.36        | $4002485.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-08-20      | 7.0000%  | N/A     | $19999.76          | $6594.05           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $914.76            | $937.30            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 4.5000%  | N/A     | $745951.05         | $720870.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.5000%  | N/A     | $690622.62         | $92691.31          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $350540.34         | $352649.77         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $2128865.36        | $2178933.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $452267.30         | $457080.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $318089.36         | $323653.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2035-04-20      | 2.5000%  | N/A     | $1363.62           | $173.40            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $239828.94         | $251679.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-04-20      | 3.5000%  | N/A     | $3419584.42        | $404264.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-09-15      | 4.0000%  | N/A     | $80724.26          | $10971.09          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $231.36            | $230.38            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-03-15      | 4.5000%  | N/A     | $17040.25          | $6298.78           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $370235.78         | $378664.75         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $5376110.03        | $5563562.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $227.27            | $244.30            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $822936.49         | $846722.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.0000%  | N/A     | $227.27            | $175.92            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2063-03-15      | 5.2000%  | N/A     | $227.27            | $229.05            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.0000%  | N/A     | $11363.50          | $6385.62           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-10-15      | 4.5000%  | N/A     | $310.91            | $29.17             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2068-03-15      | 5.6500%  | N/A     | $1126293.76        | $1109068.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 4.5000%  | N/A     | $647379.50         | $609443.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-03-15      | 4.9600%  | N/A     | $227.27            | $227.22            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $479.77            | $492.62            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-05-20      | 4.5000%  | N/A     | $227.50            | $43.99             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 7.5000%  | N/A     | $45699.00          | $46614.15          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $681.81            | $713.14            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-09-15      | 6.5000%  | N/A     | $227.95            | $250.47            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-03-20      | 6.0000%  | N/A     | $485757.81         | $494885.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-09-20      | 4.0000%  | N/A     | $232354.94         | $221303.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $454.54            | $460.13            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $1013560.56        | $1027565.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-01-20      | 3.0000%  | N/A     | $86272.37          | $59842.32          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-01-20      | 3.0000%  | N/A     | $227.27            | $25.54             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1137.94           | $1188.62           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-10-20      | 4.2500%  | N/A     | $227.27            | $119.63            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.5000%  | N/A     | $227.27            | $168.29            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-09-20      | 2.5000%  | N/A     | $227.27            | $97.12             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $280028.46         | $290069.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-06-20      | 7.0000%  | N/A     | $159966.26         | $166971.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2062-08-20      | 5.5000%  | N/A     | $681.81            | $288.70            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-01-20      | 3.0000%  | N/A     | $682.04            | $96.20             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-06-20      | 3.0000%  | N/A     | $18553.19          | $10795.85          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.0000%  | N/A     | $143159.65         | $143033.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.0000%  | N/A     | $5681.75           | $875.84            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-12-15      | 5.2500%  | N/A     | $227.27            | $232.26            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $454.77            | $471.86            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-08-20      | 5.5000%  | N/A     | $50908.48          | $47281.90          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $256369.20         | $258573.29         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-11-20      | 7.0000%  | N/A     | $227270.00         | $237586.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $891263.85         | $733255.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.5000%  | N/A     | $9412614.32        | $6419278.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $227.27            | $238.15            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-04-20      | 3.0000%  | N/A     | $138126.98         | $29312.49          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $227.27            | $47.44             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-08-20      | 6.0000%  | N/A     | $1459746.12        | $987623.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-01-15      | 5.7000%  | N/A     | $454.77            | $466.01            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2056-09-15      | 4.3500%  | N/A     | $681.81            | $643.55            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $682.26            | $604.32            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2075-04-20      | 5.4500%  | N/A     | $2592528.89        | $2846170.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-03-15      | 5.1900%  | N/A     | $113635.00         | $115030.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2075-04-20      | 5.4000%  | N/A     | $5311536.26        | $5698053.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-11-20      | 6.0000%  | N/A     | $1059723.65        | $1089107.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $290812.42         | $306012.80         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-06-15      | 4.0000%  | N/A     | $31117808.40       | $1293866.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.0000%  | N/A     | $85226.25          | $3349.43           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $258021.90         | $263317.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-12-20      | 7.0000%  | N/A     | $383724.49         | $6881.72           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-04-15      | 4.6700%  | N/A     | $227.27            | $220.33            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $303476.36         | $306418.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-04-15      | 4.3500%  | N/A     | $1136.35           | $1078.17           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-15      | 5.6700%  | N/A     | $454.54            | $440.19            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-15      | 4.5000%  | N/A     | $227.27            | $209.92            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $227.27            | $238.19            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $371814.17         | $376558.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.0000%  | N/A     | $9457573.78        | $4051384.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.5000%  | N/A     | $4336766.14        | $2961494.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-08-20      | 7.0000%  | N/A     | $635020.56         | $662900.13         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-05-15      | 5.5300%  | N/A     | $55285.25          | $57187.24          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $229.09            | $231.56            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-07-20      | 3.0000%  | N/A     | $454540.00         | $52037.59          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $279443.46         | $281510.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.5000%  | N/A     | $181361.46         | $142912.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 4.5000%  | N/A     | $1410685.34        | $1332251.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-10-20      | 3.5000%  | N/A     | $227.27            | $139.72            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $2306939.59        | $2385023.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $782493.34         | $807858.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-07-15      | 5.8500%  | N/A     | $454.54            | $481.80            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $227.27            | $228.39            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-01-15      | 2.5000%  | N/A     | $674411.91         | $91375.20          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-08-20      | 2.0000%  | N/A     | $518261.96         | $290587.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $1830258.04        | $1216957.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2066-07-15      | 5.3500%  | N/A     | $227.27            | $232.96            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $605582.73         | $620024.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-11-20      | 3.0000%  | N/A     | $13504.61          | $6669.49           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $276496.68         | $283593.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $376747.30         | $380752.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 4.5000%  | N/A     | $477.04            | $443.68            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-11-15      | 4.9600%  | N/A     | $1422510.20        | $1432710.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.5000%  | N/A     | $25621.28          | $25020.02          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.0000%  | N/A     | $446.13            | $441.36            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $452633.66         | $465142.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-01-20      | 3.0000%  | N/A     | $4726750.55        | $3363778.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-05-20      | 5.0000%  | N/A     | $227.27            | $23.03             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-03-20      | 3.0000%  | N/A     | $227.27            | $81.30             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.5000%  | N/A     | $1758615.26        | $1456211.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-09-15      | 5.3700%  | N/A     | $950.44            | $963.23            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $227.27            | $238.04            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-06-20      | 4.0000%  | N/A     | $522721.00         | $50524.31          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-08-20      | 3.0000%  | N/A     | $227.27            | $65.89             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-07-20      | 4.0000%  | N/A     | $1770153.30        | $165805.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $859709.68         | $867583.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $137166.76         | $140243.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2026-10-15      | 3.5000%  | N/A     | $181226.69         | $65885.47          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-03-20      | 3.0000%  | N/A     | $11363.50          | $7398.51           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $732.49            | $658.30            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $257733.27         | $255405.08         | Agency Mortgage-Backed Securities |

### Security 18: CITIBANK N.A. (REPO)

- **C.1 - Title:** CITIBANK N.A. (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: 0CAN08MG7
- **C.18 - Value (incl. sponsor support):** $82000000.00
- **C.18.a - Value (excl. sponsor support):** $82000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2027-01-31      | 1.5000%  | N/A     | $3903.20           | $3843.91           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 3.8750%  | N/A     | $127493.60         | $130334.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | 2.2500%  | N/A     | $30471.20          | $30542.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 4.2500%  | N/A     | $89708.00          | $90331.47          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 3.8750%  | N/A     | $984.00            | $2117.76           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 1.2500%  | N/A     | $32.80             | $31.15             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $459.20            | $444.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.6250%  | N/A     | $164.00            | $166.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | 4.1250%  | N/A     | $656.00            | $678.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 0.3750%  | N/A     | $328.00            | $432.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 6.5000%  | N/A     | $328.00            | $339.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 3.7500%  | N/A     | $32.80             | $30.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-06      | 0.0000%  | N/A     | $32.80             | $32.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $32.80             | $40.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 4.3750%  | N/A     | $360.80            | $359.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 3.8750%  | N/A     | $1049.60           | $1063.56           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.8750%  | N/A     | $65.60             | $66.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 3.6250%  | N/A     | $131856.00         | $133501.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 2.6250%  | N/A     | $6527.20           | $6416.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-05      | 0.0000%  | N/A     | $164.00            | $162.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 0.8750%  | N/A     | $229.60            | $225.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-15      | 4.6250%  | N/A     | $590.40            | $602.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-03      | 0.0000%  | N/A     | $360.80            | $352.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 2.3750%  | N/A     | $2952.00           | $2917.12           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 4.1250%  | N/A     | $590.40            | $603.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 0.7500%  | N/A     | $656.00            | $622.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 3.5000%  | N/A     | $131.20            | $132.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 4.0000%  | N/A     | $492.00            | $504.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | 1.6250%  | N/A     | $3440818.40        | $3612617.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-15      | 0.1250%  | N/A     | $32.80             | $39.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 3.7500%  | N/A     | $235012.00         | $237296.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | 4.6250%  | N/A     | $2066.40           | $2175.88           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 1.8750%  | N/A     | $1508.80           | $1359.99           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 5.2500%  | N/A     | $6297.60           | $6634.89           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 2.1250%  | N/A     | $216217.60         | $208781.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.5000%  | N/A     | $295.20            | $295.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 5.3750%  | N/A     | $754.40            | $827.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-30      | 4.0000%  | N/A     | $852.80            | $866.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 1.8750%  | N/A     | $65.60             | $65.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 1.1250%  | N/A     | $360.80            | $319.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 6.2500%  | N/A     | $932405.60         | $1036973.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 0.5000%  | N/A     | $492.00            | $490.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-14      | 0.0000%  | N/A     | $32.80             | $32.37             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-29      | 0.0000%  | N/A     | $393.60            | $382.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 0.7500%  | N/A     | $3608.00           | $3579.13           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.2500%  | N/A     | $65.60             | $65.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 3.6250%  | N/A     | $131.20            | $131.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 0.5000%  | N/A     | $787.20            | $757.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 0.5000%  | N/A     | $164.00            | $157.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | 4.5000%  | N/A     | $656.00            | $664.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 2.1250%  | N/A     | $2814043.20        | $4138710.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 1.6250%  | N/A     | $65.60             | $64.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $656.00            | $693.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $1115.20           | $1032.95           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 4.6250%  | N/A     | $131.20            | $129.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 1.2500%  | N/A     | $1016.80           | $1102.81           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 2.7500%  | N/A     | $426.40            | $416.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 2.1250%  | N/A     | $32.80             | $35.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.7500%  | N/A     | $98.40             | $98.83             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 2.6250%  | N/A     | $1443.20           | $1457.54           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 3.8750%  | N/A     | $65.60             | $66.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 2.0000%  | N/A     | $32.80             | $32.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 4.5000%  | N/A     | $65.60             | $67.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-07      | 0.0000%  | N/A     | $328.00            | $323.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 1.3750%  | N/A     | $426.40            | $400.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 1.6250%  | N/A     | $98.40             | $97.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $459.20            | $413.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | 3.6250%  | N/A     | $98.40             | $99.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 1.6250%  | N/A     | $1016.80           | $1003.32           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 1.3750%  | N/A     | $12490600.80       | $14746245.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-26      | 0.0000%  | N/A     | $1640.00           | $1630.87           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 1.7500%  | N/A     | $131.20            | $128.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 2.5000%  | N/A     | $32.80             | $32.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-15      | 3.8750%  | N/A     | $164.00            | $167.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 2.5000%  | N/A     | $4589802.40        | $7270836.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 1.7500%  | N/A     | $328.00            | $517.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 1.1250%  | N/A     | $1640.00           | $1610.05           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | 3.6250%  | N/A     | $328.00            | $330.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 2.5000%  | N/A     | $65.60             | $47.34             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.7500%  | N/A     | $3341401.60        | $3774097.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 1.0000%  | N/A     | $32.80             | $30.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 2.8750%  | N/A     | $1016.80           | $719.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-09      | 0.0000%  | N/A     | $32.80             | $32.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 4.6250%  | N/A     | $590.40            | $609.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 2.6250%  | N/A     | $984.00            | $974.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 2.3750%  | N/A     | $65.60             | $63.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 4.6250%  | N/A     | $32.80             | $32.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | 4.2500%  | N/A     | $16957.60          | $17383.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 2.2500%  | N/A     | $4132.80           | $4088.07           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-30      | 3.7500%  | N/A     | $65.60             | $65.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.7500%  | N/A     | $192044.00         | $195016.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-24      | 0.0000%  | N/A     | $328.00            | $326.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 5.5000%  | N/A     | $754.40            | $807.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $2952.00           | $3449.42           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 3.7521%  | N/A     | $984.00            | $990.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 0.1250%  | N/A     | $4920.00           | $5572.76           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-10-31      | 3.7500%  | N/A     | $22008.80          | $21972.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 3.1250%  | N/A     | $12693.60          | $12611.28          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-31      | 4.0000%  | N/A     | $393.60            | $405.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 0.5000%  | N/A     | $381332.80         | $495833.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 1.6250%  | N/A     | $1016.80           | $1011.62           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 3.8750%  | N/A     | $524.80            | $538.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.8750%  | N/A     | $65.60             | $66.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 1.1250%  | N/A     | $2624.00           | $1666.87           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 6.1250%  | N/A     | $1312.00           | $1385.22           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 0.3750%  | N/A     | $98.40             | $93.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 0.5000%  | N/A     | $164.00            | $156.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 6.3750%  | N/A     | $65.60             | $70.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-04      | 0.0000%  | N/A     | $656.00            | $646.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 4.2500%  | N/A     | $54152.80          | $56032.86          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 5.2500%  | N/A     | $7248.80           | $7771.04           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | 0.7500%  | N/A     | $1672.80           | $1664.28           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.1250%  | N/A     | $164.00            | $163.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 1.2500%  | N/A     | $360.80            | $340.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 6.1250%  | N/A     | $3181.60           | $3527.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-04-30      | 4.6250%  | N/A     | $98.40             | $103.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 4.5000%  | N/A     | $1344.80           | $1370.68           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 2.7500%  | N/A     | $13874.40          | $13814.22          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $688.80            | $653.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-15      | 1.1250%  | N/A     | $1016.80           | $1012.04           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.5000%  | N/A     | $328.00            | $329.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 2.3750%  | N/A     | $2689.60           | $2689.76           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 3.5000%  | N/A     | $3608.00           | $3645.57           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | 2.1250%  | N/A     | $2230.40           | $2220.83           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 1.0000%  | N/A     | $15213033.60       | $14286579.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-15      | 3.8750%  | N/A     | $984.00            | $994.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 1.2500%  | N/A     | $360.80            | $352.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 5.0000%  | N/A     | $524.80            | $566.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 4.6250%  | N/A     | $1049.60           | $1067.32           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 0.5000%  | N/A     | $2033.60           | $1946.13           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-15      | 0.1250%  | N/A     | $4034.40           | $4552.08           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 3.5000%  | N/A     | $131.20            | $132.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 4.6250%  | N/A     | $1738.40           | $1769.09           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-15      | 4.3750%  | N/A     | $2132.00           | $2153.18           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-15      | 4.0000%  | N/A     | $459.20            | $464.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 4.2500%  | N/A     | $32.80             | $33.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 1.2500%  | N/A     | $32.80             | $31.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 3.7841%  | N/A     | $65.60             | $66.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-23      | 0.0000%  | N/A     | $32.80             | $32.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 4.2500%  | N/A     | $131.20            | $136.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-15      | 4.5000%  | N/A     | $81344.00          | $83442.82          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 4.8750%  | N/A     | $65.60             | $66.41             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 0.8750%  | N/A     | $98.40             | $97.10             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 3.1250%  | N/A     | $164.00            | $135.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 0.3750%  | N/A     | $152520.00         | $203413.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-15      | 0.1250%  | N/A     | $2164.80           | $2665.32           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 3.8750%  | N/A     | $89740.80          | $90631.03          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 0.6250%  | N/A     | $65.60             | $64.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | 0.7500%  | N/A     | $1443.20           | $1427.27           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $459.20            | $463.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 0.6250%  | N/A     | $32.80             | $31.72             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 1.1250%  | N/A     | $328.00            | $209.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 2.3750%  | N/A     | $32.80             | $31.83             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $164.00            | $165.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.1250%  | N/A     | $1016.80           | $993.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | 0.6250%  | N/A     | $656.00            | $898.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 1.5000%  | N/A     | $98.40             | $97.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 1.5000%  | N/A     | $32.80             | $31.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-15      | 3.3750%  | N/A     | $7228759.20        | $14759983.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-16      | 0.0000%  | N/A     | $328.00            | $324.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 2.3750%  | N/A     | $328.00            | $213.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 2.2500%  | N/A     | $131.20            | $83.91             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 3.8750%  | N/A     | $164.00            | $168.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 1.6250%  | N/A     | $1640.00           | $1645.35           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.8750%  | N/A     | $65.60             | $57.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 1.8750%  | N/A     | $32.80             | $32.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | 4.3750%  | N/A     | $32.80             | $33.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-15      | 4.1250%  | N/A     | $262.40            | $263.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 1.3750%  | N/A     | $65.60             | $64.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 2.1250%  | N/A     | $2060168.00        | $3104298.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 3.0000%  | N/A     | $65.60             | $53.28             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 1.3750%  | N/A     | $32.80             | $16.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 2.2500%  | N/A     | $1016.80           | $1011.45           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 1.3750%  | N/A     | $1902.40           | $1664.80           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 4.5000%  | N/A     | $295.20            | $301.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 2.8750%  | N/A     | $492.00            | $487.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | 0.1250%  | N/A     | $524.80            | $564.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-06      | 0.0000%  | N/A     | $1672.80           | $1638.44           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 6.6250%  | N/A     | $984.00            | $1043.69           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 4.6250%  | N/A     | $328.00            | $341.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 6.0000%  | N/A     | $32.80             | $33.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-31      | 4.6250%  | N/A     | $32.80             | $34.34             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 2.7500%  | N/A     | $16531.20          | $15626.49          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $688.80            | $758.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 2.8750%  | N/A     | $196.80            | $142.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 0.3750%  | N/A     | $32.80             | $31.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.0000%  | N/A     | $328.00            | $334.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 1.0000%  | N/A     | $15092985.60       | $14680858.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-15      | 0.1250%  | N/A     | $65.60             | $78.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.6250%  | N/A     | $65.60             | $57.72             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 0.7500%  | N/A     | $721.60            | $710.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 2.8750%  | N/A     | $65.60             | $48.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 2.8750%  | N/A     | $688.80            | $677.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 4.8750%  | N/A     | $1312.00           | $1391.82           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 3.8750%  | N/A     | $688.80            | $696.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 4.1250%  | N/A     | $65.60             | $66.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 1.1250%  | N/A     | $459.20            | $438.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-31      | 4.0000%  | N/A     | $50118.40          | $51364.87          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 1.2500%  | N/A     | $65.60             | $62.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 2.5000%  | N/A     | $1279.20           | $1287.30           | U.S. Treasuries (including strips) |

### Security 19: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG16CB7
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2032-10-31      | 3.7500%  | N/A     | $626226900.00      | $625193037.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-31      | 3.8750%  | N/A     | $828050100.00      | $835279091.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.8750%  | N/A     | $821240500.00      | $834527921.74      | U.S. Treasuries (including strips) |

### Security 20: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG16CV3
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2055-10-20      | 7.5000%  | N/A     | $8620626.00        | $9361796.79        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $10505162.00       | $10770521.71       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $11882368.00       | $12492052.91       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $10782755.00       | $11346322.88       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $12660147.00       | $12715850.64       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $11379770.00       | $11964420.97       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.0000%  | N/A     | $11411803.00       | $12192597.18       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.0000%  | N/A     | $9316666.00        | $9993921.75        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $9665416.00        | $9737674.56        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.5000%  | N/A     | $10885356.00       | $11762543.89       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-08-20      | 7.0000%  | N/A     | $11247601.00       | $11929232.58       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-08-20      | 7.0000%  | N/A     | $10272865.00       | $10963588.94       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $11158836.00       | $11803912.73       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $11448298.00       | $11966266.68       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $10394029.00       | $10920099.98       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-04-20      | 7.0000%  | N/A     | $14453456.00       | $10154817.57       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $10011432.00       | $10121689.38       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $11299849.00       | $11343708.47       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-09-20      | 4.5000%  | N/A     | $214923265.00      | $10305229.41       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $11365310.00       | $11956076.99       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $9196727.00        | $9525899.59        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $12126870.00       | $12186279.12       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-07-20      | 7.0000%  | N/A     | $11314025.00       | $11977782.20       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $12868949.00       | $13502018.58       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $12226234.00       | $12820038.43       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $10442194.00       | $10956805.54       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.0000%  | N/A     | $12748807.00       | $13524992.13       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $11402184.00       | $11707629.50       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $10362111.00       | $11261791.09       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $9532244.00        | $9567603.96        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 7.5000%  | N/A     | $9528511.00        | $10323798.64       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $12094720.00       | $12544087.23       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $5836117.00        | $6067866.39        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-06-20      | 7.5000%  | N/A     | $11203774.00       | $12079111.36       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-10-20      | 7.5000%  | N/A     | $12664363.00       | $13702740.60       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.0000%  | N/A     | $9336519.00        | $9776941.01        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $10871935.00       | $11430351.48       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $12826224.00       | $13258293.63       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-01-20      | 7.0000%  | N/A     | $9916923.00        | $10527372.66       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $13344625.00       | $13925952.53       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $9036972.00        | $9812206.57        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $13104447.00       | $13728721.73       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.5000%  | N/A     | $9804636.00        | $9550691.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $10033712.00       | $10427713.14       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-08-20      | 7.0000%  | N/A     | $11676380.00       | $12462765.28       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $12263456.00       | $12818966.03       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5000%  | N/A     | $11543782.00       | $11748099.76       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $9162990.00        | $9580378.16        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $9611073.00        | $9868537.62        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $10632113.00       | $10703302.09       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $9625166.00        | $10027112.93       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $11281078.00       | $11397946.21       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.5000%  | N/A     | $11523965.00       | $11981209.60       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $11775614.00       | $12209686.68       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.5000%  | N/A     | $10205085.00       | $11031772.67       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $11551911.00       | $11612541.80       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $12174676.00       | $13204975.66       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $10254987.00       | $10313031.17       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $11570331.00       | $12271787.06       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $11779080.00       | $12177550.37       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $9415180.00        | $9960543.81        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $11944310.00       | $12366362.90       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $11802490.00       | $12507044.44       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $12836095.00       | $13295852.32       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.0000%  | N/A     | $3081065.00        | $3282063.62        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $10054869.00       | $10145953.73       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $9254447.00        | $9585918.76        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-02-20      | 7.0000%  | N/A     | $10748881.00       | $11264278.04       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-12-20      | 7.0000%  | N/A     | $10372979.00       | $10710507.56       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.5000%  | N/A     | $10993504.00       | $11195572.21       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $10611055.00       | $11112144.14       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $9736145.00        | $10187909.36       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.0000%  | N/A     | $12091318.00       | $12480375.79       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $12219748.00       | $12506796.17       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2026-11-15      | 2.0000%  | N/A     | $464338600.00      | $459315587.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.7500%  | N/A     | $1761462800.00     | $1768684797.48     | U.S. Treasuries (including strips) |

### Security 21: CITIGROUP GLOBAL MARKETS INC. (REPO)

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG16D00
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $91187354.00       | $41488239.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $12946432.00       | $10062394.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $23827200.00       | $8742223.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $838200.00         | $435886.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $3056400.00        | $1563782.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 0.0000%  | N/A     | $998500.00         | $756532.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $75148415.00       | $49747950.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $59505242.00       | $36833328.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $6380000.00        | $3064186.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $2903000.00        | $1025478.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $8972900.00        | $3723331.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $50840400.00       | $21416671.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $14672220.00       | $6475525.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $421000.00         | $165426.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $51369551.00       | $34429311.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $51682090.00       | $20861165.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 0.0000%  | N/A     | $526000.00         | $402982.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $106755700.00      | $57959591.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 0.0000%  | N/A     | $6458800.00        | $3063641.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-05-15      | 0.0000%  | N/A     | $16130300.00       | $10262387.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $206500.00         | $139069.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $15174700.00       | $5150293.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $3373000.00        | $2439660.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | 0.0000%  | N/A     | $12079400.00       | $7230547.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $12665481.00       | $6406884.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $20532451.00       | $9630540.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 0.0000%  | N/A     | $980000.00         | $463677.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $569300.00         | $198520.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $1002000.00        | $495852.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $34581300.00       | $13746550.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $22731731.00       | $12771368.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $92842787.00       | $31170016.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $13599121.00       | $5653807.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | 0.0000%  | N/A     | $4482900.00        | $2481782.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $76681900.00       | $34749553.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $11085808.00       | $5354157.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $11889300.00       | $7771738.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $3098700.00        | $1267365.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $16964500.00       | $13285985.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 0.0000%  | N/A     | $68899461.00       | $50431167.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $50800000.00       | $31630366.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $91255910.00       | $34919621.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $30924873.00       | $10257811.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $862300.00         | $434874.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $32956800.00       | $16539567.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $2239600.00        | $1043586.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $18671012.00       | $7999725.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $40001200.00       | $28230326.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 0.0000%  | N/A     | $26713600.00       | $14742514.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $9594000.00        | $6853790.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $3419300.00        | $1328045.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $3258500.00        | $1390923.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $22991819.00       | $14047081.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $101186600.00      | $50355106.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 0.0000%  | N/A     | $28207976.00       | $20902392.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 0.0000%  | N/A     | $450627.00         | $337845.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 0.0000%  | N/A     | $61185373.00       | $48072919.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $31214733.00       | $16007008.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $47679910.00       | $16401364.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $2901000.00        | $2123706.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 0.0000%  | N/A     | $693100.00         | $519025.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $1237000.00        | $630261.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $365900.00         | $192819.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $32135390.00       | $22379664.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | 1.1250%  | N/A     | $24870500.00       | $23472763.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $979100.00         | $809999.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | 0.0000%  | N/A     | $48259100.00       | $28312793.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $34549485.00       | $24975097.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 0.0000%  | N/A     | $25179792.00       | $13498332.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-02-15      | 0.0000%  | N/A     | $14844577.00       | $8578799.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $675000.00         | $254707.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 0.0000%  | N/A     | $1620000.00        | $1297158.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $60095858.00       | $40812118.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $97723647.00       | $42548485.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $21559300.00       | $10571365.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $45993800.00       | $26225618.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $17521152.00       | $11306907.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $22640400.00       | $11804840.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $43553150.00       | $20755471.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $8878300.00        | $5008169.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $2034800.00        | $820109.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $167200.00         | $63933.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $48893543.00       | $19487010.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $3705700.00        | $1607143.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $74938399.00       | $28292692.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $36618563.00       | $19929909.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $3418800.00        | $1223759.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $926800.00         | $345207.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $1442000.00        | $745773.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $60515893.00       | $30109864.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 0.0000%  | N/A     | $114000.00         | $84370.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $61843200.00       | $22400163.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $38928367.00       | $13933980.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $86670559.00       | $70493759.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $1334800.00        | $586959.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $3103900.00        | $1449664.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $31739480.00       | $13410438.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $74202500.00       | $34127659.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $34448400.00       | $15439669.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $1464300.00        | $717996.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $64821734.00       | $26572308.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $6370900.00        | $4431406.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $72466299.00       | $49816667.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 0.0000%  | N/A     | $80000007.00       | $61417845.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $7197997.00        | $2358178.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 0.0000%  | N/A     | $55160722.00       | $41878957.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $1980100.00        | $727423.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $27422206.00       | $9570816.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | 0.0000%  | N/A     | $32744032.00       | $20548255.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $24087147.00       | $14527006.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 4.1250%  | N/A     | $77504400.00       | $79236084.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $13055000.00       | $8216895.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 0.0000%  | N/A     | $42069513.00       | $33816778.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $19430903.00       | $6616688.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $1631900.00        | $1152198.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $21291400.00       | $11255911.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $51637754.00       | $42444271.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $45771400.00       | $24490399.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $67025308.00       | $24916457.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 0.0000%  | N/A     | $393000.00         | $304301.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $655300.00         | $435216.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $49394633.00       | $17444653.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 0.0000%  | N/A     | $451000.00         | $357127.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 0.0000%  | N/A     | $33104718.00       | $26325699.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 0.0000%  | N/A     | $10241560.00       | $4733239.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $62583366.00       | $24546823.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $66586746.00       | $39575832.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $46077299.00       | $17846981.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $34502004.00       | $24641089.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $10571700.00       | $3632869.56        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG16DT7
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-05
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2053-02-20      | 4.7176%  | N/A     | $30000000.00       | $21951749.59       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-07-20      | 4.5000%  | N/A     | $1174180.00        | $1178240.02        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-05-16      | 6.0000%  | N/A     | $100000.00         | $282819.06         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.7676%  | N/A     | $8596987.00        | $7033594.41        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-09-20      | 4.0000%  | N/A     | $646192.00         | $63255.35          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.8677%  | N/A     | $6471000.00        | $5192335.27        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.7676%  | N/A     | $5800000.00        | $4230814.72        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-02-20      | 5.0000%  | N/A     | $200000.00         | $123083.35         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-11-20      | 7.0000%  | N/A     | $1179393.00        | $852481.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-15      | 3.0000%  | N/A     | $4113700.00        | $596387.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.9376%  | N/A     | $50000000.00       | $40498666.17       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-10-20      | 3.0000%  | N/A     | $170429330.00      | $21911812.79       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.3177%  | N/A     | $50000000.00       | $28718824.31       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.5000%  | N/A     | $439423.00         | $321817.45         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $22208814.00       | $17412217.16       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-06-20      | 5.5000%  | N/A     | $2236480.00        | $178796.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1101111.00        | $1121440.82        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-01-15      | 3.0000%  | N/A     | $3031216.00        | $452485.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.6177%  | N/A     | $99889313.00       | $91725031.62       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | 4.5000%  | N/A     | $831679.00         | $900080.18         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 4.7176%  | N/A     | $30000000.00       | $15175145.16       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-01-20      | 4.5000%  | N/A     | $100000000.00      | $5928194.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-04-20      | 4.5000%  | N/A     | $813000.00         | $60829.47          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $3671272.00        | $3004571.45        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-08-20      | 5.5000%  | N/A     | $2723802.00        | $173738.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-06-20      | 6.0000%  | N/A     | $1000000.00        | $62507.48          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.9776%  | N/A     | $50000000.00       | $20686473.98       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-07-15      | 4.5000%  | N/A     | $1643867.00        | $133305.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-20      | 4.0000%  | N/A     | $497219583.00      | $40364222.32       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-08-20      | 4.0000%  | N/A     | $600000.00         | $195687.41         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.0000%  | N/A     | $200000.00         | $91641.89          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-04-20      | 3.5000%  | N/A     | $1915000.00        | $198121.18         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-20      | 3.5000%  | N/A     | $13848108.00       | $1405288.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-01-15      | 3.0000%  | N/A     | $1270025.00        | $341397.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-06-20      | 3.0000%  | N/A     | $5600000.00        | $639214.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-15      | 4.5000%  | N/A     | $3621138.00        | $541733.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-16      | 5.0000%  | N/A     | $93835446.00       | $93689774.34       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-03-20      | 3.0000%  | N/A     | $700000.00         | $311314.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-03-15      | 3.0000%  | N/A     | $15771283.00       | $5210432.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-20      | 3.5000%  | N/A     | $34955246.00       | $34067382.43       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-01-20      | 3.0000%  | N/A     | $829271.00         | $93375.14          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.1177%  | N/A     | $50000000.00       | $37035521.38       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $6000000.00        | $6911358.92        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.0976%  | N/A     | $30000000.00       | $18186940.19       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.5000%  | N/A     | $8375584.00        | $8185307.48        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-05-20      | 3.0000%  | N/A     | $8933972.00        | $827297.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-02-20      | 3.0000%  | N/A     | $1475000.00        | $179627.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.0176%  | N/A     | $50000000.00       | $41586347.12       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-10-20      | 4.0000%  | N/A     | $48185564.00       | $3611036.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | 4.5000%  | N/A     | $921341.00         | $75132.78          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-15      | 3.5000%  | N/A     | $2155020.00        | $188156.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.2877%  | N/A     | $58670000.00       | $55616419.06       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-05-15      | 3.0000%  | N/A     | $488186.00         | $74627.97          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-10-20      | 4.7500%  | N/A     | $31622356.00       | $500918.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-20      | 4.5000%  | N/A     | $723000.00         | $54178.55          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-02-20      | 4.0000%  | N/A     | $98816647.00       | $8325519.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-15      | 3.0000%  | N/A     | $1405118.00        | $855030.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | 6.5000%  | N/A     | $122294.00         | $144504.55         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-10-16      | 3.0000%  | N/A     | $1900000.00        | $466858.07         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.0000%  | N/A     | $2843631.00        | $2851049.09        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.7176%  | N/A     | $800464.00         | $800371.04         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-16      | 1.2000%  | N/A     | $7500000.00        | $5480302.94        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.3377%  | N/A     | $40000000.00       | $29350242.27       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-06-15      | 3.0000%  | N/A     | $3012107.00        | $660829.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 4.7276%  | N/A     | $40000000.00       | $24267558.35       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $9667970.00        | $9752600.80        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.4177%  | N/A     | $52720028.00       | $52175285.67       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $2150127.00        | $2230131.79        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-04-16      | 3.5000%  | N/A     | $16583130.00       | $22837869.23       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-08-20      | 4.0000%  | N/A     | $1000.00           | $732.41            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-03-20      | 4.5000%  | N/A     | $10670000.00       | $788835.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-06-15      | 5.0000%  | N/A     | $927588.00         | $106741.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 6.2000%  | N/A     | $835559.00         | $675324.42         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-05-20      | 4.5000%  | N/A     | $131709356.00      | $103120395.76      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.7500%  | N/A     | $150753.00         | $158590.55         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 3.5000%  | N/A     | $27771289.00       | $25699098.26       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-05-15      | 3.0000%  | N/A     | $750000.00         | $389389.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-20      | 3.0000%  | N/A     | $3035000.00        | $340998.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-02-15      | 3.5000%  | N/A     | $971305.00         | $74642.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-10-15      | 4.0000%  | N/A     | $2120939.00        | $159185.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 4.8677%  | N/A     | $37000000.00       | $26613732.81       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.5000%  | N/A     | $62563.00          | $69349.42          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-04-15      | 3.5000%  | N/A     | $6026060.00        | $755837.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-04-20      | 3.5000%  | N/A     | $69728.00          | $57036.60          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.1677%  | N/A     | $40000000.00       | $37512918.93       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.0000%  | N/A     | $620392.00         | $622770.51         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $2155864.00        | $2172043.04        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-03-15      | 3.0000%  | N/A     | $2023810.00        | $174329.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 1.0000%  | N/A     | $335000.00         | $129444.68         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-10-20      | 3.5000%  | N/A     | $364296.00         | $298291.12         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 4.5000%  | N/A     | $2485482.00        | $2429095.85        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.0176%  | N/A     | $50000000.00       | $36662517.20       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.1677%  | N/A     | $505000.00         | $383292.23         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.1677%  | N/A     | $50000000.00       | $50177531.28       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-07-15      | 4.5000%  | N/A     | $633875.00         | $93950.35          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.5000%  | N/A     | $150756.00         | $158523.52         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 4.5000%  | N/A     | $4176469.00        | $3884358.45        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | 6.0000%  | N/A     | $13081887.00       | $14580027.23       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-07-20      | 4.5000%  | N/A     | $12246342.00       | $7848515.81        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-07-20      | 4.8677%  | N/A     | $55898042.00       | $32421668.49       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.2500%  | N/A     | $972680.00         | $931318.07         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-08-20      | 4.0000%  | N/A     | $20100000.00       | $1641172.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | 4.9177%  | N/A     | $50000000.00       | $17664617.39       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | 4.7176%  | N/A     | $1510000.00        | $1273186.28        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | 7.5000%  | N/A     | $590171.00         | $283220.04         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.4676%  | N/A     | $30000000.00       | $15490296.56       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-04-16      | 4.5000%  | N/A     | $532199.00         | $515314.82         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $2219389.00        | $353736.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-20      | 4.0000%  | N/A     | $72185904.00       | $6279477.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-07-15      | 3.0000%  | N/A     | $1522537.00        | $226572.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-05-15      | 3.5000%  | N/A     | $5749336.00        | $594547.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-15      | 3.5000%  | N/A     | $2397333.00        | $180563.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $9348274.00        | $10057346.14       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-11-20      | 4.7500%  | N/A     | $337372.00         | $336179.85         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-05-20      | 4.0000%  | N/A     | $178990489.00      | $16264363.48       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-15      | 3.0000%  | N/A     | $507406.00         | $101536.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-09-20      | 2.2500%  | N/A     | $11050000.00       | $153524.09         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.5000%  | N/A     | $12367434.00       | $8603762.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-15      | 4.5000%  | N/A     | $895358.00         | $58702.21          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-20      | 5.3750%  | N/A     | $8169406.00        | $292864.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.0000%  | N/A     | $2869657.00        | $2601111.67        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.5000%  | N/A     | $3702169.00        | $2939352.89        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $3140261.00        | $3246088.84        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | 4.7500%  | N/A     | $593476.00         | $571197.01         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-09-15      | 4.5000%  | N/A     | $958000.00         | $154672.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.5000%  | N/A     | $299953213.00      | $175470651.07      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-08-20      | 4.9776%  | N/A     | $50000000.00       | $37129332.28       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-02-20      | 5.5000%  | N/A     | $3000000.00        | $257748.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-20      | 4.5000%  | N/A     | $740032.00         | $57202.15          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-11-15      | 3.0000%  | N/A     | $1348045.00        | $55155.51          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-07-20      | 3.5000%  | N/A     | $1059585.00        | $68837.14          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.2676%  | N/A     | $25000000.00       | $23569417.41       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $4674715.00        | $4735536.16        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-12-20      | 6.0000%  | N/A     | $26469497.00       | $11053848.61       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-02-15      | 3.5000%  | N/A     | $3260473.00        | $716808.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $14441613.00       | $14496601.84       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-06-15      | 3.5000%  | N/A     | $900000.00         | $170798.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-06-20      | 3.5000%  | N/A     | $198300625.00      | $21177612.26       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0677%  | N/A     | $40000000.00       | $30697457.50       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-11-20      | 1.0000%  | N/A     | $290000.00         | $136631.81         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-16      | 4.0138%  | N/A     | $7719393.00        | $8754738.29        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-05-15      | 3.0000%  | N/A     | $625678.00         | $57267.54          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 4.5000%  | N/A     | $701558.00         | $675185.84         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 4.9177%  | N/A     | $14400000.00       | $9954316.29        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $29907781.00       | $30176234.38       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-02-20      | 3.5000%  | N/A     | $1000000.00        | $1144993.68        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.5000%  | N/A     | $7695787.00        | $6008295.77        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.5000%  | N/A     | $10129108.00       | $2743979.85        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0677%  | N/A     | $50000000.00       | $45756798.87       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.9177%  | N/A     | $40000000.00       | $40116374.64       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-03-15      | 3.5000%  | N/A     | $2192011.00        | $347970.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-20      | 4.0000%  | N/A     | $2168080.00        | $186245.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.0000%  | N/A     | $50000000.00       | $36053366.54       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-07-20      | 3.0000%  | N/A     | $23792354.00       | $2809264.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-01-20      | 3.0000%  | N/A     | $3032734.00        | $340801.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.2176%  | N/A     | $50000000.00       | $49832534.64       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-09-20      | 3.5000%  | N/A     | $357584.00         | $316214.83         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-09-20      | 5.5000%  | N/A     | $1000000.00        | $228703.98         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-04-15      | 3.5000%  | N/A     | $600000.00         | $81469.13          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-07-15      | 3.0000%  | N/A     | $1000000.00        | $125823.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 7.0000%  | N/A     | $411078.00         | $527134.37         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-04-20      | 3.0000%  | N/A     | $790000.00         | $70030.10          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.5000%  | N/A     | $1274796.00        | $1561809.77        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5000%  | N/A     | $5163655.00        | $4195299.56        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-01-20      | 3.5000%  | N/A     | $3000000.00        | $1378761.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-02-15      | 3.0000%  | N/A     | $2898917.00        | $412262.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.0176%  | N/A     | $3825000.00        | $2362703.25        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 4.9676%  | N/A     | $50000000.00       | $39609538.69       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $3596252.00        | $3595488.39        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $9369057.00        | $6253917.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-03-20      | 4.0000%  | N/A     | $270787718.00      | $22947992.32       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 4.9177%  | N/A     | $25867722.00       | $24564229.45       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.2276%  | N/A     | $99990331.00       | $90994954.73       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-09-20      | 5.0000%  | N/A     | $1326800.00        | $158780.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-20      | 4.0000%  | N/A     | $865504.00         | $74699.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-16      | 5.0000%  | N/A     | $18700000.00       | $18810564.28       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.9177%  | N/A     | $27115339.00       | $21750688.28       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-09-20      | 4.0000%  | N/A     | $1733426.00        | $1307790.77        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-01-20      | 3.5000%  | N/A     | $1400000.00        | $135885.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 4.0000%  | N/A     | $42900001.00       | $39914091.46       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-07-20      | 3.5000%  | N/A     | $790000.00         | $77327.98          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.0247%  | N/A     | $8881980.00        | $8301248.48        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.5000%  | N/A     | $1000000.00        | $256399.00         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.9177%  | N/A     | $40000000.00       | $39657924.89       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-04-15      | 4.5000%  | N/A     | $651993.00         | $64509.66          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-15      | 3.0000%  | N/A     | $1460955.00        | $583069.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | 5.0000%  | N/A     | $715391.00         | $729737.93         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | 3.5000%  | N/A     | $18369205.00       | $17140886.88       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-10-15      | 3.5000%  | N/A     | $542420.00         | $141680.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-09-20      | 4.0000%  | N/A     | $56817417.00       | $4010820.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $188549.00         | $144365.99         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.9676%  | N/A     | $25000000.00       | $25025202.31       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.0677%  | N/A     | $50000000.00       | $32446557.36       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $25971732.00       | $25728236.93       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-06-20      | 3.0000%  | N/A     | $1354396.00        | $131538.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.5000%  | N/A     | $55199262.00       | $54467865.06       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-12-20      | 2.5000%  | N/A     | $10758000.00       | $6638044.49        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-05-15      | 3.5000%  | N/A     | $5877630.00        | $513029.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 6.0000%  | N/A     | $11094971.00       | $6002866.69        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-11-20      | 4.0000%  | N/A     | $3405284.00        | $626118.43         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 6.5000%  | N/A     | $409184.00         | $486620.77         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | 4.5000%  | N/A     | $158261.00         | $156123.01         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-03-20      | 5.0000%  | N/A     | $2766600.00        | $196559.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-12-20      | 3.5000%  | N/A     | $797000.00         | $56402.37          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 0.0100%  | N/A     | $2267101.00        | $1591952.28        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-07-20      | 3.5000%  | N/A     | $71089421.00       | $7569329.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.0000%  | N/A     | $500000.00         | $512294.43         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-01-20      | 3.5000%  | N/A     | $9300000.00        | $900816.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-07-15      | 3.0000%  | N/A     | $1005861.00        | $93073.74          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0677%  | N/A     | $36124016.00       | $35495778.44       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-04-15      | 3.0000%  | N/A     | $1320633.00        | $556520.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-05-20      | 3.5000%  | N/A     | $5129782.00        | $3029031.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-08-15      | 3.0000%  | N/A     | $528777.00         | $150997.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-09-20      | 3.5000%  | N/A     | $147108371.00      | $11051538.97       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.0176%  | N/A     | $50000000.00       | $39191941.10       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-08-20      | 4.5000%  | N/A     | $1386283.00        | $503897.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-02-20      | 3.0000%  | N/A     | $425000.00         | $103644.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-08-20      | 4.0000%  | N/A     | $66513.00          | $4248.96           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.4676%  | N/A     | $30000000.00       | $9900704.73        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-03-20      | 5.0000%  | N/A     | $7386704.00        | $7256501.07        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.9177%  | N/A     | $80000000.00       | $80301817.64       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.5000%  | N/A     | $22705952.00       | $20662799.74       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | 5.2676%  | N/A     | $20000000.00       | $15590219.31       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-16      | 4.7500%  | N/A     | $10020730.00       | $10064778.28       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-09-15      | 2.5000%  | N/A     | $348314.00         | $101135.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-15      | 3.5000%  | N/A     | $1000000.00        | $67203.11          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 4.5000%  | N/A     | $616764.00         | $751012.18         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-02-15      | 3.0000%  | N/A     | $972500.00         | $208550.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $1268023.00        | $1300351.33        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | 4.9177%  | N/A     | $25000000.00       | $18066820.02       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.9177%  | N/A     | $50000000.00       | $19429826.05       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-12-20      | 4.0000%  | N/A     | $790000.00         | $57923.31          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-15      | 3.0000%  | N/A     | $800000.00         | $149686.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-15      | 3.0000%  | N/A     | $744769.00         | $54628.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-02-20      | 3.5000%  | N/A     | $106873428.00      | $10321963.79       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 7.0000%  | N/A     | $1188838.00        | $1265140.11        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 4.9177%  | N/A     | $24000000.00       | $22374075.20       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-11-20      | 3.5000%  | N/A     | $30830000.00       | $3011754.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.0976%  | N/A     | $100000000.00      | $82536078.14       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.1677%  | N/A     | $40000000.00       | $27344803.18       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.7176%  | N/A     | $199984679.00      | $197449534.26      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-11-20      | 4.5000%  | N/A     | $3899000.00        | $214185.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $87000.00          | $68487.49          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-04-20      | 4.0000%  | N/A     | $132658894.00      | $11884306.27       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-09-20      | 4.0000%  | N/A     | $1439000.00        | $130024.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-05-20      | 3.0000%  | N/A     | $2163327.00        | $317187.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.2500%  | N/A     | $12192282.00       | $9721945.49        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-10-15      | 2.5000%  | N/A     | $24615.00          | $12738.96          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-20      | 4.0000%  | N/A     | $413677635.00      | $28628080.38       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | 2.5000%  | N/A     | $117947599.00      | $71195056.15       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.8177%  | N/A     | $90232885.00       | $90334884.53       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0176%  | N/A     | $71492130.00       | $71203351.30       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.0000%  | N/A     | $1274948.00        | $1495680.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.5000%  | N/A     | $395829.00         | $343167.75         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-12-20      | 4.5000%  | N/A     | $12435918.00       | $12502804.57       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2044-09-20      | 4.0000%  | N/A     | $3314714.00        | $216696.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $64749425.00       | $8137546.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-03-20      | 3.5000%  | N/A     | $670417.00         | $64613.55          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 3.5000%  | N/A     | $23434214.00       | $19872667.32       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.8677%  | N/A     | $52250646.00       | $24172873.19       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-01-20      | 5.0000%  | N/A     | $198001.00         | $125132.47         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.0877%  | N/A     | $5500000.00        | $5474385.52        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-10-20      | 3.0000%  | N/A     | $8332997.00        | $901456.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | 5.1177%  | N/A     | $39750000.00       | $31525219.71       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-12-20      | 3.5000%  | N/A     | $582011.00         | $602759.39         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-01-20      | 4.0000%  | N/A     | $27113484.00       | $2081415.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 8.0000%  | N/A     | $33734204.00       | $36980549.44       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.1177%  | N/A     | $29472223.00       | $19318662.87       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-03-20      | 3.5000%  | N/A     | $1214000.00        | $89021.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-08-16      | 1.5000%  | N/A     | $1000000.00        | $109445.36         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5677%  | N/A     | $99964408.00       | $72106828.73       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-07-15      | 3.0000%  | N/A     | $377062.00         | $71527.27          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 3.0000%  | N/A     | $936000.00         | $181623.15         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.5000%  | N/A     | $5000000.00        | $1418212.74        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.0000%  | N/A     | $825285.00         | $718673.45         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-07-20      | 4.0000%  | N/A     | $1230158.00        | $547917.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-08-15      | 3.5000%  | N/A     | $1025260.00        | $123278.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-05-20      | 3.5000%  | N/A     | $26803000.00       | $2780907.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-11-20      | 5.0000%  | N/A     | $1410000.00        | $63167.64          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-15      | 4.5000%  | N/A     | $499393.00         | $124448.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.9177%  | N/A     | $100000000.00      | $96273740.84       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.0000%  | N/A     | $751369.00         | $751094.50         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | 4.9177%  | N/A     | $62725000.00       | $25699539.22       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-05-20      | 4.5000%  | N/A     | $170000.00         | $106199.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 5.5000%  | N/A     | $84503.00          | $87457.25          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.1677%  | N/A     | $25000000.00       | $24537808.97       | Agency Collateralized Mortgage Obligation |

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

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG16E09
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2043-03-15      | 3.0000%  | N/A     | $425000.00         | $316409.52         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-12-15      | 4.0000%  | N/A     | $710000.00         | $1063113.57        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-03-15      | 3.5000%  | N/A     | $2900000.00        | $1912505.01        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-06-15      | 6.0000%  | N/A     | $13600000.00       | $2409615.62        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-12-15      | 3.5000%  | N/A     | $1900000.00        | $2038970.68        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-03-15      | 4.0000%  | N/A     | $4800000.00        | $708548.44         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-03-15      | 4.6483%  | N/A     | $85816885.00       | $10271078.48       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-08-15      | 4.0000%  | N/A     | $1383000.00        | $414150.59         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-12-15      | 3.0000%  | N/A     | $8600000.00        | $82538.19          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-06-15      | 3.0000%  | N/A     | $3281518.00        | $1570034.42        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-01-25      | 13.9368% | N/A     | $19276270.00       | $2659342.74        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-02-15      | 7.3506%  | N/A     | $50000000.00       | $147501.31         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-04-15      | 5.0000%  | N/A     | $10000000.00       | $184221.65         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-06-15      | 3.5000%  | N/A     | $2521947.00        | $1857307.62        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-03-15      | 3.5000%  | N/A     | $6843000.00        | $4698665.41        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-08-15      | 3.5000%  | N/A     | $7953781.00        | $6075140.24        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-03-15      | 3.5000%  | N/A     | $3879205.00        | $2183111.29        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-01-25      | 7.5000%  | N/A     | $28179274.00       | $23329962.12       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-06-25      | 9.7355%  | N/A     | $42477963.00       | $28988525.64       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-06-15      | 5.0000%  | N/A     | $3069000.00        | $530159.55         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-09-15      | 4.0000%  | N/A     | $7000000.00        | $10278711.57       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-03-15      | 3.7500%  | N/A     | $17488018.00       | $23246747.63       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-06-15      | 4.3983%  | N/A     | $5000000.00        | $1181327.40        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-01-15      | 3.5000%  | N/A     | $3300000.00        | $2635461.71        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-09-15      | 3.5000%  | N/A     | $5496828.00        | $6615850.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2057-05-25      | 3.0000%  | N/A     | $300000.00         | $79369.93          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-07-15      | 4.0000%  | N/A     | $3116000.00        | $1314270.58        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-10-25      | 3.5625%  | N/A     | $27222649.00       | $13975987.81       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-08-15      | 3.0000%  | N/A     | $6200000.00        | $6099324.40        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-06-15      | 3.5000%  | N/A     | $5000000.00        | $79570.90          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-03-25      | 6.5000%  | N/A     | $20000000.00       | $1004147.60        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-12-15      | 3.5000%  | N/A     | $1000000.00        | $839440.69         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-12-15      | 11.4195% | N/A     | $7803333.00        | $254993.08         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-10-15      | 5.0000%  | N/A     | $251256.00         | $505516.09         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-10-15      | 5.5000%  | N/A     | $5000000.00        | $568697.09         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-02-15      | 3.5000%  | N/A     | $2179551.00        | $1977096.14        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-07-15      | 5.0000%  | N/A     | $1010000.00        | $696064.07         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-05-15      | 3.5000%  | N/A     | $315841.00         | $279389.37         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-01-15      | 2.5000%  | N/A     | $1200000.00        | $109939.94         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-03-15      | 3.5000%  | N/A     | $320000.00         | $318071.65         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-05-15      | 4.0000%  | N/A     | $37285300.00       | $35551956.12       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-01-15      | 3.0000%  | N/A     | $2500000.00        | $76374.99          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-05-15      | 4.2500%  | N/A     | $6169049.00        | $5922270.92        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-08-25      | 4.3110%  | N/A     | $4712842.00        | $2624144.02        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-06-25      | 2.5360%  | N/A     | $39598514.00       | $37961128.63       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-04-15      | 4.7500%  | N/A     | $5000000.00        | $139287.66         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-10-15      | 3.5000%  | N/A     | $6851832.00        | $6769584.56        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-06-15      | 3.0000%  | N/A     | $5085051.00        | $3524000.26        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-03-15      | 3.5000%  | N/A     | $200000.00         | $197037.48         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-07-15      | 5.0000%  | N/A     | $4333000.00        | $4180023.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-02-15      | 4.5000%  | N/A     | $5000000.00        | $177448.38         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-06-15      | 4.0000%  | N/A     | $2200000.00        | $963541.64         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-01-15      | 5.0000%  | N/A     | $8001000.00        | $1328184.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-03-15      | 3.5000%  | N/A     | $2525000.00        | $325428.11         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-04-15      | 5.5000%  | N/A     | $7757242.00        | $457066.87         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-05-15      | 4.0000%  | N/A     | $576675.00         | $447314.88         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-08-15      | 4.6730%  | N/A     | $1000000.00        | $117416.19         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-01-25      | 11.9368% | N/A     | $6754810.00        | $1517506.05        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-09-15      | 3.5000%  | N/A     | $20100000.00       | $18995330.09       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-09-25      | 8.8724%  | N/A     | $40400433.00       | $27591530.31       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-05-15      | 4.0000%  | N/A     | $19306476.00       | $18408943.67       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-08-15      | 3.5000%  | N/A     | $10000000.00       | $11037083.02       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-06-15      | 5.5000%  | N/A     | $6000000.00        | $846180.55         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-08-15      | 4.6730%  | N/A     | $46038226.00       | $5546546.23        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-04-25      | 10.1869% | N/A     | $3483326.00        | $2572792.04        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2034-11-15      | 6.0000%  | N/A     | $1031157.00        | $590039.10         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-12-15      | 3.5000%  | N/A     | $27602936.00       | $22903896.68       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-01-15      | 4.5000%  | N/A     | $430928.00         | $360055.72         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-02-15      | 4.0000%  | N/A     | $400000.00         | $169169.47         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-03-15      | 5.0000%  | N/A     | $2109000.00        | $436315.43         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-07-15      | 5.0000%  | N/A     | $20000000.00       | $1766890.16        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-07-15      | 4.0000%  | N/A     | $2000000.00        | $886107.40         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-08-15      | 4.6430%  | N/A     | $45000000.00       | $5828150.67        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-01-15      | 3.0000%  | N/A     | $4755149.00        | $5840437.62        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-06-15      | 4.0000%  | N/A     | $705675.00         | $220856.40         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-08-15      | 4.0000%  | N/A     | $4796428.00        | $2663678.38        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-09-15      | 1.0000%  | N/A     | $2500005.00        | $905167.78         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-01-15      | 5.5000%  | N/A     | $19732994.00       | $331628.80         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-06-15      | 1.0000%  | N/A     | $4275000.00        | $88648.09          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-08-15      | 2.7500%  | N/A     | $5000000.00        | $108042.56         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-08-15      | 3.0000%  | N/A     | $4500000.00        | $3402547.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2045-01-15      | 3.0000%  | N/A     | $815000.00         | $1043556.15        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-11-25      | 6.6889%  | N/A     | $9372897.00        | $3032589.29        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-06-15      | 4.1250%  | N/A     | $7330469.00        | $4230648.47        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-04-15      | 4.5000%  | N/A     | $9700000.00        | $11968674.37       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-03-25      | 8.2606%  | N/A     | $26660365.00       | $13913412.27       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-03-15      | 4.8730%  | N/A     | $50617647.00       | $3695174.62        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2049-03-15      | 4.0000%  | N/A     | $697952.00         | $611451.55         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-09-15      | 6.0000%  | N/A     | $7138000.00        | $93773.44          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-11-15      | 5.0000%  | N/A     | $200000.00         | $286488.86         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2043-08-15      | 3.0000%  | N/A     | $801843.00         | $837707.57         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-07-25      | 3.0000%  | N/A     | $7300652.00        | $6283386.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-11-25      | 5.1242%  | N/A     | $450000.00         | $282392.67         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-10-25      | 2.0000%  | N/A     | $9338155.00        | $4955044.28        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-11-25      | 3.5000%  | N/A     | $43300000.00       | $2804521.09        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.5000%  | N/A     | $3466702.00        | $3575838.40        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-01-25      | 2.0000%  | N/A     | $6233043.00        | $5163847.04        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-10-25      | 4.5000%  | N/A     | $2000000.00        | $61654.97          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-01-25      | 4.0000%  | N/A     | $4200000.00        | $5904617.57        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-12-25      | 3.5000%  | N/A     | $38200000.00       | $2655287.94        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-01-25      | 3.0000%  | N/A     | $16950298.00       | $21615902.66       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-12-25      | 5.0000%  | N/A     | $330000.00         | $202002.84         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-09-25      | 4.0000%  | N/A     | $400000.00         | $258570.48         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-09-25      | 3.0000%  | N/A     | $429479.00         | $457369.82         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-03-25      | 2.5000%  | N/A     | $300000.00         | $278233.60         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-08-25      | 1.5000%  | N/A     | $7670000.00        | $408460.13         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-11-25      | 4.4387%  | N/A     | $9250000.00        | $3026780.56        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-09-25      | 4.0000%  | N/A     | $25000000.00       | $613540.34         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-01-25      | 4.0000%  | N/A     | $2650000.00        | $351398.81         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-01-25      | 3.5000%  | N/A     | $11900000.00       | $1689292.62        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-09-25      | 3.5000%  | N/A     | $240000.00         | $289337.65         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-04-25      | 3.5000%  | N/A     | $13000000.00       | $585908.80         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-09-25      | 3.5000%  | N/A     | $200000.00         | $168336.14         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.0000%  | N/A     | $13397556.00       | $13138368.91       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-11-25      | 3.0000%  | N/A     | $5250000.00        | $438271.18         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-02-25      | 5.0000%  | N/A     | $473750.00         | $489331.63         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-10-25      | 5.5000%  | N/A     | $7471000.00        | $534074.53         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-08-25      | 4.6430%  | N/A     | $2543000.00        | $161989.87         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-04-25      | 3.5000%  | N/A     | $29500000.00       | $1182382.76        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-03-25      | 3.0000%  | N/A     | $12000000.00       | $10229976.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-10-25      | 3.5000%  | N/A     | $3451081.00        | $3250714.15        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-04-25      | 4.0000%  | N/A     | $1000000.00        | $539547.67         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-04-25      | 2.0000%  | N/A     | $1000000.00        | $776558.42         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-25      | 4.0000%  | N/A     | $120728.00         | $92171.17          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-25      | 5.5000%  | N/A     | $15000000.00       | $15414840.22       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-11-25      | 3.5000%  | N/A     | $3300000.00        | $2523671.70        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-10-25      | 2.5000%  | N/A     | $10000000.00       | $6091627.92        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-06-25      | 2.0000%  | N/A     | $10500000.00       | $596771.80         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-25      | 5.0242%  | N/A     | $6251642.00        | $6108541.59        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-06-25      | 4.0000%  | N/A     | $800000.00         | $490337.90         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-06-25      | 5.0000%  | N/A     | $10590985.00       | $6519750.34        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-04-25      | 3.0000%  | N/A     | $800000.00         | $902799.75         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-25      | 5.0000%  | N/A     | $1497206.00        | $1373685.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-05-25      | 5.5000%  | N/A     | $15000000.00       | $172007.76         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-02-25      | 3.5000%  | N/A     | $3285000.00        | $406619.30         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-07-25      | 2.9440%  | N/A     | $1686630.00        | $95757.70          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-08-25      | 3.0000%  | N/A     | $728000.00         | $684011.33         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-11-25      | 2.3300%  | N/A     | $70000.00          | $61372.24          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-04-25      | 4.5000%  | N/A     | $18735000.00       | $422821.30         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-01-25      | 2.0000%  | N/A     | $9400000.00        | $5059265.83        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-02-25      | 1.2500%  | N/A     | $581389.00         | $331708.88         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-07-25      | 4.6230%  | N/A     | $50000000.00       | $5840240.64        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2046-06-25      | 3.5000%  | N/A     | $17000000.00       | $742281.24         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-10-25      | 3.5000%  | N/A     | $1100000.00        | $272201.29         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-08-25      | 5.0242%  | N/A     | $6474286.00        | $5746046.09        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-06-25      | 4.0000%  | N/A     | $500000.00         | $455735.17         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-06-25      | 3.5000%  | N/A     | $10000000.00       | $4751892.37        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.1742%  | N/A     | $736000.00         | $603467.04         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-02-25      | 4.0000%  | N/A     | $6137784.00        | $1351142.17        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-04-25      | 5.0000%  | N/A     | $5795858.00        | $5624920.21        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-12-25      | 5.5000%  | N/A     | $5000000.00        | $161741.47         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-02-25      | 3.0000%  | N/A     | $20000000.00       | $1421690.25        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-01-25      | 5.3242%  | N/A     | $28330276.00       | $22760205.67       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-09-25      | 5.5000%  | N/A     | $4200000.00        | $3463139.44        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-06-25      | 4.6730%  | N/A     | $40072209.00       | $3220085.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-03-25      | 3.5000%  | N/A     | $706000.00         | $1127103.92        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-06-25      | 3.5000%  | N/A     | $12500000.00       | $1054751.73        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-08-25      | 5.7500%  | N/A     | $11946319.00       | $2371438.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2038-01-25      | 5.0000%  | N/A     | $29974000.00       | $1525839.07        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-11-25      | 2.0000%  | N/A     | $4200000.00        | $280704.12         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-03-25      | 3.5000%  | N/A     | $3110000.00        | $128595.61         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2036-08-25      | 5.0000%  | N/A     | $13982404.00       | $13953698.83       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-02-25      | 3.0000%  | N/A     | $15950000.00       | $1798714.86        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-06-25      | 3.5000%  | N/A     | $16200000.00       | $1548299.21        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-06-25      | 3.5000%  | N/A     | $15800000.00       | $1356236.27        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-08-25      | 4.2887%  | N/A     | $8396666.00        | $1592523.51        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-04-25      | 2.5000%  | N/A     | $100000.00         | $119059.39         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-07-25      | 3.5000%  | N/A     | $3000000.00        | $233818.81         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-05-25      | 4.6230%  | N/A     | $64154570.00       | $6793684.36        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-09-25      | 2.5000%  | N/A     | $2929158.00        | $1782407.15        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-07-25      | 7.5000%  | N/A     | $56145425.00       | $1150735.23        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-02-25      | 5.0000%  | N/A     | $15349123.00       | $982942.54         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-12-25      | 3.5000%  | N/A     | $5700000.00        | $6424487.87        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-11-25      | 6.0000%  | N/A     | $2383381.00        | $205903.31         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-01-25      | 2.2500%  | N/A     | $15900000.00       | $1009132.52        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-03-25      | 4.9742%  | N/A     | $750000.00         | $629499.56         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-11-25      | 3.0000%  | N/A     | $300000.00         | $287978.86         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-06-25      | 5.0000%  | N/A     | $10693072.00       | $8793018.61        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-11-25      | 5.3742%  | N/A     | $11301774.00       | $6589859.59        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-08-25      | 4.5000%  | N/A     | $591200.00         | $567799.12         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-01-25      | 14.3664% | N/A     | $23529588.00       | $142148.11         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-08-25      | 5.0000%  | N/A     | $14567275.00       | $666654.14         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-02-25      | 3.0000%  | N/A     | $1700000.00        | $207226.11         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-11-25      | 6.5000%  | N/A     | $6683523.00        | $8290098.81        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-05-25      | 4.6730%  | N/A     | $50000000.00       | $5716894.77        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-03-25      | 4.0000%  | N/A     | $1667200.00        | $1428603.22        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-11-25      | 2.5000%  | N/A     | $4762443.00        | $616968.47         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-05-25      | 7.0000%  | N/A     | $9100000.00        | $353054.76         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-08-25      | 3.5000%  | N/A     | $18900000.00       | $1190377.72        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-07-25      | 2.5000%  | N/A     | $17255000.00       | $11953165.43       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-10-25      | 3.5000%  | N/A     | $9876741.00        | $12342820.11       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-07-25      | 3.5000%  | N/A     | $5600000.00        | $1722593.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-12-25      | 3.5000%  | N/A     | $5000000.00        | $1941397.60        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-02-25      | 2.5000%  | N/A     | $3586000.00        | $3217590.26        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-06-25      | 6.5000%  | N/A     | $64028.00          | $191697.24         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-09-25      | 4.7742%  | N/A     | $1500000.00        | $1216823.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-08-25      | 3.5000%  | N/A     | $320000.00         | $263670.05         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-09-25      | 3.0000%  | N/A     | $5500000.00        | $7109062.38        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-12-25      | 4.0000%  | N/A     | $2000000.00        | $126712.14         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-11-25      | 3.7210%  | N/A     | $1115000.00        | $999925.32         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-25      | 4.5242%  | N/A     | $52876975.00       | $51620776.62       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-25      | 4.7742%  | N/A     | $700000.00         | $609385.98         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-11-25      | 5.5000%  | N/A     | $9550000.00        | $837530.94         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-05-25      | 3.5000%  | N/A     | $3200000.00        | $1232773.30        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-06-25      | 2.5000%  | N/A     | $25831876.00       | $1306542.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-01-25      | 4.0000%  | N/A     | $3600873.00        | $3503222.12        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-02-25      | 3.5000%  | N/A     | $6984379.00        | $4306703.55        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-07-25      | 5.5000%  | N/A     | $5000000.00        | $5181037.27        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-12-25      | 4.0000%  | N/A     | $5400000.00        | $577032.50         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-08-25      | 6.5000%  | N/A     | $7839341.00        | $6918135.72        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-03-25      | 5.5000%  | N/A     | $1512860.00        | $1560202.43        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-09-25      | 4.0000%  | N/A     | $4500000.00        | $4707802.14        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-01-25      | 4.0000%  | N/A     | $970000.00         | $142977.68         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-01-25      | 4.0000%  | N/A     | $2162000.00        | $593348.51         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-12-25      | 2.0000%  | N/A     | $1772500.00        | $115909.77         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-04-25      | 5.5000%  | N/A     | $1111370.00        | $241936.37         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-04-25      | 5.5000%  | N/A     | $7000000.00        | $158630.07         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-06-25      | 4.7500%  | N/A     | $35000000.00       | $4051302.17        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-06-25      | 3.0000%  | N/A     | $300000.00         | $102302.34         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-12-25      | 2.5000%  | N/A     | $266300.00         | $73707.57          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-08-25      | 3.5000%  | N/A     | $900000.00         | $800699.88         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-11-25      | 4.0000%  | N/A     | $4995000.00        | $4086528.16        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-08-25      | 3.5000%  | N/A     | $2080000.00        | $1370781.68        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-07-25      | 3.5000%  | N/A     | $1000000.00        | $882425.67         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-06-25      | 3.0000%  | N/A     | $2000000.00        | $1216357.01        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-09-25      | 4.7500%  | N/A     | $8000000.00        | $5751730.55        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-07-25      | 3.5000%  | N/A     | $11200000.00       | $697831.61         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2040-12-25      | 4.0000%  | N/A     | $2138000.00        | $73025.55          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-07-25      | 6.5000%  | N/A     | $13400000.00       | $826308.59         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-07-25      | 5.0000%  | N/A     | $159808252.00      | $146423652.56      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-02-25      | 3.5000%  | N/A     | $400000.00         | $195289.74         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-05-25      | 4.0000%  | N/A     | $16751000.00       | $310138.11         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-25      | 5.0000%  | N/A     | $414956.00         | $415055.60         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-08-25      | 5.8070%  | N/A     | $23200000.00       | $5209564.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-12-25      | 4.0000%  | N/A     | $800000.00         | $366691.34         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-04-25      | 4.0000%  | N/A     | $2900000.00        | $4046874.52        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-11-25      | 1.7500%  | N/A     | $8625000.00        | $150151.87         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-10-25      | 5.5000%  | N/A     | $2000000.00        | $69540.67          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-11-25      | 3.5000%  | N/A     | $6615963.00        | $3267230.53        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-08-25      | 5.5000%  | N/A     | $7282458.00        | $5752086.02        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-05-25      | 5.5000%  | N/A     | $7000000.00        | $373329.09         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-04-25      | 4.0000%  | N/A     | $11015019.00       | $5628732.03        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-10-20      | 4.6977%  | N/A     | $5900000.00        | $5905060.55        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2062-01-16      | 1.7500%  | N/A     | $15000000.00       | $11356876.49       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1000.00           | $1008.98           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2071-07-20      | 5.4177%  | N/A     | $1500000.00        | $1378428.60        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2071-08-20      | 5.4177%  | N/A     | $1500000.00        | $1345751.82        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-04-16      | 3.0000%  | N/A     | $22933136.00       | $20238474.75       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $40000000.00       | $40222382.22       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2069-06-20      | 4.7641%  | N/A     | $40000000.00       | $14559394.55       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-05-20      | 5.1008%  | N/A     | $31070000.00       | $848706.23         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2074-08-20      | 4.7176%  | N/A     | $64275776.00       | $61049856.64       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-07-16      | 2.6000%  | N/A     | $4075862.00        | $2412269.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-05-16      | 3.5000%  | N/A     | $180000.00         | $166866.51         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-06-16      | 1.4000%  | N/A     | $200000.00         | $127383.39         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2069-11-20      | 4.7641%  | N/A     | $4800000.00        | $2390527.50        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-01-16      | 3.0000%  | N/A     | $1537500.00        | $1692942.52        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5000%  | N/A     | $2851113.00        | $2553796.09        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5000%  | N/A     | $59047263.00       | $58346962.46       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5000%  | N/A     | $198350.00         | $168708.58         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $35000000.00       | $34456084.16       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-08-20      | 6.5000%  | N/A     | $111574.00         | $139577.00         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.9977%  | N/A     | $82808104.00       | $83073973.08       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $20000000.00       | $20043980.00       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $524268.00         | $519352.78         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-10-20      | 4.6677%  | N/A     | $35000000.00       | $35198835.12       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2073-01-20      | 4.7676%  | N/A     | $1695000.00        | $1679917.89        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2068-07-16      | 0.8012%  | N/A     | $299283541.00      | $21917937.85       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $105000000.00      | $105922390.00      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2061-08-16      | 2.5000%  | N/A     | $154000.00         | $70235.99          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 3.5000%  | N/A     | $1460240.00        | $1007976.90        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-09-20      | 5.3677%  | N/A     | $29934368.00       | $6702405.45        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.7176%  | N/A     | $15321.00          | $15126.78          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-08-20      | 4.9177%  | N/A     | $55000000.00       | $47431391.53       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-07-16      | 3.0000%  | N/A     | $180308.00         | $107944.09         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.7500%  | N/A     | $14169830.00       | $14142203.55       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.7500%  | N/A     | $123783962.00      | $123390741.61      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-03-16      | 4.2500%  | N/A     | $64855.00          | $50657.31          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.8934%  | N/A     | $2300000.00        | $2320594.66        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2072-03-20      | 4.8489%  | N/A     | $2390000.00        | $2240287.72        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-01-16      | 4.7500%  | N/A     | $9375388.00        | $9355991.19        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2069-01-20      | 4.8341%  | N/A     | $1205000.00        | $479739.17         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2074-07-20      | 4.7176%  | N/A     | $18446094.00       | $17734492.69       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2068-07-16      | 0.8495%  | N/A     | $160416313.00      | $12315954.41       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-07-16      | 1.7500%  | N/A     | $27121130.00       | $21941165.24       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-04-16      | 3.0000%  | N/A     | $6143042.00        | $3920470.98        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-11-16      | 5.0000%  | N/A     | $91617.00          | $79054.45          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2072-04-20      | 4.6677%  | N/A     | $28063170.00       | $26599556.51       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2056-10-16      | 5.0000%  | N/A     | $10000000.00       | $10075213.83       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-07-20      | 7.0000%  | N/A     | $15365744.00       | $9927974.19        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 8.0000%  | N/A     | $16265796.00       | $17831103.21       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.7934%  | N/A     | $57605040.00       | $57803411.24       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $8000000.00        | $4030407.27        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $12250000.00       | $12314025.31       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2068-01-16      | 4.7500%  | N/A     | $42835700.00       | $42545930.77       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2068-07-16      | 4.7500%  | N/A     | $13610301.00       | $11472399.46       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5000%  | N/A     | $25000000.00       | $24755625.00       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-09-20      | 4.6876%  | N/A     | $8200000.00        | $8236713.27        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-09-16      | 5.0000%  | N/A     | $61360.00          | $51080.22          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2062-02-16      | 2.6000%  | N/A     | $1500000.00        | $662232.10         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2075-12-20      | 4.7242%  | N/A     | $11805580.00       | $11779849.66       | Agency Collateralized Mortgage Obligation |

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

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG16G56
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2029-07-31      | 4.0000%  | N/A     | $1350554600.00     | $1392381863.16     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 3.5000%  | N/A     | $1172087200.00     | $1177030493.96     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 2.8750%  | N/A     | $492879000.00      | $490587728.75      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0CTG16G72
- **C.18 - Value (incl. sponsor support):** $818057000.00
- **C.18.a - Value (excl. sponsor support):** $818057000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2028-06-30      | 1.2500%  | N/A     | $326480100.00      | $309171431.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | 4.8750%  | N/A     | $284407500.00      | $297110498.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 4.0000%  | N/A     | $222975200.00      | $228136310.01      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: AIS9983O0
- **C.18 - Value (incl. sponsor support):** $6500000000.00
- **C.18.a - Value (excl. sponsor support):** $6500000000.00
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2035-05-25      | 6.0000%  | N/A     | $11000000.00       | $10279684.17       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-12-25      | 4.7742%  | N/A     | $6857034.00        | $6873619.09        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-05-15      | 4.0000%  | N/A     | $7714700.00        | $7356053.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 5.0000%  | N/A     | $854435.00         | $843298.86         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2040-10-15      | 4.0000%  | N/A     | $3000000.00        | $1493367.84        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-07-25      | 5.0742%  | N/A     | $1025000.00        | $588846.89         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-03-25      | 4.5000%  | N/A     | $1369888.00        | $1331772.24        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-05-25      | 5.1242%  | N/A     | $648671.00         | $592983.65         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 4.5760%  | N/A     | $1498914.00        | $334.00            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-05-25      | 5.2742%  | N/A     | $47660000.00       | $38798112.68       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-04-25      | 4.8242%  | N/A     | $700000.00         | $570634.71         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2035-12-25      | 5.0000%  | N/A     | $3413285.00        | $3255709.96        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2046-09-15      | 3.5000%  | N/A     | $3393000.00        | $16328.47          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-01-25      | 2.5000%  | N/A     | $3000000.00        | $2280236.56        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-10-25      | 2.0000%  | N/A     | $14155463.00       | $7587008.38        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-08-25      | 5.0000%  | N/A     | $10608383.00       | $5882152.05        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2039-09-15      | 3.0000%  | N/A     | $347612.00         | $70.96             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-07-25      | 5.0000%  | N/A     | $33755467.00       | $30995964.95       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-05-25      | 2.5000%  | N/A     | $32570597.00       | $24085440.38       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-09-25      | 5.0000%  | N/A     | $35874429.00       | $34124460.73       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 5.1242%  | N/A     | $700000.00         | $641861.26         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-10-25      | 4.9742%  | N/A     | $69060599.00       | $68108643.94       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-05-25      | 5.0000%  | N/A     | $4855304.00        | $4866590.96        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-08-25      | 5.5000%  | N/A     | $27933334.00       | $13554457.15       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-05-25      | 5.0000%  | N/A     | $1833053.00        | $1822167.72        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-12-25      | 5.3242%  | N/A     | $50000000.00       | $24884855.91       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-11-25      | 4.8142%  | N/A     | $128900000.00      | $104985892.25      | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-01-15      | 3.0000%  | N/A     | $5480000.00        | $40883.96          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-02-25      | 4.5000%  | N/A     | $13368620.00       | $2589865.27        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2049-09-25      | 3.0000%  | N/A     | $200000.00         | $121731.26         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 4.8742%  | N/A     | $700000.00         | $585131.77         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-09-25      | 2.0000%  | N/A     | $15942363.00       | $8728642.20        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-05-25      | 4.0000%  | N/A     | $3277651.00        | $3251665.91        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-05-15      | 4.0000%  | N/A     | $4215131.00        | $3537052.71        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 4.8742%  | N/A     | $800000.00         | $707337.27         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-09-25      | 4.8242%  | N/A     | $9800000.00        | $9492212.12        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-12-25      | 5.0000%  | N/A     | $10000000.00       | $7139036.86        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-04-25      | 4.7442%  | N/A     | $700000.00         | $606590.30         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-04-25      | 5.5000%  | N/A     | $200000.00         | $170043.14         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2039-03-15      | 5.0000%  | N/A     | $75000.00          | $2628.56           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2056-01-25      | 5.0176%  | N/A     | $29000000.00       | $29412126.98       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 5.0000%  | N/A     | $1795301.00        | $1800488.82        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-12-25      | 3.0000%  | N/A     | $12555000.00       | $7697629.36        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-07-25      | 5.5000%  | N/A     | $150000.00         | $97578.03          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 4.8742%  | N/A     | $496492.00         | $418658.28         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2036-11-15      | 0.0000%  | N/A     | $1050000.00        | $24209.93          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-12-25      | 5.0242%  | N/A     | $9900000.00        | $7166625.79        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2046-07-25      | 5.0000%  | N/A     | $56698749.00       | $56767466.83       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-08-25      | 5.0000%  | N/A     | $66584154.00       | $59575476.81       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2048-10-25      | 2.5000%  | N/A     | $7437676.00        | $178423.60         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2038-04-25      | 3.0000%  | N/A     | $1815240.00        | $1800901.42        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2029-02-15      | 2.0000%  | N/A     | $742316.00         | $59.59             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-09-25      | 2.0000%  | N/A     | $8000000.00        | $4758365.15        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2038-08-15      | 1.0000%  | N/A     | $35000.00          | $5655.04           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2054-09-25      | 4.7742%  | N/A     | $700000.00         | $559202.12         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2047-08-15      | 4.6730%  | N/A     | $23080499.00       | $2780668.72        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-11-25      | 4.7742%  | N/A     | $8000000.00        | $7930056.70        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2040-09-15      | 4.7730%  | N/A     | $18919875.00       | $1410424.72        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-12-25      | 2.5000%  | N/A     | $12736673.00       | $8450729.77        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-03-25      | 5.0242%  | N/A     | $884987.00         | $624860.35         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-04-25      | 0.1250%  | N/A     | $46326378.00       | $28477165.02       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2041-04-25      | 2.0000%  | N/A     | $500000.00         | $283854.01         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-07-25      | 5.2242%  | N/A     | $77648985.00       | $72317556.19       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-10-25      | 2.0000%  | N/A     | $9750000.00        | $5298667.73        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-07-25      | 4.0000%  | N/A     | $809435.00         | $710927.84         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-03-25      | 5.0242%  | N/A     | $7600000.00        | $6912300.18        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-01-25      | 5.0000%  | N/A     | $1918000.00        | $924327.44         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 5.5000%  | N/A     | $18939230.00       | $19557829.46       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-05-25      | 4.0000%  | N/A     | $1123590.00        | $889673.13         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-11-25      | 5.0000%  | N/A     | $19812717.00       | $13860749.31       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-10-25      | 2.0000%  | N/A     | $4842323.00        | $2454746.68        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2033-06-25      | 5.0000%  | N/A     | $950000.00         | $705690.47         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-05-25      | 5.0000%  | N/A     | $2864642.00        | $2855795.03        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2048-01-25      | 3.0000%  | N/A     | $33319000.00       | $4448795.98        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-02-25      | 2.5000%  | N/A     | $7472818.00        | $5345811.56        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-10-25      | 5.0742%  | N/A     | $15000000.00       | $12065324.58       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2040-04-15      | 3.5000%  | N/A     | $5000000.00        | $9149.34           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-10-25      | 1.5000%  | N/A     | $10000000.00       | $6622910.00        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2036-06-25      | 4.3987%  | N/A     | $435000.00         | $3984.48           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-25      | 4.5242%  | N/A     | $1000.00           | $976.24            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-05-25      | 4.6230%  | N/A     | $10845430.00       | $1148482.92        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-07-25      | 4.2387%  | N/A     | $2541687.00        | $9131.38           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-10-25      | 0.5000%  | N/A     | $1670000.00        | $870643.19         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.0000%  | N/A     | $4436914.00        | $4576774.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 2.5000%  | N/A     | $67405679.00       | $42436038.57       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-11-20      | 5.0000%  | N/A     | $1754860.00        | $1505089.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $3982403.00        | $4084689.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-12-16      | 2.5000%  | N/A     | $48000000.00       | $1362981.29        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $3545858.00        | $3694742.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 6.5000%  | N/A     | $10010.00          | $11322.44          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-07-20      | 3.0000%  | N/A     | $4405.00           | $2602.06           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $4749963.00        | $4665085.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1336033.00        | $1398252.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1361053.00        | $1432318.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1602977.00        | $1682620.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | 6.5000%  | N/A     | $4565692.00        | $1681959.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | 4.0000%  | N/A     | $22825624.00       | $4239866.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $1593679.00        | $1610184.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $1555981.00        | $1610428.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-20      | 4.0000%  | N/A     | $7000000.00        | $1340695.67        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1333372.00        | $1401661.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $4144260.00        | $4356540.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.0000%  | N/A     | $4104179.00        | $4126087.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1477044.00        | $1552805.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 7.0000%  | N/A     | $1545000.00        | $1595660.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.5000%  | N/A     | $4395215.00        | $4719982.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.0000%  | N/A     | $1473910.00        | $1570121.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $4218993.00        | $3970250.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 5.5000%  | N/A     | $5708359.00        | $5919130.65        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $1545891.00        | $1558797.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $25414169.00       | $26014288.94       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1671121.00        | $1715889.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $3996505.00        | $4020554.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $3823112.00        | $4030842.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1473492.00        | $1527085.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $3620053.00        | $3744820.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-11-16      | 4.5000%  | N/A     | $500560.00         | $408580.60         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-03-16      | 5.0000%  | N/A     | $14910.00          | $12221.42          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 7.5000%  | N/A     | $4390256.00        | $4756671.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1653695.00        | $1686240.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-16      | 5.0000%  | N/A     | $33734285.00       | $33681915.35       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $4042681.00        | $4253974.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 7.0000%  | N/A     | $1368975.00        | $1435513.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 7.5000%  | N/A     | $1446590.00        | $1567326.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $35130600.00       | $37056073.06       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $4592967.00        | $4765320.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-12-15      | 5.8400%  | N/A     | $14882654.00       | $15618298.63       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $1552011.00        | $1646379.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 7.0000%  | N/A     | $1389699.00        | $1426413.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1351713.00        | $1421205.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $1578032.00        | $1613315.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.0000%  | N/A     | $1998120.00        | $1541830.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 7.5000%  | N/A     | $1365960.00        | $1479972.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1608787.00        | $1677450.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $3752247.00        | $3948368.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $4308432.00        | $4467253.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.0000%  | N/A     | $4459579.00        | $4475720.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $1421572.00        | $1490443.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 4.8677%  | N/A     | $3453753.00        | $1990425.41        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $1712295.00        | $1720764.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-07-20      | 5.0000%  | N/A     | $27911710.00       | $25674029.81       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $1618343.00        | $1668314.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $1382593.00        | $1411270.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.0000%  | N/A     | $1516444.00        | $1567481.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $1589828.00        | $1640587.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2068-02-16      | 5.0000%  | N/A     | $695970.00         | $577466.96         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1409710.00        | $1483392.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.0000%  | N/A     | $56180.00          | $43563.74          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1619618.00        | $1704271.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1628528.00        | $1672155.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.0000%  | N/A     | $3568828.00        | $1561241.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1326341.00        | $1406185.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 4.0000%  | N/A     | $1363636.00        | $852481.93         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 7.0000%  | N/A     | $4028311.00        | $4230443.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $1509957.00        | $1519617.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $4008783.00        | $4039821.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 3.5000%  | N/A     | $26557257.00       | $22521068.27       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $4085276.00        | $4127067.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-09-15      | 6.0500%  | N/A     | $18163900.00       | $19482335.88       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-10-15      | 5.4000%  | N/A     | $20606998.00       | $21272563.84       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | 2.0000%  | N/A     | $2120000.00        | $1174185.11        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-04-20      | 7.0000%  | N/A     | $109286146.00      | $42626822.87       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $4022798.00        | $4047005.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.0000%  | N/A     | $1511893.00        | $1577790.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2071-07-20      | 5.4177%  | N/A     | $1000000.00        | $804686.29         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-04-20      | 2.0000%  | N/A     | $75500000.00       | $22484192.47       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.0000%  | N/A     | $1461868.00        | $1473469.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $1445520.00        | $1448462.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.5000%  | N/A     | $3978536.00        | $4317468.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $1651967.00        | $1694355.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | 6.0000%  | N/A     | $81534384.00       | $43426784.69       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1502178.00        | $1580685.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $1573513.00        | $1599700.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1386016.00        | $1390332.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 7.5000%  | N/A     | $1648679.00        | $1457636.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1424000.00        | $1456013.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-08-15      | 5.0000%  | N/A     | $15448299.00       | $15601092.98       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.5000%  | N/A     | $4345544.00        | $4672934.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $30417798.00       | $32612119.77       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $3531857.00        | $3716458.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $1395665.00        | $1433053.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $1421874.00        | $1471048.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $3950520.00        | $4278712.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-01-20      | 5.0000%  | N/A     | $1052971.00        | $922695.42         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.5000%  | N/A     | $1431818.00        | $1558843.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.0000%  | N/A     | $1415228.00        | $1414924.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1595458.00        | $1690165.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $1477469.00        | $1563846.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $40000.00          | $30439.76          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $1373429.00        | $1434933.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $1530520.00        | $1523791.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.5000%  | N/A     | $1906620.00        | $1447250.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 7.5000%  | N/A     | $1505588.00        | $1628706.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 7.0000%  | N/A     | $4157819.00        | $4275269.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1549227.00        | $1629536.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-06-20      | 4.0000%  | N/A     | $13000000.00       | $1622947.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $3524043.00        | $3738951.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $1463932.00        | $1550711.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $1368052.00        | $1417485.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1354887.00        | $1411080.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 4.5000%  | N/A     | $18290644.00       | $14320459.12       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.0000%  | N/A     | $1550787.00        | $1545371.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.0000%  | N/A     | $3792312.00        | $4033902.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 7.0000%  | N/A     | $1665914.00        | $1721239.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 7.0000%  | N/A     | $1550000.00        | $1600129.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.0000%  | N/A     | $4472787.00        | $4496665.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 5.5000%  | N/A     | $4370173.00        | $3280415.19        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $28842006.00       | $29938780.96       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-09-15      | 5.9200%  | N/A     | $15568163.00       | $16605459.39       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1585258.00        | $1643695.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | 1.5000%  | N/A     | $2160000.00        | $766684.37         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-12-15      | 5.3400%  | N/A     | $15000000.00       | $15486900.00       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.5000%  | N/A     | $1335233.00        | $1443744.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1390994.00        | $1474163.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $1349548.00        | $1397790.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2067-02-16      | 5.0000%  | N/A     | $708620.00         | $590097.40         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | 4.7500%  | N/A     | $728548.00         | $722278.43         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 7.0000%  | N/A     | $1400953.00        | $1466201.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.5000%  | N/A     | $1351510.00        | $1439045.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 7.0000%  | N/A     | $1741825.00        | $1563415.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $3747223.00        | $3925012.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $4435907.00        | $4457762.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1333088.00        | $1412422.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1386432.00        | $1437541.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $4202522.00        | $4453986.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-01-15      | 5.0000%  | N/A     | $14589500.00       | $14690542.02       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 7.0000%  | N/A     | $1387456.00        | $1435147.12        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-11-15      | 4.9600%  | N/A     | $16698443.00       | $16818182.01       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1394384.00        | $1466482.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1478944.00        | $1556241.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | 4.5000%  | N/A     | $6578007.00        | $4014325.77        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $3966857.00        | $4229165.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $1424894.00        | $1461237.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1405510.00        | $1478971.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-04-20      | 3.5000%  | N/A     | $8985982.00        | $7350416.15        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 7.0000%  | N/A     | $1578691.00        | $1670156.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $4073132.00        | $4100404.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2074-02-20      | 3.3010%  | N/A     | $735000.00         | $600632.38         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $1393192.00        | $1401575.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-01-20      | 6.0000%  | N/A     | $5337660.00        | $3628976.65        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-04-20      | 4.5000%  | N/A     | $41836606.00       | $1394194.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-11-20      | 5.0000%  | N/A     | $13397000.00       | $2858974.27        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $24254146.00       | $25392967.73       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.0000%  | N/A     | $3894086.00        | $4284093.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $1553391.00        | $1595003.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1388934.00        | $1461527.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $4499643.00        | $4524904.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $1440140.00        | $1491872.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $1571990.00        | $1596302.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.0000%  | N/A     | $3707517.00        | $3948047.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 7.0000%  | N/A     | $1442388.00        | $1505841.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $1599064.00        | $1608686.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0000%  | N/A     | $24512.00          | $23324.25          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 7.0000%  | N/A     | $30265973.00       | $31698307.24       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $4155321.00        | $4189882.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $3603505.00        | $3725476.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1618917.00        | $1679895.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.0000%  | N/A     | $1465463.00        | $1565455.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $1446092.00        | $1452245.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $3867248.00        | $3895850.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $3796056.00        | $3699781.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $1324528.00        | $1388222.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1419417.00        | $1484686.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.0000%  | N/A     | $645087.00         | $648162.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $1385857.00        | $1422345.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1399111.00        | $1476022.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-08-20      | 2.0000%  | N/A     | $3152192.00        | $1528946.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $3522629.00        | $3706499.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1428823.00        | $1502315.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $3831327.00        | $3972549.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $1838071.00        | $1545493.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.0000%  | N/A     | $1341158.00        | $1403897.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-20      | 4.0000%  | N/A     | $107967407.00      | $4606169.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.9177%  | N/A     | $22884661.00       | $18357031.34       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 7.5000%  | N/A     | $1589409.00        | $1722062.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.5000%  | N/A     | $3562490.00        | $3857080.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $1525534.00        | $1522452.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $3604041.00        | $3733200.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | 4.5000%  | N/A     | $19767000.00       | $1420653.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.0000%  | N/A     | $3665902.00        | $3885716.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $4063703.00        | $4290790.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $1358063.00        | $1400173.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-07-20      | 6.5000%  | N/A     | $1643082.00        | $1674964.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-05-16      | 3.7502%  | N/A     | $452000.00         | $405046.62         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1319778.00        | $1394022.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1455000.00        | $1487665.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1520318.00        | $1577433.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-20      | 4.5000%  | N/A     | $86655168.00       | $3726558.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $4051369.00        | $4082737.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.1177%  | N/A     | $527777.00         | $345951.03         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-09-20      | 2.0000%  | N/A     | $2568337.00        | $1498063.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1518271.00        | $1597625.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $18680000.00       | $9890622.98        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1322659.00        | $1388668.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.0000%  | N/A     | $1598989.00        | $1623787.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 7.5000%  | N/A     | $1289669.00        | $1395100.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1388796.00        | $1476682.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1424199.00        | $1494650.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1730336.00        | $1394284.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.5000%  | N/A     | $1525894.00        | $1640303.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-09-15      | 6.5000%  | N/A     | $11238200.00       | $12262727.26       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1316195.00        | $1390252.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $1686500.00        | $1710281.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 7.0000%  | N/A     | $26185951.00       | $27871457.24       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1007935.00        | $1037664.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $5353141.00        | $4381014.16        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.0000%  | N/A     | $4058695.00        | $4301224.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.0000%  | N/A     | $4261751.00        | $4265747.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.0000%  | N/A     | $4046584.00        | $4064746.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 6.5000%  | N/A     | $1367006.00        | $1446222.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.0000%  | N/A     | $1374187.00        | $1439289.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $4049391.00        | $4250910.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $3664195.00        | $3847725.12        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1340575.00        | $1417088.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-03-20      | 6.0000%  | N/A     | $31874.00          | $34479.61          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-05-20      | 1.5000%  | N/A     | $705496.00         | $373609.52         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1421542.00        | $1459624.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $3969630.00        | $4071844.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $4637940.00        | $4196367.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $4051849.00        | $4150710.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1589638.00        | $1648235.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $4310479.00        | $4505185.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-08-15      | 5.3400%  | N/A     | $14000000.00       | $14369769.19       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.0000%  | N/A     | $4358075.00        | $4493645.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.0000%  | N/A     | $1893759.00        | $1650379.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | 6.5000%  | N/A     | $34657651.00       | $29868351.66       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $1404295.00        | $1453303.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1577966.00        | $1660439.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.0000%  | N/A     | $1643032.00        | $1644471.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.0000%  | N/A     | $3831353.00        | $4082677.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 7.0000%  | N/A     | $4222112.00        | $4542597.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | 4.5000%  | N/A     | $4410048.00        | $4287593.49        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $1421014.00        | $1473405.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.0000%  | N/A     | $1345660.00        | $1403619.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.0000%  | N/A     | $4341916.00        | $4558237.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.0000%  | N/A     | $1345321.00        | $1417146.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-02-20      | 6.0000%  | N/A     | $506505432.00      | $1602521.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | 3.5000%  | N/A     | $700000.00         | $498960.93         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 7.0000%  | N/A     | $22877471.00       | $25153187.03       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $1193520.00        | $1200702.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1409806.00        | $1483494.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $1531603.00        | $1624311.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1581488.00        | $1660813.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.5000%  | N/A     | $3490260.00        | $3739042.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $30000000.00       | $30141449.85       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.5000%  | N/A     | $1585991.00        | $1717070.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.0000%  | N/A     | $1533225.00        | $1545636.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.0000%  | N/A     | $34127344.00       | $36286977.55       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $1414833.00        | $1426195.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-15      | 5.8000%  | N/A     | $18312582.00       | $19332204.56       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 7.0000%  | N/A     | $1409433.00        | $1451751.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.0000%  | N/A     | $1546351.00        | $1644042.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.0000%  | N/A     | $1577592.00        | $1679604.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 7.0000%  | N/A     | $3555592.00        | $3909735.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-01-15      | 5.0000%  | N/A     | $14650300.00       | $14751763.10       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1636697.00        | $1724509.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1423242.00        | $1490764.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1474908.00        | $1547024.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1578616.00        | $1620899.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 7.0000%  | N/A     | $1358634.00        | $1424113.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1353842.00        | $1415640.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1619694.00        | $1678106.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $3712356.00        | $4026514.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1345750.00        | $1421454.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.5000%  | N/A     | $3426457.00        | $3679076.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 7.5000%  | N/A     | $1423799.00        | $1527098.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-11-15      | 5.2000%  | N/A     | $20017357.00       | $20456604.53       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.5000%  | N/A     | $1473079.00        | $1594950.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1453374.00        | $1494348.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $3941580.00        | $4042773.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1333863.00        | $1397009.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1470684.00        | $1554449.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1509809.00        | $1588717.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $1469519.00        | $1521710.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.5000%  | N/A     | $1333199.00        | $1443728.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.0000%  | N/A     | $1630406.00        | $1431828.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $1485690.00        | $1532181.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | 5.5000%  | N/A     | $7541565.00        | $3067033.86        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.0000%  | N/A     | $1359120.00        | $1445419.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1417580.00        | $1539410.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-07-20      | 4.5000%  | N/A     | $7778195.00        | $3741272.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $3613359.00        | $3730626.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.5000%  | N/A     | $25000000.00       | $3698703.87        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.0000%  | N/A     | $3826361.00        | $3966798.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $1692312.00        | $1706665.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $1678228.00        | $1688327.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $4623905.00        | $4650954.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-09-20      | 3.5000%  | N/A     | $362452629.00      | $27229309.43       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $4466899.00        | $4724493.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $1380349.00        | $1398971.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-03-20      | 5.0000%  | N/A     | $2726193.00        | $2683174.24        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1532235.00        | $1599979.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | 6.0000%  | N/A     | $10500000.00       | $4155138.71        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $1627595.00        | $1639394.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1498255.00        | $1538390.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 2.0000%  | N/A     | $1000.00           | $453.47            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1521945.00        | $1601493.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.5000%  | N/A     | $313660.00         | $339837.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.0000%  | N/A     | $1488908.00        | $1556666.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.0000%  | N/A     | $10292743.00       | $1395811.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 7.5000%  | N/A     | $4463836.00        | $4776342.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 2.0000%  | N/A     | $80587384.00       | $50502572.58       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $1314501.00        | $1399966.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $1635134.00        | $1682320.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1479883.00        | $1557235.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $1456285.00        | $1410324.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.9177%  | N/A     | $38122785.00       | $38182812.35       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $4053534.00        | $4255290.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1538687.00        | $1631155.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.0000%  | N/A     | $3788859.00        | $4017308.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $34387489.00       | $35217189.44       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1518744.00        | $1574730.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1474017.00        | $1527327.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $33567490.00       | $35203836.10       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.0000%  | N/A     | $4548984.00        | $4742073.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 7.0000%  | N/A     | $1515885.00        | $1442004.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $25370735.00       | $26944248.98       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 3.5000%  | N/A     | $59480275.00       | $41032251.03       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $4345025.00        | $4528418.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2069-01-20      | 4.4904%  | N/A     | $350000.00         | $479550.40         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.0000%  | N/A     | $1982678.00        | $1702322.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1516107.00        | $1598232.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $4351457.00        | $4379854.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-12-15      | 4.9500%  | N/A     | $21920000.00       | $22070897.28       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $1567297.00        | $1658680.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-12-15      | 5.5400%  | N/A     | $25150700.00       | $26251437.16       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.0000%  | N/A     | $1402788.00        | $1509579.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-10-16      | 5.2500%  | N/A     | $929377.00         | $827050.73         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1345243.00        | $1414046.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 5.0000%  | N/A     | $1999.00           | $1263.33           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $40769902.00       | $40474605.60       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1503922.00        | $1550580.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-11-20      | 4.9641%  | N/A     | $5300000.00        | $962624.28         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $1416469.00        | $1428626.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.5000%  | N/A     | $1686752.00        | $1512747.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1499390.00        | $1554659.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1482062.00        | $1559522.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1382529.00        | $1419567.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2074-01-20      | 3.4387%  | N/A     | $1091601.00        | $881582.73         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.5000%  | N/A     | $1357674.00        | $1445879.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $38366382.00       | $39313542.42       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-02-20      | 5.5000%  | N/A     | $27820835.00       | $24207484.99       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $1370855.00        | $1406474.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.0000%  | N/A     | $1000.00           | $958.33            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.9177%  | N/A     | $45000.00          | $26249.04          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | 4.5000%  | N/A     | $2598746.00        | $2572130.62        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1558076.00        | $1599815.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1565259.00        | $1645702.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.5000%  | N/A     | $1383780.00        | $1452815.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 2.0000%  | N/A     | $589318.00         | $346273.63         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $1529065.00        | $1564893.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1673832.00        | $1718672.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $1644951.00        | $1662679.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1414519.00        | $1498379.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $1687934.00        | $1679224.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1669925.00        | $1706786.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $4856601.00        | $4788615.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 7.0000%  | N/A     | $1323460.00        | $1389172.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $1627202.00        | $1633751.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.0000%  | N/A     | $150000000.00      | $30929770.91       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $3857633.00        | $3946536.12        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $1648933.00        | $1690021.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $3732389.00        | $3906542.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $24812113.00       | $26449218.34       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $1553730.00        | $1627601.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $50000000.00       | $30702250.56       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $3693617.00        | $3930519.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1347284.00        | $1416300.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 4.5000%  | N/A     | $1000.00           | $915.06            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 7.5000%  | N/A     | $1575668.00        | $1702645.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1581996.00        | $1704027.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $4229199.00        | $4418433.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-10-15      | 4.3600%  | N/A     | $15388700.00       | $14791006.62       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $3729050.00        | $3964029.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.0000%  | N/A     | $1387686.00        | $1444334.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.0000%  | N/A     | $4224366.00        | $4478872.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.5000%  | N/A     | $6640640.00        | $1552283.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1455441.00        | $1529936.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-12-15      | 5.0900%  | N/A     | $16080000.00       | $16299969.05       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-09-16      | 5.0000%  | N/A     | $7614.00           | $7053.46           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $1663630.00        | $1706252.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2073-07-20      | 3.9499%  | N/A     | $600000.00         | $512039.62         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1363169.00        | $1442196.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 5.5000%  | N/A     | $2345350.00        | $2427344.22        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $1434776.00        | $1445177.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 7.0000%  | N/A     | $1467728.00        | $1533686.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1492765.00        | $1565111.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $1389190.00        | $1404395.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.2984%  | N/A     | $20000000.00       | $3838552.71        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1331339.00        | $1393054.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-16      | 4.2500%  | N/A     | $24845278.00       | $24619823.67       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.0000%  | N/A     | $1356318.00        | $1410055.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1580883.00        | $1639159.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-12-20      | 5.0000%  | N/A     | $1429699.00        | $1260639.58        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 7.0000%  | N/A     | $125559292.00      | $49828995.45       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-07-20      | 6.0000%  | N/A     | $2542246.00        | $2255071.74        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $4287511.00        | $4525509.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.0000%  | N/A     | $1541180.00        | $1609410.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1371632.00        | $1426395.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $4602779.00        | $4666875.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $1426206.00        | $1438740.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.0000%  | N/A     | $1674373.00        | $1680682.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $4201166.00        | $4313712.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-06-20      | 5.0000%  | N/A     | $445338.00         | $419271.33         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 7.0000%  | N/A     | $3767512.00        | $4138153.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 7.0000%  | N/A     | $34843747.00       | $36441797.37       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 7.0000%  | N/A     | $3605847.00        | $3900296.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $24804097.00       | $26205481.17       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.0000%  | N/A     | $460720.00         | $254101.21         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1482200.00        | $1522919.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.0000%  | N/A     | $3545333.00        | $1318886.23        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2066-10-16      | 5.2500%  | N/A     | $929377.00         | $827050.73         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1481945.00        | $1559402.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $3500760.00        | $3706429.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $4476037.00        | $4603317.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1486658.00        | $1579752.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $1654161.00        | $1662342.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $3952565.00        | $4171232.12        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $1503796.00        | $1552752.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $4159035.00        | $4304426.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | 6.0000%  | N/A     | $4234705.00        | $4292240.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 5.0000%  | N/A     | $5727916.00        | $5707456.34        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.0000%  | N/A     | $44480.00          | $25833.98          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.0000%  | N/A     | $47683737.00       | $1687292.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1484000.00        | $1518707.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-05-16      | 1.5000%  | N/A     | $30000.00          | $20662.04          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.9977%  | N/A     | $397276.00         | $398551.52         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $4377797.00        | $4578313.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | 3.5000%  | N/A     | $100000000.00      | $11339839.26       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.5000%  | N/A     | $25126.00          | $27276.20          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-01-20      | 2.5000%  | N/A     | $51645401.00       | $31173989.60       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-07-20      | 5.0000%  | N/A     | $3361728.00        | $2925792.14        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-10-20      | 4.5000%  | N/A     | $35403644.00       | $1588783.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $24824385.00       | $24942140.60       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 7.5000%  | N/A     | $3602187.00        | $3723006.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1527779.00        | $1584094.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-01-15      | 5.5200%  | N/A     | $9300687.00        | $9693706.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1531920.00        | $1581484.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1586571.00        | $1629074.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $4446669.00        | $4732321.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $845589.00         | $853802.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 7.0000%  | N/A     | $1308289.00        | $1428009.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.0000%  | N/A     | $4178057.00        | $4400009.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1376319.00        | $1443007.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1465355.00        | $1539381.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.0000%  | N/A     | $3607305.00        | $3713347.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-11-15      | 5.2000%  | N/A     | $35644412.00       | $36426569.20       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $1645653.00        | $1688670.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-11-20      | 4.7500%  | N/A     | $10061309.00       | $10025756.01       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $1459936.00        | $1403435.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-01-16      | 5.0000%  | N/A     | $113000.00         | $11167.51          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1605283.00        | $1683777.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $1373791.00        | $1441964.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 6.0000%  | N/A     | $5035902.00        | $4172125.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | 4.5000%  | N/A     | $48317.00          | $36967.67          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2037-02-20      | 2.0000%  | N/A     | $3118278.00        | $1721536.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-02-20      | 5.0641%  | N/A     | $7700000.00        | $1616525.45        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1427154.00        | $1510050.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $1693815.00        | $1712354.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1653302.00        | $1711866.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $4513931.00        | $4781246.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-02-20      | 4.5000%  | N/A     | $41278269.00       | $1636564.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.0000%  | N/A     | $1449919.00        | $1439809.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $1464352.00        | $1477387.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $1561984.00        | $1639664.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1357625.00        | $1462289.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-20      | 3.5000%  | N/A     | $24000000.00       | $1618041.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 4.0000%  | N/A     | $1725176.00        | $910348.56         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-11-20      | 8.0000%  | N/A     | $1367672.00        | $1474135.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | 3.5000%  | N/A     | $170000000.00      | $30846373.34       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $4269627.00        | $4290636.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $1377569.00        | $1412037.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 7.0000%  | N/A     | $1599400.00        | $1394902.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $1493162.00        | $1500566.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-11-20      | 5.5000%  | N/A     | $1719245.00        | $1513129.68        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $33048878.00       | $25721156.44       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1340820.00        | $1408265.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $3711160.00        | $3734657.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1416031.00        | $1470825.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1560458.00        | $1635824.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $3942272.00        | $4134381.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 7.0000%  | N/A     | $1410601.00        | $1480640.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-10-16      | 4.2089%  | N/A     | $480000.00         | $443718.74         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.0000%  | N/A     | $1669958.00        | $1638434.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1405300.00        | $1506908.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $1696000.00        | $1712680.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-08-16      | 2.5000%  | N/A     | $400000.00         | $296348.53         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.0000%  | N/A     | $4516534.00        | $4411711.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1441999.00        | $1495155.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $1590333.00        | $1680374.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $4291517.00        | $4515820.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $1554281.00        | $1639505.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.5000%  | N/A     | $2133280.00        | $2105013.78        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $25452568.00       | $26998231.29       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.5000%  | N/A     | $1450707.00        | $1390168.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.0000%  | N/A     | $30890432.00       | $32154182.69       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $4268260.00        | $4416386.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $4298234.00        | $4413380.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $3758257.00        | $3995037.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $3770214.00        | $3867251.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.5000%  | N/A     | $1696007.00        | $1720959.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1372255.00        | $1443978.20        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-10-31      | 3.8071%  | N/A     | $10587400.00       | $10666398.29       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-04-09      | 0.0000%  | N/A     | $1100.00           | $1089.42           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-06-04      | 0.0000%  | N/A     | $300.00            | $295.51            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-02-03      | 0.0000%  | N/A     | $100.00            | $99.67             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-01-31      | 3.8471%  | N/A     | $5832700.00        | $5872241.72        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-01-06      | 0.0000%  | N/A     | $6500.00           | $6496.29           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-04-30      | 3.7521%  | N/A     | $12546000.00       | $12628908.28       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-02-26      | 0.0000%  | N/A     | $400.00            | $397.77            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-10-29      | 0.0000%  | N/A     | $200082800.00      | $194422457.59      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-07-09      | 0.0000%  | N/A     | $42072300.00       | $41323833.78       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-01-13      | 0.0000%  | N/A     | $2800.00           | $2796.44           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-10-01      | 0.0000%  | N/A     | $486077400.00      | $473590071.59      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-01-22      | 0.0000%  | N/A     | $3000.00           | $2993.55           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-07-31      | 3.7611%  | N/A     | $24251600.00       | $24424479.81       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-01-08      | 0.0000%  | N/A     | $11631500.00       | $11622532.11       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-04-30      | 3.7621%  | N/A     | $82988200.00       | $83568726.39       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-03-19      | 0.0000%  | N/A     | $500.00            | $496.19            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-04-23      | 0.0000%  | N/A     | $4382500.00        | $4334182.94        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-02-17      | 0.0000%  | N/A     | $100.00            | $99.53             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-03-26      | 0.0000%  | N/A     | $900.00            | $892.54            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-06-30      | 3.7500%  | N/A     | $232103000.00      | $233054622.30      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-02-19      | 0.0000%  | N/A     | $369400.00         | $367586.25         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-05-07      | 0.0000%  | N/A     | $17936100.00       | $17714230.44       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-01-02      | 0.0000%  | N/A     | $162300.00         | $162269.16         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-04-21      | 0.0000%  | N/A     | $146649200.00      | $145055123.20      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-03-17      | 0.0000%  | N/A     | $1800.00           | $1786.77           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-06-18      | 0.0000%  | N/A     | $410635900.00      | $403893258.52      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-04-30      | 0.0000%  | N/A     | $1225300.00        | $1210939.48        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-08-06      | 0.0000%  | N/A     | $114188800.00      | $111843362.05      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-03-05      | 0.0000%  | N/A     | $600.00            | $596.26            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-07-31      | 3.7841%  | N/A     | $6106400.00        | $6149099.41        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-09-03      | 0.0000%  | N/A     | $13230900.00       | $12927912.39       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-06-25      | 0.0000%  | N/A     | $46231900.00       | $45443183.79       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-05-28      | 0.0000%  | N/A     | $530800.00         | $523183.02         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-10-31      | 3.7921%  | N/A     | $725185200.00      | $730552925.50      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-01-29      | 0.0000%  | N/A     | $1000.00           | $997.17            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-12-24      | 0.0000%  | N/A     | $378016500.00      | $365466352.20      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-02-05      | 0.0000%  | N/A     | $400.00            | $398.60            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-03-24      | 0.0000%  | N/A     | $8517500.00        | $8448423.07        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-03-31      | 0.0000%  | N/A     | $61100.00          | $60561.71          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-04-02      | 0.0000%  | N/A     | $56300.00          | $55797.24          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-05-14      | 0.0000%  | N/A     | $3500.00           | $3454.50           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-05-21      | 0.0000%  | N/A     | $24600.00          | $24263.72          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-02-10      | 0.0000%  | N/A     | $100.00            | $99.60             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-06-11      | 0.0000%  | N/A     | $17800.00          | $17522.14          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-04-16      | 0.0000%  | N/A     | $19212400.00       | $19012975.29       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-03-03      | 0.0000%  | N/A     | $38700.00          | $38466.06          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-02-12      | 0.0000%  | N/A     | $200.00            | $199.15            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-11-27      | 0.0000%  | N/A     | $153349400.00      | $148620104.50      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-01-31      | 3.7001%  | N/A     | $8400300.00        | $8451468.18        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-01-15      | 0.0000%  | N/A     | $600.00            | $599.12            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-03-10      | 0.0000%  | N/A     | $386300.00         | $383727.24         | U.S. Treasuries (including strips)        |

### Security 27: CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO)

- **C.1 - Title:** CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 0PW008HP0
- **C.18 - Value (incl. sponsor support):** $1700000000.00
- **C.18.a - Value (excl. sponsor support):** $1700000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2026-01-13      | 0.0000%  | N/A     | $500.00            | $499.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-10      | 0.0000%  | N/A     | $27000.00          | $26820.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 1.7500%  | N/A     | $100.00            | $98.25             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 2.7500%  | N/A     | $5712300.00        | $4431730.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 4.8750%  | N/A     | $1354900.00        | $1437325.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 5.5000%  | N/A     | $900.00            | $963.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 4.5000%  | N/A     | $10870700.00       | $11110934.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 3.7500%  | N/A     | $816000.00         | $722883.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-15      | 3.3750%  | N/A     | $16701500.00       | $16813998.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 4.1250%  | N/A     | $85260100.00       | $87159844.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-10      | 0.0000%  | N/A     | $42500.00          | $42330.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 6.7500%  | N/A     | $700.00            | $731.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-11-15      | 4.0000%  | N/A     | $45318900.00       | $45074761.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 0.7500%  | N/A     | $9580500.00        | $9427476.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-05      | 0.0000%  | N/A     | $1956600.00        | $1949732.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 6.1250%  | N/A     | $100300.00         | $105897.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.0000%  | N/A     | $1827700.00        | $1866648.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 2.8750%  | N/A     | $10357400.00       | $7514804.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 1.6250%  | N/A     | $2480400.00        | $2488495.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 1.8750%  | N/A     | $75000.00          | $67602.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 1.3750%  | N/A     | $100.00            | $99.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 3.1250%  | N/A     | $77535500.00       | $63960487.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 4.2500%  | N/A     | $500.00            | $487.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-26      | 0.0000%  | N/A     | $3852800.00        | $3831339.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 5.3750%  | N/A     | $700.00            | $767.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-11-15      | 4.6250%  | N/A     | $752000.00         | $734154.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 4.3750%  | N/A     | $80847000.00       | $83058647.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 1.5000%  | N/A     | $60200.00          | $55722.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.8750%  | N/A     | $1593200.00        | $1397319.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 1.3750%  | N/A     | $27500900.00       | $17983505.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 2.5000%  | N/A     | $300.00            | $210.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 4.7500%  | N/A     | $100.00            | $100.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 4.2500%  | N/A     | $30000000.00       | $30538195.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 3.0000%  | N/A     | $986700.00         | $767105.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 6.2500%  | N/A     | $1600.00           | $1779.44           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 2.8750%  | N/A     | $9999900.00        | $9953412.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 2.2500%  | N/A     | $100.00            | $98.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 5.2500%  | N/A     | $1100.00           | $1158.91           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | 2.2500%  | N/A     | $200000.00         | $200467.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 4.2500%  | N/A     | $494000.00         | $507351.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-31      | 3.8750%  | N/A     | $1733200.00        | $1756510.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-03      | 0.0000%  | N/A     | $1341100.00        | $1310388.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 6.5000%  | N/A     | $100.00            | $103.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-17      | 0.0000%  | N/A     | $107000.00         | $106213.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 2.3750%  | N/A     | $23445600.00       | $15225993.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-30      | 4.3750%  | N/A     | $24300.00          | $25141.41          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 3.3750%  | N/A     | $1230800.00        | $1026728.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-15      | 4.6250%  | N/A     | $452000.00         | $461497.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-15      | 4.6250%  | N/A     | $7904200.00        | $8027170.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-19      | 0.0000%  | N/A     | $570200.00         | $567400.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-06      | 0.0000%  | N/A     | $400.00            | $391.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 4.5000%  | N/A     | $1100.00           | $1157.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 4.0000%  | N/A     | $4500000.00        | $4555890.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.2500%  | N/A     | $25100.00          | $25022.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 1.2500%  | N/A     | $253747100.00      | $222763690.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-05      | 0.0000%  | N/A     | $100.00            | $99.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 3.0000%  | N/A     | $100900.00         | $75913.73          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 4.0000%  | N/A     | $41419600.00       | $42431094.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-14      | 0.0000%  | N/A     | $25300.00          | $25042.70          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.5000%  | N/A     | $310600.00         | $315304.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 1.6250%  | N/A     | $200.00            | $106.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 1.1250%  | N/A     | $48484400.00       | $30799315.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-21      | 0.0000%  | N/A     | $27000000.00       | $26630910.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 4.1250%  | N/A     | $107074800.00      | $108899537.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 4.7500%  | N/A     | $37957400.00       | $37747719.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 2.7500%  | N/A     | $4016900.00        | $3997068.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 2.0000%  | N/A     | $26873700.00       | $15718964.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 6.3750%  | N/A     | $200.00            | $213.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 2.7500%  | N/A     | $22390900.00       | $16324029.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-12      | 0.0000%  | N/A     | $290424500.00      | $288414181.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 2.5000%  | N/A     | $100.00            | $72.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 6.1250%  | N/A     | $116800.00         | $129494.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 4.1250%  | N/A     | $100.00            | $102.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 3.6250%  | N/A     | $48475900.00       | $49295809.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 4.6250%  | N/A     | $21000100.00       | $20759377.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.1250%  | N/A     | $1200000.00        | $1193846.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-09      | 0.0000%  | N/A     | $210000.00         | $206264.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-11      | 0.0000%  | N/A     | $800.00            | $787.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 4.6250%  | N/A     | $69500.00          | $70673.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-27      | 0.0000%  | N/A     | $18699600.00       | $18122904.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-08      | 0.0000%  | N/A     | $100.00            | $99.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 4.8750%  | N/A     | $100.00            | $101.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 3.1250%  | N/A     | $10060800.00       | $8123479.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 3.8750%  | N/A     | $100.00            | $102.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 3.0000%  | N/A     | $138200.00         | $106197.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 0.0000%  | N/A     | $400.00            | $395.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 1.5000%  | N/A     | $2087000.00        | $2055297.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-22      | 0.0000%  | N/A     | $1173400.00        | $1170877.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 4.3750%  | N/A     | $6200700.00        | $6177958.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 3.0000%  | N/A     | $100.00            | $81.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $5000000.00        | $4500454.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 3.1250%  | N/A     | $41166800.00       | $34525514.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 6.0000%  | N/A     | $47100.00          | $48285.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 4.1250%  | N/A     | $1008800.00        | $1029916.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 4.7500%  | N/A     | $16001800.00       | $16641607.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-29      | 0.0000%  | N/A     | $49999800.00       | $48585305.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 4.0000%  | N/A     | $100.00            | $101.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-19      | 0.0000%  | N/A     | $300.00            | $297.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 3.7500%  | N/A     | $1600.00           | $1471.09           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-02      | 0.0000%  | N/A     | $4999100.00        | $4998150.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 2.2500%  | N/A     | $15969900.00       | $10213717.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 3.0000%  | N/A     | $13000000.00       | $10037380.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-12      | 0.0000%  | N/A     | $900.00            | $896.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-30      | 3.7500%  | N/A     | $5543800.00        | $5514715.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 4.6250%  | N/A     | $6633500.00        | $6549810.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-23      | 0.0000%  | N/A     | $40999900.00       | $40547876.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 2.5000%  | N/A     | $100.00            | $99.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-03-31      | 4.1250%  | N/A     | $89999900.00       | $92428621.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 3.6250%  | N/A     | $32800.00          | $33209.41          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 3.1250%  | N/A     | $500.00            | $417.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-02      | 0.0000%  | N/A     | $100.00            | $99.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 3.8750%  | N/A     | $400.00            | $377.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-29      | 0.0000%  | N/A     | $10179800.00       | $10150991.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 3.0000%  | N/A     | $16494900.00       | $12892119.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-09-30      | 4.6250%  | N/A     | $100.00            | $105.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | 0.0000%  | N/A     | $700.00            | $698.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 3.0000%  | N/A     | $124875900.00      | $94901563.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 3.6250%  | N/A     | $2866900.00        | $2513565.33        | U.S. Treasuries (including strips) |

### Security 28: CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO)

- **C.1 - Title:** CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 0PW008I20
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2049-08-20      | 3.0000%  | N/A     | $150000000.00      | $21250686.60       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $15218582.00       | $15779584.59       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $20759119.00       | $21457025.53       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.0000%  | N/A     | $85000000.00       | $21250463.54       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.0000%  | N/A     | $10058430.00       | $10643967.99       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.5000%  | N/A     | $40000000.00       | $29619657.31       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.0000%  | N/A     | $11537393.00       | $11605676.49       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.5000%  | N/A     | $23774462.00       | $25641188.68       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $27530000.00       | $18942530.03       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $19478796.00       | $12951649.29       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-10-20      | 7.0000%  | N/A     | $14569842.00       | $10764525.92       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-03-20      | 2.5000%  | N/A     | $50000000.00       | $23955578.04       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-08-20      | 2.5000%  | N/A     | $50000000.00       | $28756346.64       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-01-20      | 2.5000%  | N/A     | $26911221.00       | $15756665.65       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-10-20      | 3.5000%  | N/A     | $38887019.00       | $28319702.11       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-07-20      | 3.5000%  | N/A     | $200000000.00      | $24001786.84       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-02-15      | 6.5000%  | N/A     | $13304663.00       | $12575750.02       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.0000%  | N/A     | $24640275.00       | $26118417.34       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-02-15      | 7.0000%  | N/A     | $11856143.00       | $12018209.81       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-01-20      | 2.0000%  | N/A     | $22000000.00       | $10771793.16       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-10-20      | 7.0000%  | N/A     | $11649007.00       | $11158545.62       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.0000%  | N/A     | $27000000.00       | $19143008.17       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-07-20      | 3.0000%  | N/A     | $31914000.00       | $16930337.63       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.5000%  | N/A     | $21201478.00       | $21411158.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-11-20      | 3.0000%  | N/A     | $50000000.00       | $30355223.43       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1829111.00        | $1896537.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.0000%  | N/A     | $14093938.00       | $14980070.55       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 7.5000%  | N/A     | $11494039.00       | $11943914.00       | Agency Mortgage-Backed Securities |

### Security 29: DAIWA CAPITAL MARKETS AMERICA INC. (REPO)

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 0QR004DJ1
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A3; Moody's Short Rating: P-2; Standard & Poor's Long Rating: A-; Standard & Poor's Short Rating: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL FARM CREDIT B | 2027-07-20      | 3.7600%  | N/A     | $1150000.00        | $1160619.61        | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2026-01-13      | 3.7900%  | N/A     | $100000.00         | $100876.33         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2028-01-20      | 3.5000%  | N/A     | $14500000.00       | $14537300.44       | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2027-09-16      | 3.5000%  | N/A     | $500000.00         | $500680.17         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.0000%  | N/A     | $37000.00          | $3709.83           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $1024.00           | $861.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 4.5000%  | N/A     | $2002.00           | $1786.25           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $100000.00         | $80233.91          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $1855670.00        | $1774112.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.5000%  | N/A     | $48949914.00       | $10347942.84       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 3.0000%  | N/A     | $3000.00           | $535.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1001.00           | $796.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $15953306.00       | $13717131.32       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.5000%  | N/A     | $2000.00           | $1679.59           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 3.5000%  | N/A     | $1022.00           | $253.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-12-01      | 4.5000%  | N/A     | $1000.00           | $139.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 3.0000%  | N/A     | $2000.00           | $1517.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $2353650.00        | $1974185.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $2000.00           | $1451.00           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $852.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $783.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 3.5000%  | N/A     | $1000.00           | $97.29             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-08-01      | 4.0000%  | N/A     | $240000.00         | $163431.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $864.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $3000.00           | $2271.00           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $60000.00          | $44839.91          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $861.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 2.0000%  | N/A     | $1000.00           | $511.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 3.5000%  | N/A     | $2084.00           | $805.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 3.5000%  | N/A     | $180021.00         | $138045.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $1024.00           | $937.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $1024.00           | $916.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $28444000.00       | $19445334.51       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $2000.00           | $642.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 3.0000%  | N/A     | $5095454.00        | $3919072.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $565.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 4.5000%  | N/A     | $1000.00           | $988.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $1000.00           | $764.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $3499446.00        | $3588805.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $5065308.00        | $4741302.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $1008.00           | $676.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 3.5000%  | N/A     | $2108.00           | $125.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 3.0000%  | N/A     | $1000.00           | $522.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $15157091.00       | $12446952.49       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 3.0000%  | N/A     | $616392.00         | $25768.57          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $1510000.00        | $1392600.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 5.0000%  | N/A     | $1003.00           | $724.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 5.0000%  | N/A     | $494989.00         | $499961.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $924.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $6002160.00        | $5592995.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 5.5000%  | N/A     | $984976.00         | $1015292.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.0000%  | N/A     | $8269140.00        | $6223856.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 4.5000%  | N/A     | $1000.00           | $990.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-01-25      | 3.0000%  | N/A     | $12205406.00       | $7285664.79        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.5000%  | N/A     | $183932.00         | $111046.41         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $128000.00         | $108907.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-25      | 5.4242%  | N/A     | $3795522.00        | $1894964.68        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.0000%  | N/A     | $2041.00           | $738.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $899000.00         | $812605.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.0000%  | N/A     | $1010.00           | $954.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $1377063.00        | $1096144.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $2000.00           | $1317.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 4.0000%  | N/A     | $7988776.00        | $2553010.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $20407940.00       | $20077437.19       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $2707196.00        | $550276.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $919.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | 3.5000%  | N/A     | $2846.00           | $610.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $1008.00           | $892.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $1024.00           | $825.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $10000.00          | $7734.37           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 4.0000%  | N/A     | $9972336.00        | $9516114.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $10000.00          | $7141.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-07-01      | 3.5000%  | N/A     | $1764.00           | $517.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $1000.00           | $596.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 3.5000%  | N/A     | $7000.00           | $5452.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $779.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 3.5000%  | N/A     | $1000.00           | $104.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-12-01      | 2.0000%  | N/A     | $300008.00         | $186340.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 4.0000%  | N/A     | $1017.00           | $137.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 7.0000%  | N/A     | $1001.00           | $558.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $3924947.00        | $3574129.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1000.00           | $943.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $2000.00           | $1428.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $5207.00           | $3940.38           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 3.5000%  | N/A     | $617000.00         | $66179.43          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-01-01      | 3.5000%  | N/A     | $810241.00         | $182460.50         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $1049.00           | $782.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 2.5000%  | N/A     | $1000.00           | $300.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 4.0000%  | N/A     | $20154281.00       | $3537747.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $4425567.00        | $3073083.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.0000%  | N/A     | $34000.00          | $18039.90          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 4.5000%  | N/A     | $2000.00           | $1903.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $964.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $15651622.00       | $13065222.58       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.0000%  | N/A     | $1000.00           | $958.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $29144.00          | $25146.29          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $29630579.00       | $25079988.24       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.5000%  | N/A     | $5000.00           | $4538.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $842.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $15000.00          | $6458.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-12-01      | 3.0000%  | N/A     | $2500000.00        | $20750.77          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $1024.00           | $738.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $2050943.00        | $1808876.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $10000.00          | $7714.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.0000%  | N/A     | $14000.00          | $12703.02          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $1440500.00        | $822392.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $5005.00           | $3776.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 3.0000%  | N/A     | $10002.00          | $7418.09           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-09-01      | 4.5000%  | N/A     | $1000.00           | $639.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 1.5000%  | N/A     | $1000.00           | $367.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 3.0000%  | N/A     | $1012.00           | $419.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $2000.00           | $1550.32           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $4615.00           | $3181.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $1000.00           | $863.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $334880857.00      | $336020010.16      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $1479395.00        | $1204392.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $100000.00         | $27107.50          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 4.5000%  | N/A     | $1000.00           | $47.58             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 2.5000%  | N/A     | $60000.00          | $41876.15          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.0000%  | N/A     | $1000.00           | $902.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-25      | 4.7742%  | N/A     | $40000000.00       | $23630256.11       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 3.0000%  | N/A     | $127000.00         | $72577.59          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 3.0000%  | N/A     | $1000.00           | $180.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 5.0000%  | N/A     | $177060.00         | $2003.09           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 2.5000%  | N/A     | $1000.00           | $570.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $3080.00           | $2109.91           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $833.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 3.0000%  | N/A     | $1008.00           | $291.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $1000.00           | $674.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-25      | 4.7742%  | N/A     | $3000003.00        | $1479618.93        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $400000.00         | $252114.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $2004.00           | $1472.74           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-11-01      | 2.5000%  | N/A     | $1000.00           | $177.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $712.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 3.5000%  | N/A     | $1000.00           | $39.58             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.0000%  | N/A     | $10754124.00       | $2337496.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $1000.00           | $713.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $775.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $1000.00           | $869.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $588.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $9313.00           | $8316.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 3.5000%  | N/A     | $1000.00           | $125.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $20634277.00       | $15632483.67       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 4.5000%  | N/A     | $1000.00           | $552.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $14076733.00       | $10751211.89       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $1016.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $188256.00         | $143247.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.5000%  | N/A     | $3027.00           | $2727.59           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.5000%  | N/A     | $1000.00           | $769.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $790.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $264000.00         | $179479.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 3.0000%  | N/A     | $1000.00           | $227.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 6.0000%  | N/A     | $1000.00           | $685.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $812716.00         | $780141.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $437592.00         | $433085.68         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 3.5000%  | N/A     | $1001.00           | $377.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $2000.00           | $1335.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $953.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 4.5000%  | N/A     | $12660183.00       | $10325797.38       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $2386.00           | $2067.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 5.0000%  | N/A     | $1000.00           | $907.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $629.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 3.5000%  | N/A     | $24000.00          | $19161.79          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $1038000.00        | $916694.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 4.0000%  | N/A     | $2737.00           | $320.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $2000.00           | $1583.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-03-01      | 4.5000%  | N/A     | $4288000.00        | $141188.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $575.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-11-01      | 2.0000%  | N/A     | $31102.00          | $17891.46          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-07-01      | 6.0500%  | N/A     | $1000.00           | $37.01             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-07-01      | 3.5000%  | N/A     | $1000.00           | $124.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $24000.00          | $18064.90          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.5000%  | N/A     | $42000.00          | $18973.16          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 3.5000%  | N/A     | $2048.00           | $830.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.5000%  | N/A     | $162728.00         | $93419.09          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 4.5000%  | N/A     | $1000.00           | $978.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $1200.00           | $932.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $1000.00           | $810.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-12-20      | 5.8750%  | N/A     | $1993.00           | $200.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 4.0000%  | N/A     | $1004.00           | $253.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $30000.00          | $23134.18          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 3.5000%  | N/A     | $1000.00           | $719.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $6154422.00        | $6225842.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $1000.00           | $73.66             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $1028.00           | $701.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $3904291.00        | $3945198.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $2002.00           | $1601.18           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $2698389.00        | $2685398.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.5000%  | N/A     | $1024.00           | $225.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $458000.00         | $290507.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 1.5000%  | N/A     | $530000.00         | $372653.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $740.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.5000%  | N/A     | $2000.00           | $1110.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $25699359.00       | $26203152.09       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $785.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.5000%  | N/A     | $67000.00          | $31485.68          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $2000.00           | $1441.19           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.0000%  | N/A     | $79000.00          | $61837.26          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-25      | 4.7742%  | N/A     | $22777520.00       | $13091235.63       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 4.5000%  | N/A     | $10016765.00       | $9945235.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $29999.00          | $21696.01          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-08-01      | 8.5000%  | N/A     | $1001.00           | $39.41             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $603.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $2048.00           | $1994.85           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-07-01      | 3.5000%  | N/A     | $59997.00          | $35405.61          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $3000.00           | $2809.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $11419.00          | $809.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $2066795.00        | $2107311.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $50000.00          | $38219.76          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 3.5000%  | N/A     | $2000.00           | $366.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $2000.00           | $1575.13           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $2017.00           | $1393.11           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1248593.00        | $1126536.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 3.0000%  | N/A     | $1000.00           | $658.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 7.0000%  | N/A     | $8524246.00        | $6757760.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.0000%  | N/A     | $28640672.00       | $19261272.22       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $2000.00           | $1600.25           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $2006.00           | $1746.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.5000%  | N/A     | $903000.00         | $133083.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.5000%  | N/A     | $599940.00         | $484838.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $2024.00           | $1627.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-11-01      | 6.0000%  | N/A     | $1000.00           | $563.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $870.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 5.4400%  | N/A     | $1436.00           | $36.20             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $741.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 5.5000%  | N/A     | $2000.00           | $1788.67           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-11-01      | 4.0000%  | N/A     | $14627801.00       | $1996473.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $69004.00          | $63351.21          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 4.5000%  | N/A     | $1000.00           | $155.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-12-01      | 3.5000%  | N/A     | $1400000.00        | $159838.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $1000.00           | $943.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-25      | 4.7742%  | N/A     | $38931766.00       | $27289254.46       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $1959222.00        | $1979797.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 7.5000%  | N/A     | $1000.00           | $915.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-04-01      | 3.0000%  | N/A     | $1000.00           | $40.64             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.5000%  | N/A     | $200000.00         | $99843.70          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $668.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $4057956.00        | $3020027.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 3.5000%  | N/A     | $1000.00           | $120.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 3.5000%  | N/A     | $1008.00           | $610.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1018.00           | $979.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $2778619.00        | $1518283.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $6600240.00        | $6134299.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.8330%  | N/A     | $61746.00          | $424.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1204041.00        | $1044018.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $1565000.00        | $1127854.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.5000%  | N/A     | $184234.00         | $141512.82         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $848.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $732.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 3.5000%  | N/A     | $32186.00          | $24805.56          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 6.0000%  | N/A     | $11000.00          | $7369.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $2171999.00        | $1419690.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 4.0000%  | N/A     | $3000.00           | $2678.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 5.0000%  | N/A     | $1000.00           | $972.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $2574013.00        | $2104431.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $1000.00           | $654.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $1859304.00        | $1936243.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 4.0000%  | N/A     | $1020.00           | $251.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $2504212.00        | $1391052.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 3.5000%  | N/A     | $602452.00         | $93106.49          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 2.0000%  | N/A     | $2768.00           | $2059.43           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $100000.00         | $72684.99          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 3.5000%  | N/A     | $8872402.00        | $2198534.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $226.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $1560322.00        | $1260354.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $1000.00           | $1031.17           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 5.0000%  | N/A     | $1000.00           | $891.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-08-01      | 5.5000%  | N/A     | $1024.00           | $696.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $1000.00           | $696.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 4.5000%  | N/A     | $4927.00           | $4609.93           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $32672344.00       | $24587123.18       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $19000.00          | $13724.02          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 5.0000%  | N/A     | $3153.00           | $3174.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.0000%  | N/A     | $202088.00         | $29963.66          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $1000.00           | $777.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $2029.00           | $1333.41           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 7.5000%  | N/A     | $1000.00           | $215.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-11-01      | 2.5000%  | N/A     | $1000.00           | $135.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1860089.00        | $1903092.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.0000%  | N/A     | $41000.00          | $29518.70          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 3.5000%  | N/A     | $156729713.00      | $12068971.06       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $1000.00           | $979.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $1000.00           | $827.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $14000.00          | $5190.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $734.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $3582849.00        | $3194538.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 7.0000%  | N/A     | $1000.00           | $699.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $692.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $856.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $5000.00           | $3863.49           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-11-01      | 2.5000%  | N/A     | $1000.00           | $505.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1024.00           | $987.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $2073.00           | $1706.44           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.5000%  | N/A     | $18755000.00       | $2880104.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $8031463.00        | $7346059.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 5.5000%  | N/A     | $1000.00           | $3.59              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $3299489.00        | $2486616.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $955.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $177.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $9053119.00        | $9230590.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $4999.00           | $3554.43           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $718.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-01-01      | 3.0000%  | N/A     | $1500000.00        | $10143.47          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 3.5000%  | N/A     | $1003543.00        | $931418.54         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $1586997.00        | $1582928.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $3196987.00        | $2893538.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 2.5000%  | N/A     | $1000.00           | $262.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 4.5000%  | N/A     | $619727.00         | $608386.00         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 3.5000%  | N/A     | $5745000.00        | $1559596.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.0000%  | N/A     | $1000.00           | $173.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.0000%  | N/A     | $1000.00           | $554.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $4000.00           | $3758.01           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $3087744.00        | $3115384.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $5003.00           | $2604.93           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 2.5000%  | N/A     | $5583.00           | $813.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $851.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.0000%  | N/A     | $69262.00          | $58852.94          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 3.0000%  | N/A     | $1000.00           | $116.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 3.5000%  | N/A     | $2002.00           | $215.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $4093824.00        | $4255616.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.0000%  | N/A     | $3000.00           | $2444.38           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-04-01      | 4.5000%  | N/A     | $1000.00           | $815.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $893.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $27035068.00       | $21824484.37       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 2.0000%  | N/A     | $55000.00          | $26219.46          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $1999.00           | $1537.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $5553964.00        | $5864923.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 4.0000%  | N/A     | $2013.00           | $449.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-15      | 3.0000%  | N/A     | $5559268.00        | $4901814.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-08-01      | 2.0000%  | N/A     | $2000.00           | $799.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 4.0000%  | N/A     | $1000.00           | $437.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $1000.00           | $987.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $10847760.00       | $10704819.44       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $98000.00          | $63290.60          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $1008.00           | $707.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | 3.5000%  | N/A     | $729000.00         | $132422.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 4.5000%  | N/A     | $1000.00           | $72.98             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $1000.00           | $623.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 3.5000%  | N/A     | $3579374.00        | $3334228.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 3.0000%  | N/A     | $2000.00           | $1205.37           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1008.00           | $955.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $1000.00           | $818.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 2.0000%  | N/A     | $1000.00           | $674.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $1000.00           | $807.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $1084035.00        | $987925.25         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 2.0000%  | N/A     | $1000.00           | $489.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-07-01      | 6.0000%  | N/A     | $2213.00           | $20.28             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $2692918.00        | $2592866.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $791520.00         | $541625.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $27634147.00       | $25085613.65       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $10884909.00       | $8058976.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 3.5000%  | N/A     | $21000.00          | $16888.11          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $78000.00          | $57357.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-04-01      | 2.5000%  | N/A     | $1000.00           | $361.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.5000%  | N/A     | $219007.00         | $46353.60          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1001.00           | $1025.18           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.5000%  | N/A     | $26000.00          | $9197.32           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-25      | 4.8242%  | N/A     | $2917773.00        | $2791843.77        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2045-11-01      | 5.0000%  | N/A     | $2004.00           | $2008.80           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 3.5000%  | N/A     | $431055.00         | $114359.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $6000.00           | $3898.41           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 3.5000%  | N/A     | $1000.00           | $203.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $2016.00           | $1709.35           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 3.5000%  | N/A     | $1000.00           | $162.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $7000.00           | $5430.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 2.5000%  | N/A     | $1000.00           | $676.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $2594.00           | $1873.04           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 3.0000%  | N/A     | $138001.00         | $96023.13          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.5000%  | N/A     | $1000.00           | $395.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $1000.00           | $943.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1024.00           | $1019.24           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 4.5000%  | N/A     | $1000.00           | $814.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1024.00           | $870.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $1007.00           | $705.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $99509.00          | $44314.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $582407.00         | $592491.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1797602.00        | $536157.02         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.0000%  | N/A     | $45000.00          | $25152.45          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $3507958.00        | $3107214.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $2000.00           | $1727.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 4.0000%  | N/A     | $6491000.00        | $1672779.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $70000.00          | $67223.95          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $1007.00           | $504.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $1040.00           | $902.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $25717071.00       | $25671639.98       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $2295524.00        | $2064128.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $719.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $2000.00           | $1530.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 4.5000%  | N/A     | $574000.00         | $57891.24          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 4.0000%  | N/A     | $1000.00           | $94.21             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $3884644.00        | $3046684.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $2000.00           | $1607.10           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $8000.00           | $5685.16           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $1002.00           | $827.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $1800000.00        | $1653366.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $1000.00           | $816.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 4.0000%  | N/A     | $16619.00          | $1070.32           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $769.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $2485852.00        | $2213924.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 7.0000%  | N/A     | $1002.00           | $1058.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 3.5000%  | N/A     | $2000.00           | $1541.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.0000%  | N/A     | $98000.00          | $60665.48          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $935.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $792.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $12601043.00       | $10004698.46       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $266000.00         | $161871.25         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $1000.00           | $596.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 3.5000%  | N/A     | $1000.00           | $669.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $1000.00           | $859.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $19027572.00       | $16074593.52       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 3.5000%  | N/A     | $1000.00           | $190.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 2.5000%  | N/A     | $1000.00           | $341.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $1024.00           | $692.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 3.5000%  | N/A     | $1001630.00        | $931419.41         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $25588643.00       | $26543399.10       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $1700.00           | $1673.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1001.00           | $1004.50           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $1000.00           | $443.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $11102880.00       | $8976695.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $100000.00         | $100340.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 3.5000%  | N/A     | $5000.00           | $3003.44           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $4268192.00        | $4310782.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $43300.00          | $31553.23          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.5000%  | N/A     | $615000.00         | $72623.46          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 6.0000%  | N/A     | $1001.00           | $1002.58           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $483932.00         | $297877.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $23477661.00       | $17366103.49       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1167823.00        | $1019604.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $236000.00         | $172151.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 2.0000%  | N/A     | $3000.00           | $1913.77           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 5.5000%  | N/A     | $51827.00          | $149.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1235770.00        | $1235297.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $11000000.00       | $8964363.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $1400000.00        | $272212.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1008.00           | $956.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $2000.00           | $1951.04           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $57500.00          | $43299.11          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $807.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 3.0000%  | N/A     | $2008.00           | $923.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.0000%  | N/A     | $24000.00          | $17792.68          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-02-01      | 3.0000%  | N/A     | $178753.00         | $28193.61          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $1045.00           | $768.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $2000.00           | $1888.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $13782041.00       | $9292714.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $697614.00         | $584185.47         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1024.00           | $820.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $20429189.00       | $17640763.96       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $833.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $6772000.00        | $4595842.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.5000%  | N/A     | $2024.00           | $1736.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $1308538.00        | $1328709.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.5000%  | N/A     | $2001.00           | $895.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $6000.00           | $5210.73           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-11-15      | 4.0000%  | N/A     | $25963800.00       | $2097689.82        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-08-20      | 5.0000%  | N/A     | $1999.00           | $298.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $7000.00           | $5734.86           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 2.5000%  | N/A     | $1000.00           | $642.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $1108218.00        | $1095574.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-25      | 2.5000%  | N/A     | $5000.00           | $3814.58           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.5000%  | N/A     | $3000.00           | $1894.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $318241.00         | $255557.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-11-01      | 3.5000%  | N/A     | $1001.00           | $61.26             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $1000.00           | $810.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $801.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $6981241.00        | $6841245.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $2088.00           | $1361.72           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 4.5000%  | N/A     | $2000.00           | $663.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-04-01      | 3.5000%  | N/A     | $1000.00           | $176.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $31564541.00       | $25681912.66       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $170591.00         | $172406.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $52124.00          | $43168.66          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $900.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $2000.00           | $1101.01           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $11930144.00       | $10399135.69       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $909.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $17812344.00       | $17089079.31       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 2.0000%  | N/A     | $1000.00           | $555.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $746.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 6.0000%  | N/A     | $2000.00           | $1417.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $4360630.00        | $3408276.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $2000.00           | $1908.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.5000%  | N/A     | $1024.00           | $181.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $2000.00           | $1717.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 3.5000%  | N/A     | $2009.00           | $1132.64           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $12413972.00       | $10131867.61       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 3.5000%  | N/A     | $1977840.00        | $1794480.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $972670.00         | $748343.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $1024.00           | $761.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.0000%  | N/A     | $616187.00         | $450610.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $1000.00           | $668.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $951.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $61000.00          | $50318.59          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 4.0000%  | N/A     | $60000.00          | $47422.79          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.0000%  | N/A     | $1000.00           | $814.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.5000%  | N/A     | $2000.00           | $925.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 3.5000%  | N/A     | $828000.00         | $634291.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-25      | 4.8242%  | N/A     | $3821.00           | $3443.00           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $7713.00           | $973.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 7.0000%  | N/A     | $1000.00           | $1088.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $9649540.00        | $7678618.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 4.0000%  | N/A     | $8428.00           | $811.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 4.0000%  | N/A     | $1024.00           | $92.90             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $4000.00           | $4022.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $765.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 3.5000%  | N/A     | $1061.00           | $131.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $8152892.00        | $6641988.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $6000.00           | $4687.84           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $682.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 2.0000%  | N/A     | $3000000.00        | $1448167.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.0000%  | N/A     | $1000.00           | $654.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $1016.00           | $744.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $760.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $1008.00           | $506.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $36924358.00       | $24034357.99       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-25      | 5.0742%  | N/A     | $33680435.00       | $25861311.78       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $27686603.00       | $25982681.30       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $2000.00           | $1764.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $3046.00           | $2322.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $802.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $1000.00           | $916.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 3.0000%  | N/A     | $2000.00           | $239.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.5000%  | N/A     | $2024.00           | $1519.51           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $34000.00          | $24220.95          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $2618671.00        | $1886324.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $611.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $6000.00           | $4212.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1446930.00        | $1484472.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 4.0000%  | N/A     | $1000.00           | $885.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1003968.00        | $1055757.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $1000.00           | $340.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $1311000.00        | $1213881.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $3000.00           | $2700.35           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $6120000.00        | $6126892.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 3.5000%  | N/A     | $9492643.00        | $2706295.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $2001.00           | $1727.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $842.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $748.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $2000.00           | $1907.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 3.5000%  | N/A     | $60002.00          | $46270.11          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.5000%  | N/A     | $1417380.00        | $19252.91          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $806.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $29115.00          | $26162.67          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 3.5000%  | N/A     | $39291018.00       | $8698336.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 3.5000%  | N/A     | $9596.00           | $1817.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-03-01      | 5.5000%  | N/A     | $55710.00          | $313.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-02-01      | 5.5000%  | N/A     | $14885.00          | $102.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1000.00           | $847.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.5000%  | N/A     | $1000.00           | $512.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $7000.00           | $3903.17           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 4.0000%  | N/A     | $35256.00          | $2618.23           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-03-01      | 3.5000%  | N/A     | $1024.00           | $109.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 6.5000%  | N/A     | $1000.00           | $879.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 4.5000%  | N/A     | $1000.00           | $796.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $4096.00           | $3221.72           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.0000%  | N/A     | $2000.00           | $1083.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $348762.00         | $321438.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $76000.00          | $63171.06          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 5.5000%  | N/A     | $1000.00           | $11.93             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-03-01      | 1.5000%  | N/A     | $24999000.00       | $14094575.38       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 5.0000%  | N/A     | $39061.00          | $34864.17          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $1000.00           | $885.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 4.0000%  | N/A     | $13004.00          | $250.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.5000%  | N/A     | $1120.00           | $182.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $11156.00          | $8345.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-05-01      | 2.0000%  | N/A     | $1000.00           | $491.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $16000.00          | $12232.63          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $30016596.00       | $27337243.86       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 3.0000%  | N/A     | $1000.00           | $247.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $1997.00           | $233.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $6723406.00        | $5386236.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $3000.00           | $1557.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-09-01      | 5.0000%  | N/A     | $1000.00           | $591.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $1000.00           | $758.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 4.5000%  | N/A     | $10000.00          | $515.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 4.5000%  | N/A     | $1980.00           | $137.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $85172.00          | $70653.89          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $263000.00         | $205202.63         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-05-01      | 3.5000%  | N/A     | $1001000.00        | $110087.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 7.0000%  | N/A     | $1000.00           | $936.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $1427659.00        | $1105944.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $1025.19           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $14065.00          | $11094.56          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-05-01      | 2.0000%  | N/A     | $75000.00          | $37539.99          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 3.0000%  | N/A     | $1000.00           | $114.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 4.0000%  | N/A     | $25754.00          | $17757.68          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $3000.00           | $1888.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $2024.00           | $1638.43           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $880.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $2016.00           | $1981.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $22995515.00       | $20800192.64       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 6.0000%  | N/A     | $57219.00          | $579.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $5041873.00        | $5095542.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $64000.00          | $44559.43          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-09-01      | 3.0000%  | N/A     | $1000.00           | $341.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $7000.00           | $6562.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.0000%  | N/A     | $2049.00           | $341.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.5000%  | N/A     | $1000.00           | $105.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 2.5000%  | N/A     | $2000.00           | $952.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $6758.00           | $3502.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $955982.00         | $782931.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $988.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $3096219.00        | $3167407.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $1001.00           | $728.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $4096.00           | $2800.60           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $870.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $25205098.00       | $23783874.47       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $679.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 4.0000%  | N/A     | $2772.00           | $2517.25           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $912.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.5000%  | N/A     | $198000.00         | $131868.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 3.0000%  | N/A     | $2001.00           | $338.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-03-01      | 1.5000%  | N/A     | $3000.00           | $2173.60           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $1024.00           | $905.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $1000.00           | $1003.01           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 2.0000%  | N/A     | $1000.00           | $456.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 3.5000%  | N/A     | $2073.00           | $137.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.5000%  | N/A     | $1000.00           | $99.34             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $4000000.00        | $3152901.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | 3.0000%  | N/A     | $317000.00         | $54732.42          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 3.0000%  | N/A     | $399991.00         | $41125.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $25503287.00       | $21353290.86       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1305444.00        | $1347391.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $1504.00           | $964.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1003.00           | $989.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.0000%  | N/A     | $1002.00           | $113.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 4.0000%  | N/A     | $1394203.00        | $1169838.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1024.00           | $979.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $8700000.00        | $6284149.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $3024.00           | $2689.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $6168616.00        | $4908511.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.5000%  | N/A     | $1000.00           | $711.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $82763.00          | $67548.06          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $3690652.00        | $3725811.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.5000%  | N/A     | $2016.00           | $1521.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $627.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $1000.00           | $788.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $9000.00           | $7247.44           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $564.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $686.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $1015.00           | $1000.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 7.0000%  | N/A     | $1000.00           | $1049.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $8000.00           | $5390.80           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 4.5000%  | N/A     | $1000.00           | $797.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $730.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1001.00           | $992.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $32000.00          | $23639.40          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $74000.00          | $69903.25          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $500000.00         | $514032.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $4083176.00        | $2378249.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.0000%  | N/A     | $3354162.00        | $3179937.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $641.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $2000.00           | $1342.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.5000%  | N/A     | $1000.00           | $250.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 2.5000%  | N/A     | $6556.00           | $1993.49           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 4.0000%  | N/A     | $2000.00           | $1383.85           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $1000.00           | $876.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-11-01      | 4.5000%  | N/A     | $1039.00           | $1029.00           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 3.5000%  | N/A     | $1563.00           | $878.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.0000%  | N/A     | $186000.00         | $40133.25          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $118000.00         | $77998.10          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $2065.00           | $1313.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $538020.00         | $509801.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $20450302.00       | $14781700.30       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $848.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 3.5000%  | N/A     | $1024.00           | $160.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-12-01      | 3.5000%  | N/A     | $1000.00           | $52.98             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.0000%  | N/A     | $46206000.00       | $13280041.73       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $2043.00           | $1937.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.0000%  | N/A     | $1000.00           | $238.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1000.00           | $949.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $2048.00           | $409.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $1000.00           | $457.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $1000.00           | $96.27             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $1280.00           | $286.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.5000%  | N/A     | $1024.00           | $304.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $129000.00         | $79699.68          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 3.0000%  | N/A     | $1000.00           | $117.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $130000.00         | $26009.43          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.5000%  | N/A     | $2000.00           | $29.52             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $1024.00           | $202.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1008.00           | $897.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-12-01      | 3.5000%  | N/A     | $1001.00           | $49.49             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-06-01      | 3.5000%  | N/A     | $1063461.00        | $384308.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.5000%  | N/A     | $1030.00           | $218.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $1000.00           | $793.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 7.0000%  | N/A     | $1000.00           | $1054.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $5000000.00        | $4143982.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $1000.00           | $925.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-10-01      | 8.0000%  | N/A     | $1878.00           | $0.79              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $20809917.00       | $14694858.27       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $20839798.00       | $16427970.98       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.5000%  | N/A     | $1000.00           | $182.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $880.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $2000.00           | $365.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $1013.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1000.00           | $822.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $912.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $10500000.00       | $7631191.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | 3.0000%  | N/A     | $16000.00          | $2760.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 3.5000%  | N/A     | $1000.00           | $93.00             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $3434000.00        | $3126680.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 3.5000%  | N/A     | $2029341.00        | $1881951.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $5136119.00        | $3702922.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-01      | 2.5000%  | N/A     | $16000.00          | $2351.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-01      | 4.5000%  | N/A     | $3067.00           | $88.85             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 7.0000%  | N/A     | $1000.00           | $1088.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $353886.00         | $352179.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $19274482.00       | $15684227.94       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $2003.00           | $1235.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $1008.00           | $172.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-02-01      | 4.5000%  | N/A     | $1553.00           | $8.49              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $5484757.00        | $5592276.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $1002.00           | $842.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $771.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | 5.0000%  | N/A     | $2999.00           | $184.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1010.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $10090.00          | $2720.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $928.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $886.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $718.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.5000%  | N/A     | $1024.00           | $87.89             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-07-01      | 5.5000%  | N/A     | $3000.00           | $74.26             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | 4.0000%  | N/A     | $22494802.00       | $1838175.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $54279.00          | $4718.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 4.5000%  | N/A     | $2000.00           | $482.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-25      | 8.0000%  | N/A     | $25631139.00       | $27311514.65       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $499950.00         | $509750.69         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 3.0000%  | N/A     | $1360732.00        | $970229.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 3.5000%  | N/A     | $1000.00           | $232.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.5000%  | N/A     | $51269702.00       | $14107241.61       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $6000.00           | $3737.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 8.0000%  | N/A     | $1000.00           | $1072.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2016.00           | $2057.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | 3.5000%  | N/A     | $1000.00           | $345.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $10000000.00       | $9611681.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $2000.00           | $2039.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5000%  | N/A     | $18733.00          | $2163.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $18300000.00       | $13359886.10       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 3.0000%  | N/A     | $8074861.00        | $7160760.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $2058950.00        | $2134370.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $60043769.00       | $8049021.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 3.0000%  | N/A     | $5000.00           | $4210.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $1003.00           | $306.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $19957565.00       | $14496004.72       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.0000%  | N/A     | $1152.00           | $4.34              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $2000.00           | $348.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.0000%  | N/A     | $11095090.00       | $2328052.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $1000.00           | $618.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 7.0000%  | N/A     | $1002.00           | $969.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.0000%  | N/A     | $2001.00           | $1624.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1025.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $21020145.00       | $18813539.75       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-02-01      | 3.5000%  | N/A     | $1209.00           | $356.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 3.5000%  | N/A     | $1000.00           | $202.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $949.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2000.00           | $2046.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $7466073.00        | $5896668.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $49194.00          | $48049.77          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1058712.00        | $1085308.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $1008.00           | $828.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.0000%  | N/A     | $1001.00           | $178.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.5000%  | N/A     | $1000.00           | $758.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 4.0000%  | N/A     | $6952179.00        | $2229998.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-08-01      | 6.0000%  | N/A     | $21162.00          | $149.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.0000%  | N/A     | $137150283.00      | $1747367.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 7.0000%  | N/A     | $1000.00           | $621.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $1000.00           | $739.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1029.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $1000.00           | $89.39             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $1111856.00        | $954067.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $2007.00           | $1827.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | 4.5000%  | N/A     | $7395000.00        | $2371099.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $963.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $1000.00           | $1004.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $1040.00           | $457.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 3.5000%  | N/A     | $1000.00           | $146.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $13636300.00       | $12595150.42       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $3405680.00        | $1925293.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1112.00           | $1147.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-05-01      | 4.5000%  | N/A     | $1000.00           | $52.26             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1027.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-05-01      | 3.5000%  | N/A     | $251500.00         | $43121.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $4290192.00        | $4393810.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 3.0000%  | N/A     | $2000.00           | $463.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | 6.5000%  | N/A     | $227920.00         | $120812.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.0000%  | N/A     | $4987572.00        | $3465179.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | 5.0000%  | N/A     | $696000.00         | $702992.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $5798212.00        | $6074529.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1010.00           | $939.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $5674608.00        | $54298.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $2013.00           | $2096.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.5000%  | N/A     | $2000.00           | $1963.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.0000%  | N/A     | $6594299.00        | $6292618.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $4037717.00        | $3224734.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | 4.0000%  | N/A     | $99000.00          | $13969.75          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.0000%  | N/A     | $2000.00           | $960.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $2001.00           | $2093.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $6210000.00        | $4258151.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $9874367.00        | $5034621.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | 3.5000%  | N/A     | $1000.00           | $116.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $100000.00         | $84423.36          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.0000%  | N/A     | $1212493.00        | $1009160.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $14926641.00       | $13040094.92       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-10-01      | 4.0000%  | N/A     | $1000.00           | $32.88             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1002.00           | $1023.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.5000%  | N/A     | $1000.00           | $942.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $8907139.00        | $2066374.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.0000%  | N/A     | $2009.00           | $12.72             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-02-25      | 3.5000%  | N/A     | $4078162.00        | $824368.36         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2058-01-01      | 3.5000%  | N/A     | $1000.00           | $408.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $18930926.00       | $12978113.24       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $2001.00           | $2105.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | 3.5000%  | N/A     | $2217.00           | $436.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $2240.00           | $346.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.5000%  | N/A     | $1024.00           | $107.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $3671607.00        | $666688.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 7.0000%  | N/A     | $1000.00           | $1061.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.0000%  | N/A     | $1000.00           | $1059.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.5000%  | N/A     | $980585.00         | $967408.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $13006105.00       | $10302025.19       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $14520783.00       | $14319890.78       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 4.5000%  | N/A     | $5790000.00        | $4752656.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $576340.00         | $590870.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 4.5000%  | N/A     | $47001.00          | $13834.84          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | 4.0000%  | N/A     | $727695.00         | $106170.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 7.5000%  | N/A     | $1000.00           | $537.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.5000%  | N/A     | $2011.00           | $48.13             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1008.00           | $1037.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-09-01      | 4.5000%  | N/A     | $2000.00           | $132.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 7.5000%  | N/A     | $1000.00           | $1073.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $337324.00         | $43571.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1024.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1003.00           | $1048.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1001.00           | $1042.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $4180.00           | $4314.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $1008.00           | $312.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.0000%  | N/A     | $1000.00           | $236.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1001.00           | $738.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $932.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-09-01      | 4.5000%  | N/A     | $2401.00           | $38.47             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 3.5000%  | N/A     | $17597399.00       | $1725400.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $2000.00           | $581.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | 4.0000%  | N/A     | $1001.00           | $156.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.0000%  | N/A     | $1228.00           | $180.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $32930000.00       | $25821981.86       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | 4.0000%  | N/A     | $1735426.00        | $301987.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $1000.00           | $153.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $3218.00           | $3226.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 7.0000%  | N/A     | $2000.00           | $1109.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $1004.00           | $644.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.0000%  | N/A     | $3407.00           | $787.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1008.00           | $959.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.0000%  | N/A     | $15149442.00       | $14243464.78       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $1000.00           | $192.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1026.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1000.00           | $1032.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $17575103.00       | $9336625.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $2016.00           | $1811.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | 6.4270%  | N/A     | $194449.00         | $1294.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1034.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $3002.00           | $2560.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.0000%  | N/A     | $1000.00           | $41.33             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-03-01      | 3.0000%  | N/A     | $17000.00          | $2355.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $1000.00           | $508.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-01-01      | 4.0000%  | N/A     | $151171.00         | $40887.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1014.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $1000.00           | $994.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.5000%  | N/A     | $366999.00         | $101938.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1008.00           | $1032.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $8589201.00        | $7321457.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 4.0000%  | N/A     | $56873506.00       | $11252301.76       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $2058198.00        | $1798581.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $6281415.00        | $6414670.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2062-09-01      | 3.5000%  | N/A     | $1024.00           | $736.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | 2.5000%  | N/A     | $1000.00           | $235.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1060.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2010.00           | $2047.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $2359476.00        | $2135768.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $11450760.00       | $11675233.06       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $1014.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-08-01      | 7.5000%  | N/A     | $27811283.00       | $25018.41          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 4.0000%  | N/A     | $1000.00           | $32.63             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $1032.00           | $581.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $1006.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $1000.00           | $663.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | 4.5000%  | N/A     | $1000.00           | $190.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $1024.00           | $573.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-01-01      | 5.5000%  | N/A     | $1022.00           | $8.44              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.5000%  | N/A     | $1008.00           | $136.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $2000.00           | $1911.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $2000.00           | $1844.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $13216488.00       | $10524444.33       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.5000%  | N/A     | $15364216.00       | $14227060.09       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | 4.0000%  | N/A     | $4000.00           | $843.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1003.00           | $1026.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-25      | 5.5000%  | N/A     | $48884941.00       | $22053377.87       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1000.00           | $1015.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 5.0000%  | N/A     | $660620.00         | $641391.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.0000%  | N/A     | $20522663.00       | $3182230.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-25      | 4.0000%  | N/A     | $94000.00          | $52041.87          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $1000.00           | $567.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $2997203.00        | $2551727.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-25      | 3.0000%  | N/A     | $2048.00           | $1558.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-07-01      | 3.0000%  | N/A     | $664005.00         | $51928.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 4.5000%  | N/A     | $1000.00           | $855.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $2022.00           | $1961.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $22262576.00       | $19250438.93       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $1001.00           | $1023.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $2048.00           | $1190.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $3272709.00        | $2974771.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.5000%  | N/A     | $3000.00           | $591.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $82000.00          | $76331.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-04-01      | 3.5000%  | N/A     | $1156568.00        | $65452.85          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $22051782.00       | $22794631.50       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $21800000.00       | $15352966.31       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1008.00           | $958.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 7.0000%  | N/A     | $1886142.00        | $2022659.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.0000%  | N/A     | $1286933.00        | $282347.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1036.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $997.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1019.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1284676.00        | $1296914.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1008.00           | $951.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $1023.00           | $155.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.0000%  | N/A     | $1000.00           | $228.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $937.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 4.5000%  | N/A     | $1000.00           | $49.93             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $2000.00           | $2002.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-06-01      | 6.5000%  | N/A     | $1000.00           | $131.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.5000%  | N/A     | $1000.00           | $233.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $1042.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.0000%  | N/A     | $476882.00         | $323038.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1006.00           | $1038.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $33000000.00       | $25697752.42       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-01-01      | 4.0000%  | N/A     | $91884.00          | $5401.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 7.0000%  | N/A     | $3578798.00        | $3478322.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2001.00           | $2040.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-03-01      | 3.5000%  | N/A     | $2000.00           | $499.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-02-01      | 4.0000%  | N/A     | $1000.00           | $294.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 5.0000%  | N/A     | $1002.00           | $113.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $1015.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $2036333.00        | $2043259.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $3001.00           | $2579.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $1120.00           | $293.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $14501672.00       | $11032426.49       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-11-01      | 3.5000%  | N/A     | $2016.00           | $118.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $13600000.00       | $3115854.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1008.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 4.5000%  | N/A     | $1000.00           | $873.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 5.0000%  | N/A     | $2000.00           | $242.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.5000%  | N/A     | $7168.00           | $964.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1008.00           | $968.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-25      | 6.0000%  | N/A     | $6349312.00        | $4072213.67        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-05-01      | 3.0000%  | N/A     | $152539.00         | $90046.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $3200627.00        | $3288942.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | 3.5000%  | N/A     | $5729839.00        | $1921437.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.5000%  | N/A     | $1000.00           | $399.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $3084.00           | $2596.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.4890%  | N/A     | $8511695.00        | $6221902.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.0000%  | N/A     | $1001.00           | $117.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | 4.0000%  | N/A     | $1000.00           | $132.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $1052.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $1280.00           | $200.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $1022.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $1043.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $2000.00           | $1916.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1001.00           | $1050.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $1524504.00        | $1370060.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1008.00           | $773.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $27802674.00       | $26650359.27       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1952238.00        | $2054869.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $1000.00           | $1039.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1024.00           | $1011.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 2.5000%  | N/A     | $1000.00           | $126.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 3.5000%  | N/A     | $2048.00           | $864.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-12-01      | 4.5000%  | N/A     | $3000.00           | $2862.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-01      | 6.0000%  | N/A     | $895000.00         | $143431.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $9059000.00        | $7408191.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $1041.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 7.0000%  | N/A     | $2000.00           | $2116.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $31500000.00       | $21728101.72       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1061.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.0000%  | N/A     | $1005.00           | $214.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $901.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $555000.00         | $92875.27          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $22936501.00       | $17912797.60       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1015.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $959.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $5064696.00        | $4251736.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $882755.00         | $919115.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $979.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-12-01      | 2.5000%  | N/A     | $1002.00           | $28.41             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $1000.00           | $642.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | 4.5000%  | N/A     | $1000.00           | $803.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-05-01      | 3.0000%  | N/A     | $1000.00           | $80.22             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $3000.00           | $3005.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.5000%  | N/A     | $10878955.00       | $1006306.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 3.5000%  | N/A     | $1007370.00        | $931418.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-07-01      | 6.5000%  | N/A     | $4030.00           | $21.10             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1008.00           | $857.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-06-01      | 3.0000%  | N/A     | $208888.00         | $131567.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-25      | 6.0000%  | N/A     | $5000000.00        | $1366482.64        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $1000.00           | $52.53             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $11645631.00       | $10427878.64       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.5000%  | N/A     | $2000.00           | $348.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $732718.00         | $738147.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.0000%  | N/A     | $110885.00         | $26212.27          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.0000%  | N/A     | $1000.00           | $1059.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1024.00           | $697.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1031.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.0000%  | N/A     | $1000.00           | $1064.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2061-09-01      | 2.5000%  | N/A     | $1000.00           | $596.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $3000.00           | $2936.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $916.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $2000.00           | $2058.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $924.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 5.5000%  | N/A     | $331648.00         | $327216.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.5000%  | N/A     | $4000.00           | $1499.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 7.0000%  | N/A     | $1000.00           | $899.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $1000.00           | $671.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.5000%  | N/A     | $1000.00           | $218.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $1000.00           | $522.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $612000.00         | $83078.64          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $950.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $656927.00         | $663785.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $1000.00           | $73.27             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | 5.5000%  | N/A     | $15036.00          | $44.33             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | 5.0000%  | N/A     | $1111.00           | $52.52             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-12-01      | 3.5000%  | N/A     | $1000.00           | $69.36             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2000.00           | $2050.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-07-01      | 5.5000%  | N/A     | $11941.00          | $131.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 7.0000%  | N/A     | $340003.00         | $360188.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 3.5000%  | N/A     | $1000.00           | $136.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $5185118.00        | $5079483.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $7612623.00        | $4868941.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1001.00           | $1009.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-04-01      | 4.5000%  | N/A     | $1000.00           | $128.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1021.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 7.0000%  | N/A     | $1000.00           | $1071.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.5000%  | N/A     | $211000.00         | $29192.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1093.00           | $957.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $548191.00         | $474530.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $998.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $373001.00         | $340220.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $1094657.00        | $1108091.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $2560000.00        | $2015935.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1008.00           | $829.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $1591186.00        | $1151010.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 7.5000%  | N/A     | $651524.00         | $686756.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.5000%  | N/A     | $1120.00           | $277.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $2186.00           | $1294.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $159551.00         | $162678.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 7.0000%  | N/A     | $1516712.00        | $1624172.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 4.0000%  | N/A     | $32250000.00       | $10333983.66       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-12-01      | 3.5000%  | N/A     | $1000.00           | $49.76             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 7.0000%  | N/A     | $1318496.00        | $1414718.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | 6.0000%  | N/A     | $18000.00          | $294.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $3257760.00        | $3058813.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1000.00           | $1021.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $946.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $1000.00           | $1032.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.0000%  | N/A     | $374618.00         | $333761.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $6000.00           | $3986.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-03-01      | 3.5000%  | N/A     | $37000.00          | $4510.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $2326420.00        | $2275766.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 3.5000%  | N/A     | $2048.00           | $499.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $930570.00         | $778461.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $1000.00           | $153.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $3513.00           | $3587.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $1000.00           | $108.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1052.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $1024.00           | $398.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $2273970.00        | $2334600.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $624.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1025.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $347994.00         | $57531.46          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-08-01      | 3.0000%  | N/A     | $13269.00          | $175.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $4298270.00        | $3949124.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 5.5000%  | N/A     | $23860000.00       | $21127135.91       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $179000.00         | $30598.25          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $1230.00           | $122.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $827.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-25      | 4.0000%  | N/A     | $5306000.00        | $5084616.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $16987506.00       | $15575134.53       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.0000%  | N/A     | $1016626.00        | $784422.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $759.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $1624731.00        | $1311681.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $1132054.00        | $151158.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $1000.00           | $592.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $4097720.00        | $4078413.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $26968543.00       | $27513372.45       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2061-09-01      | 3.0000%  | N/A     | $95000.00          | $62001.00          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $6729024.00        | $6026783.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-03-01      | 3.5000%  | N/A     | $3212000.00        | $149632.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $1001.00           | $157.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1032.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $1020.00           | $75.38             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 4.5000%  | N/A     | $7000.00           | $972.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $483026.00         | $497343.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-04-01      | 5.5000%  | N/A     | $2222.00           | $9.04              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1022.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $960.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | 8.5000%  | N/A     | $1279.00           | $25.98             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $3000.00           | $2613.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $4235712.00        | $4410326.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | 5.5000%  | N/A     | $4064.00           | $37.66             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $1003556.00        | $712816.12         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 4.5000%  | N/A     | $20849878.00       | $19540309.95       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.5000%  | N/A     | $1000.00           | $799.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1003.00           | $1023.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 2.5000%  | N/A     | $1000.00           | $426.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $33265.00          | $31226.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.0000%  | N/A     | $20000.00          | $3884.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-01-01      | 3.0000%  | N/A     | $2998.00           | $166.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-10-01      | 5.5000%  | N/A     | $2001.00           | $12.47             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $1000.00           | $154.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.5000%  | N/A     | $1000.00           | $982.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1031.00           | $975.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 4.5000%  | N/A     | $3000.00           | $2544.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-01-01      | 3.0000%  | N/A     | $78885.00          | $71493.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $1000.00           | $545.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 7.0000%  | N/A     | $1000.00           | $523.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $4270909.00        | $3368369.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.5000%  | N/A     | $1050.00           | $194.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 7.0000%  | N/A     | $1000.00           | $1068.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-03-01      | 4.5000%  | N/A     | $1000.00           | $112.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $2136113.00        | $2171696.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.5000%  | N/A     | $20213661.00       | $14630030.17       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-01-01      | 3.0000%  | N/A     | $1000.00           | $76.47             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-25      | 4.7742%  | N/A     | $34801288.00       | $28849173.58       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $5594409.00        | $4270896.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.0000%  | N/A     | $1000.00           | $244.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $1133.00           | $252.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-03-01      | 6.0000%  | N/A     | $4001.00           | $21.46             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $4564176.00        | $3968824.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1159500.00        | $1169615.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 5.5000%  | N/A     | $7115590.00        | $7334475.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-25      | 5.0000%  | N/A     | $27746000.00       | $26758080.80       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-12-01      | 4.5000%  | N/A     | $6048893.00        | $6005697.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $2473083.00        | $916770.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $2000.00           | $111.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-08-01      | 3.5000%  | N/A     | $1000.00           | $82.90             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $1000.00           | $245.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | 5.0000%  | N/A     | $1288878.00        | $36706.43          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1029.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-04-01      | 7.0000%  | N/A     | $13260.00          | $30.87             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1049.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $1000.00           | $824.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 4.0000%  | N/A     | $1000.00           | $77.68             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 3.0000%  | N/A     | $62000.00          | $24207.82          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $841.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $908367.00         | $895388.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $656.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $29815000.00       | $23136977.43       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $22640739.00       | $16908206.50       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.0000%  | N/A     | $1000.00           | $178.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1042.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-07-01      | 4.0000%  | N/A     | $1039.00           | $340.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | 3.5000%  | N/A     | $2000.00           | $440.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $14003.00          | $1859.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 3.5000%  | N/A     | $999900.00         | $931418.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1964850.00        | $1981315.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | 5.5000%  | N/A     | $2186.00           | $15.97             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-25      | 5.1242%  | N/A     | $7814506.00        | $4052561.58        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-05-01      | 6.5000%  | N/A     | $6820.00           | $45.00             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1899580.00        | $1968909.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.0000%  | N/A     | $2000.00           | $373.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 6.0000%  | N/A     | $1000.00           | $191.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $855.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $790644.00         | $820838.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | 3.5000%  | N/A     | $1000.00           | $81.37             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1014.00           | $796.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-10-01      | 4.0000%  | N/A     | $2001.00           | $222.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | 5.0000%  | N/A     | $2000.00           | $1882.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1183243.00        | $1031967.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $881.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-01      | 3.5000%  | N/A     | $3000.00           | $603.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 4.5000%  | N/A     | $1000.00           | $91.54             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.5000%  | N/A     | $8859508.00        | $5391763.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | 5.0000%  | N/A     | $2654176.00        | $47160.25          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-01-01      | 3.0000%  | N/A     | $16000.00          | $2233.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.5000%  | N/A     | $2024.00           | $118.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1155430.00        | $1170876.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1501.00           | $1528.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1038.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.5000%  | N/A     | $1000.00           | $704.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $427.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $2692164.00        | $2816767.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.5000%  | N/A     | $1062.00           | $237.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $7318764.00        | $6458493.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $15024.00          | $1652.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 3.5000%  | N/A     | $4545000.00        | $1620199.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-06-01      | 3.0000%  | N/A     | $2016.00           | $83.69             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $934.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1045.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $557132.00         | $396918.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.5000%  | N/A     | $5300000.00        | $1327656.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 7.0000%  | N/A     | $1000.00           | $1092.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1032.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | 3.5000%  | N/A     | $1000.00           | $86.32             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 3.5000%  | N/A     | $180249.00         | $6027.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 6.0000%  | N/A     | $18000.00          | $346.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-12-01      | 3.5000%  | N/A     | $2996.00           | $197.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1018.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.0000%  | N/A     | $1000.00           | $206.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $2219760.00        | $2263274.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 4.0000%  | N/A     | $4806907.00        | $4481676.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $2000.00           | $801.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $1024.00           | $986.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $2000.00           | $1676.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2000.00           | $2056.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $1058.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1817096.00        | $1863413.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $3774882.00        | $3406054.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.5000%  | N/A     | $14596710.00       | $1623619.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $1036.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1479000.00        | $1368509.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.5000%  | N/A     | $19000000.00       | $2251454.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $2000.00           | $2066.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.0000%  | N/A     | $957000.00         | $897507.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 6.5000%  | N/A     | $1692000.00        | $90676.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.0000%  | N/A     | $14000.00          | $1059.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $1186095.00        | $1012687.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $1009.00           | $858.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2280.00           | $2354.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 5.0000%  | N/A     | $342033.00         | $23033.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1001.00           | $1051.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $1000.00           | $143.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $991.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1023.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $433836.00         | $397164.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $1000.00           | $608.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $2000.00           | $1332.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $1000.00           | $177.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | 3.5000%  | N/A     | $1024.00           | $202.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $2048.00           | $2065.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $5006446.00        | $3628491.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $1000.00           | $221.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.5000%  | N/A     | $1022.00           | $246.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1286246.00        | $1218657.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $974.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.5000%  | N/A     | $1000.00           | $32.98             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 2.5000%  | N/A     | $3000.00           | $423.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $5000.00           | $1072.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 5.5000%  | N/A     | $1000.00           | $4.00              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $25964852.00       | $26053175.78       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $4739102.00        | $4816454.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1349330.00        | $1379014.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-12-01      | 3.0000%  | N/A     | $1089.00           | $17.95             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 3.5000%  | N/A     | $1000.00           | $151.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | 4.0000%  | N/A     | $1004.00           | $405.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $12000.00          | $9015.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.5000%  | N/A     | $2000.00           | $404.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-01-01      | 4.0000%  | N/A     | $2000.00           | $277.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.0000%  | N/A     | $1000.00           | $866.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-06-01      | 3.0000%  | N/A     | $14000.00          | $1967.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-08-01      | 2.0000%  | N/A     | $1000.00           | $45.05             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-04-01      | 4.0000%  | N/A     | $1006.00           | $225.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-10-01      | 3.5000%  | N/A     | $1013.00           | $21.81             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1003.00           | $1037.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 3.5000%  | N/A     | $1000.00           | $216.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $1004.00           | $1008.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | 4.0000%  | N/A     | $1008.00           | $698.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $1066932.00        | $308389.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 7.0000%  | N/A     | $1000.00           | $1063.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $1000.00           | $1014.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $1749.00           | $1448.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $8778890.00        | $6848402.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $2000.00           | $223.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $960.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-11-01      | 3.5000%  | N/A     | $2000.00           | $42.40             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 2.5000%  | N/A     | $2000.00           | $322.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 4.0000%  | N/A     | $761180.00         | $703979.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $34000.00          | $7799.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.0000%  | N/A     | $1000.00           | $634.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $1000.00           | $154.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $2000.00           | $1934.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1024.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $3346024.00        | $512791.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $1024.00           | $446.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $50867.00          | $46323.55          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $2000.00           | $2124.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $4116.00           | $469.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.0000%  | N/A     | $1401971.00        | $1333770.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $3006.00           | $2431.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $1000.00           | $56.59             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $897.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $1000.00           | $411.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 5.0000%  | N/A     | $8181934.00        | $8331472.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $20000000.00       | $1811933.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $639.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $985.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1039.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 4.0000%  | N/A     | $1000.00           | $266.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $624.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-09-01      | 4.0000%  | N/A     | $1406790.00        | $142959.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 4.0000%  | N/A     | $1001.00           | $931.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $25249901.00       | $19610469.74       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $6502730.00        | $3683590.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 4.0000%  | N/A     | $12489612.00       | $11848102.66       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $5416221.00        | $5486917.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $2000.00           | $192.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 7.0000%  | N/A     | $1000.00           | $777.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-01      | 3.0000%  | N/A     | $1000.00           | $61.10             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $2000.00           | $1564.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $14039377.00       | $13129654.64       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1000.00           | $918.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-01-01      | 5.0000%  | N/A     | $3297.00           | $10.99             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.5000%  | N/A     | $2027.00           | $3.46              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.5000%  | N/A     | $1000.00           | $222.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $1008.00           | $151.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.0000%  | N/A     | $4000.00           | $4253.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $1000.00           | $818.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1009.00           | $1032.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1000.00           | $1037.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $1026.00           | $726.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $1000.00           | $146.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $1003.00           | $1002.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $1040.00           | $231.03            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-05-15      | 5.0000%  | N/A     | $164164.00         | $2947.55           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-20      | 2.2500%  | N/A     | $114206000.00      | $5343835.22        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-11-20      | 1.5000%  | N/A     | $69631.00          | $55979.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.0000%  | N/A     | $12564668.00       | $9251726.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-20      | 1.5000%  | N/A     | $116972.00         | $84924.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $11239483.00       | $11246189.23       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $28344750.00       | $29345677.51       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-12-15      | 5.0000%  | N/A     | $357000.00         | $8205.56           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-12-20      | 7.0000%  | N/A     | $17000000.00       | $10731338.44       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 4.9676%  | N/A     | $34885069.00       | $29851363.56       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.0000%  | N/A     | $324058.00         | $3572.10           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-15      | 5.0000%  | N/A     | $46592.00          | $3791.91           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 2.0000%  | N/A     | $4451317.00        | $2798302.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-03-15      | 5.0000%  | N/A     | $415000.00         | $14273.30          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 2.0000%  | N/A     | $3328248.00        | $1629599.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $33980183.00       | $35023088.23       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 4.5000%  | N/A     | $24149332.00       | $23961511.16       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.0000%  | N/A     | $605919.00         | $8282.78           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $17179378.00       | $13493109.02       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $625000.00         | $8187.50           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $42871867.00       | $36943830.26       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-15      | 5.0000%  | N/A     | $218000.00         | $7287.43           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.0000%  | N/A     | $12892563.00       | $12288978.30       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-04-15      | 5.0000%  | N/A     | $380726.00         | $11926.60          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $2546267.00        | $2602605.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.8177%  | N/A     | $58415736.00       | $58368525.58       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-03-20      | 5.5000%  | N/A     | $2743312.00        | $2135054.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | 5.0000%  | N/A     | $15000000.00       | $11558187.31       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $410000.00         | $6378.89           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-10-15      | 5.6000%  | N/A     | $5841336.00        | $333155.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | 3.0000%  | N/A     | $617236.00         | $545019.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.0176%  | N/A     | $12654233.00       | $10672731.15       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | 4.9177%  | N/A     | $19519944.00       | $14928677.10       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-11-20      | 1.5000%  | N/A     | $173719.00         | $128513.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $15100000.00       | $15080907.42       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 3.5000%  | N/A     | $558122.00         | $510964.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | 5.0000%  | N/A     | $1000000.00        | $13579.36          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.0000%  | N/A     | $1001190.00        | $17706.07          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 1.5000%  | N/A     | $172063.00         | $82964.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $16900980.00       | $12392420.24       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-08-15      | 4.5000%  | N/A     | $92013.00          | $23456.08          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.5000%  | N/A     | $1356740.00        | $1010084.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | 5.0000%  | N/A     | $267988.00         | $8008.04           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 2.0000%  | N/A     | $15942919.00       | $7348117.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5000%  | N/A     | $54481913.00       | $53398158.79       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-10-15      | 5.0000%  | N/A     | $475000.00         | $6415.41           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.5000%  | N/A     | $22553753.00       | $13532580.45       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 6.5000%  | N/A     | $952342.00         | $395628.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $349954.00         | $325748.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.0000%  | N/A     | $47416.00          | $47207.29          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $9810112.00        | $9598488.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-03-15      | 5.0000%  | N/A     | $355000.00         | $10985.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.0000%  | N/A     | $21386028.00       | $20310595.93       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-15      | 5.0000%  | N/A     | $283234.00         | $10616.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-15      | 5.0000%  | N/A     | $45698.00          | $304.00            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 4.5000%  | N/A     | $37747785.00       | $27951911.39       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 2.0000%  | N/A     | $2382000.00        | $1125169.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $944731.00         | $10050.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-03-15      | 5.0000%  | N/A     | $730066.00         | $9985.72           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 3.5000%  | N/A     | $249692.00         | $228224.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.0000%  | N/A     | $239319.00         | $5299.99           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-15      | 5.0000%  | N/A     | $1200000.00        | $16857.33          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.0000%  | N/A     | $1043529.00        | $1062805.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $209265.00         | $208005.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $470797.00         | $3076.17           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 1.5000%  | N/A     | $113600.00         | $83472.84          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.5000%  | N/A     | $4813907.00        | $608655.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-15      | 4.0000%  | N/A     | $213066.00         | $130624.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 5.0000%  | N/A     | $21435576.00       | $21359545.07       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-02-20      | 4.9676%  | N/A     | $4834810.00        | $3430602.70        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.5000%  | N/A     | $1328957.00        | $350244.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $122645.00         | $116112.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.0000%  | N/A     | $100465.00         | $100376.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-04-15      | 5.0000%  | N/A     | $35745.00          | $188.63            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.0000%  | N/A     | $50000.00          | $41863.43          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-08-20      | 6.5000%  | N/A     | $25417185.00       | $11612674.23       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-04-15      | 5.0000%  | N/A     | $400000.00         | $28214.07          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-03-15      | 5.0000%  | N/A     | $330283.00         | $4927.93           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $99132.00          | $91937.14          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.5000%  | N/A     | $11124564.00       | $7879512.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $654460.00         | $665455.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-11-15      | 5.0000%  | N/A     | $1030000.00        | $16614.64          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2030-12-31      | 3.7500%  | N/A     | $190263700.00      | $190777411.99      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-11-27      | 0.0000%  | N/A     | $3100.00           | $3004.40           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-01-20      | 0.0000%  | N/A     | $115000.00         | $114775.41         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2048-05-15      | 3.1250%  | N/A     | $523000.00         | $401725.71         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-08-31      | 3.7500%  | N/A     | $74400.00          | $75282.24          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-04-28      | 0.0000%  | N/A     | $49999100.00       | $49420110.42       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-04-09      | 0.0000%  | N/A     | $25000000.00       | $24759500.00       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2055-08-15      | 4.7500%  | N/A     | $891000.00         | $898103.50         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2047-05-15      | 3.0000%  | N/A     | $1197000.00        | $908605.78         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-02-15      | 4.5000%  | N/A     | $1300.00           | $1286.49           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-10-15      | 0.1250%  | N/A     | $10000000.00       | $11807029.77       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-11-30      | 3.7500%  | N/A     | $1000000.00        | $994753.68         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2049-02-15      | 3.0000%  | N/A     | $25000000.00       | $18809150.00       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-05-31      | 4.0000%  | N/A     | $200184300.00      | $203790939.14      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2054-11-15      | 4.5000%  | N/A     | $21758000.00       | $20792776.65       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-08-15      | 4.2500%  | N/A     | $601200.00         | $617448.93         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-08-15      | 4.1250%  | N/A     | $5800.00           | $5442.21           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-11-15      | 4.6250%  | N/A     | $220100.00         | $217577.01         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-02-12      | 0.0000%  | N/A     | $20200.00          | $20114.15          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-02-10      | 0.0000%  | N/A     | $18215000.00       | $18142140.00       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-02-28      | 4.0000%  | N/A     | $379484400.00      | $390098830.26      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-12-24      | 0.0000%  | N/A     | $100.00            | $96.68             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2051-08-15      | 2.0000%  | N/A     | $24817500.00       | $14516252.10       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-11-15      | 4.7500%  | N/A     | $1100.00           | $1112.73           | U.S. Treasuries (including strips)        |

### Security 30: DEUTSCHE BANK SECURITIES INC. (REPO)

- **C.1 - Title:** DEUTSCHE BANK SECURITIES INC. (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: 0DBS26QU0
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2028-01-15      | 0.5000%  | N/A     | $293048200.00      | $381039987.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-15      | 1.6250%  | N/A     | $4532400.00        | $4681622.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 1.6250%  | N/A     | $19026600.00       | $21148595.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | 1.6250%  | N/A     | $132425500.00      | $139037451.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-15      | 0.1250%  | N/A     | $8734000.00        | $10490194.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $24274900.00       | $29837038.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $142454700.00      | $151590077.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-15      | 0.1250%  | N/A     | $22535600.00       | $25525520.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-15      | 1.1250%  | N/A     | $410609600.00      | $408687731.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 1.2500%  | N/A     | $69184800.00       | $75037042.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | 0.6250%  | N/A     | $25360800.00       | $34737285.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $134954200.00      | $142635331.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $19203400.00       | $22439233.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 0.3750%  | N/A     | $40256300.00       | $53065200.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-15      | 0.1250%  | N/A     | $23074300.00       | $26035138.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-15      | 0.6250%  | N/A     | $36776200.00       | $38868509.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | 0.1250%  | N/A     | $275752900.00      | $296653160.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-01-15      | 2.1250%  | N/A     | $13429300.00       | $14271753.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 2.1250%  | N/A     | $13695600.00       | $14802050.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $47245100.00       | $49766773.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-15      | 0.1250%  | N/A     | $3736200.00        | $4493161.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 0.3750%  | N/A     | $42202700.00       | $56285033.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 0.1250%  | N/A     | $51177000.00       | $60424836.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $37325900.00       | $48036827.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-07-15      | 1.3750%  | N/A     | $179160800.00      | $188880076.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $196213000.00      | $216035146.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 0.8750%  | N/A     | $13850500.00       | $17671399.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-07-15      | 1.8750%  | N/A     | $17429600.00       | $17823865.26       | U.S. Treasuries (including strips) |

### Security 31: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT98, C.4 - ISIN: US3133ETT987, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $164990971.20
- **C.18.a - Value (excl. sponsor support):** $164990971.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-08-13
- **C.13 - Final Legal Maturity Date:** 2027-08-13
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV40, C.4 - ISIN: US3133ERV409, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125021387.50
- **C.18.a - Value (excl. sponsor support):** $125021387.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $275159764.00
- **C.18.a - Value (excl. sponsor support):** $275159764.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT80, C.4 - ISIN: US3133ETT805, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79996215.20
- **C.18.a - Value (excl. sponsor support):** $79996215.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-05-12
- **C.13 - Final Legal Maturity Date:** 2027-05-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $397961465.64
- **C.18.a - Value (excl. sponsor support):** $397961465.64
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $305245814.75
- **C.18.a - Value (excl. sponsor support):** $305245814.75
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313VF2, C.4 - ISIN: US313313VF23, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $185216332.29
- **C.18.a - Value (excl. sponsor support):** $185216332.29
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6A0, C.4 - ISIN: US3133ET6A06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $460000000.00
- **C.18.a - Value (excl. sponsor support):** $460000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2028-01-05
- **C.13 - Final Legal Maturity Date:** 2028-01-05
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET4U8, C.4 - ISIN: US3133ET4U87, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $359995068.00
- **C.18.a - Value (excl. sponsor support):** $359995068.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-12-17
- **C.13 - Final Legal Maturity Date:** 2027-12-17
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313B64, C.4 - ISIN: US313313B640, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $146831334.00
- **C.18.a - Value (excl. sponsor support):** $146831334.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75041824.50
- **C.18.a - Value (excl. sponsor support):** $75041824.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313UH9, C.4 - ISIN: US313313UH97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $61545333.54
- **C.18.a - Value (excl. sponsor support):** $61545333.54
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-16
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5L7, C.4 - ISIN: US3133ET5L79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $275001311.75
- **C.18.a - Value (excl. sponsor support):** $275001311.75
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET4B0, C.4 - ISIN: US3133ET4B07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $330020011.20
- **C.18.a - Value (excl. sponsor support):** $330020011.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-12-09
- **C.13 - Final Legal Maturity Date:** 2027-12-09
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETN60, C.4 - ISIN: US3133ETN600, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89996118.30
- **C.18.a - Value (excl. sponsor support):** $89996118.30
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $275148401.00
- **C.18.a - Value (excl. sponsor support):** $275148401.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3V7, C.4 - ISIN: US3133ET3V79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $135976701.84
- **C.18.a - Value (excl. sponsor support):** $135976701.84
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS36, C.4 - ISIN: US3133ERS363, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $365082413.35
- **C.18.a - Value (excl. sponsor support):** $365082413.35
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $210191461.20
- **C.18.a - Value (excl. sponsor support):** $210191461.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $344979427.65
- **C.18.a - Value (excl. sponsor support):** $344979427.65
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX69, C.4 - ISIN: US3133ETX690, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200094804.00
- **C.18.a - Value (excl. sponsor support):** $200094804.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $374967791.25
- **C.18.a - Value (excl. sponsor support):** $374967791.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5S2, C.4 - ISIN: US3133ET5S23, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $135020569.95
- **C.18.a - Value (excl. sponsor support):** $135020569.95
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-12-29
- **C.13 - Final Legal Maturity Date:** 2027-12-29
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200115002.00
- **C.18.a - Value (excl. sponsor support):** $200115002.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7C9, C.4 - ISIN: US3133ER7C98, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $529957939.20
- **C.18.a - Value (excl. sponsor support):** $529957939.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4V0, C.4 - ISIN: US3133ER4V07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79992679.20
- **C.18.a - Value (excl. sponsor support):** $79992679.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: FEDERAL FARM CREDIT SYSTEM

- **C.1 - Title:** FEDERAL FARM CREDIT SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $110023846.90
- **C.18.a - Value (excl. sponsor support):** $110023846.90
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6N28, C.4 - ISIN: US3130B6N286, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $388553169.42
- **C.18.a - Value (excl. sponsor support):** $388553169.42
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-06-10
- **C.13 - Final Legal Maturity Date:** 2027-06-10
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RN8, C.4 - ISIN: US313385RN89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499610000.00
- **C.18.a - Value (excl. sponsor support):** $499610000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 60: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SF0, C.4 - ISIN: US3130B8SF00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $394983919.55
- **C.18.a - Value (excl. sponsor support):** $394983919.55
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-05
- **C.13 - Final Legal Maturity Date:** 2027-03-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7RA4, C.4 - ISIN: US3130B7RA49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500212180.00
- **C.18.a - Value (excl. sponsor support):** $500212180.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TF9, C.4 - ISIN: US3130B8TF90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249984042.50
- **C.18.a - Value (excl. sponsor support):** $249984042.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-12-02
- **C.13 - Final Legal Maturity Date:** 2027-12-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A44, C.4 - ISIN: US3130B8A446, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $704992675.05
- **C.18.a - Value (excl. sponsor support):** $704992675.05
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7RD8, C.4 - ISIN: US3130B7RD87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1000346550.00
- **C.18.a - Value (excl. sponsor support):** $1000346550.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SS6, C.4 - ISIN: US313385SS67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1743831250.00
- **C.18.a - Value (excl. sponsor support):** $1743831250.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 66: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B86K3, C.4 - ISIN: US3130B86K33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499987070.00
- **C.18.a - Value (excl. sponsor support):** $499987070.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8XL1, C.4 - ISIN: US3130B8XL13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249999507.50
- **C.18.a - Value (excl. sponsor support):** $249999507.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YH3, C.4 - ISIN: US3130B6YH36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999984260.00
- **C.18.a - Value (excl. sponsor support):** $999984260.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UZ7, C.4 - ISIN: US313385UZ72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $189984605.14
- **C.18.a - Value (excl. sponsor support):** $189984605.14
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U63, C.4 - ISIN: US3130B5U630, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1894992116.80
- **C.18.a - Value (excl. sponsor support):** $1894992116.80
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SY3, C.4 - ISIN: US313385SY36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1254818250.00
- **C.18.a - Value (excl. sponsor support):** $1254818250.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UH7, C.4 - ISIN: US313385UH74, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $496333335.00
- **C.18.a - Value (excl. sponsor support):** $496333335.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-16
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7R97, C.4 - ISIN: US3130B7R970, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $750259912.50
- **C.18.a - Value (excl. sponsor support):** $750259912.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TP7, C.4 - ISIN: US3130B8TP72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $750104962.50
- **C.18.a - Value (excl. sponsor support):** $750104962.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-12-06
- **C.13 - Final Legal Maturity Date:** 2027-12-06
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TL0, C.4 - ISIN: US313385TL06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $248678125.00
- **C.18.a - Value (excl. sponsor support):** $248678125.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YF7, C.4 - ISIN: US3130B6YF79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249994340.00
- **C.18.a - Value (excl. sponsor support):** $249994340.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8MP4, C.4 - ISIN: US3130B8MP46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249995735.00
- **C.18.a - Value (excl. sponsor support):** $249995735.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YF7, C.4 - ISIN: US313385YF72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $236101732.80
- **C.18.a - Value (excl. sponsor support):** $236101732.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EV0, C.4 - ISIN: US3130B8EV06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2000029840.00
- **C.18.a - Value (excl. sponsor support):** $2000029840.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B35, C.4 - ISIN: US3130B8B352, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $944960725.80
- **C.18.a - Value (excl. sponsor support):** $944960725.80
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8BA9, C.4 - ISIN: US3130B8BA95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500070960.00
- **C.18.a - Value (excl. sponsor support):** $500070960.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8BN1, C.4 - ISIN: US3130B8BN17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999985040.00
- **C.18.a - Value (excl. sponsor support):** $999985040.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5SA7, C.4 - ISIN: US3130B5SA73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999913450.00
- **C.18.a - Value (excl. sponsor support):** $999913450.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-05
- **C.13 - Final Legal Maturity Date:** 2027-04-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A51, C.4 - ISIN: US3130B8A511, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $344891598.24
- **C.18.a - Value (excl. sponsor support):** $344891598.24
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UA2, C.4 - ISIN: US313385UA22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149002666.50
- **C.18.a - Value (excl. sponsor support):** $149002666.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TU0, C.4 - ISIN: US313385TU05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $993937780.00
- **C.18.a - Value (excl. sponsor support):** $993937780.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UD6, C.4 - ISIN: US313385UD60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $422049556.50
- **C.18.a - Value (excl. sponsor support):** $422049556.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q84, C.4 - ISIN: US3130B5Q844, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $54011848.68
- **C.18.a - Value (excl. sponsor support):** $54011848.68
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A28, C.4 - ISIN: US3130B8A289, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249992647.50
- **C.18.a - Value (excl. sponsor support):** $249992647.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B57B8, C.4 - ISIN: US3130B57B88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499955930.00
- **C.18.a - Value (excl. sponsor support):** $499955930.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8U59, C.4 - ISIN: US3130B8U592, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999944260.00
- **C.18.a - Value (excl. sponsor support):** $999944260.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-12-07
- **C.13 - Final Legal Maturity Date:** 2027-12-07
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8BR2, C.4 - ISIN: US3130B8BR21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500000005.00
- **C.18.a - Value (excl. sponsor support):** $500000005.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YK6, C.4 - ISIN: US3130B6YK64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249992667.50
- **C.18.a - Value (excl. sponsor support):** $249992667.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $398830000.00
- **C.18.a - Value (excl. sponsor support):** $398830000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TV8, C.4 - ISIN: US313385TV87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149076000.00
- **C.18.a - Value (excl. sponsor support):** $149076000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8HW5, C.4 - ISIN: US3130B8HW51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119997919.20
- **C.18.a - Value (excl. sponsor support):** $119997919.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3KV4, C.4 - ISIN: US3130B3KV45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1495836527.25
- **C.18.a - Value (excl. sponsor support):** $1495836527.25
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6XP6, C.4 - ISIN: US3130B6XP60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999977480.00
- **C.18.a - Value (excl. sponsor support):** $999977480.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8AB8, C.4 - ISIN: US3130B8AB87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $954960281.55
- **C.18.a - Value (excl. sponsor support):** $954960281.55
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UJ3, C.4 - ISIN: US313385UJ31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $248142222.50
- **C.18.a - Value (excl. sponsor support):** $248142222.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SJ6, C.4 - ISIN: US313385SJ68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $398908000.00
- **C.18.a - Value (excl. sponsor support):** $398908000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UC8, C.4 - ISIN: US313385UC87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $198631112.00
- **C.18.a - Value (excl. sponsor support):** $198631112.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YP5, C.4 - ISIN: US3130B6YP51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499987805.00
- **C.18.a - Value (excl. sponsor support):** $499987805.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5P44, C.4 - ISIN: US3130B5P440, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299974005.00
- **C.18.a - Value (excl. sponsor support):** $299974005.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VA1, C.4 - ISIN: US313385VA13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $445928998.50
- **C.18.a - Value (excl. sponsor support):** $445928998.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B86N7, C.4 - ISIN: US3130B86N71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $949977143.00
- **C.18.a - Value (excl. sponsor support):** $949977143.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74896392.36
- **C.18.a - Value (excl. sponsor support):** $74896392.36
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A69, C.4 - ISIN: US3130B8A693, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $954977165.95
- **C.18.a - Value (excl. sponsor support):** $954977165.95
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B86M9, C.4 - ISIN: US3130B86M98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499988155.00
- **C.18.a - Value (excl. sponsor support):** $499988155.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8G22, C.4 - ISIN: US3130B8G229, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249998692.50
- **C.18.a - Value (excl. sponsor support):** $249998692.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TM8, C.4 - ISIN: US313385TM88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $248653645.00
- **C.18.a - Value (excl. sponsor support):** $248653645.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 112: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5JX7, C.4 - ISIN: US3130B5JX77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249980225.00
- **C.18.a - Value (excl. sponsor support):** $249980225.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8BX9, C.4 - ISIN: US3130B8BX98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499992480.00
- **C.18.a - Value (excl. sponsor support):** $499992480.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TT3, C.4 - ISIN: US313385TT32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $292246454.64
- **C.18.a - Value (excl. sponsor support):** $292246454.64
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UE4, C.4 - ISIN: US313385UE44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $248240000.00
- **C.18.a - Value (excl. sponsor support):** $248240000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8K84, C.4 - ISIN: US3130B8K841, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $449980825.50
- **C.18.a - Value (excl. sponsor support):** $449980825.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1500946845.00
- **C.18.a - Value (excl. sponsor support):** $1500946845.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBPD7, C.4 - ISIN: US3134HBPD74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1124017380.93
- **C.18.a - Value (excl. sponsor support):** $1124017380.93
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBVX6, C.4 - ISIN: US3134HBVX64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1979166519.00
- **C.18.a - Value (excl. sponsor support):** $1979166519.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $500834125.00
- **C.18.a - Value (excl. sponsor support):** $500834125.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397RM5, C.4 - ISIN: US313397RM52, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $338153052.92
- **C.18.a - Value (excl. sponsor support):** $338153052.92
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 122: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $970082362.70
- **C.18.a - Value (excl. sponsor support):** $970082362.70
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $2361696840.00
- **C.18.a - Value (excl. sponsor support):** $2361696840.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBMJ7, C.4 - ISIN: US3134HBMJ71, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $427798071.54
- **C.18.a - Value (excl. sponsor support):** $427798071.54
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $901623276.00
- **C.18.a - Value (excl. sponsor support):** $901623276.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $790262090.40
- **C.18.a - Value (excl. sponsor support):** $790262090.40
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $275540144.00
- **C.18.a - Value (excl. sponsor support):** $275540144.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1206633342.96
- **C.18.a - Value (excl. sponsor support):** $1206633342.96
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $362259177.52
- **C.18.a - Value (excl. sponsor support):** $362259177.52
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1706980113.45
- **C.18.a - Value (excl. sponsor support):** $1706980113.45
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: FEDERAL RESERVE BANK OF NY(TSY/AGY REPO)

- **C.1 - Title:** FEDERAL RESERVE BANK OF NY(TSY/AGY REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900Y8NKGV541U8Q32, C.5 - Other ID: 0FRT13PY7
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2029-11-15      | 1.7500%  | N/A     | $5336700000.00     | $5000972242.38     | U.S. Treasuries (including strips) |

### Security 132: FIXED INCOME CLEARING CORPORATION (REPO BNY)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO BNY)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ORS005T37
- **C.18 - Value (incl. sponsor support):** $4650000000.00
- **C.18.a - Value (excl. sponsor support):** $4650000000.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $1367684000.00     | $1325147214.10     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-07-15      | 1.3750%  | N/A     | $1244000000.00     | $1311485636.10     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 1.8750%  | N/A     | $874064300.00      | $619836798.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $1255000000.00     | $1321984732.84     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-31      | 4.1250%  | N/A     | $158855400.00      | $164545622.01      | U.S. Treasuries (including strips) |

### Security 133: FIXED INCOME CLEARING CORPORATION (REPO GS)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO GS)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0WB001AH8
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2027-03-31      | 0.6250%  | N/A     | $99000.00          | $95748.81          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 1.6250%  | N/A     | $255000.00         | $255891.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 1.5000%  | N/A     | $267950000.00      | $266043267.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 0.8750%  | N/A     | $646875000.00      | $635520104.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 3.1250%  | N/A     | $60221300.00       | $48625011.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 3.7841%  | N/A     | $20774800.00       | $20921731.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 1.5000%  | N/A     | $80482700.00       | $79268088.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | 4.5000%  | N/A     | $20674300.00       | $20951886.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 4.6250%  | N/A     | $51001200.00       | $51906606.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 0.5000%  | N/A     | $500674000.00      | $498936702.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 6.5000%  | N/A     | $1849300.00        | $1913852.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 2.3750%  | N/A     | $30000.00          | $30004.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 0.7500%  | N/A     | $465000000.00      | $461302232.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 3.8471%  | N/A     | $47823300.00       | $48150522.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 3.7521%  | N/A     | $366780000.00      | $369251856.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 2.0000%  | N/A     | $6000000.00        | $4224608.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 6.0000%  | N/A     | $150000.00         | $153823.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 3.6250%  | N/A     | $4824000.00        | $4847364.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 4.3750%  | N/A     | $570600.00         | $583724.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 1.6250%  | N/A     | $3530500.00        | $3483979.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 3.5000%  | N/A     | $157051800.00      | $158349386.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 0.6250%  | N/A     | $484900000.00      | $478035030.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 4.6250%  | N/A     | $23162200.00       | $23285098.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 0.3750%  | N/A     | $500600000.00      | $500011846.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 2.2500%  | N/A     | $22482900.00       | $15070996.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 1.8750%  | N/A     | $13000.00          | $12976.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 3.7921%  | N/A     | $3549900.00        | $3576555.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 3.7001%  | N/A     | $39688400.00       | $39934199.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | 4.8750%  | N/A     | $27121400.00       | $27372321.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 3.7500%  | N/A     | $634469700.00      | $643234341.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 1.2500%  | N/A     | $662163000.00      | $647438481.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 3.1250%  | N/A     | $30192000.00       | $30343617.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 3.8071%  | N/A     | $16363200.00       | $16486407.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 0.7500%  | N/A     | $387900.00         | $381774.91         | U.S. Treasuries (including strips) |

### Security 134: FIXED INCOME CLEARING CORPORATION (REPO GS)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO GS)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0WB001AI6
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2026-10-31      | 3.8071%  | N/A     | $4115800.00        | $4146790.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 0.8750%  | N/A     | $1227400.00        | $1211256.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | 4.0000%  | N/A     | $931216000.00      | $953922668.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-24      | 0.0000%  | N/A     | $1012200.00        | $1006935.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 1.6250%  | N/A     | $90500000.00       | $89307505.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 4.0000%  | N/A     | $313548400.00      | $323169768.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 1.6250%  | N/A     | $32241100.00       | $32079214.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-30      | 4.1250%  | N/A     | $554236800.00      | $566459965.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-12      | 0.0000%  | N/A     | $22904300.00       | $22748940.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 0.6250%  | N/A     | $3559200.00        | $3442314.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 3.7500%  | N/A     | $69400.00          | $63809.38          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 1.5000%  | N/A     | $2379300.00        | $2343392.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 0.8750%  | N/A     | $904000.00         | $888131.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 2.3750%  | N/A     | $1394500.00        | $1394720.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | 0.7500%  | N/A     | $2088900.00        | $2078609.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 3.3750%  | N/A     | $2201500.00        | $1897422.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-08      | 0.0000%  | N/A     | $23376600.00       | $23363158.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 0.5000%  | N/A     | $375200.00         | $359080.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 4.3750%  | N/A     | $1082664000.00     | $1112040963.34     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 3.8750%  | N/A     | $851862000.00      | $860110579.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 1.2500%  | N/A     | $931401600.00      | $879618782.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 3.7921%  | N/A     | $9512400.00        | $9583827.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 0.3750%  | N/A     | $29419800.00       | $27918943.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 2.3750%  | N/A     | $5418200.00        | $4056407.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 4.3750%  | N/A     | $1479200.00        | $1513222.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 2.2500%  | N/A     | $12700000.00       | $8513210.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 1.2500%  | N/A     | $2216300.00        | $2173101.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 0.6250%  | N/A     | $4351700.00        | $4290090.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 0.5000%  | N/A     | $18100000.00       | $17170810.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 1.1250%  | N/A     | $70750600.00       | $69467022.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-31      | 1.3750%  | N/A     | $153900.00         | $152431.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 2.0000%  | N/A     | $25100600.00       | $24831231.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 3.8471%  | N/A     | $11043000.00       | $11118559.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 0.3750%  | N/A     | $1098800.00        | $1097509.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | 4.5000%  | N/A     | $333200.00         | $337673.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 3.7521%  | N/A     | $597000.00         | $601023.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 3.0000%  | N/A     | $491112800.00      | $398996321.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 0.5000%  | N/A     | $1664900.00        | $1659122.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 1.2500%  | N/A     | $55500000.00       | $54265846.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 1.7500%  | N/A     | $50334400.00       | $49459386.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-25      | 0.0000%  | N/A     | $3137900.00        | $3085045.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 0.7500%  | N/A     | $24032600.00       | $23841488.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 2.6250%  | N/A     | $496426400.00      | $487916534.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 1.7500%  | N/A     | $24700.00          | $16918.13          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 3.7500%  | N/A     | $22200000.00       | $22609956.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 3.7611%  | N/A     | $2455300.00        | $2472834.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 1.6250%  | N/A     | $9438100.00        | $9471093.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 1.6250%  | N/A     | $1409000.00        | $1394618.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-15      | 4.6250%  | N/A     | $326000.00         | $331787.37         | U.S. Treasuries (including strips) |

### Security 135: FIXED INCOME CLEARING CORPORATION (REPO GS)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO GS)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0WB001AJ4
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2042-05-15      | 3.2500%  | N/A     | $28300000.00       | $23840537.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 3.5000%  | N/A     | $483244800.00      | $485223935.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | 3.6250%  | N/A     | $85357300.00       | $86104610.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-15      | 3.3750%  | N/A     | $12500000.00       | $12606335.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 2.8750%  | N/A     | $6072000.00        | $4406215.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 0.5000%  | N/A     | $25299400.00       | $24352102.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-31      | 0.5000%  | N/A     | $184003800.00      | $175558592.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 0.5000%  | N/A     | $6528600.00        | $6193444.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 0.3750%  | N/A     | $212558000.00      | $201714311.59      | U.S. Treasuries (including strips) |

### Security 136: FIXED INCOME CLEARING CORPORATION (REPO GS)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO GS)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0WB001AK1
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2029-12-31      | 3.8750%  | N/A     | $12735000.00       | $12858313.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 2.3750%  | N/A     | $3567300.00        | $2315948.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 0.3750%  | N/A     | $4800600.00        | $4555696.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 6.6250%  | N/A     | $1242000.00        | $1317505.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 2.2500%  | N/A     | $7800000.00        | $5788809.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 3.3750%  | N/A     | $1484267200.00     | $1279256132.60     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 0.3750%  | N/A     | $116450500.00      | $111137574.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 2.0000%  | N/A     | $524014400.00      | $368959291.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-15      | 3.8750%  | N/A     | $250000000.00      | $253810778.85      | U.S. Treasuries (including strips) |

### Security 137: FIXED INCOME CLEARING CORPORATION (REPO GS)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO GS)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0WB001AL9
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2052-11-15      | 4.0000%  | N/A     | $2251321600.00     | $1976763639.51     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 4.3750%  | N/A     | $1054100.00        | $1083703.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.8750%  | N/A     | $39588100.00       | $40219003.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | 4.2500%  | N/A     | $48563200.00       | $50287980.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-15      | 3.8750%  | N/A     | $390000000.00      | $394261255.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 3.7841%  | N/A     | $617600.00         | $621968.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-29      | 4.1250%  | N/A     | $4000000.00        | $4121067.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-15      | 6.1250%  | N/A     | $12800000.00       | $13510325.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 6.2500%  | N/A     | $3120500.00        | $3468510.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 5.3750%  | N/A     | $46334700.00       | $50804295.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 3.8750%  | N/A     | $5000000.00        | $5125593.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 4.8750%  | N/A     | $2889400.00        | $3063815.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 1.1250%  | N/A     | $558385600.00      | $356955565.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 1.6250%  | N/A     | $30000.00          | $30104.87          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | 4.0000%  | N/A     | $568136000.00      | $581989365.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 1.2500%  | N/A     | $152921600.00      | $145656807.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 5.2500%  | N/A     | $570000.00         | $600373.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 5.2500%  | N/A     | $20201800.00       | $21650945.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 4.6250%  | N/A     | $83221100.00       | $88104743.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 4.6250%  | N/A     | $1565000.00        | $1629522.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 2.8750%  | N/A     | $2999900.00        | $2176911.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 5.0000%  | N/A     | $34691000.00       | $36013580.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 6.3750%  | N/A     | $120000.00         | $128319.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 4.0000%  | N/A     | $205142000.00      | $211469078.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-31      | 4.1250%  | N/A     | $383000.00         | $396596.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $227490400.00      | $229256407.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.8750%  | N/A     | $104000000.00      | $104946712.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $130788800.00      | $124066166.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 5.0000%  | N/A     | $24582200.00       | $26533967.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-15      | 3.3750%  | N/A     | $2405400.00        | $2425862.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-02-15      | 4.7500%  | N/A     | $10921800.00       | $11669271.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 6.7500%  | N/A     | $5552800.00        | $5801296.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 3.8750%  | N/A     | $112082000.00      | $115097624.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 4.3750%  | N/A     | $5400000.00        | $5581276.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 3.0000%  | N/A     | $246881200.00      | $185727245.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 3.0000%  | N/A     | $36791400.00       | $26934137.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 6.1250%  | N/A     | $2408100.00        | $2668795.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | 4.1250%  | N/A     | $260555200.00      | $269158194.32      | U.S. Treasuries (including strips) |

### Security 138: FIXED INCOME CLEARING CORPORATION (REPO GS)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO GS)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0WB001AM7
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2052-08-15      | 3.0000%  | N/A     | $1482200.00        | $1085084.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | 3.6250%  | N/A     | $111173000.00      | $112316175.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 3.1250%  | N/A     | $2000000.00        | $1649529.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | 4.2500%  | N/A     | $1185148800.00     | $1214503750.63     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 4.0000%  | N/A     | $813640000.00      | $753458200.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 1.8750%  | N/A     | $326536400.00      | $231542144.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 4.1250%  | N/A     | $18649000.00       | $19258862.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.6250%  | N/A     | $825568000.00      | $726186288.36      | U.S. Treasuries (including strips) |

### Security 139: FIXED INCOME CLEARING CORPORATION (REPO SSB)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO SSB)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OSA005GN4
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2028-06-30      | 1.2500%  | N/A     | $234694800.00      | $222272481.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 3.8750%  | N/A     | $1769847300.00     | $1817727598.45     | U.S. Treasuries (including strips) |

### Security 140: FIXED INCOME CLEARING CORPORATION (REPO SSB)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO SSB)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OSA005GO2
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2028-01-15      | 1.7500%  | N/A     | $145163900.00      | $228556504.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 0.7500%  | N/A     | $123000000.00      | $116719439.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 4.7500%  | N/A     | $100000000.00      | $101209062.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 4.6250%  | N/A     | $23000000.00       | $24365625.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 4.0000%  | N/A     | $72500000.00       | $74275981.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-15      | 3.8750%  | N/A     | $261591700.00      | $266866615.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.5000%  | N/A     | $105500000.00      | $107109378.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 4.2500%  | N/A     | $2075000000.00     | $2140897497.25     | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO SSB)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OSA005GP9
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2028-03-15      | 3.8750%  | N/A     | $402108300.00      | $410216689.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 3.6250%  | N/A     | $1144270000.00     | $1158597965.36     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 3.7500%  | N/A     | $824200000.00      | $835631827.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 1.2500%  | N/A     | $625000000.00      | $677847643.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 1.2500%  | N/A     | $1225000000.00     | $1170491309.75     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 3.5000%  | N/A     | $598162000.00      | $602016968.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 1.2500%  | N/A     | $257384100.00      | $245197799.36      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO SSB)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OSA005GQ7
- **C.18 - Value (incl. sponsor support):** $3400000000.00
- **C.18.a - Value (excl. sponsor support):** $3400000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2029-04-30      | 2.8750%  | N/A     | $1051000000.00     | $1034086383.12     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 4.5000%  | N/A     | $1323305800.00     | $1368283217.38     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 2.3750%  | N/A     | $25000000.00       | $24146738.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 4.6250%  | N/A     | $999980100.00      | $1041483734.06     | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO SSB)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OSA005GR5
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2028-07-31      | 1.0000%  | N/A     | $605580700.00      | $571124980.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 3.8750%  | N/A     | $376874000.00      | $387069734.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $48055000.00       | $61805484.13       | U.S. Treasuries (including strips) |

### Security 144: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25TR0
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2041-05-01      | 5.0000%  | N/A     | $1594590.00        | $49663.38          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-11-01      | 5.0000%  | N/A     | $320000.00         | $15881.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 2.5000%  | N/A     | $49000.00          | $38627.02          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 4.5000%  | N/A     | $1000000.00        | $16322.28          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.0000%  | N/A     | $238043648.00      | $234397076.15      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $45000.00          | $8357.43           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 5.5000%  | N/A     | $9689232.00        | $230548.07         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 4.0000%  | N/A     | $264767.00         | $46322.92          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 3.5000%  | N/A     | $2300000.00        | $503090.08         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $2000000.00        | $1260573.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $268000.00         | $182198.59         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 3.5000%  | N/A     | $795102.00         | $145211.96         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 4.5000%  | N/A     | $635000.00         | $56879.19          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 4.5000%  | N/A     | $906156.00         | $155058.11         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1056840.00        | $1073438.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 3.5000%  | N/A     | $1673636.00        | $162413.42         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 6.0000%  | N/A     | $5102392.00        | $34336.95          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 5.5000%  | N/A     | $2019216.00        | $50711.14          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 5.0000%  | N/A     | $250000.00         | $6487.64           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 6.0000%  | N/A     | $4815000.00        | $43111.25          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.0000%  | N/A     | $222037.00         | $71474.12          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 6.0000%  | N/A     | $746103.00         | $6879.35           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.5000%  | N/A     | $1400000.00        | $721220.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.5000%  | N/A     | $1913157.00        | $10366.90          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $232944640.00      | $218798186.66      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.0000%  | N/A     | $641000.00         | $62613.61          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $341000.00         | $33619.51          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 2.5000%  | N/A     | $8797000.00        | $3566322.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-08-01      | 6.0000%  | N/A     | $120000.00         | $8891.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $186000.00         | $14079.36          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $163707.00         | $97496.33          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $5398500.00        | $3629733.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | 2.0000%  | N/A     | $22334912.00       | $17934318.50       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 2.0300%  | N/A     | $3794100.00        | $3378250.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5000%  | N/A     | $280000.00         | $25357.66          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2062-03-01      | 2.5000%  | N/A     | $6575000.00        | $4422519.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $3865916.00        | $3462610.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-10-01      | 1.5000%  | N/A     | $392756.00         | $221766.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-03-01      | 3.5000%  | N/A     | $70000.00          | $5162.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-03-01      | 5.5000%  | N/A     | $4738360.00        | $41847.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $26761216.00       | $22126990.16       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $169505536.00      | $174222597.69      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $65347.00          | $59604.04          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | 4.5000%  | N/A     | $759819.00         | $35243.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $450000.00         | $147670.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 5.0000%  | N/A     | $53412416.00       | $53726623.40       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-03-20      | 5.0000%  | N/A     | $100000.00         | $77403.99          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 2.5000%  | N/A     | $66884608.00       | $42214986.66       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-04-15      | 2.9900%  | N/A     | $995620.00         | $189065.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-10-15      | 4.3000%  | N/A     | $1783900.00        | $1717518.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-09-15      | 4.0000%  | N/A     | $3620660.00        | $114874.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-07-20      | 6.5000%  | N/A     | $165000.00         | $86301.51          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $761393.00         | $814880.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1193818.00        | $1097447.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-08-20      | 3.5000%  | N/A     | $39000000.00       | $28446799.09       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | 3.5000%  | N/A     | $500000.00         | $134631.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $2226740.00        | $2303983.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 5.0000%  | N/A     | $749000.00         | $52416.25          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | 3.0000%  | N/A     | $517498.00         | $79775.43          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-15      | 5.3700%  | N/A     | $6268248.00        | $6444055.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2067-09-15      | 5.5500%  | N/A     | $5699192.00        | $5931399.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | 2.0000%  | N/A     | $932267.00         | $572796.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.5000%  | N/A     | $3143772.00        | $704404.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-08-15      | 3.5600%  | N/A     | $7300407.00        | $6549727.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0247%  | N/A     | $177296000.00      | $179186030.27      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2036-05-15      | 5.5000%  | N/A     | $2500000.00        | $27290.28          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-06-15      | 3.8100%  | N/A     | $159427.00         | $145379.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-08-20      | 4.0000%  | N/A     | $303714.00         | $49912.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.5000%  | N/A     | $965000.00         | $12452.64          | Agency Mortgage-Backed Securities         |

### Security 145: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25U56
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $1270546.00        | $1329568.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-09-01      | 3.5000%  | N/A     | $4015792.00        | $1793178.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $1725000.00        | $1077943.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 3.5000%  | N/A     | $3208312.00        | $1194440.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.0000%  | N/A     | $3800000.00        | $2817174.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1274412.00        | $1191221.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 4.0000%  | N/A     | $71845000.00       | $7617836.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $1007864.00        | $886375.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $11109296.00       | $9020862.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $31254336.00       | $26430879.54       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $1407000.00        | $689069.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 3.5000%  | N/A     | $3200000.00        | $522243.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-06-01      | 2.5000%  | N/A     | $1145258.00        | $491046.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $41629376.00       | $36999157.29       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $32943000.00       | $22791711.27       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.0000%  | N/A     | $2520000.00        | $1685881.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $7000000.00        | $6145961.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.5000%  | N/A     | $6210980.00        | $3818971.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 4.5000%  | N/A     | $29047552.00       | $26491937.89       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.0000%  | N/A     | $19811840.00       | $12931389.99       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-08-01      | 3.5000%  | N/A     | $8162800.00        | $1003869.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 3.5000%  | N/A     | $1562236.00        | $1524637.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $3590236.00        | $3747260.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $539000.00         | $378429.02         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $5268328.00        | $4050315.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $5684384.00        | $5845565.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $32637120.00       | $26969912.20       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-02-01      | 3.5000%  | N/A     | $11964928.00       | $10859148.62       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $13284360.00       | $1904656.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $354665.00         | $286989.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-04-01      | 1.5000%  | N/A     | $3551776.00        | $1844731.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $12400000.00       | $9743140.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 3.0000%  | N/A     | $3300000.00        | $902538.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $4170008.00        | $4125685.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | 4.0000%  | N/A     | $3569628.00        | $2102569.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-01      | 2.5000%  | N/A     | $582897.00         | $109032.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $2702596.00        | $2776650.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-08-01      | 5.0000%  | N/A     | $5016424.00        | $4301311.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $2846000.00        | $2029952.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | 5.0000%  | N/A     | $3500392.00        | $765142.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | 3.0000%  | N/A     | $1450000.00        | $202098.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $100000.00         | $60064.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $2034000.00        | $847356.94         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 6.0000%  | N/A     | $1661084.00        | $5228.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $2437416.00        | $2556802.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $2809028.00        | $2768661.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.5000%  | N/A     | $31421000.00       | $1130162.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 6.0000%  | N/A     | $6156112.00        | $4916636.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-11-01      | 5.0000%  | N/A     | $53607360.00       | $55114352.25       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.5000%  | N/A     | $6715060.00        | $736932.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1000028.00        | $1005133.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $5683352.00        | $5663578.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 5.5000%  | N/A     | $1269568.00        | $1184899.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $1258772.00        | $1323143.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $1098436.00        | $1099518.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $54571.00          | $45409.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 3.5000%  | N/A     | $19000.00          | $16086.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-01-01      | 4.8900%  | N/A     | $15507000.00       | $15980754.36       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $7069184.00        | $6703002.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $6296920.00        | $6497948.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.0000%  | N/A     | $2374436.00        | $975102.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-01-01      | 6.0000%  | N/A     | $7070432.00        | $6612479.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $1937342.00        | $1526783.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $13317184.00       | $12001324.88       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | 3.0000%  | N/A     | $8000000.00        | $4929458.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 5.0000%  | N/A     | $4051128.00        | $3639014.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-01      | 6.0000%  | N/A     | $3131992.00        | $2708451.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $2503000.00        | $1771669.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | 4.0000%  | N/A     | $2180610.00        | $613684.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $94540544.00       | $69792953.32       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $1985618.00        | $1458609.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-02-01      | 3.5000%  | N/A     | $4700000.00        | $983624.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-02-15      | 5.0000%  | N/A     | $10034992.00       | $157190.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1162998.00        | $1208269.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.0000%  | N/A     | $209749.00         | $124689.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $3361832.00        | $3067069.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 4.0000%  | N/A     | $200000000.00      | $143448832.01      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $895423.00         | $919410.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-02-20      | 3.5000%  | N/A     | $1885694.00        | $226163.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.5000%  | N/A     | $266972160.00      | $248967555.32      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-05-16      | 2.4500%  | N/A     | $20000000.00       | $9508144.06        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-01-20      | 4.5000%  | N/A     | $15817904.00       | $1022721.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $1815558.00        | $1876363.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5000%  | N/A     | $74725376.00       | $74952421.63       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 5.0000%  | N/A     | $90346000.00       | $67090380.15       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-04-15      | 3.5000%  | N/A     | $51839.00          | $33239.07          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.0000%  | N/A     | $5465554.00        | $932903.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 5.0000%  | N/A     | $6539000.00        | $487643.19         | Agency Mortgage-Backed Securities         |

### Security 146: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25VQ9
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2047-11-01      | 4.0000%  | N/A     | $1500000.00        | $234444.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-12-01      | 4.0000%  | N/A     | $570000.00         | $61136.54          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-10-01      | 3.5000%  | N/A     | $1962878.00        | $372591.51         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-09-25      | 10.4086% | N/A     | $59962000.00       | $19009211.38       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-11-01      | 6.0000%  | N/A     | $3000000.00        | $17864.52          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $11928512.00       | $8314696.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 5.5000%  | N/A     | $1203652.00        | $12486.62          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $5396512.00        | $4213918.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 6.0000%  | N/A     | $6020728.00        | $53304.10          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-11-01      | 4.0000%  | N/A     | $4999440.00        | $403382.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-01-25      | 6.3731%  | N/A     | $447000.00         | $80760.99          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-04-15      | 5.0000%  | N/A     | $1600000.00        | $595582.80         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $60000.00          | $46952.94          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-08-01      | 3.0000%  | N/A     | $740771.00         | $15071.73          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $5553064.00        | $5484112.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 4.5000%  | N/A     | $1478670.00        | $235497.70         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 4.5000%  | N/A     | $282758.00         | $22568.44          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 6.0000%  | N/A     | $143935232.00      | $134434197.37      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 5.0000%  | N/A     | $715000.00         | $14813.13          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-07-15      | 3.0000%  | N/A     | $875000.00         | $803090.52         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1891000.00        | $1948343.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 3.5000%  | N/A     | $3000000.00        | $287879.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-04-15      | 6.0000%  | N/A     | $150000.00         | $13840.91          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-07-15      | 4.5000%  | N/A     | $200000.00         | $11957.57          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-10-25      | 10.1231% | N/A     | $2295000.00        | $1161576.05        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 3.0000%  | N/A     | $17655520.00       | $16129214.07       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-04-15      | 4.0000%  | N/A     | $1100000.00        | $689191.81         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $999900.00         | $653762.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 4.0000%  | N/A     | $283000.00         | $61521.87          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-25      | 3.9323%  | N/A     | $655000.00         | $653743.66         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-01-15      | 4.0000%  | N/A     | $3000000.00        | $1804110.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.0000%  | N/A     | $1917902.00        | $2009591.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 2.0000%  | N/A     | $125000.00         | $42502.88          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 3.0000%  | N/A     | $1908958.00        | $668185.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-10-26      | 6.2231%  | N/A     | $7000000.00        | $3347325.98        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $1083500.00        | $1110097.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.0000%  | N/A     | $6252768.00        | $6594875.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 4.5000%  | N/A     | $2670456.00        | $331325.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $9141104.00        | $6917500.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 2.5000%  | N/A     | $129000.00         | $79674.75          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $176597.00         | $118561.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.0000%  | N/A     | $36773880.00       | $7368930.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-11-25      | 9.9231%  | N/A     | $5166000.00        | $1144149.82        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-11-15      | 4.0000%  | N/A     | $5125336.00        | $4132261.34        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 2.0000%  | N/A     | $7677040.00        | $4939028.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-15      | 4.0000%  | N/A     | $150000.00         | $185794.43         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-06-01      | 3.5000%  | N/A     | $20366640.00       | $1313410.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-03-15      | 3.0000%  | N/A     | $625000.00         | $755885.91         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 4.2500%  | N/A     | $799997.00         | $791984.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.5000%  | N/A     | $86050.00          | $74014.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-02-01      | 6.0000%  | N/A     | $32159229.00       | $40579.85          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-04-15      | 4.0000%  | N/A     | $1600000.00        | $1254473.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-04-25      | 6.0000%  | N/A     | $15829520.00       | $19485050.00       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2039-06-01      | 5.5000%  | N/A     | $17000.00          | $10582.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-12-15      | 4.0000%  | N/A     | $324000.00         | $448152.73         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $5385464.00        | $5101919.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $43932.00          | $34277.42          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 2.0000%  | N/A     | $223000.00         | $123902.80         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 3.0000%  | N/A     | $1983996.00        | $381100.59         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1595950.00        | $1625803.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-07-25      | 6.5231%  | N/A     | $291000.00         | $64451.27          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $375939.00         | $318883.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-15      | 4.0000%  | N/A     | $784800.00         | $687881.09         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-11-25      | 2.0000%  | N/A     | $1200000.00        | $56386.27          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $472000.00         | $317500.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-05-15      | 2.5000%  | N/A     | $51000.00          | $43546.83          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $55108672.00       | $41234561.93       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.5000%  | N/A     | $275000.00         | $197524.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.0000%  | N/A     | $99825.00          | $40769.09          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 4.0000%  | N/A     | $120154.00         | $14949.39          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-15      | 3.0000%  | N/A     | $1664286.00        | $1384681.07        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $2599000.00        | $2232488.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-07-27      | 6.3231%  | N/A     | $4831000.00        | $1426766.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.0000%  | N/A     | $2420532.00        | $2556009.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $160000.00         | $116189.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-15      | 3.2500%  | N/A     | $1365000.00        | $1442991.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-03-15      | 3.5000%  | N/A     | $4284000.00        | $2941558.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 4.0000%  | N/A     | $10000.00          | $7423.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-25      | 2.5000%  | N/A     | $125000.00         | $90534.61          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-25      | 5.0000%  | N/A     | $18721024.00       | $18584973.86       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 2.5000%  | N/A     | $20000000.00       | $9765564.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 4.5000%  | N/A     | $410862.00         | $37993.15          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.0000%  | N/A     | $5673296.00        | $5932679.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-12-01      | 6.5000%  | N/A     | $1000000.00        | $12702.73          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 4.5000%  | N/A     | $40000.00          | $34010.21          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-10-01      | 1.5000%  | N/A     | $23439936.00       | $14943063.53       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-01-27      | 10.2586% | N/A     | $19041000.00       | $5971886.89        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $1645888.00        | $1687320.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 3.0000%  | N/A     | $1090276.00        | $741816.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-15      | 4.0000%  | N/A     | $472000.00         | $637513.82         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.0000%  | N/A     | $6844920.00        | $4456790.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-02-25      | 6.4731%  | N/A     | $1500000.00        | $513733.01         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $2573200.00        | $2318842.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $7187872.00        | $6007569.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $612947.00         | $359750.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $17000.00          | $12197.96          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.0000%  | N/A     | $429000.00         | $45369.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-12-01      | 5.4500%  | N/A     | $8011000.00        | $8452619.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $1279460.00        | $1305949.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $44105.00          | $27717.76          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-25      | 3.0000%  | N/A     | $2000000.00        | $145824.94         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-06-25      | 3.5000%  | N/A     | $630812.00         | $648729.54         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-07-01      | 4.5000%  | N/A     | $548508.00         | $424001.93         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 5.5000%  | N/A     | $9346992.00        | $9530242.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-01-01      | 3.5000%  | N/A     | $2300000.00        | $8548.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $52628672.00       | $50154237.51       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $115163776.00      | $117705377.77      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.0000%  | N/A     | $300000.00         | $17839.19          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $15062832.00       | $13812366.11       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $2084228.00        | $168542.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $85005920.00       | $41400613.22       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-25      | 3.5000%  | N/A     | $311255.00         | $118704.14         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-06-25      | 4.0000%  | N/A     | $618369.00         | $828719.71         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $12372592.00       | $12435267.22       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $1157788.00        | $793406.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | 6.0000%  | N/A     | $3514552.00        | $35667.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.0000%  | N/A     | $1215000.00        | $310193.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $13664.00          | $11833.32          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $120000.00         | $20232.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $17217376.00       | $2863771.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $1077082.00        | $1083979.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.0000%  | N/A     | $42941360.00       | $26246750.08       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-25      | 5.0000%  | N/A     | $7146328.00        | $7115480.19        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-03-01      | 3.0000%  | N/A     | $108295.00         | $7739.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $35907200.00       | $129202.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-25      | 5.0000%  | N/A     | $4934536.00        | $4966710.55        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $14837776.00       | $10970139.88       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $9258000.00        | $7156648.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $6178408.00        | $6070270.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $3119544.00        | $2480957.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $2502068.00        | $2435711.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $529661.00         | $35982.03          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.5000%  | N/A     | $700000.00         | $460872.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-25      | 2.0000%  | N/A     | $2100000.00        | $1409181.84        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $685000.00         | $331001.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 4.0000%  | N/A     | $25803000.00       | $16558035.09       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | 3.0000%  | N/A     | $9098000.00        | $1112047.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 6.0000%  | N/A     | $6000000.00        | $36202.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 6.0000%  | N/A     | $1187704.00        | $5535.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 2.5000%  | N/A     | $9996000.00        | $2336318.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.0000%  | N/A     | $225151.00         | $49397.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $6175304.00        | $6454672.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-25      | 3.5000%  | N/A     | $2521696.00        | $2103557.73        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-03-25      | 4.2500%  | N/A     | $2286000.00        | $560669.12         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $1135682.00        | $1157511.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-25      | 2.5000%  | N/A     | $700000.00         | $791619.00         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-05-01      | 4.0000%  | N/A     | $1345106.00        | $68741.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2058-05-01      | 3.0000%  | N/A     | $46088960.00       | $13836920.76       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 2.5000%  | N/A     | $103656.00         | $19980.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-08-01      | 5.0000%  | N/A     | $800000.00         | $12794.29          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.0000%  | N/A     | $26000000.00       | $15707852.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $1035682.00        | $886242.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-25      | 2.0000%  | N/A     | $130000.00         | $97738.25          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-01-25      | 4.0000%  | N/A     | $1500000.00        | $221099.51         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1000000.00        | $925293.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | 3.0000%  | N/A     | $53703.00          | $25243.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | 4.0000%  | N/A     | $1421310.00        | $264951.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $136000.00         | $105052.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $279331.00         | $92394.04          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 4.5000%  | N/A     | $1885000.00        | $417805.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $1338564.00        | $1070332.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $287111.00         | $292336.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $12261536.00       | $10424784.94       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $259501.00         | $199887.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $123560448.00      | $126039833.15      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $70541312.00       | $61846789.39       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 7.0000%  | N/A     | $545000.00         | $5498.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.0000%  | N/A     | $1151772.00        | $976256.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 2.5000%  | N/A     | $100000.00         | $58687.03          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $30525760.00       | $19525694.91       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-06-01      | 2.5000%  | N/A     | $10143000.00       | $870832.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.0000%  | N/A     | $1061778.00        | $1126270.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1799502.00        | $1860421.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-03-01      | 4.0000%  | N/A     | $83967.00          | $6997.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 3.0000%  | N/A     | $50000.00          | $15416.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-11-01      | 2.5000%  | N/A     | $100000.00         | $61891.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $2173184.00        | $2227722.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | 4.0000%  | N/A     | $433784.00         | $59161.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $2983132.00        | $3048576.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-12-01      | 4.5000%  | N/A     | $136872.00         | $16131.36          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | 3.0000%  | N/A     | $1718572.00        | $1003869.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $573596.00         | $574848.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2059-08-01      | 4.0000%  | N/A     | $9115790.00        | $5079525.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.0000%  | N/A     | $4540000.00        | $986504.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $100000.00         | $67668.66          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $275000.00         | $35058.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | 4.4900%  | N/A     | $234097000.00      | $234361685.75      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-25      | 3.0000%  | N/A     | $1000000.00        | $864450.47         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.5000%  | N/A     | $1057734.00        | $517079.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $6000000.00        | $3545309.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.5000%  | N/A     | $3907644.00        | $2182942.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $4991688.00        | $5089551.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.0000%  | N/A     | $4978360.00        | $12486.61          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $9000000.00        | $6271888.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-25      | 2.0000%  | N/A     | $418558.00         | $315650.59         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-04-01      | 3.5000%  | N/A     | $1922534.00        | $144145.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $1151224.00        | $1180257.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $190251520.00      | $197447895.85      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | 6.0000%  | N/A     | $1750000.00        | $23627.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $196438.00         | $58576.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 4.0000%  | N/A     | $900000.00         | $86478.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-02      | 4.5000%  | N/A     | $722068.00         | $488886.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-25      | 5.5000%  | N/A     | $4000000.00        | $4290999.14        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-02-01      | 5.0000%  | N/A     | $85000.00          | $6955.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $1375076.00        | $579017.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-06-25      | 4.0000%  | N/A     | $75000.00          | $94014.03          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-10-01      | 4.0000%  | N/A     | $36051264.00       | $31080144.09       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-25      | 3.5000%  | N/A     | $1269570.00        | $1126475.53        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-03-01      | 4.0000%  | N/A     | $1777428.00        | $955424.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.5000%  | N/A     | $20914520.00       | $5375134.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $4559696.00        | $4703223.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 4.0000%  | N/A     | $28000.00          | $9836.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1280000.00        | $1155900.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 2.5000%  | N/A     | $217694.00         | $22431.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 3.0000%  | N/A     | $506000.00         | $165992.96         | Agency Mortgage-Backed Securities         |

### Security 147: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25WE5
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $3850256.00        | $3511966.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 4.0000%  | N/A     | $3254984.00        | $718755.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $900000.00         | $746478.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 3.5000%  | N/A     | $1073580.00        | $94318.74          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.5000%  | N/A     | $100000.00         | $55827.64          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 4.0000%  | N/A     | $140000.00         | $32847.64          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $10000.00          | $7527.04           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 3.0000%  | N/A     | $25000.00          | $9306.78           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1014708.00        | $1029934.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1018648.00        | $731050.70         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 3.5000%  | N/A     | $225000.00         | $27424.13          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $17000.00          | $12801.48          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $1309258.00        | $1103239.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.0000%  | N/A     | $11000.00          | $8097.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $457000.00         | $316287.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $30000.00          | $23562.83          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 4.5000%  | N/A     | $6332232.00        | $342606.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-10-01      | 3.5000%  | N/A     | $1087348.00        | $165984.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $2362464.00        | $2481822.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | 3.5000%  | N/A     | $2249432.00        | $935466.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-05-01      | 3.0000%  | N/A     | $20294208.00       | $15696304.15       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-04-01      | 4.0000%  | N/A     | $21679168.00       | $2114786.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $87506048.00       | $88810985.73       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $16000.00          | $11119.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | 4.0000%  | N/A     | $116000.00         | $9686.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $604530.00         | $554948.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | 3.5000%  | N/A     | $5837352.00        | $3984910.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $3877464.00        | $4030657.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $327753.00         | $333312.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $174927360.00      | $178567222.05      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 4.5000%  | N/A     | $1349796.00        | $380210.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $500000.00         | $384937.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | 3.5000%  | N/A     | $4600328.00        | $406389.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $4978000.00        | $3497442.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-12-01      | 6.0000%  | N/A     | $98409.00          | $63040.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $6417032.00        | $4111709.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.5000%  | N/A     | $761000.00         | $65594.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 4.0000%  | N/A     | $86512128.00       | $11686016.55       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.5000%  | N/A     | $115000.00         | $48228.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $129505792.00      | $120126352.75      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | 2.5000%  | N/A     | $350000.00         | $73846.66          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | 4.0000%  | N/A     | $160000.00         | $47118.72          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $15000.00          | $10612.20          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1273334.00        | $1282972.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $21000.00          | $14377.30          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 3.0000%  | N/A     | $132681000.00      | $17924187.57       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.0000%  | N/A     | $61830848.00       | $36679595.50       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 3.5000%  | N/A     | $59000.00          | $45687.27          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $105478784.00      | $101522126.84      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $9201552.00        | $6515982.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | 5.0000%  | N/A     | $256000.00         | $52741.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-09-01      | 4.5000%  | N/A     | $99000.00          | $13084.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.0000%  | N/A     | $3390850.00        | $801142.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.5000%  | N/A     | $20373632.00       | $5504429.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $200000.00         | $142618.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $5807160.00        | $4452126.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $750000.00         | $756376.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $97992448.00       | $72228149.49       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 5.0000%  | N/A     | $629000.00         | $72769.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 2.5000%  | N/A     | $6455000.00        | $1504338.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.0000%  | N/A     | $2055472.00        | $625865.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $1138000.00        | $1101087.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 3.0000%  | N/A     | $16000.00          | $7188.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-02-01      | 2.5000%  | N/A     | $18000.00          | $12475.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $1402770.00        | $1443619.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 6.0000%  | N/A     | $39211290.00       | $463180.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $19616032.00       | $20141532.41       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-09-20      | 4.5000%  | N/A     | $1000000.00        | $820301.61         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.0000%  | N/A     | $11704112.00       | $11612974.73       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $3691340.00        | $3779870.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $18578100.00       | $19075794.91       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-06-15      | 2.8400%  | N/A     | $1941880.00        | $1419554.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-02-15      | 5.5000%  | N/A     | $4977072.00        | $5041889.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | 2.8300%  | N/A     | $65845632.00       | $56426488.70       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-05-15      | 2.7800%  | N/A     | $6848720.00        | $5912889.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | 2.5000%  | N/A     | $3525000.00        | $2083123.70        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1095450.00        | $1152403.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1044392.00        | $1072370.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-01-16      | 1.7500%  | N/A     | $200000.00         | $142866.89         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.2176%  | N/A     | $5000000.00        | $4700304.67        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-02-16      | 3.5000%  | N/A     | $3013612.00        | $2189668.38        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2061-01-16      | 1.2500%  | N/A     | $729230.00         | $257373.46         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $2974160.00        | $3053835.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-20      | 2.5000%  | N/A     | $5000000.00        | $655040.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $10037664.00       | $10306566.32       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $2766184.00        | $2871370.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-03-16      | 3.5000%  | N/A     | $3650188.00        | $2569096.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $918368.00         | $908706.16         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2043-01-16      | 2.3000%  | N/A     | $15000000.00       | $1649147.54        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.5000%  | N/A     | $132534016.00      | $6527871.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-10-16      | 1.2500%  | N/A     | $1000000.00        | $675947.41         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2060-01-16      | 2.0000%  | N/A     | $459371.00         | $218285.60         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $2091400.00        | $2147427.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-01-15      | 4.0000%  | N/A     | $12987299.00       | $12162090.35       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2063-10-16      | 4.0230%  | N/A     | $7500000.00        | $7176385.63        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-11-20      | 1.8000%  | N/A     | $11378928.00       | $735847.25         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $16677504.00       | $17124283.21       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $114783000.00      | $115198820.59      | Agency Mortgage-Backed Securities         |

### Security 148: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25XP9
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2042-08-01      | 3.5000%  | N/A     | $3680628.00        | $749344.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $11347328.00       | $8382782.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $718000.00         | $468599.96         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 3.5000%  | N/A     | $102000.00         | $20622.11          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 3.5000%  | N/A     | $1706822.00        | $541680.25         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $294295.00         | $252410.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 3.0000%  | N/A     | $15000.00          | $6786.41           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.0000%  | N/A     | $192000.00         | $123738.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $153461504.00      | $158335981.23      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $25000.00          | $19329.13          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 4.5000%  | N/A     | $24310496.00       | $5143456.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 2.5000%  | N/A     | $2236000.00        | $1085319.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 3.5000%  | N/A     | $686806.00         | $61712.79          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $85000.00          | $72806.15          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 2.0000%  | N/A     | $2689736.00        | $1626293.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $528205.00         | $384600.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-07-01      | 3.0000%  | N/A     | $32848.00          | $24454.77          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $384000.00         | $284199.96         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 3.5000%  | N/A     | $1265876.00        | $73051.26          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-02-01      | 4.0000%  | N/A     | $984000.00         | $187622.93         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $12484656.00       | $12422837.59       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-04-01      | 4.0000%  | N/A     | $1057588.00        | $334457.82         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $792264.00         | $742020.92         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-09-01      | 5.5000%  | N/A     | $2627996.00        | $464015.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $189000.00         | $139620.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-04-01      | 5.0000%  | N/A     | $1789000.00        | $170449.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $751152.00         | $776374.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.5000%  | N/A     | $455000.00         | $224032.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $1800000.00        | $1366877.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $3378488.00        | $3030218.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 3.5000%  | N/A     | $122000.00         | $43003.21          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $3752500.00        | $3677729.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 5.0000%  | N/A     | $100000.00         | $61522.32          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $161000.00         | $123090.84         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-07-01      | 4.0000%  | N/A     | $900000.00         | $105075.66         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 4.0000%  | N/A     | $261000.00         | $95065.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 5.0000%  | N/A     | $500000.00         | $25816.75          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-07-01      | 2.0000%  | N/A     | $1039196.00        | $693715.91         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 3.5000%  | N/A     | $1354756.00        | $90769.47          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 3.0000%  | N/A     | $690000.00         | $429359.66         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $1721884.00        | $1056326.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 5.5000%  | N/A     | $1002208.00        | $26416.96          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1170452.00        | $953827.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $28736.00          | $28552.14          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 3.0000%  | N/A     | $1775000.00        | $69187.20          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.0000%  | N/A     | $4609576.00        | $4869344.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-01-01      | 2.0000%  | N/A     | $800000.00         | $543632.77         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 2.5000%  | N/A     | $200000.00         | $100367.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 4.0000%  | N/A     | $24799296.00       | $1081789.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-05-01      | 3.5000%  | N/A     | $42844992.00       | $29291056.67       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 4.0000%  | N/A     | $199000.00         | $44561.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $1500000.00        | $146210.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 3.0000%  | N/A     | $750000.00         | $165633.97         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.0000%  | N/A     | $10630000.00       | $8080481.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 4.0000%  | N/A     | $5251352.00        | $4181233.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-10-01      | 4.0000%  | N/A     | $35675392.00       | $1535811.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $169463.00         | $98620.54          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-05-01      | 4.0000%  | N/A     | $114659.00         | $20324.89          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-03-01      | 5.0000%  | N/A     | $15775000.00       | $226503.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 3.0000%  | N/A     | $530000.00         | $59906.20          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-02-01      | 4.0000%  | N/A     | $1273866.00        | $218972.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $4186888.00        | $3378661.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-11-01      | 4.0000%  | N/A     | $1870000.00        | $199533.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 2.0000%  | N/A     | $1005278.00        | $662324.27         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1067464.00        | $960824.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-11-01      | 5.0000%  | N/A     | $7663490.00        | $72947.06          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $1054000.00        | $800430.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.5000%  | N/A     | $828000.00         | $87349.12          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $8574272.00        | $6019076.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 4.5000%  | N/A     | $178000.00         | $47496.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $400000.00         | $306278.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 2.5000%  | N/A     | $72000.00          | $41464.95          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 4.0000%  | N/A     | $125000.00         | $115800.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-07-01      | 5.0000%  | N/A     | $5600000.00        | $263917.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-09-01      | 4.0000%  | N/A     | $1052000.00        | $91949.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $495094.00         | $441379.65         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $1581146.00        | $1263574.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-10-01      | 5.0000%  | N/A     | $909113.00         | $93786.98          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $1945160.00        | $1656796.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 4.0000%  | N/A     | $2981000.00        | $325279.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-03-01      | 2.5000%  | N/A     | $1216388.00        | $511836.73         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $4941272.00        | $3463951.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-02-01      | 5.0000%  | N/A     | $31539744.00       | $489273.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $200000.00         | $147509.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 3.5000%  | N/A     | $100446.00         | $93150.70          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | 3.0000%  | N/A     | $565000.00         | $57362.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $3943092.00        | $4063003.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.5000%  | N/A     | $2106044.00        | $693915.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $3804640.00        | $3979680.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $750000.00         | $581004.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $27000.00          | $11573.06          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $1438646.00        | $996832.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $693780.00         | $724286.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 4.5000%  | N/A     | $227013.00         | $43186.25          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $5225960.00        | $3436341.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1310470.00        | $1370947.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $9972432.00        | $10013909.01       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $2299660.00        | $2334189.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-05-01      | 4.5000%  | N/A     | $310000.00         | $28795.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $3003072.00        | $2009739.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-07-01      | 3.0000%  | N/A     | $47326000.00       | $4608381.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $483003.00         | $301745.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $2073452.00        | $2117649.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $94361728.00       | $36453490.40       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 2.5000%  | N/A     | $61227.00          | $47193.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $469000.00         | $356150.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $360000.00         | $230366.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-10-01      | 3.5000%  | N/A     | $10057328.00       | $7908637.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.5000%  | N/A     | $800709.00         | $466442.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $1506000.00        | $186804.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | 4.5000%  | N/A     | $1752000.00        | $46255.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.5000%  | N/A     | $1190000.00        | $292500.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $151919.00         | $132134.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1341748.00        | $1391216.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.0000%  | N/A     | $2784156.00        | $1600648.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $12197936.00       | $10198846.70       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $23054272.00       | $3133700.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $7867272.00        | $6521248.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $991577.00         | $688406.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $400000.00         | $275926.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.5000%  | N/A     | $2482472.00        | $672052.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 2.5000%  | N/A     | $11531312.00       | $1114727.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $9598672.00        | $9046553.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-02-01      | 4.5000%  | N/A     | $6838160.00        | $1529994.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $1479852.00        | $1513020.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 2.5000%  | N/A     | $1100000.00        | $520853.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.0000%  | N/A     | $10000.00          | $6422.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-12-01      | 5.0000%  | N/A     | $1734000.00        | $187166.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 3.0000%  | N/A     | $9606.00           | $7921.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $19239680.00       | $916482.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.0000%  | N/A     | $22242944.00       | $12997528.24       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | 4.5000%  | N/A     | $438000.00         | $59914.99          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $735000.00         | $141747.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1662570.00        | $1746453.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-08-01      | 3.5000%  | N/A     | $692000.00         | $208488.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $11564480.00       | $8022178.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $1048384.00        | $752805.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $100000.00         | $78147.46          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $77000.00          | $54045.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-07-01      | 4.0000%  | N/A     | $1350000.00        | $87542.75          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $1364000.00        | $106812.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $4536504.00        | $3290692.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $200000.00         | $202880.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $12000.00          | $8744.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1915000.00        | $1268509.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 5.5000%  | N/A     | $8000000.00        | $952426.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 4.0000%  | N/A     | $375000.00         | $98933.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $89182592.00       | $50047268.92       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 5.0000%  | N/A     | $1634170.00        | $33138.23          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $5745592.00        | $4015172.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 2.5000%  | N/A     | $526145.00         | $104766.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 2.0000%  | N/A     | $5000000.00        | $2291230.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 2.0000%  | N/A     | $4191000.00        | $2020929.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1962300.00        | $2064860.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $337168.00         | $346200.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.5000%  | N/A     | $554290.00         | $504413.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-10-15      | 4.8000%  | N/A     | $2863399.00        | $2834201.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-07-20      | 2.5000%  | N/A     | $309699.00         | $253098.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $977576.00         | $1023220.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-12-20      | 3.5000%  | N/A     | $1840000.00        | $88643.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $598754.00         | $618401.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1874276.00        | $1924484.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-05-20      | 5.0000%  | N/A     | $834699.00         | $84564.38          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1065344.00        | $1121028.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-12-15      | 3.0000%  | N/A     | $9395952.00        | $795955.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 3.0000%  | N/A     | $3285924.00        | $1239223.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $2089052.00        | $2159074.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | 4.0000%  | N/A     | $2777000.00        | $249685.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-20      | 5.0000%  | N/A     | $2486120.00        | $236436.70         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-12-20      | 7.0000%  | N/A     | $27978520.00       | $17661586.31       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $99173888.00       | $93466191.60       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-06-20      | 4.5000%  | N/A     | $1624000.00        | $107147.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.0000%  | N/A     | $5161864.00        | $171546.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | 4.0000%  | N/A     | $401002.00         | $31522.30          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 4.0000%  | N/A     | $50000000.00       | $15035627.38       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 2.5000%  | N/A     | $2758788.00        | $1021540.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 5.5000%  | N/A     | $575000000.00      | $434035022.43      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $3166852.00        | $3283591.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 4.5000%  | N/A     | $368359040.00      | $357311246.85      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 6.0000%  | N/A     | $50000.00          | $33828.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | 2.7400%  | N/A     | $9590864.00        | $8131476.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-20      | 3.5000%  | N/A     | $7920000.00        | $904751.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $253511680.00      | $246401089.06      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.0000%  | N/A     | $590000.00         | $361915.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 6.0000%  | N/A     | $47000000.00       | $24447015.85       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-09-15      | 2.5000%  | N/A     | $310000.00         | $33625.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-06-15      | 6.2000%  | N/A     | $4810664.00        | $5152679.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-03-20      | 3.5000%  | N/A     | $505000.00         | $93139.33          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $2132768.00        | $2228371.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $820253.00         | $842227.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 4.5000%  | N/A     | $5533000.00        | $468467.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $165851.00         | $170294.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | 2.5000%  | N/A     | $850000.00         | $513058.98         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $2382920.00        | $2468495.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $12435040.00       | $12768166.43       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $774786.00         | $795542.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-15      | 2.5000%  | N/A     | $180000.00         | $23016.11          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1116790.00        | $1168215.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1218492.00        | $1264156.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-15      | 5.0000%  | N/A     | $750000.00         | $19920.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $763922.00         | $668053.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1032524.00        | $1078460.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | 5.0000%  | N/A     | $3936270.00        | $267981.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $3178044.00        | $3218415.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1746250.00        | $1827200.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-20      | 3.5000%  | N/A     | $300000000.00      | $34599745.79       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $10278000.00       | $10540959.13       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-09-20      | 2.5000%  | N/A     | $1721332.00        | $652458.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $200981.00         | $206365.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1244930.00        | $1278279.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-08-20      | 4.0000%  | N/A     | $33728.00          | $5028.70           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $30699488.00       | $31183887.75       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $361452.00         | $371135.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.5000%  | N/A     | $5317666.00        | $16602.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 2.5000%  | N/A     | $2864972.00        | $1176901.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1482130.00        | $1521835.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $488657.00         | $497088.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-03-20      | 4.0000%  | N/A     | $929108.00         | $81452.88          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-10-15      | 3.8300%  | N/A     | $24840928.00       | $22706727.99       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $9767920.00        | $10029596.06       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1178886.00        | $1210467.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $234692.00         | $242393.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 2.0000%  | N/A     | $114000.00         | $53849.43          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 2.0000%  | N/A     | $1995000.00        | $1009733.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.5000%  | N/A     | $4737056.00        | $3310664.12        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $2405996.00        | $1599771.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | 2.4300%  | N/A     | $4421536.00        | $3689617.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.0000%  | N/A     | $308886.00         | $5435.17           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1532636.00        | $1597205.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1155808.00        | $1159542.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.0000%  | N/A     | $704454.00         | $667881.70         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-06-16      | 4.0000%  | N/A     | $112272512.00      | $103545318.60      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-06-20      | 6.5000%  | N/A     | $82690.00          | $7875.41           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $742322.00         | $762208.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $226864.00         | $232941.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $526226.00         | $540323.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-15      | 4.0000%  | N/A     | $9000000.00        | $440871.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-15      | 4.0000%  | N/A     | $928728.00         | $96249.13          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-05-20      | 3.0000%  | N/A     | $5000000.00        | $258068.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 3.5000%  | N/A     | $31106592.00       | $28137652.22       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-09-15      | 3.0700%  | N/A     | $41297152.00       | $35977537.67       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-02-15      | 4.0000%  | N/A     | $75000.00          | $8394.75           | Agency Mortgage-Backed Securities         |

### Security 149: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25XZ7
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $10629136.00       | $9178545.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $955000.00         | $720137.41         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 3.0000%  | N/A     | $258000.00         | $54337.02          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-12-01      | 3.5000%  | N/A     | $377519.00         | $19518.46          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $2039390.00        | $2120290.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 4.5000%  | N/A     | $37001.00          | $30742.78          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.0000%  | N/A     | $8700752.00        | $7411748.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $69124.00          | $52824.65          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $45894000.00       | $46465092.26       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $24125000.00       | $13918535.10       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $7369416.00        | $6324034.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $4545488.00        | $4303803.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $74614.00          | $56513.42          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $154130.00         | $126337.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $1392000.00        | $991634.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 2.5000%  | N/A     | $780000.00         | $638138.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $5869984.00        | $4749717.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $20228384.00       | $17432378.64       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 4.5000%  | N/A     | $1222440.00        | $196073.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 3.0000%  | N/A     | $1417540.00        | $460573.70         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $2350000.00        | $1678208.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $5400488.00        | $4483445.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1040630.00        | $938344.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $5702736.00        | $5133809.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $714000.00         | $605053.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $30000.00          | $24409.06          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $29279800.00       | $29641839.98       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $378274.00         | $315943.25         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $436524.00         | $291373.08         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 5.0000%  | N/A     | $4947904.00        | $4416286.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-11-01      | 4.5000%  | N/A     | $1393732.00        | $1035715.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 5.5000%  | N/A     | $53036480.00       | $46538356.61       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 2.0000%  | N/A     | $31539712.00       | $19412926.81       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $100000.00         | $78836.59          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $5002952.00        | $3964867.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $17691264.00       | $15725134.01       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $14874608.00       | $12504301.36       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $127650.00         | $116962.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $172000.00         | $165809.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $2751508.00        | $1847533.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $16142144.00       | $13556237.78       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $200000.00         | $123397.63         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-12-01      | 4.5000%  | N/A     | $146217.00         | $29577.32          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $11037344.00       | $8461450.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $3703956.00        | $2904193.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $568616.00         | $490542.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $37724480.00       | $36496511.12       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $815626.00         | $816406.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $1225000.00        | $966719.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-03-01      | 6.0000%  | N/A     | $3933352.00        | $3508940.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $3170000.00        | $2604141.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 5.0000%  | N/A     | $62627.00          | $11067.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.5000%  | N/A     | $9189110.00        | $514296.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $399963.00         | $48748.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-05-01      | 5.0000%  | N/A     | $5176900.00        | $3725694.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 4.0000%  | N/A     | $84333000.00       | $52083892.46       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $11949408.00       | $9868624.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.5000%  | N/A     | $101975.00         | $14304.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 4.5000%  | N/A     | $71000.00          | $29320.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.0000%  | N/A     | $11500000.00       | $204447.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $7933880.00        | $6446299.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $14434112.00       | $10169346.29       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $17534528.00       | $17590295.98       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $2646350.00        | $2294420.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $26980160.00       | $22571500.44       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $189113.00         | $133333.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 6.0000%  | N/A     | $261986.00         | $210485.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-04-01      | 4.5000%  | N/A     | $16500000.00       | $312502.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 5.0000%  | N/A     | $180490.00         | $161921.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $15415104.00       | $13452107.35       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $1765192.00        | $1170678.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.0000%  | N/A     | $166520.00         | $121407.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.5000%  | N/A     | $1517000.00        | $264625.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.5000%  | N/A     | $1136350.00        | $792006.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $5161820.00        | $5282811.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $1431000.00        | $1473675.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.0000%  | N/A     | $1056080.00        | $1054676.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $7152616.00        | $7363155.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $10051328.00       | $9554643.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $615000.00         | $279873.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-03-01      | 3.0000%  | N/A     | $16808576.00       | $15260837.66       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $15164800.00       | $10150611.82       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $77673.00          | $64759.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $22640032.00       | $23042137.31       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-11-01      | 5.0000%  | N/A     | $900000.00         | $52449.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $3953404.00        | $2917829.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $6590272.00        | $5532043.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 5.0000%  | N/A     | $1649000.00        | $278590.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $1703036.00        | $404926.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $572625.00         | $477383.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $19180580.00       | $16098200.23       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5000%  | N/A     | $33750000.00       | $8185529.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | 3.5000%  | N/A     | $23000.00          | $16724.65          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $8161968.00        | $8500306.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-02-16      | 3.2500%  | N/A     | $66245888.00       | $60774476.27       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $1277390.00        | $1336605.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $1137476.00        | $1126454.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | 4.0000%  | N/A     | $15780112.00       | $10980848.77       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1559138.00        | $1616612.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-05-15      | 4.0000%  | N/A     | $1185400.00        | $57389.51          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1749856.00        | $1813731.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-15      | 5.5000%  | N/A     | $16246976.00       | $543631.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $3395860.00        | $3467953.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $1829878.00        | $1877504.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $175077.00         | $179767.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-12-20      | 3.0000%  | N/A     | $2647916.00        | $411230.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-11-20      | 5.0000%  | N/A     | $3757168.00        | $3717667.64        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | 6.0000%  | N/A     | $100000000.00      | $56587172.80       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-07-15      | 3.3000%  | N/A     | $10829600.00       | $9555510.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-12-20      | 3.5000%  | N/A     | $257111.00         | $231734.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-03-15      | 2.5000%  | N/A     | $643283.00         | $109266.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $882484.00         | $926361.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $5894336.00        | $6135348.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $2999152.00        | $3076347.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $319218.00         | $327769.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $1635328.00        | $1678149.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $5767840.00        | $5974931.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $523385.00         | $537406.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-10-15      | 4.0000%  | N/A     | $50000.00          | $16507.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $44579456.00       | $38415305.21       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $4951080.00        | $5083721.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $1840882.00        | $1912404.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-11-15      | 4.2000%  | N/A     | $12573200.00       | $11783585.65       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-07-16      | 4.0000%  | N/A     | $126841216.00      | $113971129.49      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $1764992.00        | $1744369.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $745061.00         | $781545.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $4981920.00        | $5196170.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $1073574.00        | $1118809.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $3584764.00        | $3712958.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-07-15      | 4.3200%  | N/A     | $14475264.00       | $13615149.99       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-15      | 4.0000%  | N/A     | $3804860.00        | $1234387.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-01-15      | 5.1000%  | N/A     | $13500000.00       | $13694602.50       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-06-20      | 6.0000%  | N/A     | $390000.00         | $46668.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $5922144.00        | $6156149.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $284263.00         | $291878.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-05-20      | 3.5000%  | N/A     | $1316970.00        | $147391.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $5963736.00        | $6148995.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-10-20      | 4.0000%  | N/A     | $782500.00         | $58640.71          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $917108.00         | $941676.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $1067710.00        | $1118802.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 3.5000%  | N/A     | $31521056.00       | $28002913.31       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-20      | 4.0000%  | N/A     | $1069204.00        | $120933.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-15      | 4.0000%  | N/A     | $364341.00         | $21590.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $501940.00         | $410851.44         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2062-03-16      | 1.2500%  | N/A     | $20000000.00       | $12927218.62       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $920272.00         | $879326.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5000%  | N/A     | $1035004.00        | $1058648.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $20000000.00       | $20148927.74       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | 4.0000%  | N/A     | $607920.00         | $61264.08          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | 5.0000%  | N/A     | $4618504.00        | $848260.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1040414.00        | $1087918.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-04-15      | 5.1700%  | N/A     | $3000000.00        | $3034328.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $745407.00         | $779592.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $155768832.00      | $151399769.22      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-09-20      | 5.5000%  | N/A     | $3520092.00        | $3507837.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $767816.00         | $802596.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1080866.00        | $1131795.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.0000%  | N/A     | $48559744.00       | $48517105.35       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-02-15      | 4.1200%  | N/A     | $10923472.00       | $10305331.82       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $1554294.00        | $1629476.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $2055128.00        | $1969703.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $1102860.00        | $854292.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-09-20      | 4.2484%  | N/A     | $13000000.00       | $3038632.37        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2041-08-20      | 2.5000%  | N/A     | $2175000.00        | $95723.30          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-07-20      | 5.0000%  | N/A     | $2444988.00        | $414122.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | 5.0000%  | N/A     | $2423216.00        | $609826.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $1900518.00        | $1910941.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $770851.00         | $790652.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-03-16      | 1.5000%  | N/A     | $286945.00         | $106324.60         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $382768.00         | $393022.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.3677%  | N/A     | $100000000.00      | $44190671.07       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-05-20      | 4.0000%  | N/A     | $63000.00          | $5388.84           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $12547500.00       | $13074518.60       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-07-20      | 5.0000%  | N/A     | $6817800.00        | $636397.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $65916000.00       | $66154791.72       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1468004.00        | $1538822.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-09-20      | 5.0000%  | N/A     | $1884130.00        | $15093.45          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $8180384.00        | $7116741.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $5224656.00        | $5444818.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-03-15      | 2.9800%  | N/A     | $679231.00         | $585280.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1759780.00        | $1806921.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.8976%  | N/A     | $29066656.00       | $29164305.35       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-10-15      | 4.4000%  | N/A     | $500000.00         | $474525.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1258340.00        | $1313636.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $475479.00         | $488217.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-16      | 3.2500%  | N/A     | $22938496.00       | $20044736.55       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-01-20      | 5.5000%  | N/A     | $20000000.00       | $13377567.54       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 2.0000%  | N/A     | $21530.00          | $10381.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.0000%  | N/A     | $33875072.00       | $15663871.03       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $725789.00         | $759090.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | 3.0000%  | N/A     | $316000.00         | $47412.76          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-20      | 3.0000%  | N/A     | $681000.00         | $96113.10          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.5000%  | N/A     | $100000.00         | $82804.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 4.5000%  | N/A     | $166676992.00      | $14795942.05       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1338188.00        | $1397060.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $209347.00         | $214743.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-07-15      | 4.0000%  | N/A     | $2519940.00        | $517952.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $62907712.00       | $64592967.65       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $70000000.00       | $70142488.66       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $212776192.00      | $216350902.88      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1183546.00        | $1215251.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 7.0000%  | N/A     | $140000000.00      | $60954640.13       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-06-20      | 4.5000%  | N/A     | $160359168.00      | $6465158.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $3865756.00        | $3940145.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $1850982.00        | $1832542.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-04-20      | 4.0000%  | N/A     | $237200.00         | $223698.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.5000%  | N/A     | $1212108.00        | $1236214.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $504377.00         | $521953.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1206846.00        | $1250218.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.0000%  | N/A     | $25373.00          | $23087.12          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-12-15      | 6.0000%  | N/A     | $16480352.00       | $586598.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $1816648.00        | $1863842.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-04-16      | 4.5000%  | N/A     | $50223936.00       | $49436683.10       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-06-20      | 4.5000%  | N/A     | $210194.00         | $203138.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | 5.0677%  | N/A     | $49325000.00       | $33359014.42       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-07-20      | 2.5000%  | N/A     | $253810.00         | $210347.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1007848.00        | $758836.60         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-20      | 4.0000%  | N/A     | $41000.00          | $14315.81          | Agency Mortgage-Backed Securities         |

### Security 150: GOLDMAN SACHS & CO. LLC (REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25Y29
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $1004122.00        | $851671.64         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-04-01      | 3.0000%  | N/A     | $3200264.00        | $381399.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 5.0000%  | N/A     | $26934944.00       | $24503768.96       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 5.5000%  | N/A     | $340508.00         | $25872.94          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $78479.00          | $76470.65          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $68553088.00       | $63271647.94       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $876219.00         | $717531.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-03-01      | 3.5000%  | N/A     | $3789414.00        | $419993.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $237076.00         | $183920.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-07-01      | 2.5000%  | N/A     | $9023000.00        | $776449.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $58149840.00       | $55897927.65       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $8225680.00        | $4015600.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $971910.00         | $668139.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $482550272.00      | $367703698.97      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $2896424.00        | $2043749.69        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 4.0000%  | N/A     | $137477.00         | $125778.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.1677%  | N/A     | $1000000.00        | $697792.39         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-11-15      | 4.0000%  | N/A     | $48000.00          | $5972.54           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.2176%  | N/A     | $50000000.00       | $32178663.40       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $1522548.00        | $1595072.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-11-15      | 4.1400%  | N/A     | $5604032.00        | $5165802.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $1558292.00        | $1625597.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2056-10-16      | 3.5000%  | N/A     | $89426048.00       | $81598360.48       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $718128.00         | $759327.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.3177%  | N/A     | $55000000.00       | $53287522.05       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $222176.00         | $228128.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $2029596.00        | $2070988.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-08-15      | 3.7000%  | N/A     | $2560444.00        | $2321716.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $31000000.00       | $29348748.09       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-06-15      | 5.7300%  | N/A     | $19804160.00       | $19756233.93       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | 3.0000%  | N/A     | $8000000.00        | $4882890.44        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $2943544.00        | $2873249.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2062-06-15      | 3.1800%  | N/A     | $11277700.00       | $9979912.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $2871672.00        | $2539832.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.0000%  | N/A     | $3256000.00        | $3258786.13        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-06-16      | 1.5000%  | N/A     | $1223000.00        | $732547.97         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2063-11-16      | 1.5000%  | N/A     | $71149696.00       | $51522644.06       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2057-11-15      | 4.4600%  | N/A     | $16500000.00       | $15720349.51       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-15      | 5.0000%  | N/A     | $642420.00         | $25088.52          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $3481132.00        | $3283274.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-02-15      | 5.4200%  | N/A     | $805500.00         | $814271.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $4101640.00        | $4303093.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.0000%  | N/A     | $1340906.00        | $1332834.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $23000000.00       | $21676294.54       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $2550704.00        | $2214491.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $2698316.00        | $2784792.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1225658.00        | $1281348.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-15      | 4.0000%  | N/A     | $2968000.00        | $48440.93          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $1514312.00        | $1568634.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1724836.00        | $1798438.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $1334922.00        | $1364322.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | 5.0000%  | N/A     | $129836543.00      | $7759555.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-08-15      | 3.3800%  | N/A     | $11230159.00       | $9952636.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 4.5000%  | N/A     | $429421.00         | $388544.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $1669194.00        | $1702288.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $6824760.00        | $5942277.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-16      | 4.1487%  | N/A     | $8097888.00        | $1211600.69        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $788124.00         | $825244.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-15      | 5.0000%  | N/A     | $304000.00         | $7290.47           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $774699.00         | $812789.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $20916160.00       | $20889713.41       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 4.9376%  | N/A     | $100000000.00      | $73298363.34       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-10-15      | 2.8000%  | N/A     | $864435.00         | $725913.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1453276.00        | $1524594.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $11116480.00       | $11588637.67       | Agency Mortgage-Backed Securities         |

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

- **C.1 - Title:** GOLDMAN SACHS & CO. LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GOL25Y60
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL FARM CREDIT B | 2028-08-15      | 3.8750%  | N/A     | $3000.00           | $3070.99           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.5000%  | N/A     | $7000.00           | $4127.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-07-01      | 7.0000%  | N/A     | $115224.00         | $1247.73           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.0000%  | N/A     | $25690.00          | $83.89             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-12-01      | 6.0000%  | N/A     | $29736.00          | $1.49              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-08-01      | 6.0000%  | N/A     | $12270.00          | $109.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-07-01      | 6.0000%  | N/A     | $25000.00          | $19.35             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 7.0000%  | N/A     | $28000.00          | $78.79             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 4.0000%  | N/A     | $1000.00           | $689.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-04-01      | 3.5000%  | N/A     | $841004.00         | $1180.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-02-01      | 5.5000%  | N/A     | $930000.00         | $2399.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-12-01      | 6.0000%  | N/A     | $1000000.00        | $1450.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-07-01      | 4.5000%  | N/A     | $127256.00         | $1324.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 3.0000%  | N/A     | $4841.00           | $3807.40           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.0000%  | N/A     | $40000.00          | $3310.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-05-01      | 3.5000%  | N/A     | $25000.00          | $30.53             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-04-01      | 6.0000%  | N/A     | $1000.00           | $803.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 4.0000%  | N/A     | $7000.00           | $309.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 7.5000%  | N/A     | $67736.00          | $4.76              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.0000%  | N/A     | $52000.00          | $3817.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-07-01      | 5.5000%  | N/A     | $1000000.00        | $317.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-08-01      | 5.0000%  | N/A     | $29495.00          | $2649.11           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-09-01      | 4.5000%  | N/A     | $841000.00         | $5.37              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-09-01      | 4.0000%  | N/A     | $40800.00          | $4616.03           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $295000.00         | $181957.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-10-01      | 4.0000%  | N/A     | $2000.00           | $123.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 6.5000%  | N/A     | $75000.00          | $109.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 9.5000%  | N/A     | $400000.00         | $4584.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 3.5000%  | N/A     | $20000.00          | $656.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 4.7500%  | N/A     | $1000.00           | $1027.37           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 6.0000%  | N/A     | $20000.00          | $295.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-01-01      | 6.0000%  | N/A     | $1870000.00        | $2333.61           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $1661924.00        | $1021532.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-09-01      | 4.5000%  | N/A     | $67792.00          | $886.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 6.0000%  | N/A     | $33000.00          | $63.67             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-11-01      | 5.5000%  | N/A     | $1550000.00        | $2079.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 3.0000%  | N/A     | $1000.00           | $178.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-09-01      | 4.5000%  | N/A     | $32000.00          | $236.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 3.5000%  | N/A     | $6000.00           | $513.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-08-01      | 6.0000%  | N/A     | $375000.00         | $203.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-04-01      | 5.0000%  | N/A     | $57000.00          | $301.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-08-01      | 7.5000%  | N/A     | $9607594.00        | $2443.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-06-01      | 6.0000%  | N/A     | $24223.00          | $1539.00           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 6.0000%  | N/A     | $78000.00          | $371.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1213.00           | $1004.03           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-06-01      | 6.0000%  | N/A     | $237778.00         | $115.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-07-01      | 3.5000%  | N/A     | $7000.00           | $334.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 3.3310%  | N/A     | $7477.00           | $1963.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1011.00           | $966.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $823074.00         | $1791.40           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $2256.00           | $1437.73           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-07-01      | 3.5000%  | N/A     | $1428720.00        | $3254.88           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 3.5000%  | N/A     | $5000.00           | $3449.48           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 6.0000%  | N/A     | $1856705.00        | $3776.86           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-06-01      | 7.0000%  | N/A     | $252250.00         | $2224.37           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-12-01      | 3.5000%  | N/A     | $19000.00          | $1419.21           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-06-01      | 7.0000%  | N/A     | $145000.00         | $49.10             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 3.0000%  | N/A     | $5000.00           | $3730.53           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-12-01      | 6.0000%  | N/A     | $567777.00         | $303.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-09-01      | 4.0000%  | N/A     | $2000000.00        | $1917.77           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 8.5000%  | N/A     | $765000.00         | $2964.90           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 6.5000%  | N/A     | $110000.00         | $491.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-01-01      | 6.0000%  | N/A     | $3988000.00        | $4581.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 6.5000%  | N/A     | $18890.00          | $3.57              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-10-01      | 7.0000%  | N/A     | $105000.00         | $68.84             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 6.0000%  | N/A     | $88315.00          | $43.05             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-06-01      | 7.0000%  | N/A     | $5000.00           | $26.91             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 3.5000%  | N/A     | $1963.00           | $77.69             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 7.5000%  | N/A     | $500467.00         | $2303.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-03-01      | 6.0000%  | N/A     | $33000.00          | $563.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $738.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 4.0000%  | N/A     | $22000.00          | $3793.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 6.5000%  | N/A     | $250000.00         | $3005.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-06-01      | 6.0000%  | N/A     | $300000.00         | $238.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-11-01      | 7.0000%  | N/A     | $6434.00           | $23.26             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-03-01      | 8.5000%  | N/A     | $323808.00         | $306.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 3.0000%  | N/A     | $1000.00           | $299.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 5.5000%  | N/A     | $2712000.00        | $3930.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 5.0000%  | N/A     | $275000.00         | $2355.72           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 4.0000%  | N/A     | $2000.00           | $206.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $1001.00           | $534.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 6.0000%  | N/A     | $11555.00          | $106.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 4.5000%  | N/A     | $6540.00           | $753.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 8.5000%  | N/A     | $989806.00         | $1581.94           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 6.0000%  | N/A     | $730000.00         | $3109.88           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $1000.00           | $182.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-08-01      | 5.5000%  | N/A     | $33179.00          | $682.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-09-01      | 2.0000%  | N/A     | $6833.00           | $887.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 4.0000%  | N/A     | $28064.00          | $2133.16           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 3.5000%  | N/A     | $21000.00          | $1829.35           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 2.0000%  | N/A     | $6744920.00        | $3847622.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 5.5000%  | N/A     | $478000.00         | $1067.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-03-01      | 8.0000%  | N/A     | $1346971.00        | $1084.72           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-06-01      | 4.0000%  | N/A     | $500000.00         | $885.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 3.0000%  | N/A     | $1000.00           | $102.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-02-01      | 4.5000%  | N/A     | $71707.00          | $2212.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-03-01      | 6.0000%  | N/A     | $2325000.00        | $3317.61           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $1385.00           | $1139.90           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 7.5000%  | N/A     | $1450000.00        | $2072.59           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.0000%  | N/A     | $40046720.00       | $34289911.02       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 3.5000%  | N/A     | $3000.00           | $1819.94           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 4.5000%  | N/A     | $2078.00           | $1186.09           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 3.5000%  | N/A     | $4000.00           | $384.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 9.0000%  | N/A     | $210000.00         | $2260.11           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 5.0000%  | N/A     | $123000.00         | $1262.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 4.5000%  | N/A     | $1000.00           | $81.01             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-06-01      | 5.5000%  | N/A     | $1410000.00        | $2483.47           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.0000%  | N/A     | $1000.00           | $851.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 2.5000%  | N/A     | $5538.00           | $1066.24           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.5000%  | N/A     | $1000.00           | $384.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 7.0000%  | N/A     | $95000.00          | $1019.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 7.0000%  | N/A     | $151376.00         | $989.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 4.0000%  | N/A     | $5000.00           | $383.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 7.0000%  | N/A     | $42916.00          | $298.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $713.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-02-01      | 3.5000%  | N/A     | $50000.00          | $175.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $606.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-04-01      | 4.0000%  | N/A     | $340000.00         | $558.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 3.5000%  | N/A     | $1000.00           | $148.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.0000%  | N/A     | $5000.00           | $3526.85           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 6.0000%  | N/A     | $2077041.00        | $3202.19           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-04-01      | 4.5000%  | N/A     | $16804.00          | $2671.50           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $622.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.0000%  | N/A     | $50647.00          | $1105.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 5.5000%  | N/A     | $100000.00         | $533.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-07-01      | 5.5000%  | N/A     | $63052.00          | $3.01              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 7.0000%  | N/A     | $43105.00          | $88.97             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $1034.00           | $718.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-05-01      | 3.5000%  | N/A     | $975000.00         | $1392.93           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-10-01      | 6.0000%  | N/A     | $1048032.00        | $677.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $3000.00           | $3041.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 3.0000%  | N/A     | $8000.00           | $1252.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-08-01      | 5.0000%  | N/A     | $110754.00         | $741.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 4.5000%  | N/A     | $16886.00          | $4302.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 6.0000%  | N/A     | $300000.00         | $1334.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-03-01      | 7.0000%  | N/A     | $59000.00          | $147.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.5000%  | N/A     | $5000.00           | $527.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-12-01      | 6.0000%  | N/A     | $50000.00          | $257.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-08-01      | 2.5000%  | N/A     | $28520.00          | $3066.91           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 7.0000%  | N/A     | $51943.00          | $1.83              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-09-01      | 5.5000%  | N/A     | $46043.00          | $354.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 6.0000%  | N/A     | $90000.00          | $0.94              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $13000.00          | $905.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-08-01      | 4.5000%  | N/A     | $1335000.00        | $756.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 4.5000%  | N/A     | $1000.00           | $92.89             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-02-01      | 3.5000%  | N/A     | $14281.00          | $42.99             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 3.5000%  | N/A     | $1000.00           | $107.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-04-01      | 8.0000%  | N/A     | $266503.00         | $1842.09           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-12-01      | 2.5000%  | N/A     | $1000.00           | $173.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-07-01      | 6.5000%  | N/A     | $216718.00         | $118.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $26531.00          | $95.38             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-05-01      | 4.0000%  | N/A     | $8000.00           | $465.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 4.5000%  | N/A     | $1000.00           | $617.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 3.5000%  | N/A     | $1000.00           | $30.76             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-02-01      | 7.0000%  | N/A     | $125320.00         | $59.85             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.5000%  | N/A     | $2000.00           | $217.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-02-01      | 7.0000%  | N/A     | $39782.00          | $18.83             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-06-01      | 7.0000%  | N/A     | $56593.00          | $28.55             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 7.0000%  | N/A     | $57692.00          | $213.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-11-01      | 6.0000%  | N/A     | $1460000.00        | $3725.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 4.5000%  | N/A     | $25000.00          | $162.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-02-01      | 3.5000%  | N/A     | $20000.00          | $1310.80           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-12-01      | 3.5000%  | N/A     | $84251.00          | $461.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 7.0000%  | N/A     | $301711.00         | $141.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 5.0000%  | N/A     | $75000.00          | $726.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 4.5000%  | N/A     | $5000.00           | $585.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $734.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 5.0000%  | N/A     | $21699.00          | $3895.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-02-01      | 6.0000%  | N/A     | $200000.00         | $27.47             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-09-01      | 2.5000%  | N/A     | $28642.00          | $3029.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $26000.00          | $918.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 5.0000%  | N/A     | $2635.00           | $2329.49           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.5000%  | N/A     | $1000.00           | $122.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $127.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 4.5000%  | N/A     | $832608.00         | $36052.43          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-08-01      | 6.0000%  | N/A     | $175000.00         | $369.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.5000%  | N/A     | $1000.00           | $117.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 6.0000%  | N/A     | $95000.00          | $95.73             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-08-01      | 3.5000%  | N/A     | $266316.00         | $502.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-12-01      | 6.0000%  | N/A     | $762175.00         | $2709.48           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 6.0000%  | N/A     | $1084452.00        | $3350.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 3.5000%  | N/A     | $17000.00          | $1295.78           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 7.5000%  | N/A     | $13737.00          | $78.86             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 2.5000%  | N/A     | $1000.00           | $131.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-08-01      | 6.0000%  | N/A     | $776484.00         | $75.50             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-09-01      | 5.0000%  | N/A     | $355624.00         | $4222.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 4.5000%  | N/A     | $5000.00           | $532.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-11-01      | 3.5000%  | N/A     | $25000.00          | $3890.79           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 6.5000%  | N/A     | $984976.00         | $2225.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-06-01      | 4.5000%  | N/A     | $31900.00          | $230.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 6.0000%  | N/A     | $638588.00         | $3647.19           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.5000%  | N/A     | $70000.00          | $2411.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-02-01      | 5.0000%  | N/A     | $3500000.00        | $2772.84           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 6.0000%  | N/A     | $1066986.00        | $1432.00           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 7.0000%  | N/A     | $116509.00         | $58.41             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-07-01      | 4.5000%  | N/A     | $71832.00          | $4115.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-01-25      | 3.5000%  | N/A     | $66213.00          | $9.89              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-03-01      | 3.5000%  | N/A     | $15000.00          | $1347.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 6.0000%  | N/A     | $2000000.00        | $749.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 5.0000%  | N/A     | $75000.00          | $813.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-11-01      | 7.0000%  | N/A     | $72458.00          | $59.57             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-12-01      | 5.0000%  | N/A     | $991979.00         | $1268.54           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-09-01      | 3.5000%  | N/A     | $12000.00          | $21.61             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 5.5000%  | N/A     | $183044.00         | $3585.16           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-04-01      | 6.0000%  | N/A     | $1570.00           | $1.97              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 4.0000%  | N/A     | $1000.00           | $121.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 3.0000%  | N/A     | $267645.00         | $3972.25           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 3.0000%  | N/A     | $1000.00           | $162.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.0000%  | N/A     | $1000.00           | $372.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-08-01      | 6.5000%  | N/A     | $480514.00         | $318.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $1005.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 4.5000%  | N/A     | $230000.00         | $27137.20          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-03-01      | 7.5000%  | N/A     | $117202.00         | $19.11             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 3.5000%  | N/A     | $3000.00           | $269.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-10-01      | 4.5000%  | N/A     | $36000.00          | $2024.44           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-06-01      | 7.0000%  | N/A     | $51793.00          | $1.02              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 4.0000%  | N/A     | $21000.00          | $3484.60           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 3.0000%  | N/A     | $182000.00         | $4579.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $2891.00           | $1769.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-02-01      | 7.5000%  | N/A     | $130000.00         | $21.41             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-08-01      | 6.0000%  | N/A     | $43444.00          | $666.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $2000.00           | $1555.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 4.0000%  | N/A     | $1000000.00        | $1231.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 6.0000%  | N/A     | $461000.00         | $1359.56           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-25      | 1.5000%  | N/A     | $1250.00           | $537.18            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $800.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 5.0000%  | N/A     | $199467.00         | $1715.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-05-01      | 3.5000%  | N/A     | $3000.00           | $436.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-05-01      | 6.0000%  | N/A     | $10244422.00       | $4079.25           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-08-01      | 6.0000%  | N/A     | $18149.00          | $98.48             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-03-01      | 7.0000%  | N/A     | $596145.00         | $338.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 6.0000%  | N/A     | $1741.00           | $5.20              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 3.0000%  | N/A     | $54000.00          | $1002.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 3.9500%  | N/A     | $1562.00           | $1554.83           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 7.0000%  | N/A     | $469492.00         | $393.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 2.5000%  | N/A     | $2000.00           | $1381.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-10-01      | 2.5000%  | N/A     | $1000.00           | $126.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $3600.00           | $1744.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 7.5000%  | N/A     | $1639.00           | $1503.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-03-01      | 7.0000%  | N/A     | $25381.00          | $289.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-04-01      | 7.0000%  | N/A     | $23000.00          | $12.78             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.5000%  | N/A     | $29506.00          | $4292.82           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 3.0000%  | N/A     | $289783.00         | $11320.65          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 4.0000%  | N/A     | $22886.00          | $3469.85           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-10-01      | 4.0000%  | N/A     | $787046.00         | $52243.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-12-01      | 3.5000%  | N/A     | $40000.00          | $2946.72           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-04-01      | 6.0000%  | N/A     | $480000.00         | $239.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 2.5000%  | N/A     | $4848.00           | $406.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 3.5000%  | N/A     | $14000.00          | $3240.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 6.0000%  | N/A     | $11756.00          | $105.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 2.5000%  | N/A     | $9353.00           | $711.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-08-01      | 7.0000%  | N/A     | $50070.00          | $49.08             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-11-01      | 5.5000%  | N/A     | $35000.00          | $96.76             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-07-01      | 4.0000%  | N/A     | $1000.00           | $164.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 3.5000%  | N/A     | $33000.00          | $2631.11           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 6.5000%  | N/A     | $401000.00         | $881.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 6.0000%  | N/A     | $30653.00          | $30.92             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-12-01      | 6.0000%  | N/A     | $195791.00         | $670.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 2.5000%  | N/A     | $4079.00           | $1162.32           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 3.5000%  | N/A     | $84481.00          | $2258.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 3.5000%  | N/A     | $4000.00           | $3637.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 6.0000%  | N/A     | $126000.00         | $779.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-03-01      | 5.0000%  | N/A     | $82976.00          | $3142.84           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-03-01      | 3.5000%  | N/A     | $41000.00          | $3685.91           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 4.0000%  | N/A     | $1000.00           | $72.33             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $611000.00         | $589849.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 6.5000%  | N/A     | $500000.00         | $929.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-07-01      | 4.5000%  | N/A     | $25179.00          | $279.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 5.0000%  | N/A     | $44686.00          | $464.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $25000.00          | $2559.53           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 2.5000%  | N/A     | $25000.00          | $2463.49           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-10-01      | 6.0000%  | N/A     | $1000000.00        | $964.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 4.5000%  | N/A     | $91186.00          | $269.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 3.0000%  | N/A     | $100000.00         | $1482.72           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-05-01      | 3.5000%  | N/A     | $24000.00          | $29.34             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 5.5000%  | N/A     | $630137.00         | $4940.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 6.7260%  | N/A     | $3553.00           | $32.01             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-06-01      | 7.0000%  | N/A     | $598134.00         | $3675.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 5.0000%  | N/A     | $39791.00          | $349.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 4.5000%  | N/A     | $52754.00          | $328.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 2.0000%  | N/A     | $18530.00          | $930.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 5.5000%  | N/A     | $173654.00         | $500.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 4.0000%  | N/A     | $12000.00          | $1316.21           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-04-01      | 5.0000%  | N/A     | $11442.00          | $1965.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-03-01      | 6.5000%  | N/A     | $525000.00         | $3650.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-02-01      | 6.0000%  | N/A     | $150000.00         | $19.45             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 4.5000%  | N/A     | $43000.00          | $2910.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $1000.00           | $897.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-04-01      | 4.0000%  | N/A     | $195623.00         | $1855.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $2000.00           | $1501.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-12-01      | 4.0000%  | N/A     | $18000.00          | $2342.49           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 5.5000%  | N/A     | $22000.00          | $1418.84           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 3.5000%  | N/A     | $1000.00           | $877.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 2.5000%  | N/A     | $175000.00         | $115220.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 4.5000%  | N/A     | $1176452.00        | $1178315.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-05-01      | 2.5000%  | N/A     | $1000.00           | $36.86             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 3.0000%  | N/A     | $1000.00           | $758.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.5000%  | N/A     | $10000.00          | $2887.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $740.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 4.0000%  | N/A     | $2000.00           | $720.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $4003.00           | $3411.91           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $3301.00           | $3334.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-03-01      | 6.0000%  | N/A     | $337410.00         | $2752.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-01      | 7.5000%  | N/A     | $1322732.00        | $4197.37           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-07-01      | 6.0000%  | N/A     | $3000000.00        | $3239.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 3.5000%  | N/A     | $34016.00          | $539.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-11-01      | 7.5000%  | N/A     | $2100.00           | $0.26              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 7.5000%  | N/A     | $1450145.00        | $148.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 4.5000%  | N/A     | $66744.00          | $432.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-08-01      | 6.5000%  | N/A     | $1515000.00        | $2620.32           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 1.5000%  | N/A     | $1000.00           | $567.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 5.0000%  | N/A     | $30000.00          | $327.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 7.0000%  | N/A     | $5000.00           | $2.10              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $3000.00           | $2137.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 3.5000%  | N/A     | $11000.00          | $1074.80           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-10-01      | 8.5000%  | N/A     | $569523.00         | $3574.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-01-01      | 7.5000%  | N/A     | $1000000.00        | $2765.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $786.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 4.5000%  | N/A     | $25000.00          | $2823.82           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $2004.00           | $1925.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-03-01      | 5.5000%  | N/A     | $912312.00         | $1565.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 4.0000%  | N/A     | $19000.00          | $2406.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-12-01      | 6.5000%  | N/A     | $225096.00         | $127.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 2.5000%  | N/A     | $3000.00           | $1120.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $3000.00           | $2429.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-09-01      | 4.5000%  | N/A     | $189025.00         | $1335.07           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-05-15      | 6.0000%  | N/A     | $810000.00         | $169.84            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 6.5000%  | N/A     | $1044482.00        | $1105.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-06-01      | 6.0000%  | N/A     | $322000.00         | $180.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 6.5000%  | N/A     | $2000000.00        | $4855.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.5000%  | N/A     | $48000.00          | $1382.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.0000%  | N/A     | $13000.00          | $836.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-11-01      | 8.0000%  | N/A     | $152123.00         | $1117.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-08-01      | 3.5000%  | N/A     | $1000.00           | $88.11             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 4.0000%  | N/A     | $18000.00          | $66.16             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 4.5000%  | N/A     | $3000.00           | $319.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 3.0000%  | N/A     | $4000.00           | $604.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $1000.00           | $69.89             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-02-01      | 4.5000%  | N/A     | $249513.00         | $949.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-10-01      | 3.5000%  | N/A     | $112000.00         | $297.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-07-01      | 6.0000%  | N/A     | $165069.00         | $407.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-09-01      | 4.5000%  | N/A     | $445034.00         | $5.53              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 2.5000%  | N/A     | $5000.00           | $1214.61           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 6.5000%  | N/A     | $6004992.00        | $83772.86          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-01-01      | 7.0000%  | N/A     | $57000.00          | $15.02             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.0000%  | N/A     | $2000.00           | $200.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-12-01      | 3.5000%  | N/A     | $3000.00           | $224.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-02-01      | 4.5000%  | N/A     | $522534.00         | $3936.79           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-05-01      | 3.5000%  | N/A     | $46572.00          | $4804.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-10-01      | 5.0000%  | N/A     | $750000.00         | $2790.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-03-01      | 6.0000%  | N/A     | $125000.00         | $675.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-12-01      | 7.0000%  | N/A     | $175000.00         | $70.21             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 5.0000%  | N/A     | $50000.00          | $2608.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-06-01      | 5.0000%  | N/A     | $2891000.00        | $0.82              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 7.0000%  | N/A     | $142444.00         | $169.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 4.4500%  | N/A     | $42900000.00       | $42674317.39       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1024.00           | $935.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-09-01      | 3.0000%  | N/A     | $5000.00           | $667.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-12-01      | 7.5000%  | N/A     | $88900.00          | $283.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 6.0000%  | N/A     | $115202.00         | $1232.16           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-10-01      | 5.5000%  | N/A     | $360000.00         | $4864.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.0000%  | N/A     | $2000.00           | $128.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $15000.00          | $13318.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 2.0000%  | N/A     | $5000000.00        | $2958016.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 7.5000%  | N/A     | $1917324.00        | $272.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-12-01      | 6.0000%  | N/A     | $71620.00          | $189.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-09-01      | 4.5000%  | N/A     | $26000.00          | $168.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-07-01      | 4.5000%  | N/A     | $56995.00          | $545.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 7.0000%  | N/A     | $295000.00         | $818.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 5.0000%  | N/A     | $26000.00          | $215.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-08-01      | 7.0000%  | N/A     | $110000.00         | $44.88             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-03-01      | 3.0000%  | N/A     | $350000.00         | $2784.79           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 2.5000%  | N/A     | $16000.00          | $2328.53           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-01-01      | 6.5000%  | N/A     | $733445.00         | $951.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-01      | 6.0000%  | N/A     | $344414.00         | $719.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-04-01      | 7.5000%  | N/A     | $95600.00          | $4.10              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 1.0000%  | N/A     | $4532816.00        | $2683583.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-09-01      | 6.5000%  | N/A     | $200000.00         | $153.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.5000%  | N/A     | $4000.00           | $585.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 3.5000%  | N/A     | $19118.00          | $3254.13           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-04-01      | 4.5000%  | N/A     | $29277.00          | $106.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-10-01      | 4.0000%  | N/A     | $10017.00          | $988.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-01-15      | 6.0000%  | N/A     | $1100000.00        | $0.31              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-08-01      | 4.5000%  | N/A     | $223000.00         | $2102.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 6.0000%  | N/A     | $30064.00          | $201.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-04-01      | 4.5000%  | N/A     | $16554.00          | $122.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 6.0000%  | N/A     | $901502.00         | $2078.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-08-01      | 3.5000%  | N/A     | $290737.00         | $508.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-04-01      | 5.0000%  | N/A     | $156000.00         | $1382.21           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $1000.00           | $867.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 3.5000%  | N/A     | $1104000.00        | $136467.24         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 3.0000%  | N/A     | $7897.00           | $2869.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 2.0000%  | N/A     | $1000.00           | $568.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 3.0000%  | N/A     | $6719.00           | $846.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-04-01      | 5.0000%  | N/A     | $200000.00         | $4150.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-12-01      | 1.5000%  | N/A     | $2000.00           | $606.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1036.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 7.0000%  | N/A     | $59000.00          | $337.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 6.5000%  | N/A     | $499200.00         | $3430.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-10-01      | 8.0000%  | N/A     | $42153.00          | $249.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 5.0000%  | N/A     | $371000.00         | $2267.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-03-01      | 8.5000%  | N/A     | $153535.00         | $319.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $2000.00           | $1521.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-06-01      | 6.0000%  | N/A     | $101704.00         | $558.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 4.0000%  | N/A     | $7172.00           | $891.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 4.5000%  | N/A     | $1000.00           | $331.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-12-01      | 6.0000%  | N/A     | $354356.00         | $4152.51           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 2.5000%  | N/A     | $24463.00          | $2220.54           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1024.00           | $858.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.5000%  | N/A     | $1000.00           | $116.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-03-01      | 6.0000%  | N/A     | $56094.00          | $1.09              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.5000%  | N/A     | $1000.00           | $238.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-01-01      | 5.5000%  | N/A     | $1246315.00        | $2326.34           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 3.5000%  | N/A     | $2000.00           | $1620.09           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-05-01      | 3.5000%  | N/A     | $8000.00           | $1043.84           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-01-01      | 4.5000%  | N/A     | $39226.00          | $98.40             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $4659000.00        | $4873.18           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-05-01      | 4.5000%  | N/A     | $102000.00         | $267.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 4.0000%  | N/A     | $39000.00          | $2814.56           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-11-01      | 5.0000%  | N/A     | $369827.00         | $963.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $1000.00           | $295.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-03-01      | 6.5000%  | N/A     | $3020000.00        | $0.94              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 6.0000%  | N/A     | $1000.00           | $683.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-02-15      | 6.0000%  | N/A     | $74000.00          | $421.80            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-04-15      | 6.0000%  | N/A     | $37000.00          | $297.04            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 7.0000%  | N/A     | $1000.00           | $978.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-06-01      | 7.0000%  | N/A     | $300634.00         | $173.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-02-01      | 6.0000%  | N/A     | $2300000.00        | $4562.59           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 6.0000%  | N/A     | $1024835.00        | $1711.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $862.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.5000%  | N/A     | $1000.00           | $1058.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-09-01      | 4.5000%  | N/A     | $4699000.00        | $30.02             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 3.0000%  | N/A     | $1000.00           | $90.83             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-08-01      | 4.0000%  | N/A     | $5000.00           | $330.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-08-01      | 4.5000%  | N/A     | $39634.00          | $615.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-03-01      | 6.5000%  | N/A     | $1108300.00        | $655.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-12-01      | 6.0000%  | N/A     | $8000.00           | $1.68              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 3.5000%  | N/A     | $4000.00           | $263.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $1000.00           | $119.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.0000%  | N/A     | $1000.00           | $138.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-07-01      | 7.0000%  | N/A     | $50000.00          | $39.58             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 6.0000%  | N/A     | $2782.00           | $70.91             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-12-01      | 6.0000%  | N/A     | $1878535.00        | $3438.72           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-07-01      | 7.0000%  | N/A     | $12000.00          | $28.55             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 3.5000%  | N/A     | $28000.00          | $2132.09           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-04-01      | 5.0000%  | N/A     | $63329.00          | $138.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 6.0000%  | N/A     | $130000.00         | $66.51             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 6.0000%  | N/A     | $187090.00         | $885.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 4.5000%  | N/A     | $3550.00           | $80.25             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-05-01      | 7.5000%  | N/A     | $29192.00          | $10.51             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-03-01      | 6.0000%  | N/A     | $3300626.00        | $2689.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-05-01      | 5.5000%  | N/A     | $647598.00         | $67.04             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-08-01      | 6.5000%  | N/A     | $500000.00         | $344.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 4.5000%  | N/A     | $24782.00          | $3373.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-03-01      | 3.0000%  | N/A     | $275000.00         | $2757.41           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-02-01      | 6.0000%  | N/A     | $350000.00         | $575.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $11624.00          | $11179.86          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 8.0000%  | N/A     | $34377.00          | $43.71             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-02-01      | 4.0000%  | N/A     | $27000.00          | $2569.01           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 4.0000%  | N/A     | $1000000.00        | $699072.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 2.5000%  | N/A     | $1874.00           | $157.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $1000.00           | $806.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-07-01      | 4.5000%  | N/A     | $5838.00           | $453.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 3.5000%  | N/A     | $1000.00           | $289.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 3.5000%  | N/A     | $28000.00          | $3360.01           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-12-01      | 7.5000%  | N/A     | $27900.00          | $10.54             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 8.0000%  | N/A     | $516285.00         | $218.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 3.0000%  | N/A     | $4000.00           | $2433.33           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 7.0000%  | N/A     | $88000.00          | $42.22             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-08-01      | 6.0000%  | N/A     | $15952.00          | $315.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-03-01      | 6.5000%  | N/A     | $49100.00          | $73.25             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-01-01      | 6.0000%  | N/A     | $376200.00         | $551.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-11-01      | 6.5000%  | N/A     | $200000.00         | $2012.79           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-03-01      | 6.5000%  | N/A     | $71700.00          | $48.18             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.5000%  | N/A     | $1000.00           | $484.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-06-01      | 5.0000%  | N/A     | $43000.00          | $0.01              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.0000%  | N/A     | $8000.00           | $567.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-02-01      | 5.5000%  | N/A     | $3136722.00        | $3653.91           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-09-01      | 6.0000%  | N/A     | $5428.00           | $85.86             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 6.0000%  | N/A     | $823718.00         | $4181.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 5.0000%  | N/A     | $260000.00         | $1381.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 7.0000%  | N/A     | $142750.00         | $1220.44           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-05-01      | 3.5000%  | N/A     | $24100.00          | $7.32              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.5000%  | N/A     | $1000.00           | $140.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-08-01      | 8.5000%  | N/A     | $250400.00         | $114.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-08-01      | 6.0000%  | N/A     | $250000.00         | $846.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-09-15      | 6.0000%  | N/A     | $29000.00          | $955.61            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 3.0000%  | N/A     | $8000.00           | $2625.44           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-10-01      | 3.5000%  | N/A     | $14969.00          | $24.10             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-04-01      | 5.0000%  | N/A     | $300087.00         | $2199.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-25      | 1.5000%  | N/A     | $1267.00           | $536.91            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $1000.00           | $717.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 5.0000%  | N/A     | $105086.00         | $69.58             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 5.0000%  | N/A     | $100000.00         | $3946.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-08-01      | 8.0000%  | N/A     | $3749446.00        | $1084.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 7.0000%  | N/A     | $1000.00           | $635.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 3.5000%  | N/A     | $53279.00          | $9248.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-04-01      | 4.5000%  | N/A     | $19016.00          | $4918.67           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 7.0000%  | N/A     | $16399.00          | $78.97             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-06-01      | 7.0000%  | N/A     | $45000.00          | $93.77             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 5.0000%  | N/A     | $36000.00          | $1293.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 3.5000%  | N/A     | $14903.00          | $4363.00           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 4.0000%  | N/A     | $84311.00          | $2955.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-05-01      | 2.0000%  | N/A     | $1000.00           | $500.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.0000%  | N/A     | $1000.00           | $773.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-03-01      | 2.5000%  | N/A     | $24746.00          | $2198.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-11-01      | 7.0000%  | N/A     | $300385.00         | $2442.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 7.5000%  | N/A     | $248315.00         | $1418.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-05-15      | 6.0000%  | N/A     | $27000.00          | $320.91            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 4.5000%  | N/A     | $1950.00           | $222.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-04-01      | 3.5000%  | N/A     | $34922.00          | $231.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 7.0000%  | N/A     | $24887.00          | $172.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 7.0000%  | N/A     | $57090.00          | $94.63             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 5.0000%  | N/A     | $279851.00         | $1468.58           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $762.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 1.5000%  | N/A     | $7223.00           | $4265.59           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-12-01      | 2.0000%  | N/A     | $1008.00           | $626.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.5000%  | N/A     | $16000.00          | $938.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-10-01      | 6.0000%  | N/A     | $171929.00         | $72.30             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-02-01      | 8.0000%  | N/A     | $181000.00         | $1403.54           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 5.5000%  | N/A     | $55000.00          | $2149.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-01-01      | 7.0000%  | N/A     | $12000.00          | $61.26             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-05-01      | 4.0000%  | N/A     | $22393.00          | $2010.80           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $1000.00           | $720.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 5.5000%  | N/A     | $62689.00          | $538.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-03-01      | 3.5000%  | N/A     | $12000.00          | $2493.24           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-10-01      | 3.5000%  | N/A     | $67466.00          | $3770.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-05-01      | 4.5000%  | N/A     | $725620.00         | $4011.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-04-01      | 8.5000%  | N/A     | $952263.00         | $663.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $45000.00          | $637.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-11-01      | 2.0000%  | N/A     | $1000.00           | $582.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $169000.00         | $144807.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-05-01      | 3.5000%  | N/A     | $8305.00           | $420.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 5.5000%  | N/A     | $520408.00         | $1247.83           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 7.0000%  | N/A     | $32168.00          | $25.75             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $2000.00           | $1196.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 4.0000%  | N/A     | $31000.00          | $3432.73           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 5.0000%  | N/A     | $94000.00          | $946.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-02-01      | 5.5000%  | N/A     | $84000.00          | $1673.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-12-01      | 6.5000%  | N/A     | $151435.00         | $345.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 7.0000%  | N/A     | $92316.00          | $31.84             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-02-01      | 7.0000%  | N/A     | $1072417.00        | $783.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-12-01      | 6.0000%  | N/A     | $29773.00          | $195.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-08-01      | 6.5000%  | N/A     | $21000.00          | $13.42             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-06-01      | 7.0000%  | N/A     | $70000.00          | $58.15             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 2.0000%  | N/A     | $12000.00          | $5002.24           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-10-01      | 3.0000%  | N/A     | $5000.00           | $23.16             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 7.0000%  | N/A     | $402542.00         | $734.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-03-01      | 8.0000%  | N/A     | $194000.00         | $3199.07           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 4.0000%  | N/A     | $1345.00           | $57.00             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 8.5000%  | N/A     | $1824000.00        | $540.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 6.0000%  | N/A     | $236000.00         | $207.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 6.0000%  | N/A     | $91986.00          | $618.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-05-01      | 4.0000%  | N/A     | $483517.00         | $206.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 4.0000%  | N/A     | $22000.00          | $4230.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 6.0000%  | N/A     | $25000.00          | $141.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 6.0000%  | N/A     | $5161301.00        | $1754.01           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $265000.00         | $146591.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 3.0000%  | N/A     | $23000.00          | $578.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-04-01      | 7.0000%  | N/A     | $25000.00          | $41.70             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 4.5000%  | N/A     | $1821.00           | $399.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-11-01      | 2.5000%  | N/A     | $2000.00           | $270.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-06-01      | 3.5000%  | N/A     | $1000.00           | $120.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 4.0000%  | N/A     | $8000.00           | $998.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 6.0000%  | N/A     | $288904.00         | $1117.72           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-08-01      | 6.0000%  | N/A     | $337891.00         | $4419.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-11-01      | 3.0000%  | N/A     | $175000.00         | $3215.04           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-10-01      | 8.0000%  | N/A     | $82984.00          | $145.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.5000%  | N/A     | $10000.00          | $601.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-08-01      | 6.0000%  | N/A     | $30000.00          | $409.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-08-01      | 2.5000%  | N/A     | $39630.00          | $3791.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 5.0000%  | N/A     | $950000.00         | $3534.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 4.0000%  | N/A     | $26000.00          | $4495.91           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 5.0000%  | N/A     | $700000.00         | $4839.40           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-07-01      | 3.5000%  | N/A     | $15231.00          | $1051.59           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-04-01      | 3.5000%  | N/A     | $8000.00           | $3845.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 6.5000%  | N/A     | $299674.00         | $789.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-08-01      | 5.0000%  | N/A     | $47625.00          | $80.90             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 3.5000%  | N/A     | $83823.00          | $4065.00           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 7.0000%  | N/A     | $642674.00         | $1477.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-12-01      | 7.5000%  | N/A     | $6571144.00        | $3325.91           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-07-01      | 6.5000%  | N/A     | $100000.00         | $77.60             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 3.5000%  | N/A     | $18000.00          | $4170.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-03-01      | 7.5000%  | N/A     | $4698549.00        | $3541.51           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-11-01      | 7.0000%  | N/A     | $780172.00         | $361.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 4.5000%  | N/A     | $4000.00           | $2486.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1000.00           | $824.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 3.0000%  | N/A     | $14000.00          | $1499.88           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 3.5000%  | N/A     | $1000.00           | $123.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-02-01      | 6.0000%  | N/A     | $18000.00          | $94.10             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 6.0000%  | N/A     | $261786.00         | $2730.94           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-04-01      | 4.5000%  | N/A     | $14000.00          | $3564.82           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-10-01      | 6.0000%  | N/A     | $120000.00         | $2300.38           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-15      | 3.5000%  | N/A     | $45000.00          | $4225.70           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-07-01      | 5.5000%  | N/A     | $44492.00          | $750.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 6.0000%  | N/A     | $546000.00         | $406.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.0000%  | N/A     | $5322872.00        | $417894.97         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-10-01      | 7.5000%  | N/A     | $5642030.00        | $2416.33           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 6.0000%  | N/A     | $2546000.00        | $2461.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-12-01      | 5.5000%  | N/A     | $8760977.00        | $4508.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-06-01      | 5.5000%  | N/A     | $50698.00          | $110.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 3.5000%  | N/A     | $5000.00           | $296.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $1000.00           | $641.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-10-01      | 2.5000%  | N/A     | $3000.00           | $821.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 3.5000%  | N/A     | $1000.00           | $104.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 3.5000%  | N/A     | $32000.00          | $1265.20           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 5.5000%  | N/A     | $2267114.00        | $3373.09           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-03-01      | 7.0000%  | N/A     | $1108904.00        | $3240.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.5000%  | N/A     | $4800000.00        | $532141.25         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-11-15      | 6.0000%  | N/A     | $15000.00          | $86.62             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-03-01      | 8.5000%  | N/A     | $208083.00         | $31.22             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 6.5000%  | N/A     | $1000000.00        | $2475.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-02-01      | 6.0000%  | N/A     | $379577.00         | $1765.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-03-01      | 7.0000%  | N/A     | $66069.00          | $55.84             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-09-01      | 5.5000%  | N/A     | $78686.00          | $232.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 3.5000%  | N/A     | $10000.00          | $659.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.5000%  | N/A     | $1198000.00        | $41326.16          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-06-01      | 6.5000%  | N/A     | $374963.00         | $536.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 4.5000%  | N/A     | $127584.00         | $1308.74           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-12-01      | 6.0000%  | N/A     | $495000.00         | $402.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-09-01      | 3.5000%  | N/A     | $490324.00         | $2429.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.5000%  | N/A     | $10000.00          | $1442.80           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-01      | 6.0000%  | N/A     | $1560.00           | $41.09             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 4.5000%  | N/A     | $3000.00           | $392.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 6.0000%  | N/A     | $150000.00         | $907.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-03-01      | 5.0000%  | N/A     | $340000.00         | $499.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-03-01      | 3.5000%  | N/A     | $379683.00         | $253.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-01-01      | 7.0000%  | N/A     | $2065561.00        | $236.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $66000.00          | $273.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-10-01      | 7.0000%  | N/A     | $571095.00         | $217.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 3.5000%  | N/A     | $27237.00          | $1056.72           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-04-01      | 8.0000%  | N/A     | $1333110.00        | $3350.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-07-17      | 8.0000%  | N/A     | $17010793.00       | $143.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 3.5000%  | N/A     | $1000.00           | $183.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.0000%  | N/A     | $100000.00         | $57687.63          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 7.0000%  | N/A     | $217000.00         | $265.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-10-01      | 7.0000%  | N/A     | $106365.00         | $357.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.0000%  | N/A     | $1000.00           | $681.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $141995.00         | $1981.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 3.0000%  | N/A     | $4000.00           | $515.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.0000%  | N/A     | $42259776.00       | $41014605.77       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-07-01      | 4.0000%  | N/A     | $130000.00         | $727.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-11-01      | 5.5000%  | N/A     | $47462.00          | $2001.56           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 3.0000%  | N/A     | $2000.00           | $1544.50           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 7.0000%  | N/A     | $4959.00           | $52.12             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-01-01      | 7.5000%  | N/A     | $6167184.00        | $803.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 6.5000%  | N/A     | $100000.00         | $2953.07           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-01      | 6.5000%  | N/A     | $332400.00         | $262.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 5.0000%  | N/A     | $5000.00           | $41.42             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-11-01      | 6.0000%  | N/A     | $13396.00          | $46.90             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 5.5000%  | N/A     | $26000.00          | $76.04             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-11-25      | 9.0000%  | N/A     | $1000000.00        | $502.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 6.5000%  | N/A     | $1371041.00        | $4492.82           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 5.5000%  | N/A     | $10000.00          | $272.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 5.5000%  | N/A     | $640419.00         | $3828.25           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $10256.00          | $4730.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 6.0000%  | N/A     | $350000.00         | $1636.51           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 4.0000%  | N/A     | $14591.00          | $4196.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.4980%  | N/A     | $1000.00           | $855.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $293019.00         | $282885.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-11-01      | 7.0000%  | N/A     | $75000.00          | $1101.90           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-02-01      | 8.5000%  | N/A     | $2241546.00        | $556.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-10-01      | 4.5000%  | N/A     | $8000.00           | $180.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 6.0000%  | N/A     | $14000.00          | $70.75             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.0000%  | N/A     | $1000.00           | $59.81             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 5.5000%  | N/A     | $2216000.00        | $2561.04           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-08-01      | 3.5000%  | N/A     | $218303.00         | $393.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 3.5000%  | N/A     | $1000.00           | $66.45             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-03-01      | 4.5000%  | N/A     | $1744306.00        | $2797.16           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-08-01      | 8.0000%  | N/A     | $6126838.00        | $2060.03           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 6.0000%  | N/A     | $62913.00          | $72.11             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-02-01      | 3.5000%  | N/A     | $69000.00          | $242.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-07-01      | 3.5000%  | N/A     | $1112990.00        | $2452.16           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-10-01      | 6.5000%  | N/A     | $2207540.00        | $3602.83           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-11-01      | 3.5000%  | N/A     | $1086.00           | $66.46             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-09-01      | 5.5000%  | N/A     | $1100000.00        | $551.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-10-01      | 5.0000%  | N/A     | $50000.00          | $529.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-01-25      | 3.5000%  | N/A     | $282800.00         | $37.87             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 6.5000%  | N/A     | $400000.00         | $901.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 3.5000%  | N/A     | $1000.00           | $590.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 6.0000%  | N/A     | $5279.00           | $137.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-08-01      | 5.0000%  | N/A     | $4300000.00        | $945.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-10-01      | 7.5000%  | N/A     | $10000.00          | $4.17              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 6.5000%  | N/A     | $300000.00         | $1120.00           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-06-01      | 5.0000%  | N/A     | $1252903.00        | $2070.61           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $710.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 4.5000%  | N/A     | $40293.00          | $307.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-10-01      | 7.5000%  | N/A     | $25000.00          | $1.48              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 5.0000%  | N/A     | $3000.00           | $606.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $6000.00           | $2865.13           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 7.5000%  | N/A     | $1729801.00        | $662.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-11-01      | 6.0000%  | N/A     | $3074015.00        | $1360.38           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $3892.00           | $2998.09           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 5.0000%  | N/A     | $90766.00          | $1361.83           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-08-01      | 6.5000%  | N/A     | $26363.00          | $99.17             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $1000.00           | $181.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 5.0000%  | N/A     | $46000.00          | $2289.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 5.0000%  | N/A     | $26000.00          | $3016.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 3.0000%  | N/A     | $3000.00           | $744.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-08-01      | 6.0000%  | N/A     | $3414.00           | $112.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-09-01      | 4.0000%  | N/A     | $10000.00          | $650.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-03-01      | 6.0000%  | N/A     | $141918.00         | $660.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-08-01      | 8.5000%  | N/A     | $240303.00         | $281.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $10349.00          | $4566.59           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 2.5000%  | N/A     | $35325.00          | $3329.74           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-07-01      | 3.0000%  | N/A     | $20000.00          | $1975.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-04-01      | 8.0000%  | N/A     | $731912.00         | $2000.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-11-01      | 5.5000%  | N/A     | $108533.00         | $517.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-10-01      | 6.0000%  | N/A     | $220820.00         | $1255.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 4.5000%  | N/A     | $1200082.00        | $1186126.62        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-09-01      | 3.5000%  | N/A     | $8000.00           | $14.39             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-11-01      | 3.5000%  | N/A     | $24000.00          | $2703.11           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-11-01      | 3.0000%  | N/A     | $1000.00           | $130.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 3.5000%  | N/A     | $32943.00          | $3399.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 6.5000%  | N/A     | $1319437.00        | $2524.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-03-01      | 6.0000%  | N/A     | $35000.00          | $41.62             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-12-01      | 8.0000%  | N/A     | $705000.00         | $182.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $738.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.5000%  | N/A     | $1035.00           | $856.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 7.0000%  | N/A     | $15000.00          | $181.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 7.0000%  | N/A     | $53643.00          | $32.00             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $1027.00           | $773.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-05-01      | 3.5000%  | N/A     | $16000.00          | $1478.24           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 3.5000%  | N/A     | $1000.00           | $868.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 6.0000%  | N/A     | $55000.00          | $654.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $2000.00           | $1859.79           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.0000%  | N/A     | $3000.00           | $2707.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 3.5000%  | N/A     | $3000.00           | $736.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-04-01      | 4.5000%  | N/A     | $80781.00          | $725.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 4.5000%  | N/A     | $301134.00         | $4441.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-10-01      | 5.5000%  | N/A     | $4316.00           | $91.33             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 6.0000%  | N/A     | $100335.00         | $31.83             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 2.5000%  | N/A     | $2564.00           | $215.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 4.0000%  | N/A     | $1000.00           | $255.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 5.5000%  | N/A     | $1831000.00        | $2163.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 6.0000%  | N/A     | $150000.00         | $881.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-01-01      | 3.5000%  | N/A     | $5000.00           | $39.38             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-04-01      | 3.0000%  | N/A     | $47840.00          | $1094.20           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.0000%  | N/A     | $100000.00         | $593.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 2.0000%  | N/A     | $15000.00          | $7150.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 7.0000%  | N/A     | $40000.00          | $209.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 2.5000%  | N/A     | $10000.00          | $984.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $1000.00           | $210.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.0000%  | N/A     | $21000.00          | $2899.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-07-01      | 3.5000%  | N/A     | $29574.00          | $71.61             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-05-01      | 3.5000%  | N/A     | $980000.00         | $3182.74           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-08-01      | 6.0000%  | N/A     | $640730.00         | $1851.09           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 7.5000%  | N/A     | $26711.00          | $42.22             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-05-01      | 6.0000%  | N/A     | $135808.00         | $3714.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-10-01      | 3.5000%  | N/A     | $12000.00          | $1583.15           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 4.0000%  | N/A     | $49000.00          | $3579.77           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 2.0000%  | N/A     | $1000.00           | $674.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-08-01      | 5.0000%  | N/A     | $34830.00          | $1825.91           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-06-01      | 4.0000%  | N/A     | $7581.00           | $917.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $879.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1024.00           | $979.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 6.0000%  | N/A     | $13000.00          | $108.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-10-01      | 5.5000%  | N/A     | $12342.00          | $370.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-04-01      | 5.0000%  | N/A     | $96746.00          | $3485.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-10-01      | 7.0000%  | N/A     | $26000.00          | $898.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-02-01      | 7.0000%  | N/A     | $1585475.00        | $1596.54           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $638.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 2.0000%  | N/A     | $125219.00         | $92169.54          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 3.0000%  | N/A     | $3000.00           | $741.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-02-01      | 4.0000%  | N/A     | $3108382.00        | $1051.37           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $1003.00           | $1021.17           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-07-01      | 4.0000%  | N/A     | $55319.00          | $4187.86           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 3.5000%  | N/A     | $1000.00           | $116.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-04-01      | 6.0000%  | N/A     | $4185671.00        | $990.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-11-01      | 6.0000%  | N/A     | $674276.00         | $3223.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 6.5000%  | N/A     | $79400.00          | $82.18             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 4.5000%  | N/A     | $2000.00           | $221.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-11-01      | 6.0000%  | N/A     | $1425000.00        | $1892.09           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 5.5000%  | N/A     | $150000.00         | $4372.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $657.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-10-01      | 6.0000%  | N/A     | $1600000.00        | $1851.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-06-01      | 3.5000%  | N/A     | $17000.00          | $1486.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 6.5000%  | N/A     | $45700.00          | $302.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-12-01      | 5.5000%  | N/A     | $1000.00           | $6.70              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-10-01      | 6.5000%  | N/A     | $571000.00         | $4474.56           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 3.5000%  | N/A     | $1000.00           | $808.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 3.5000%  | N/A     | $164171.00         | $158891.08         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $6000.00           | $2583.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 7.0000%  | N/A     | $665000.00         | $335.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-08-01      | 6.0000%  | N/A     | $480000.00         | $284.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 5.5000%  | N/A     | $346541.00         | $2213.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 6.5000%  | N/A     | $595944.00         | $122.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-07-01      | 4.0000%  | N/A     | $1000.00           | $131.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.0000%  | N/A     | $3000.00           | $519.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $399126.00         | $373829.97         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.5000%  | N/A     | $1000.00           | $729.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-12-01      | 5.0000%  | N/A     | $90000.00          | $433.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $1000.00           | $557.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-08-01      | 5.0000%  | N/A     | $500000.00         | $4469.91           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 3.5000%  | N/A     | $4000.00           | $379.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-09-01      | 4.5000%  | N/A     | $146150.00         | $0.05              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.5000%  | N/A     | $1000.00           | $124.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.5000%  | N/A     | $3000.00           | $180.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-11-01      | 8.0000%  | N/A     | $94500.00          | $7.64              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-01      | 3.5000%  | N/A     | $22943.00          | $2698.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $15544.00          | $4660.58           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 6.0000%  | N/A     | $53000.00          | $726.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $6000.00           | $4240.59           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 7.0000%  | N/A     | $209955.00         | $190.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $3678.00           | $2340.67           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 6.0000%  | N/A     | $8926.00           | $30.87             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 2.5000%  | N/A     | $6634.00           | $558.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-12-01      | 4.5000%  | N/A     | $161000.00         | $12918.60          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-12-01      | 6.5000%  | N/A     | $14941029.00       | $797.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $3000.00           | $1896.74           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-03-01      | 8.0000%  | N/A     | $744256.00         | $454.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-05-01      | 3.5000%  | N/A     | $259900.00         | $2893.20           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-02-01      | 6.0000%  | N/A     | $267305.00         | $387.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-11-01      | 5.0000%  | N/A     | $127458.00         | $158.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 6.0000%  | N/A     | $1000000.00        | $58.52             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $597.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1022.43           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-11-15      | 2.5000%  | N/A     | $105000.00         | $4034.74           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-03-01      | 4.5000%  | N/A     | $106000.00         | $3406.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-03-01      | 5.5000%  | N/A     | $1965000.00        | $282.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $5000.00           | $3192.23           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 5.5000%  | N/A     | $244560.00         | $1654.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-03-01      | 4.5000%  | N/A     | $112971.00         | $2691.16           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 6.0000%  | N/A     | $191495.00         | $3125.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 3.5000%  | N/A     | $20000.00          | $1596.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $2008.00           | $541.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-05-01      | 8.0000%  | N/A     | $1000000.00        | $4236.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $27000.00          | $1810.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.0000%  | N/A     | $1000.00           | $247.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $256000.00         | $3253.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-01-01      | 6.0000%  | N/A     | $40737.00          | $608.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $2000.00           | $200.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-12-01      | 5.0000%  | N/A     | $32574.00          | $622.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.5000%  | N/A     | $306000.00         | $511.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $3000.00           | $232.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | 6.0000%  | N/A     | $147000.00         | $1069.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.7440%  | N/A     | $1008.00           | $7.49              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-06-01      | 6.5000%  | N/A     | $302500.00         | $207.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $2000.00           | $359.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.0000%  | N/A     | $3000.00           | $252.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-04-01      | 4.0000%  | N/A     | $84000.00          | $63.41             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | 4.0000%  | N/A     | $18000.00          | $587.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-07-01      | 7.0000%  | N/A     | $626645.00         | $1415.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-12-01      | 3.0000%  | N/A     | $61366.00          | $2385.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 4.0000%  | N/A     | $52000.00          | $4895.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 4.5000%  | N/A     | $7000.00           | $2060.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-01-01      | 6.0000%  | N/A     | $251829.00         | $1511.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-07-01      | 4.0000%  | N/A     | $3127.00           | $1023.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.0000%  | N/A     | $85000.00          | $1189.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 3.5000%  | N/A     | $1125.00           | $359.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 3.0000%  | N/A     | $6000.00           | $3171.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 6.0000%  | N/A     | $93000.00          | $1078.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.5000%  | N/A     | $50000.00          | $319.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | 6.0000%  | N/A     | $3249850.00        | $2247.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | 5.0000%  | N/A     | $1198884.00        | $4955.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-01      | 7.0000%  | N/A     | $123741.00         | $645.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-04-01      | 5.5000%  | N/A     | $35372.00          | $759.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-06-01      | 7.0000%  | N/A     | $104430.00         | $632.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.5000%  | N/A     | $38000.00          | $2113.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-10-25      | 6.5000%  | N/A     | $500000.00         | $912.60            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $2000.00           | $971.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $2000.00           | $1383.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-05-01      | 4.0000%  | N/A     | $1000000.00        | $2071.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 4.0000%  | N/A     | $1001.00           | $217.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 7.0000%  | N/A     | $4001.00           | $4233.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | 5.0000%  | N/A     | $118963.00         | $2572.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-01      | 7.0000%  | N/A     | $240298.00         | $401.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.5000%  | N/A     | $41000.00          | $1592.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-02-01      | 5.5000%  | N/A     | $31791.00          | $683.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $1000.00           | $206.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-10-01      | 3.5000%  | N/A     | $28266.00          | $95.37             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 3.5000%  | N/A     | $25056.00          | $1390.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-01-01      | 4.5000%  | N/A     | $245000.00         | $13.27             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-04-01      | 4.0000%  | N/A     | $34000.00          | $59.06             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-12-01      | 7.0000%  | N/A     | $241776.00         | $2150.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $6000.00           | $2738.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 4.0000%  | N/A     | $19793.00          | $2642.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $14000.00          | $1562.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-07-01      | 6.5000%  | N/A     | $166700.00         | $101.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-08-01      | 6.0000%  | N/A     | $49000.00          | $564.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1060.00           | $1085.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $2000.00           | $1971.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.0000%  | N/A     | $43000.00          | $759.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-04-01      | 3.5000%  | N/A     | $1000.00           | $628.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 5.0000%  | N/A     | $3000.00           | $1635.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $3000.00           | $2238.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-03-01      | 5.5000%  | N/A     | $340000.00         | $3966.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-10-01      | 4.0000%  | N/A     | $18000.00          | $1700.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1028.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.5000%  | N/A     | $128000.00         | $3752.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $95329.00          | $343.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 4.3400%  | N/A     | $1000.00           | $1003.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-01      | 7.0000%  | N/A     | $504874.00         | $211.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.0000%  | N/A     | $25639.00          | $3259.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-03-01      | 6.0000%  | N/A     | $120330.00         | $70.41             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.0000%  | N/A     | $334495.00         | $700.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | 6.0000%  | N/A     | $85783.00          | $1134.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-07-01      | 6.5000%  | N/A     | $248622.00         | $190.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 5.0000%  | N/A     | $1300000.00        | $2272.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-12-01      | 6.5000%  | N/A     | $30000.00          | $272.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-01-01      | 3.5000%  | N/A     | $21000.00          | $2878.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 3.5000%  | N/A     | $18000.00          | $1339.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 4.0000%  | N/A     | $2000.00           | $91.00             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | 5.0000%  | N/A     | $1001.00           | $685.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.0000%  | N/A     | $13232.00          | $1487.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $2000.00           | $1710.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.0000%  | N/A     | $5000.00           | $1508.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-12-01      | 8.0000%  | N/A     | $50000.00          | $21.04             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $3072.00           | $2774.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | 2.5000%  | N/A     | $13647.00          | $3173.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-09-01      | 5.5000%  | N/A     | $48875.00          | $1732.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $3000.00           | $204.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1004.00           | $1040.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 4.0000%  | N/A     | $3456.00           | $1020.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.0000%  | N/A     | $24000.00          | $3532.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 4.5000%  | N/A     | $243000.00         | $2093.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | 4.7800%  | N/A     | $1000.00           | $1027.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-08-01      | 7.5000%  | N/A     | $133358.00         | $3.95              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 5.0000%  | N/A     | $33391.00          | $63.32             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.0000%  | N/A     | $1000.00           | $94.41             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-06-01      | 4.0000%  | N/A     | $1000.00           | $273.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.5000%  | N/A     | $1000.00           | $191.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 4.5000%  | N/A     | $7000.00           | $258.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-01      | 3.0000%  | N/A     | $12000.00          | $1302.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-08-01      | 3.0000%  | N/A     | $31155.00          | $530.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | 5.5000%  | N/A     | $42689.00          | $864.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-05-01      | 4.0000%  | N/A     | $7000.00           | $189.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1021.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-05-01      | 4.0000%  | N/A     | $1474.00           | $336.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-10-01      | 5.5000%  | N/A     | $2000000.00        | $371.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1001.00           | $1024.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.5000%  | N/A     | $4000.00           | $934.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 6.0000%  | N/A     | $1049028.00        | $3597.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $727.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-05-01      | 5.5000%  | N/A     | $26000.00          | $254.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $2000.00           | $1733.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-08-01      | 7.5000%  | N/A     | $876866.00         | $2744.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-10-01      | 6.0000%  | N/A     | $717125.00         | $1396.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-11-01      | 6.1110%  | N/A     | $1002.00           | $39.24             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.0000%  | N/A     | $41757.00          | $828.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $2000.00           | $2062.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.5000%  | N/A     | $30766.00          | $415.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | 2.5000%  | N/A     | $15028.00          | $2658.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.5000%  | N/A     | $747626.00         | $619.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 7.5000%  | N/A     | $681214.00         | $3701.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 3.5000%  | N/A     | $1100.00           | $90.22             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.5000%  | N/A     | $1351.00           | $43.97             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $966.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $2000.00           | $2031.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-03-01      | 6.0000%  | N/A     | $380000.00         | $50.31             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $5144.00           | $841.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 6.0000%  | N/A     | $47359.00          | $99.89             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1030.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 3.5000%  | N/A     | $1000.00           | $189.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-02-01      | 7.0000%  | N/A     | $346401.00         | $307.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-05-01      | 5.5000%  | N/A     | $1000.00           | $884.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $1000.00           | $397.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 6.0000%  | N/A     | $3354209.00        | $623.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2006.00           | $2035.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-02-01      | 6.5000%  | N/A     | $54756.00          | $2515.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | 4.0000%  | N/A     | $22000.00          | $1673.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-11-01      | 8.0000%  | N/A     | $710000.00         | $3639.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-01      | 3.5000%  | N/A     | $30054.00          | $2244.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.5000%  | N/A     | $20000.00          | $768.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-04-01      | 7.0000%  | N/A     | $292701.00         | $11.21             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-01      | 6.5000%  | N/A     | $4691.00           | $0.22              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.0000%  | N/A     | $13417.00          | $4919.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-07-01      | 6.0000%  | N/A     | $7000.00           | $4.69              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $978.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 6.0000%  | N/A     | $25551.00          | $105.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-11-01      | 4.0000%  | N/A     | $50000.00          | $2797.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1022.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-06-01      | 6.0000%  | N/A     | $558469.00         | $126.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-03-01      | 4.0000%  | N/A     | $1000000.00        | $591.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $3000.00           | $1539.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 4.0000%  | N/A     | $2000.00           | $576.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | 6.0000%  | N/A     | $65703.00          | $41.05             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-04-01      | 6.0000%  | N/A     | $255780.00         | $2730.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-04-01      | 6.0000%  | N/A     | $1006528.00        | $4188.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | 4.5300%  | N/A     | $1000.00           | $1012.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | 3.5000%  | N/A     | $3000.00           | $1119.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2062-03-01      | 2.5000%  | N/A     | $1040.00           | $695.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-01-01      | 3.0000%  | N/A     | $50000.00          | $430.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $1251.00           | $888.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $1000.00           | $874.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-03-01      | 3.5000%  | N/A     | $1000.00           | $313.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $20660.00          | $276.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | 2.0000%  | N/A     | $9000.00           | $3928.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.0000%  | N/A     | $34950.00          | $362.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $18000.00          | $664.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 6.5000%  | N/A     | $46568.00          | $138.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $1007.00           | $916.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-10-01      | 3.0000%  | N/A     | $1000.00           | $156.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $21000.00          | $3546.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 3.5000%  | N/A     | $22186.00          | $3450.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $4000.00           | $147.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $2000.00           | $440.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 7.5000%  | N/A     | $2112447.00        | $1100.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | 6.0000%  | N/A     | $3000000.00        | $2627.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.0000%  | N/A     | $1000.00           | $169.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1002.00           | $1024.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.0000%  | N/A     | $43618.00          | $525.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $6000.00           | $4106.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.5000%  | N/A     | $1000.00           | $277.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1019.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.0000%  | N/A     | $1000100.00        | $4039.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-05-01      | 6.0000%  | N/A     | $1000.00           | $6.10              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | 3.5000%  | N/A     | $7000.00           | $1435.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $1024.00           | $1022.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-03-01      | 4.5000%  | N/A     | $2706.00           | $33.96             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-02-01      | 3.5000%  | N/A     | $101092.00         | $404.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.0000%  | N/A     | $1000.00           | $18.25             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $11000.00          | $1163.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | 6.0000%  | N/A     | $25000.00          | $644.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 6.5000%  | N/A     | $120000.00         | $148.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-01-01      | 3.5000%  | N/A     | $20628.00          | $683.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2062-09-01      | 3.5000%  | N/A     | $2048.00           | $1472.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.0000%  | N/A     | $60276.00          | $1542.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.5000%  | N/A     | $479000.00         | $537.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-08-01      | 4.5000%  | N/A     | $30000.00          | $2079.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.0000%  | N/A     | $435000.00         | $1571.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-06-01      | 4.5000%  | N/A     | $7000.00           | $1091.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-07-01      | 6.5000%  | N/A     | $150000.00         | $128.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.0000%  | N/A     | $3000.00           | $3169.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.0000%  | N/A     | $37151.00          | $440.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-01-01      | 3.0000%  | N/A     | $1017.00           | $7.13              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 2.5000%  | N/A     | $8305.00           | $1433.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-08-01      | 4.6500%  | N/A     | $1000.00           | $1016.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-25      | 6.5000%  | N/A     | $140000.00         | $319.21            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-11-01      | 5.9000%  | N/A     | $2988.00           | $338.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.0000%  | N/A     | $500000.00         | $3687.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-07-01      | 7.0000%  | N/A     | $276000.00         | $363.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.5000%  | N/A     | $8615824.00        | $2313328.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $2477188.00        | $4928.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | 6.0000%  | N/A     | $500000.00         | $3782.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1008.00           | $1043.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 3.0000%  | N/A     | $25000.00          | $1393.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-02-01      | 3.5000%  | N/A     | $3752.00           | $1198.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $698.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 6.0000%  | N/A     | $163882.00         | $975.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-03-01      | 4.5000%  | N/A     | $8756.00           | $213.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2058-01-01      | 3.5000%  | N/A     | $1000.00           | $408.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-04-01      | 6.0000%  | N/A     | $100000.00         | $8.32              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 6.0000%  | N/A     | $37825.00          | $257.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-11-01      | 4.5000%  | N/A     | $10000.00          | $2715.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.5000%  | N/A     | $50000.00          | $3.87              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-01      | 6.5000%  | N/A     | $82000.00          | $61.22             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-01-01      | 4.5000%  | N/A     | $6000000.00        | $620.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | 3.5000%  | N/A     | $29000.00          | $2196.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 5.0000%  | N/A     | $3000.00           | $572.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 1.5000%  | N/A     | $2000.00           | $854.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-01      | 6.5000%  | N/A     | $26035.00          | $2.01              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.0000%  | N/A     | $57000.00          | $297.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-09-01      | 3.0000%  | N/A     | $83604.00          | $3277.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-04-01      | 6.0000%  | N/A     | $16000.00          | $196.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-01      | 2.5000%  | N/A     | $2954.00           | $1687.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-04-01      | 4.0000%  | N/A     | $10000.00          | $1519.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $4000.00           | $2652.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $6165.00           | $250.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | 6.0000%  | N/A     | $1985268.00        | $4593.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-08-01      | 7.0000%  | N/A     | $1143887.00        | $4740.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1053.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-03-01      | 4.5000%  | N/A     | $33024.00          | $1730.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-09-01      | 2.5000%  | N/A     | $25036.00          | $3089.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-03-01      | 6.5000%  | N/A     | $40000.00          | $7.00              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-05-01      | 6.0000%  | N/A     | $125245.00         | $7.04              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-09-01      | 5.5000%  | N/A     | $18000.00          | $1691.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-04-01      | 3.5000%  | N/A     | $16000.00          | $2227.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-03-01      | 3.5000%  | N/A     | $69520.00          | $1474.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.0000%  | N/A     | $325000.00         | $64226.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-01-01      | 3.5000%  | N/A     | $31000.00          | $101.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-02-01      | 7.5000%  | N/A     | $565000.00         | $13.85             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-04-01      | 5.5000%  | N/A     | $155988.00         | $956.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-06-01      | 4.0000%  | N/A     | $5000.00           | $913.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $28808.00          | $24350.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.5000%  | N/A     | $6000.00           | $631.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-08-01      | 6.5000%  | N/A     | $267100.00         | $388.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $750000.00         | $3788.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $19000.00          | $3142.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-01      | 7.0000%  | N/A     | $226543.00         | $125.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-01-25      | 3.5000%  | N/A     | $69000.00          | $16.44             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-03-01      | 3.5000%  | N/A     | $475694.00         | $2028.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1002.00           | $1004.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $2000.00           | $1715.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.0000%  | N/A     | $13000.00          | $1518.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-12-01      | 5.5000%  | N/A     | $1221265.00        | $1097.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.0000%  | N/A     | $45228.00          | $4966.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-11-01      | 5.5000%  | N/A     | $1719742.00        | $1458.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-10-01      | 7.5000%  | N/A     | $3535632.00        | $2434.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 4.0000%  | N/A     | $10048.00          | $1729.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-07-01      | 6.5000%  | N/A     | $125300.00         | $89.02             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.0000%  | N/A     | $2000.00           | $993.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-01      | 5.5000%  | N/A     | $30872.00          | $699.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-07-01      | 4.0000%  | N/A     | $2150000.00        | $4687.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.5000%  | N/A     | $54000.00          | $2681.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-05-01      | 4.5000%  | N/A     | $3000.00           | $252.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $1045.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 6.5000%  | N/A     | $207900.00         | $2514.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-02-01      | 6.0000%  | N/A     | $102360.00         | $1893.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 4.5000%  | N/A     | $104000.00         | $904.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $1600.00           | $409.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $15000.00          | $2413.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $1000.00           | $994.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-07-01      | 5.5000%  | N/A     | $800000.00         | $1273.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-02-01      | 7.5000%  | N/A     | $525000.00         | $305.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.0000%  | N/A     | $169422.00         | $504.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $27000.00          | $1787.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-03-01      | 4.5000%  | N/A     | $1140000.00        | $712.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.0000%  | N/A     | $12000.00          | $1856.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $844.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1036.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 6.0000%  | N/A     | $100000.00         | $1222.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $609.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-04-01      | 3.5000%  | N/A     | $9000.00           | $105.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.0000%  | N/A     | $1000.00           | $120.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.0000%  | N/A     | $2000000.00        | $4317.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-07-01      | 4.0000%  | N/A     | $1000.00           | $72.89             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $636.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-01      | 5.5000%  | N/A     | $94705.00          | $792.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.0000%  | N/A     | $41679.00          | $205.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | 4.0000%  | N/A     | $20888.00          | $2969.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.0000%  | N/A     | $3000.00           | $17.77             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 4.0000%  | N/A     | $3000.00           | $1167.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-02-01      | 6.0000%  | N/A     | $6500000.00        | $1384.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1024.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1002.00           | $608.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-06-01      | 5.5000%  | N/A     | $716699.00         | $2625.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | 3.5000%  | N/A     | $1000.00           | $178.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | 5.5000%  | N/A     | $1000.00           | $1016.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-06-01      | 6.0000%  | N/A     | $35000.00          | $94.04             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $7147136.00        | $4703700.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1008.00           | $1032.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | 4.0000%  | N/A     | $1008.00           | $698.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 2.5000%  | N/A     | $3000.00           | $904.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.0000%  | N/A     | $154000.00         | $1351.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-11-01      | 7.5000%  | N/A     | $57000.00          | $79.24             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-06-01      | 6.5000%  | N/A     | $43400.00          | $5.23              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.0000%  | N/A     | $3000.00           | $1807.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-06-01      | 3.5000%  | N/A     | $2080.00           | $751.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-06-01      | 7.5000%  | N/A     | $381326.00         | $76.30             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 5.5000%  | N/A     | $300000.00         | $4091.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-05-01      | 3.5000%  | N/A     | $35000.00          | $3206.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 5.5000%  | N/A     | $802687.00         | $2176.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-02-01      | 4.5000%  | N/A     | $1700000.00        | $890.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $24000.00          | $4482.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $11000.00          | $957.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.0000%  | N/A     | $272000.00         | $1694.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $91000.00          | $2707.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 5.5000%  | N/A     | $15838672.00       | $38592.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 2.5000%  | N/A     | $18660.00          | $4211.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 6.0000%  | N/A     | $4600000.00        | $42411.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-01-01      | 5.5000%  | N/A     | $21000.00          | $251.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $682.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 6.0000%  | N/A     | $30622.00          | $321.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 4.0000%  | N/A     | $2000.00           | $366.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $1000.00           | $389.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 3.5000%  | N/A     | $5030.00           | $2114.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-01      | 6.5000%  | N/A     | $459438.00         | $954.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-01-01      | 4.5000%  | N/A     | $32931.00          | $2550.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 3.0000%  | N/A     | $2000.00           | $682.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.5000%  | N/A     | $10000.00          | $1205.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-06-01      | 6.0000%  | N/A     | $122000.00         | $109.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $17000.00          | $4583.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-04-01      | 7.5000%  | N/A     | $1250000.00        | $400.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-07-01      | 3.5000%  | N/A     | $30000.00          | $3065.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $2000.00           | $2065.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.5000%  | N/A     | $53808.00          | $2085.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-02-01      | 3.5000%  | N/A     | $43000.00          | $374.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | 6.2000%  | N/A     | $2026.00           | $134.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-05-01      | 4.5000%  | N/A     | $2162.00           | $49.25             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.0000%  | N/A     | $14000.00          | $3994.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-06-01      | 5.5000%  | N/A     | $1073591.00        | $1711.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.0000%  | N/A     | $4000.00           | $1726.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.1710%  | N/A     | $1000.00           | $841.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1042.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | 3.0000%  | N/A     | $61771.00          | $4196.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 2.5000%  | N/A     | $4743.00           | $3006.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.0000%  | N/A     | $175216.00         | $1234.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.0000%  | N/A     | $3491790.00        | $1428.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.0000%  | N/A     | $3385.00           | $370.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-11-01      | 6.0000%  | N/A     | $67998.00          | $487.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-08-01      | 6.5000%  | N/A     | $60000.00          | $641.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-06-01      | 8.0000%  | N/A     | $250000.00         | $622.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-01      | 6.0000%  | N/A     | $10303.00          | $364.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-01      | 6.5000%  | N/A     | $99000.00          | $418.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-09-01      | 5.0000%  | N/A     | $947000.00         | $0.07              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 3.0000%  | N/A     | $15000.00          | $2427.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2062-06-01      | 4.0000%  | N/A     | $1024.00           | $738.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 6.0000%  | N/A     | $4001.00           | $765.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.5000%  | N/A     | $1000.00           | $724.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1987.00           | $2057.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-01      | 4.5000%  | N/A     | $3970.00           | $201.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.5000%  | N/A     | $4000.00           | $875.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | 2.5000%  | N/A     | $20287.00          | $3564.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $1000.00           | $132.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-11-01      | 7.5000%  | N/A     | $2510000.00        | $3570.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.5000%  | N/A     | $25000.00          | $2759.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 5.0000%  | N/A     | $4000.00           | $1280.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.5000%  | N/A     | $30090000.00       | $20152314.52       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.0000%  | N/A     | $8000.00           | $849.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-09-01      | 6.0000%  | N/A     | $650000.00         | $336.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-03-01      | 5.0000%  | N/A     | $48000.00          | $1683.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-09-01      | 4.0000%  | N/A     | $5000.00           | $250.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 6.5000%  | N/A     | $33000.00          | $4.06              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-08-01      | 4.0000%  | N/A     | $27000.00          | $3841.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.5000%  | N/A     | $1000.00           | $124.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $3000.00           | $2518.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 6.0000%  | N/A     | $225191.00         | $1131.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | 6.5000%  | N/A     | $94500.00          | $132.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-03-01      | 3.5000%  | N/A     | $7000.00           | $259.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 4.5000%  | N/A     | $2000.00           | $1878.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-04-01      | 3.5000%  | N/A     | $23000.00          | $15.83             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $1014.00           | $1069.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-09-01      | 6.5000%  | N/A     | $1940810.00        | $4441.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-06-01      | 6.5000%  | N/A     | $300800.00         | $231.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.5000%  | N/A     | $4220.00           | $943.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-08-01      | 6.0000%  | N/A     | $161746.00         | $1217.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-07-01      | 4.6200%  | N/A     | $1000.00           | $1026.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $1023.00           | $272.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | 6.0000%  | N/A     | $252621.00         | $382.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.0000%  | N/A     | $1250000.00        | $1265.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-08-01      | 3.0000%  | N/A     | $31000.00          | $261.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-01      | 4.5000%  | N/A     | $60163.00          | $1943.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-04-01      | 2.5000%  | N/A     | $25392.00          | $1633.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.0000%  | N/A     | $64000.00          | $50.33             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 5.5000%  | N/A     | $33300.00          | $353.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-01-01      | 6.5000%  | N/A     | $50000.00          | $44.34             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 4.0000%  | N/A     | $4000.00           | $701.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-03-01      | 3.5000%  | N/A     | $2000.00           | $542.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1000.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.5000%  | N/A     | $170000.00         | $4666.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $1005.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 3.0000%  | N/A     | $13839.00          | $1869.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 5.5000%  | N/A     | $5676.00           | $362.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | 6.0000%  | N/A     | $33216.00          | $294.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $4034.00           | $3840.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-08-01      | 5.0000%  | N/A     | $1000.00           | $257.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.0000%  | N/A     | $1000.00           | $219.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $4000.00           | $1611.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $2004.00           | $2053.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $32000.00          | $83.30             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1001.00           | $1045.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $1000.00           | $659.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-03-01      | 4.5000%  | N/A     | $190206.00         | $1684.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | 6.0000%  | N/A     | $500000.00         | $2938.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.0000%  | N/A     | $4000.00           | $1204.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $154000.00         | $96.74             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $200.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-07-01      | 4.0000%  | N/A     | $1000.00           | $274.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-05-01      | 3.0000%  | N/A     | $300000.00         | $3421.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | 5.5000%  | N/A     | $201807.00         | $1571.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $1489615.00        | $1809.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-11-01      | 6.0000%  | N/A     | $55544.00          | $41.50             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.0000%  | N/A     | $235000.00         | $1137.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | 4.0000%  | N/A     | $37227.00          | $4881.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-03-01      | 4.0000%  | N/A     | $49023.00          | $4012.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $90000.00          | $287.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $970.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-04-01      | 6.5000%  | N/A     | $56200.00          | $0.95              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-05-01      | 4.5000%  | N/A     | $7116.00           | $94.93             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-01      | 4.0000%  | N/A     | $4000.00           | $591.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 6.0000%  | N/A     | $1800000.00        | $3310.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.0000%  | N/A     | $2000.00           | $312.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-05-01      | 6.0000%  | N/A     | $264148.00         | $408.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.0000%  | N/A     | $29000.00          | $663.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.0000%  | N/A     | $48948.00          | $2605.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-12-01      | 4.5000%  | N/A     | $228300.00         | $2449.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-08-01      | 3.0000%  | N/A     | $128483.00         | $2113.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-01      | 3.0000%  | N/A     | $17678.00          | $1375.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 5.5000%  | N/A     | $30142.00          | $630.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.0000%  | N/A     | $12000.00          | $1230.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-12-01      | 3.5000%  | N/A     | $337761.00         | $1161.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $25000.00          | $2510.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.0000%  | N/A     | $3000.00           | $1349.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $25086.00          | $4597.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-02-01      | 4.0000%  | N/A     | $1000.00           | $71.56             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $57219.00          | $2077.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-09-01      | 5.5000%  | N/A     | $465000.00         | $398.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $2020.00           | $2111.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.5000%  | N/A     | $2874.00           | $342.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-02-01      | 6.5000%  | N/A     | $22000.00          | $17.30             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-02-01      | 4.0000%  | N/A     | $1100000.00        | $101.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.0000%  | N/A     | $1000.00           | $203.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-08-01      | 3.0000%  | N/A     | $85000.00          | $4388.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-03-01      | 4.5500%  | N/A     | $3000.00           | $3072.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-07-01      | 3.5000%  | N/A     | $2000.00           | $106.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.5000%  | N/A     | $1396.00           | $39.75             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.0000%  | N/A     | $41506.00          | $305.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1203.00           | $1228.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-01-01      | 7.0000%  | N/A     | $219323.00         | $63.27             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1015.00           | $1035.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-04-01      | 4.0000%  | N/A     | $9000000.00        | $4771.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.5000%  | N/A     | $58500.00          | $36.97             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 4.0000%  | N/A     | $1000.00           | $483.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-03-01      | 4.0000%  | N/A     | $20000.00          | $598.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1046.00           | $1033.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 4.5000%  | N/A     | $11000.00          | $1336.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-06-01      | 5.0000%  | N/A     | $1182100.00        | $16.12             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $4079152.00        | $4944.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-02-01      | 3.0000%  | N/A     | $10000.00          | $1552.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $983.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-25      | 3.5000%  | N/A     | $200000.00         | $190.60            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $50117.00          | $1707.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.5000%  | N/A     | $5000.00           | $619.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 4.0000%  | N/A     | $2000.00           | $1861.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $2000.00           | $2069.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $96000.00          | $315.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-08-01      | 4.5000%  | N/A     | $25013.00          | $2412.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-01-01      | 4.0000%  | N/A     | $1409.00           | $94.84             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.0000%  | N/A     | $45116.00          | $78.70             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.5000%  | N/A     | $1000.00           | $244.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $2000.00           | $2069.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-04-01      | 3.5000%  | N/A     | $59000.00          | $4270.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.5000%  | N/A     | $1000.00           | $461.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.5000%  | N/A     | $270634.00         | $2214.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.5000%  | N/A     | $22000.00          | $2081.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | 6.5000%  | N/A     | $27000.00          | $88.36             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.0000%  | N/A     | $164584.00         | $6902.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 2.5000%  | N/A     | $2048.00           | $873.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-07-01      | 6.5000%  | N/A     | $510000.00         | $4749.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-08-01      | 7.0000%  | N/A     | $375000.00         | $167.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $3010.00           | $2625.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $6000.00           | $1369.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 5.5000%  | N/A     | $1001.00           | $94.55             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | 3.5000%  | N/A     | $14000.00          | $1421.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.0000%  | N/A     | $13251.00          | $0.24              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.0000%  | N/A     | $39000.00          | $1705.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-03-01      | 3.5000%  | N/A     | $1000.00           | $46.59             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $376400.00         | $1850.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $2999.00           | $485.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 4.0000%  | N/A     | $33000.00          | $2104.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | 6.0000%  | N/A     | $820000.00         | $1599.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-11-01      | 5.5000%  | N/A     | $48883.00          | $789.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 6.0000%  | N/A     | $400000.00         | $2674.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-01-01      | 6.0000%  | N/A     | $183702.00         | $766.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-04-01      | 6.0000%  | N/A     | $450000.00         | $616.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2000.00           | $2040.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $2000.00           | $2080.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $4000.00           | $479.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.0000%  | N/A     | $41510.00          | $606.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-04-01      | 5.0000%  | N/A     | $2800000.00        | $274.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-01      | 9.0000%  | N/A     | $3560000.00        | $1105.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | 3.5000%  | N/A     | $3000.00           | $1118.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-02-01      | 3.5000%  | N/A     | $36000.00          | $3425.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.0000%  | N/A     | $2000.00           | $907.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.0000%  | N/A     | $250000.00         | $964.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | 4.0000%  | N/A     | $8217.00           | $314.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.0000%  | N/A     | $4000.00           | $511.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-06-01      | 3.5000%  | N/A     | $1000.00           | $132.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | 4.0000%  | N/A     | $1000.00           | $997.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1022.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-11-01      | 6.0000%  | N/A     | $228000.00         | $2255.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $59000.00          | $1373.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-06-01      | 2.5000%  | N/A     | $21334.00          | $2853.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-01      | 7.0000%  | N/A     | $121506.00         | $194.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.5000%  | N/A     | $221003.00         | $377.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-12-01      | 5.5000%  | N/A     | $50001.00          | $380.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-25      | 1.5000%  | N/A     | $1000.00           | $420.85            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-06-01      | 3.0000%  | N/A     | $73039.00          | $2514.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | 4.5000%  | N/A     | $179093.00         | $4239.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-06-01      | 6.5000%  | N/A     | $189100.00         | $85.69             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-04-01      | 6.0000%  | N/A     | $481570.00         | $116.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 7.0000%  | N/A     | $1000.00           | $1058.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.0000%  | N/A     | $6077653.00        | $3663.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-04-01      | 4.0000%  | N/A     | $50104.00          | $72.32             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-11-01      | 7.0000%  | N/A     | $101786.00         | $2961.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $2048.00           | $2064.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-02-01      | 6.0000%  | N/A     | $9000.00           | $96.81             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | 6.0000%  | N/A     | $94000.00          | $312.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-01      | 1.5000%  | N/A     | $1000.00           | $443.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-04-01      | 2.0000%  | N/A     | $5000000.00        | $885927.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-03-01      | 4.0000%  | N/A     | $990000.00         | $457.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-12-01      | 8.0000%  | N/A     | $797000.00         | $369.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-12-01      | 6.5000%  | N/A     | $174400.00         | $209.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 3.5000%  | N/A     | $6010.00           | $948.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $48000.00          | $1785.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $2000.00           | $130.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 5.0000%  | N/A     | $67000.00          | $1448.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-01-01      | 3.5000%  | N/A     | $6000.00           | $354.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-03-01      | 7.5000%  | N/A     | $66226.00          | $30.61             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $2000.00           | $2003.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-01      | 2.5000%  | N/A     | $4000.00           | $587.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-01-01      | 3.0000%  | N/A     | $1000.00           | $110.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.0000%  | N/A     | $1000.00           | $889.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 6.5000%  | N/A     | $89840.00          | $178.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1029.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1022.00           | $1044.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-10-01      | 3.5000%  | N/A     | $13000.00          | $4319.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-02-01      | 6.5000%  | N/A     | $148200.00         | $0.09              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 3.0000%  | N/A     | $800000.00         | $476833.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-11-01      | 6.5000%  | N/A     | $108457.00         | $82.79             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $1000.00           | $371.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-06-01      | 4.5000%  | N/A     | $1000.00           | $52.20             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-11-01      | 4.5000%  | N/A     | $8000.00           | $1593.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 6.5000%  | N/A     | $120897.00         | $309.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 3.5000%  | N/A     | $12000.00          | $921.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $1000.00           | $234.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | 7.5000%  | N/A     | $4000400.00        | $508.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-01      | 6.5000%  | N/A     | $40000.00          | $13.22             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-01-25      | 3.5000%  | N/A     | $50101.00          | $6.43              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.5000%  | N/A     | $1216.00           | $330.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.0000%  | N/A     | $1000998.00        | $701.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-04-01      | 3.0000%  | N/A     | $11000.00          | $1902.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.0000%  | N/A     | $4000000.00        | $3779.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 2.0000%  | N/A     | $2999.00           | $1374.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-01      | 2.5000%  | N/A     | $40000.00          | $4411.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | 5.5000%  | N/A     | $270000.00         | $1664.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.0000%  | N/A     | $49582.00          | $4298.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-05-01      | 3.5000%  | N/A     | $310185.00         | $2009.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-06-01      | 6.0000%  | N/A     | $5000.00           | $7.78              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | 5.5000%  | N/A     | $157861.00         | $1567.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | 2.0000%  | N/A     | $5000000.00        | $2693747.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | 3.5000%  | N/A     | $2000.00           | $561.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | 3.5000%  | N/A     | $27686.00          | $1029.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $30000.00          | $4523.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 3.5000%  | N/A     | $3000.00           | $2678.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-01      | 6.0000%  | N/A     | $5000000.00        | $3723.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | 5.5000%  | N/A     | $14824.00          | $642.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1024.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-10-01      | 6.5000%  | N/A     | $1432911.00        | $3801.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $3002.00           | $2885.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 4.0000%  | N/A     | $1000.00           | $227.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.0000%  | N/A     | $21478251.00       | $26859.16          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $13451.00          | $894.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.0000%  | N/A     | $2000.00           | $2129.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-03-01      | 4.5000%  | N/A     | $28847.00          | $0.11              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-07-01      | 6.5000%  | N/A     | $256700.00         | $178.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.0000%  | N/A     | $1001.00           | $117.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 4.5000%  | N/A     | $200000.00         | $4680.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-02-01      | 2.0000%  | N/A     | $45434.00          | $1262.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-05-01      | 3.5000%  | N/A     | $32357.00          | $256.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1026.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $200000.00         | $2112.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 5.0000%  | N/A     | $21000.00          | $2615.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-03-01      | 4.0000%  | N/A     | $51948.00          | $60.89             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.0000%  | N/A     | $1131789.00        | $2171.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $4072.00           | $3714.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $13312.00          | $3752.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 4.5000%  | N/A     | $2440.00           | $2396.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-07-01      | 6.5000%  | N/A     | $58528.00          | $70.76             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $3380.00           | $751.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-06-01      | 3.5000%  | N/A     | $15000.00          | $841.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-01-01      | 3.0000%  | N/A     | $75082.00          | $1810.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $1000.00           | $692.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-04-01      | 4.5000%  | N/A     | $16000.00          | $989.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.5000%  | N/A     | $660000.00         | $629.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-11-01      | 4.5000%  | N/A     | $28000.00          | $1512.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-05-01      | 6.5000%  | N/A     | $97100.00          | $2.18              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-04-01      | 6.5000%  | N/A     | $374400.00         | $192.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 3.5000%  | N/A     | $2000.00           | $188.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.0000%  | N/A     | $1000.00           | $902.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 2.5000%  | N/A     | $1125.00           | $300.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $5000.00           | $3789.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 6.0000%  | N/A     | $1132212.00        | $1879.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.0000%  | N/A     | $448573.00         | $1820.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-04-01      | 5.5000%  | N/A     | $3674034.00        | $612.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | 4.5000%  | N/A     | $54000.00          | $636.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-04-01      | 7.5000%  | N/A     | $91000.00          | $188.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-06-01      | 6.5000%  | N/A     | $51000.00          | $47.14             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.5000%  | N/A     | $3000.00           | $944.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-02-01      | 4.0000%  | N/A     | $2928839.00        | $3235.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $3000.00           | $3004.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-06-01      | 6.5000%  | N/A     | $307300.00         | $449.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $2000.00           | $234.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $49222.00          | $54.66             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | 6.5000%  | N/A     | $196000.00         | $142.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-06-01      | 3.0000%  | N/A     | $27718.00          | $4528.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $2000.00           | $217.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.0000%  | N/A     | $65000.00          | $4690.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | 6.0000%  | N/A     | $43000.00          | $341.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.0000%  | N/A     | $172782.00         | $3357.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 5.0000%  | N/A     | $1001.00           | $102.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-01      | 4.0000%  | N/A     | $4000.00           | $348.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.5000%  | N/A     | $11000.00          | $612.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1015.00           | $1034.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 4.0000%  | N/A     | $8000.00           | $4854.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | 3.5000%  | N/A     | $8000.00           | $1293.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $4431200.00        | $4009112.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-03-01      | 4.5000%  | N/A     | $71946.00          | $3107.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-10-01      | 5.5000%  | N/A     | $1557860.00        | $3773.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $400000.00         | $378212.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.0000%  | N/A     | $34795.00          | $2366.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 7.0000%  | N/A     | $234132.00         | $196.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $1000.00           | $582.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 4.5000%  | N/A     | $89320.00          | $544.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | 6.5000%  | N/A     | $4000.00           | $19.68             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $12000.00          | $2111.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.0000%  | N/A     | $25000.00          | $4013.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 7.0000%  | N/A     | $3000.00           | $2964.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 2.0000%  | N/A     | $4000.00           | $615.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-08-01      | 6.5000%  | N/A     | $15000.00          | $8.61              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $3072.00           | $519.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $1001.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | 4.0000%  | N/A     | $2236.00           | $201.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $2000.00           | $1295.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-01      | 2.5000%  | N/A     | $16003.00          | $2060.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-04-01      | 5.0000%  | N/A     | $31679.00          | $298.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-09-01      | 3.5000%  | N/A     | $39744.00          | $470.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $977.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $940.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.5000%  | N/A     | $800000.00         | $1850.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 2.5000%  | N/A     | $3401.00           | $504.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.5000%  | N/A     | $5429.00           | $193.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | 6.0000%  | N/A     | $998617.00         | $79.54             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-02-01      | 7.5000%  | N/A     | $630169.00         | $4132.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | 4.5000%  | N/A     | $63000.00          | $2688.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-01-01      | 6.0000%  | N/A     | $1352134.00        | $877.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5000%  | N/A     | $12000.00          | $1101.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-03-01      | 3.5000%  | N/A     | $44000.00          | $671.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-12-01      | 3.5000%  | N/A     | $436206.00         | $3679.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | 6.0000%  | N/A     | $238553.00         | $248.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $2000.00           | $479.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-06-01      | 7.0000%  | N/A     | $104000.00         | $1113.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.0000%  | N/A     | $500000.00         | $4233.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-05-01      | 4.0000%  | N/A     | $2050532.00        | $3717.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $26000.00          | $997.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-10-01      | 6.0000%  | N/A     | $444387.00         | $717.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 5.0000%  | N/A     | $1000.00           | $752.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-02-01      | 3.5000%  | N/A     | $20000.00          | $2415.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-09-01      | 5.1950%  | N/A     | $1023.00           | $231.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-10-01      | 6.0000%  | N/A     | $5000.00           | $2.71              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-01      | 4.5000%  | N/A     | $20623.00          | $225.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-12-01      | 3.5000%  | N/A     | $3000.00           | $235.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | 4.0000%  | N/A     | $50498.00          | $3717.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $314398.00         | $120.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-07-01      | 2.5000%  | N/A     | $6000.00           | $532.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.0000%  | N/A     | $10000.00          | $2207.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 6.5000%  | N/A     | $1041419.00        | $136.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-25      | 6.0000%  | N/A     | $52000.00          | $288.80            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.5000%  | N/A     | $3000.00           | $873.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1002.00           | $1023.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $5000.00           | $324.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-08-01      | 6.5000%  | N/A     | $410165.00         | $281.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1008.00           | $841.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.5000%  | N/A     | $113070.00         | $67.27             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-02-01      | 7.0000%  | N/A     | $200000.00         | $2023.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 6.5000%  | N/A     | $109908.00         | $1875.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $29021.00          | $28662.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-01      | 2.0000%  | N/A     | $19000.00          | $2986.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-02-01      | 7.5000%  | N/A     | $4049391.00        | $2083.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-01-25      | 3.5000%  | N/A     | $22000.00          | $0.55              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $2000.00           | $1918.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.5000%  | N/A     | $41670.00          | $147.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.0000%  | N/A     | $224818.00         | $97.02             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | 5.5000%  | N/A     | $28000.00          | $359.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-01      | 6.5000%  | N/A     | $292499.00         | $154.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-11-01      | 5.5000%  | N/A     | $1477414.00        | $4663.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | 2.9720%  | N/A     | $1482.00           | $464.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $3470.00           | $3192.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.0000%  | N/A     | $57738.00          | $640.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-08-01      | 6.5000%  | N/A     | $380220.00         | $4084.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-01      | 4.0000%  | N/A     | $15000.00          | $2151.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $540000.00         | $809.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $4000.00           | $3691.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-03-01      | 6.0000%  | N/A     | $2012204.00        | $1437.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.5000%  | N/A     | $145800.00         | $190.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | 6.5000%  | N/A     | $1000.00           | $5.44              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | 6.0000%  | N/A     | $9101.00           | $22.71             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-01-01      | 4.0000%  | N/A     | $3370.00           | $2957.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 5.5000%  | N/A     | $29009.00          | $395.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-07-01      | 2.5000%  | N/A     | $11000.00          | $1111.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.5000%  | N/A     | $1000.00           | $125.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $3049.00           | $3121.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.5000%  | N/A     | $773977.00         | $382.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 5.5000%  | N/A     | $3714.00           | $802.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 5.5000%  | N/A     | $1377000.00        | $2908.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.5000%  | N/A     | $1000.00           | $986.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-08-01      | 6.5000%  | N/A     | $335209.00         | $947.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-10-01      | 6.0000%  | N/A     | $410373.00         | $365.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $30456.00          | $4834.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 7.0000%  | N/A     | $1000.00           | $1057.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-03-01      | 3.5000%  | N/A     | $19000.00          | $565.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 5.5000%  | N/A     | $38288.00          | $334.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | 6.0000%  | N/A     | $15000.00          | $463.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-12-01      | 4.0000%  | N/A     | $11000.00          | $1170.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2061-09-01      | 3.0000%  | N/A     | $2000.00           | $1305.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 4.5000%  | N/A     | $13000.00          | $1142.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-08-01      | 4.6500%  | N/A     | $1000.00           | $1024.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $1003.00           | $490.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.0000%  | N/A     | $110000.00         | $490.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | 4.5000%  | N/A     | $3033.00           | $152.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | 5.5000%  | N/A     | $41207.00          | $120.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 2.5000%  | N/A     | $17811.00          | $2773.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $1043.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-09-01      | 3.5000%  | N/A     | $27424.00          | $83.50             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-01      | 7.0000%  | N/A     | $253756.00         | $259.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | 6.5000%  | N/A     | $35000.00          | $518.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $713.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | 4.0000%  | N/A     | $4000.00           | $996.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 4.5000%  | N/A     | $9000.00           | $1169.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $17000.00          | $2915.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.5000%  | N/A     | $7798.00           | $460.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | 3.5000%  | N/A     | $2819.00           | $1470.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.5000%  | N/A     | $39486.00          | $28.16             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | 4.5000%  | N/A     | $2000.00           | $156.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-09-01      | 5.5000%  | N/A     | $425000.00         | $2000.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-10-01      | 5.5000%  | N/A     | $380038.00         | $4927.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | 6.0000%  | N/A     | $500000.00         | $2700.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 7.0000%  | N/A     | $4000.00           | $4368.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1023.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | 6.0000%  | N/A     | $20351.00          | $210.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-10-01      | 3.0000%  | N/A     | $6000.00           | $394.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | 5.5000%  | N/A     | $1210240.00        | $3414.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.0000%  | N/A     | $100000.00         | $3924.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.0000%  | N/A     | $2000.00           | $813.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 6.0000%  | N/A     | $61927.00          | $519.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $2016.00           | $1659.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-01      | 5.0000%  | N/A     | $38000.00          | $4480.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-10-01      | 4.2950%  | N/A     | $1018.00           | $1029.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-11-01      | 7.0000%  | N/A     | $20888.00          | $429.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.5000%  | N/A     | $1000.00           | $178.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-09-01      | 4.0000%  | N/A     | $6947.00           | $1028.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-03-01      | 6.5000%  | N/A     | $174900.00         | $356.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-06-01      | 4.5000%  | N/A     | $238324.00         | $20.31             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $5000.00           | $4997.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-06-01      | 7.5000%  | N/A     | $874529.00         | $4986.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-04-01      | 5.5000%  | N/A     | $500000.00         | $2301.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $4007.00           | $4082.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-01      | 7.0000%  | N/A     | $116037.00         | $166.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $4000.00           | $2429.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-01      | 4.0000%  | N/A     | $1000.00           | $25.94             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1020.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | 6.0000%  | N/A     | $3551.00           | $15.73             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-10-01      | 3.5000%  | N/A     | $4000.00           | $156.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $5000.00           | $3619.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 4.0000%  | N/A     | $47479.00          | $4721.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-03-01      | 3.0000%  | N/A     | $36904.00          | $3285.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.0000%  | N/A     | $1000.00           | $866.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.0000%  | N/A     | $2001926.00        | $2246.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1002.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $43413.00          | $3252.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-03-01      | 2.5000%  | N/A     | $13646.00          | $2074.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.4580%  | N/A     | $1004.00           | $965.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $1000.00           | $885.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-06-01      | 5.5000%  | N/A     | $133067.00         | $103.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-06-01      | 7.0000%  | N/A     | $103993.00         | $2878.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-03-01      | 3.5000%  | N/A     | $73381.00          | $38.45             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $4000.00           | $334.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.5000%  | N/A     | $3000.00           | $958.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $3007.00           | $3073.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-07-01      | 6.5000%  | N/A     | $3287953.00        | $4569.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-01      | 2.5000%  | N/A     | $23380.00          | $2826.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1003.00           | $1011.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-02-01      | 3.5000%  | N/A     | $5000.00           | $1.07              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 6.0000%  | N/A     | $423066.00         | $805.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 3.5000%  | N/A     | $1000.00           | $865.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $3000.00           | $2737.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $22538.00          | $3877.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-06-01      | 4.5000%  | N/A     | $200000.00         | $2071.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-05-01      | 7.5000%  | N/A     | $600000.00         | $232.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.5000%  | N/A     | $36000.00          | $3485.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | 6.0000%  | N/A     | $1000000.00        | $2635.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-04-01      | 5.5000%  | N/A     | $18762272.00       | $59092.30          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 7.0000%  | N/A     | $114950.00         | $354.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-03-01      | 2.0000%  | N/A     | $5000.00           | $3059.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.0000%  | N/A     | $185641.00         | $2754.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $1020.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 6.0000%  | N/A     | $48334.00          | $543.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $3000.00           | $2750.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 3.5000%  | N/A     | $3001.00           | $80.97             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $2000.00           | $2006.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-02-01      | 6.5000%  | N/A     | $49000.00          | $124.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.0000%  | N/A     | $53789.00          | $618.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $974.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $1000.00           | $199.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-07-01      | 3.5000%  | N/A     | $18000.00          | $555.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-03-01      | 3.5000%  | N/A     | $4000.00           | $359.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-07-01      | 7.0000%  | N/A     | $254000.00         | $91.41             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $3000.00           | $2991.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $463.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-01      | 3.5000%  | N/A     | $3000.00           | $165.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-01-01      | 3.5000%  | N/A     | $5000.00           | $2411.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $35000.00          | $3263.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-06-01      | 3.0000%  | N/A     | $136215.00         | $4635.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-02-01      | 6.0000%  | N/A     | $23585.00          | $733.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-07-01      | 5.0000%  | N/A     | $3992314.00        | $4921.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-02-01      | 5.5000%  | N/A     | $850000.00         | $1088.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-03-01      | 3.5000%  | N/A     | $40393.00          | $1502.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-03-01      | 6.5000%  | N/A     | $220000.00         | $605.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-02-01      | 2.5000%  | N/A     | $43000.00          | $1503.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.0000%  | N/A     | $35263.00          | $273.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-07-01      | 3.5000%  | N/A     | $13000.00          | $96.05             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1009.00           | $1032.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 6.0000%  | N/A     | $750000.00         | $3588.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-05-01      | 6.0000%  | N/A     | $41258.00          | $100.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-01      | 6.0000%  | N/A     | $31595.00          | $314.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-07-01      | 6.5000%  | N/A     | $134615.00         | $102.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.5000%  | N/A     | $226503.00         | $67.37             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $1000.00           | $951.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.5000%  | N/A     | $1007.00           | $256.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $1000.00           | $197.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $29000.00          | $368.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $2000.00           | $152.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $40000.00          | $405.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1001.00           | $1050.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.0000%  | N/A     | $3000.00           | $241.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-04-01      | 6.0000%  | N/A     | $280000.00         | $194.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 4.5000%  | N/A     | $30000.00          | $396.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $33000.00          | $3163.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-02-01      | 4.0000%  | N/A     | $646573.00         | $281.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $224700.00         | $2891.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | 6.0000%  | N/A     | $349778.00         | $3582.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $17000.00          | $2498.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-03-01      | 4.5000%  | N/A     | $218000.00         | $184.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.5000%  | N/A     | $2000.00           | $190.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-01      | 7.0000%  | N/A     | $109771.00         | $29.29             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $869.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $3000.00           | $3005.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-06-01      | 4.5000%  | N/A     | $5472.00           | $185.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 4.0000%  | N/A     | $14000.00          | $4106.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $6000.00           | $4362.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | 5.0000%  | N/A     | $1296.00           | $27.21             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $1001.00           | $923.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $5051.00           | $4777.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 3.5000%  | N/A     | $3000.00           | $2694.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $4149.00           | $667.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-08-01      | 3.5000%  | N/A     | $6000.00           | $538.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | 4.5000%  | N/A     | $24038.00          | $1966.49           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | 6.0000%  | N/A     | $25540.00          | $401.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $4022.00           | $3166.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | 3.5000%  | N/A     | $2534.00           | $1543.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-03-01      | 3.0000%  | N/A     | $165705.00         | $4184.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.5000%  | N/A     | $28000.00          | $2749.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 4.0000%  | N/A     | $4836.00           | $1157.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 4.0000%  | N/A     | $2000.00           | $161.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.5000%  | N/A     | $32113.00          | $2688.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $63.71             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-08-01      | 2.5600%  | N/A     | $1000.00           | $896.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 4.5000%  | N/A     | $1000.00           | $976.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2064-06-01      | 2.5000%  | N/A     | $1080.00           | $853.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | 7.5000%  | N/A     | $1919018.00        | $4087.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-01-25      | 6.5000%  | N/A     | $64644.00          | $1.40              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-01      | 4.0000%  | N/A     | $1000.00           | $27.53             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-12-01      | 3.5000%  | N/A     | $38000.00          | $1365.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-02-01      | 6.5000%  | N/A     | $1584297.00        | $8.53              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-01      | 7.0000%  | N/A     | $111000.00         | $560.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 3.5000%  | N/A     | $6000.00           | $888.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-05-01      | 6.0000%  | N/A     | $10000.00          | $13.48             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.5000%  | N/A     | $200000.00         | $138.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $3072.00           | $491.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-05-01      | 5.0000%  | N/A     | $748529.00         | $256.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.0000%  | N/A     | $2000.00           | $2126.95           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-04-01      | 3.5000%  | N/A     | $20000.00          | $2059.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-02-01      | 6.5000%  | N/A     | $190723.00         | $431.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $2002.00           | $1793.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-03-01      | 5.0000%  | N/A     | $227000.00         | $1159.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.0000%  | N/A     | $4000.00           | $624.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $1282.00           | $100.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1009.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-04-01      | 6.0000%  | N/A     | $722745.00         | $1159.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.0000%  | N/A     | $25000.00          | $541.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $1000.00           | $726.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-06-01      | 5.0000%  | N/A     | $24456.00          | $0.01              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-07-01      | 6.0000%  | N/A     | $100000.00         | $357.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-01-01      | 6.0000%  | N/A     | $507600.00         | $252.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-03-01      | 6.5000%  | N/A     | $185700.00         | $27.39             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.0000%  | N/A     | $2057.00           | $2179.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-10-01      | 5.5000%  | N/A     | $280558.00         | $1154.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $4000.00           | $4021.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.5000%  | N/A     | $31780.00          | $2075.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | 3.0000%  | N/A     | $2302220.00        | $1055782.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-11-01      | 3.5000%  | N/A     | $103964.00         | $1847.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1048.00           | $1105.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 5.0000%  | N/A     | $14628.00          | $1526.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-04-01      | 5.0000%  | N/A     | $3000.00           | $2002.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $1000.00           | $563.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 2.5000%  | N/A     | $46029.00          | $4504.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $784.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-10-01      | 3.0000%  | N/A     | $115000.00         | $1996.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-07-01      | 4.5000%  | N/A     | $27000.00          | $219.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-08-01      | 3.5000%  | N/A     | $55224.00          | $1042.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | 3.5000%  | N/A     | $5000.00           | $2039.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | 3.5000%  | N/A     | $25000.00          | $785.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | 3.5000%  | N/A     | $2652.00           | $1410.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-25      | 3.0000%  | N/A     | $1000.00           | $652.69            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-08-01      | 5.0000%  | N/A     | $9000.00           | $3264.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-01      | 4.0000%  | N/A     | $58854.00          | $1261.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.0000%  | N/A     | $1000.00           | $810.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-11-01      | 4.5000%  | N/A     | $2927.00           | $44.90             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.0000%  | N/A     | $590000.00         | $294.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-05-01      | 5.5000%  | N/A     | $3000.00           | $194.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $225000.00         | $137769.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 3.5000%  | N/A     | $5000.00           | $351.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $3000.00           | $3078.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $731.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 2.5000%  | N/A     | $9000.00           | $2010.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1061.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | 5.3500%  | N/A     | $1000.00           | $567.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $2000.00           | $1976.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 4.0000%  | N/A     | $55000.00          | $4748.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $2024.00           | $2083.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-07-01      | 5.5000%  | N/A     | $589617.00         | $1381.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $4004.00           | $3946.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $14632.00          | $154.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $5000.00           | $4920.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $2000.00           | $1964.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $3000.00           | $271.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-01-01      | 3.0000%  | N/A     | $79207.00          | $2139.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-04-01      | 3.5000%  | N/A     | $14000.00          | $1141.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $6000.00           | $629.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-05-01      | 6.0000%  | N/A     | $135000.00         | $4790.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $2000.00           | $2055.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.5000%  | N/A     | $1000.00           | $374.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | 4.0000%  | N/A     | $61468.00          | $4000.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 2.0000%  | N/A     | $24000.00          | $3328.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-05-01      | 3.5000%  | N/A     | $45000.00          | $2637.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $18260.00          | $4729.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $6000.00           | $4410.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $64000.00          | $47197.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $2000.00           | $1862.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-12-01      | 6.5000%  | N/A     | $728128.00         | $2632.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1025.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | 3.5000%  | N/A     | $2000.00           | $207.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.0000%  | N/A     | $1246000.00        | $1454.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 5.5000%  | N/A     | $38393.00          | $2400.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-03-01      | 6.5000%  | N/A     | $435200.00         | $0.81              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-01      | 7.0000%  | N/A     | $75000.00          | $39.02             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $41453.00          | $4946.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 6.0000%  | N/A     | $1168627.00        | $2498.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.5000%  | N/A     | $280000.00         | $1964.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $116000.00         | $2845.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-09-01      | 3.5000%  | N/A     | $3000.00           | $605.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-02-01      | 5.5000%  | N/A     | $30614.00          | $104.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 7.0000%  | N/A     | $1000.00           | $1061.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-04-01      | 3.0000%  | N/A     | $83941.00          | $2575.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.0000%  | N/A     | $1000.00           | $170.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-06-01      | 6.0000%  | N/A     | $706272.00         | $17.95             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-07-01      | 2.5000%  | N/A     | $13218.00          | $4377.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1004.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.0000%  | N/A     | $5805000.00        | $3057.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 5.0000%  | N/A     | $20000.00          | $1657.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 5.0000%  | N/A     | $1001.00           | $139.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-25      | 6.0000%  | N/A     | $337000.00         | $4575.08           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-03-01      | 6.0000%  | N/A     | $10000.00          | $41.10             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1000.00           | $1033.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $2000.00           | $2086.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $2003.00           | $2108.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2062-03-01      | 5.0000%  | N/A     | $1000.00           | $732.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-01-01      | 6.0000%  | N/A     | $29446.00          | $94.72             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-12-01      | 4.5000%  | N/A     | $13867.00          | $713.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.5000%  | N/A     | $2000.00           | $15.56             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 6.5000%  | N/A     | $2000000.00        | $1855.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.0000%  | N/A     | $2000.00           | $472.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $4000.00           | $4249.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $30000.00          | $4207.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-01      | 1.5000%  | N/A     | $1000.00           | $426.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $2000.00           | $903.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-03-01      | 3.0000%  | N/A     | $77125.00          | $2086.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-25      | 3.0000%  | N/A     | $2700.00           | $1591.78           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1004.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.0000%  | N/A     | $2000.00           | $922.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 6.0000%  | N/A     | $50466.00          | $1250.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 3.5000%  | N/A     | $3000.00           | $2727.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 3.5000%  | N/A     | $5544.00           | $1811.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | 4.0000%  | N/A     | $1002.00           | $107.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1027.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $3000.00           | $2235.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-06-01      | 6.5000%  | N/A     | $289949.00         | $391.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | 2.5000%  | N/A     | $5002.00           | $1176.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.5000%  | N/A     | $478440.00         | $278.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 3.5000%  | N/A     | $8000.00           | $671.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $988.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-04-01      | 4.0000%  | N/A     | $2343458.00        | $3013.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.0000%  | N/A     | $3000.00           | $310.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-02-01      | 3.5000%  | N/A     | $16000.00          | $6.04              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-10-01      | 7.5000%  | N/A     | $64420.00          | $1.56              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-08-01      | 7.0000%  | N/A     | $266702.00         | $221.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $960.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-11-01      | 5.5000%  | N/A     | $6569.00           | $470.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-07-01      | 3.0000%  | N/A     | $60479.00          | $988.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-10-01      | 6.0000%  | N/A     | $8000.00           | $6.81              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.5000%  | N/A     | $47000.00          | $1484.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-11-01      | 6.0000%  | N/A     | $42864.00          | $80.92             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-01-01      | 4.0000%  | N/A     | $1050000.00        | $1064.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $1000.00           | $544.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-09-01      | 3.5000%  | N/A     | $179608.00         | $74.88             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-10-01      | 4.0000%  | N/A     | $1000.00           | $32.88             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-04-01      | 6.0000%  | N/A     | $109000.00         | $804.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-01-01      | 6.0000%  | N/A     | $54008.00          | $19.18             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $944.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-01      | 7.0000%  | N/A     | $209000.00         | $2117.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-07-01      | 6.5000%  | N/A     | $108956.00         | $613.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1019.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-07-01      | 6.0000%  | N/A     | $70383.00          | $157.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-05-01      | 6.0000%  | N/A     | $40000.00          | $178.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 5.5000%  | N/A     | $109395.00         | $1520.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-01      | 6.5000%  | N/A     | $36788.00          | $142.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-02-01      | 6.5000%  | N/A     | $298800.00         | $385.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | 3.5000%  | N/A     | $45000.00          | $1649.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-05-01      | 4.5000%  | N/A     | $91339.00          | $4374.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | 3.5000%  | N/A     | $3068.00           | $888.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.0000%  | N/A     | $1000.00           | $17.32             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-06-01      | 6.0000%  | N/A     | $1000100.00        | $1115.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-05-01      | 6.5000%  | N/A     | $575000.00         | $234.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $3000.00           | $2759.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1001.00           | $1025.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $4000.00           | $3020.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-12-01      | 7.0000%  | N/A     | $183176.00         | $150.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | 3.5000%  | N/A     | $2519.00           | $1173.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $3000.00           | $3136.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $1018.00           | $1019.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-02-01      | 4.0000%  | N/A     | $10874314.00       | $4413.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-02-01      | 3.0000%  | N/A     | $1000.00           | $182.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-03-01      | 3.5000%  | N/A     | $19000.00          | $1981.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | 5.5000%  | N/A     | $795033.00         | $503.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $18000.00          | $4671.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-02-01      | 4.0000%  | N/A     | $1019000.00        | $267.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | 6.5000%  | N/A     | $26824.00          | $10.38             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-11-01      | 4.5000%  | N/A     | $9000.00           | $1385.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 3.0000%  | N/A     | $171000.00         | $39595.74          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $2000.00           | $1763.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-03-01      | 4.0000%  | N/A     | $4000.00           | $580.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $90000.00          | $2963.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $877.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | 6.0000%  | N/A     | $458000.00         | $2917.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-07-01      | 2.5000%  | N/A     | $25144.00          | $3309.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-02-01      | 2.5000%  | N/A     | $4574.00           | $108.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $3000.00           | $3117.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-10-01      | 3.5000%  | N/A     | $133545.00         | $568.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $2000.00           | $2083.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-01-01      | 4.5000%  | N/A     | $1400000.00        | $1323.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-01-01      | 5.5000%  | N/A     | $454464.00         | $1269.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $15000.00          | $1769.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-12-01      | 3.0000%  | N/A     | $500000.00         | $3304.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-08-01      | 3.0000%  | N/A     | $103791.00         | $2385.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 4.0000%  | N/A     | $20000.00          | $2688.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 4.5000%  | N/A     | $1000.00           | $91.54             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 4.5000%  | N/A     | $8000.00           | $236.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 3.5000%  | N/A     | $4000.00           | $295.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 3.5000%  | N/A     | $8000.00           | $1547.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | 6.0000%  | N/A     | $25697.00          | $143.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $57000.00          | $4573.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | 5.0000%  | N/A     | $36583.00          | $956.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | 3.5000%  | N/A     | $1000.00           | $119.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-01      | 6.5000%  | N/A     | $205035.00         | $102.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.5000%  | N/A     | $100000.00         | $898.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $1024.00           | $246.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-05-01      | 4.5000%  | N/A     | $9000.00           | $113.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-02-01      | 6.5000%  | N/A     | $249078.00         | $203.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-03-01      | 3.5000%  | N/A     | $1000.00           | $78.50             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-08-01      | 4.5000%  | N/A     | $14813.00          | $1085.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.0000%  | N/A     | $4000.00           | $297.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-12-01      | 5.5000%  | N/A     | $37135.00          | $330.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-04-01      | 4.5000%  | N/A     | $1309000.00        | $631.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | 3.0000%  | N/A     | $25000.00          | $4284.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-01      | 6.5000%  | N/A     | $36042.00          | $147.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $816.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-07-01      | 2.5000%  | N/A     | $17000.00          | $1611.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-01      | 2.0000%  | N/A     | $15000.00          | $2023.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.5000%  | N/A     | $59588.00          | $212.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 3.5000%  | N/A     | $8000.00           | $3489.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $6000.00           | $4581.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-06-01      | 4.5000%  | N/A     | $1002.00           | $213.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.5000%  | N/A     | $55000.00          | $4161.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 2.5000%  | N/A     | $25250.00          | $4680.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-12-01      | 3.0000%  | N/A     | $450271.00         | $2997.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-03-01      | 3.0000%  | N/A     | $55827.00          | $2253.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | 2.5000%  | N/A     | $3000.00           | $1592.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.5000%  | N/A     | $31160.00          | $1120.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-08-01      | 6.0000%  | N/A     | $255000.00         | $633.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.0000%  | N/A     | $9817.00           | $322.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $2010.00           | $2012.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-01      | 4.5000%  | N/A     | $17000.00          | $2133.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1036.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.0000%  | N/A     | $1005.00           | $6.36              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $2016.00           | $2025.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $1001.00           | $990.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-04-01      | 6.0000%  | N/A     | $1463903.00        | $3624.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $4000.00           | $2605.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 7.5000%  | N/A     | $1000.00           | $1073.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | 2.5000%  | N/A     | $5000.00           | $2735.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $17000.00          | $174.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | 6.0000%  | N/A     | $144000.00         | $772.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-01-25      | 3.5000%  | N/A     | $78145.00          | $1.37              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.5000%  | N/A     | $2000.00           | $507.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-04-01      | 4.5000%  | N/A     | $1722346.00        | $3768.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-11-01      | 4.5000%  | N/A     | $76000.00          | $2601.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.0000%  | N/A     | $1150000.00        | $49175.51          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-03-01      | 4.5000%  | N/A     | $3000.00           | $104.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | 7.0000%  | N/A     | $198619.00         | $248.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-04-01      | 5.5000%  | N/A     | $2000000.00        | $2351.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.0000%  | N/A     | $103000.00         | $1258.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-01-01      | 5.0000%  | N/A     | $39433.00          | $293.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.0000%  | N/A     | $184488.00         | $1421.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 5.5000%  | N/A     | $129372.00         | $146.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.0000%  | N/A     | $1584.00           | $9.59              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-05-01      | 2.5000%  | N/A     | $12197.00          | $768.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-08-01      | 5.0000%  | N/A     | $100000.00         | $2761.33           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $946.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-09-01      | 6.0000%  | N/A     | $1840000.00        | $3590.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-03-01      | 7.5000%  | N/A     | $318302.00         | $331.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-08-01      | 4.5000%  | N/A     | $25924.00          | $1720.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-05-01      | 4.5000%  | N/A     | $6720.00           | $483.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $2048.00           | $1717.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-10-01      | 4.0000%  | N/A     | $35536.00          | $3299.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 6.0000%  | N/A     | $6897.00           | $518.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-12-01      | 6.0000%  | N/A     | $20000.00          | $99.10             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $953.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.0000%  | N/A     | $7000.00           | $703.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-04-01      | 5.5000%  | N/A     | $314961.00         | $2556.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $4000.00           | $2637.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $11000.00          | $919.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1008.00           | $1035.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $823.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-03-01      | 4.0000%  | N/A     | $3000.00           | $104.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $1653.00           | $199.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-06-01      | 7.5000%  | N/A     | $2099702.00        | $2302.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-08-01      | 6.0000%  | N/A     | $1503590.00        | $1682.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $3000.00           | $2381.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-03-01      | 5.5000%  | N/A     | $150000.00         | $4534.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.0000%  | N/A     | $1002841.00        | $300.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.5000%  | N/A     | $2000.00           | $285.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $991.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-06-01      | 7.5000%  | N/A     | $63176.00          | $39.61             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.0000%  | N/A     | $750000.00         | $274.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.0000%  | N/A     | $1000.00           | $1000.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $2000.00           | $2049.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.0000%  | N/A     | $5000.00           | $3986.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1001.00           | $797.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-01      | 3.5000%  | N/A     | $11000.00          | $2207.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-03-01      | 2.5000%  | N/A     | $18000.00          | $10532.46          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $3000.00           | $1993.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-02-01      | 3.5000%  | N/A     | $10000.00          | $935.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-05-01      | 3.5000%  | N/A     | $53332.00          | $1109.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.0000%  | N/A     | $1000.00           | $257.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 4.0000%  | N/A     | $1000.00           | $428.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 7.0000%  | N/A     | $1000.00           | $991.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-03-01      | 3.5000%  | N/A     | $28468.00          | $932.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-02-01      | 3.5000%  | N/A     | $237281.00         | $63.04             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.5000%  | N/A     | $2000.00           | $787.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-08-01      | 3.5000%  | N/A     | $4000.00           | $2473.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 2.5000%  | N/A     | $3000.00           | $693.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-03-01      | 6.5000%  | N/A     | $1583003.00        | $1024.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | 6.0000%  | N/A     | $149000.00         | $744.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-02-01      | 4.0000%  | N/A     | $7511955.00        | $1296.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $1000.00           | $113.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.5000%  | N/A     | $2016.00           | $527.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-02-01      | 5.5000%  | N/A     | $13452.00          | $130.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-04-01      | 4.0000%  | N/A     | $50000.00          | $69.13             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-01-01      | 3.0000%  | N/A     | $5000.00           | $761.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 4.5000%  | N/A     | $13000.00          | $1884.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-05-01      | 6.0000%  | N/A     | $37512.00          | $80.11             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-01      | 6.0000%  | N/A     | $1543746.00        | $4167.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 4.0000%  | N/A     | $1000.00           | $291.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-11-01      | 7.0000%  | N/A     | $16008.00          | $6.41              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 4.5000%  | N/A     | $242000.00         | $2788.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1039.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-03-01      | 4.5000%  | N/A     | $40000.00          | $462.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.0000%  | N/A     | $109000.00         | $1436.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-04-01      | 3.5000%  | N/A     | $103656.00         | $99.81             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-07-01      | 6.0000%  | N/A     | $670000.00         | $247.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-09-01      | 2.5000%  | N/A     | $173000.00         | $3494.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 4.0000%  | N/A     | $1000.00           | $32.63             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $2000.00           | $1844.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $270.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-01      | 4.5700%  | N/A     | $3000.00           | $3054.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | 4.5000%  | N/A     | $272000.00         | $2073.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | 4.5000%  | N/A     | $125940.00         | $3475.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | 4.5000%  | N/A     | $17000.00          | $2051.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $1000.00           | $999.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-12-01      | 5.0000%  | N/A     | $311660.00         | $2083.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $1000.00           | $1052.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.5000%  | N/A     | $80567.00          | $47.19             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-07-01      | 6.5000%  | N/A     | $1669933.00        | $2038.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.5000%  | N/A     | $18000.00          | $2871.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $10000.00          | $895.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-25      | 1.0000%  | N/A     | $10000.00          | $3890.24           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-08-01      | 7.0000%  | N/A     | $117315.00         | $275.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.0000%  | N/A     | $6971.00           | $2081.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $4000.00           | $512.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.0000%  | N/A     | $1000.00           | $939.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1000.00           | $1039.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-04-01      | 4.5000%  | N/A     | $20178.00          | $2109.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $724868.00         | $620566.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-04-01      | 4.5000%  | N/A     | $4654.00           | $643.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-12-01      | 6.0000%  | N/A     | $302000.00         | $3873.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-08-01      | 6.0000%  | N/A     | $148431.00         | $1802.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-01-01      | 6.0000%  | N/A     | $203492.00         | $40.92             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | 6.0000%  | N/A     | $34247.00          | $175.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-02-01      | 6.5000%  | N/A     | $141800.00         | $159.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $16000.00          | $4515.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.9950%  | N/A     | $1003.00           | $1023.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-08-01      | 6.5000%  | N/A     | $28279.00          | $640.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 4.0000%  | N/A     | $5000.00           | $3190.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1000.00           | $1037.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-05-01      | 3.5000%  | N/A     | $320565.00         | $3023.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.5000%  | N/A     | $19415.00          | $1011.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $4627.00           | $3672.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-07-01      | 6.5000%  | N/A     | $260000.00         | $213.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $1000.00           | $114.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 4.5000%  | N/A     | $231304.00         | $2422.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | 3.0000%  | N/A     | $28463.00          | $1178.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 3.5000%  | N/A     | $1000.00           | $110.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1051.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.5000%  | N/A     | $29000.00          | $3246.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | 4.0000%  | N/A     | $2001.00           | $293.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 4.5000%  | N/A     | $4000.00           | $122.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2000.00           | $2059.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-11-01      | 6.5000%  | N/A     | $36500.00          | $5.65              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-01      | 6.0000%  | N/A     | $500000.00         | $310.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $2000.00           | $1846.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | 6.0000%  | N/A     | $51930.00          | $1125.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.0000%  | N/A     | $139000.00         | $99.49             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 6.0000%  | N/A     | $89266.00          | $680.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-05-01      | 4.5000%  | N/A     | $1000.00           | $39.17             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.0000%  | N/A     | $64155000.00       | $55978819.08       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $1001.00           | $1047.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-12-01      | 4.5000%  | N/A     | $4415.00           | $140.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-03-01      | 5.5000%  | N/A     | $1200000.00        | $3356.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 5.5000%  | N/A     | $143000.00         | $1328.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-10-01      | 6.0000%  | N/A     | $54751.00          | $9.49              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.5000%  | N/A     | $2000.00           | $194.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-03-01      | 3.5000%  | N/A     | $144403.00         | $63.76             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 7.5000%  | N/A     | $1602329.00        | $146.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $1000.00           | $807.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $25000.00          | $17517.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $1058.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-01      | 3.5000%  | N/A     | $33702.00          | $1324.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.0000%  | N/A     | $125000.00         | $687.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1003.00           | $1012.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | 6.0000%  | N/A     | $2424.00           | $28.58             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $895.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $1000.00           | $764.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-09-01      | 6.0000%  | N/A     | $949132.00         | $2962.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $932.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $29000.00          | $4733.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-12-01      | 6.0000%  | N/A     | $250000.00         | $1369.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $1000.00           | $1001.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-01      | 2.5000%  | N/A     | $3000.00           | $296.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-03-01      | 5.0000%  | N/A     | $101321.00         | $1664.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-06-01      | 6.5000%  | N/A     | $119470.00         | $81.04             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | 6.0000%  | N/A     | $34247.00          | $111.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-08-01      | 5.0000%  | N/A     | $179462.00         | $424.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $543.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1001.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1002.00           | $1060.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $225000.00         | $305.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-09-01      | 7.5000%  | N/A     | $59139.00          | $76.27             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | 3.5000%  | N/A     | $1000.00           | $74.37             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-06-01      | 4.5000%  | N/A     | $14478.00          | $445.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-02-01      | 4.5000%  | N/A     | $27000.00          | $166.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | 6.0000%  | N/A     | $400000.00         | $3794.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $31000.00          | $2797.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 6.5000%  | N/A     | $122806.00         | $405.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | 3.0000%  | N/A     | $5000.00           | $862.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $1014.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-06-01      | 4.0000%  | N/A     | $96000.00          | $3956.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-08-01      | 6.0000%  | N/A     | $364000.00         | $3143.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | 6.0000%  | N/A     | $85802.00          | $656.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.0000%  | N/A     | $25000.00          | $249.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.0000%  | N/A     | $1008.00           | $118.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.0000%  | N/A     | $4004343.00        | $4712.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1024.00           | $1039.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-07-01      | 3.5000%  | N/A     | $6000.00           | $31.16             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 6.0000%  | N/A     | $50000.00          | $238.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-01-01      | 3.0000%  | N/A     | $1000.00           | $8.27              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1001.00           | $1011.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.0000%  | N/A     | $1002061.00        | $1002.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | 1.5000%  | N/A     | $1000.00           | $532.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1300.00           | $1323.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-04-01      | 3.5000%  | N/A     | $10000.00          | $109.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.5000%  | N/A     | $1003.00           | $54.40             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.5000%  | N/A     | $4000.00           | $1388.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-03-01      | 6.0000%  | N/A     | $494627.00         | $89.91             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | 5.5000%  | N/A     | $145367.00         | $3884.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 2.5000%  | N/A     | $1000.00           | $378.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-07-01      | 6.5000%  | N/A     | $109994.00         | $493.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 6.0000%  | N/A     | $500000.00         | $2365.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $1000.00           | $187.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 7.0000%  | N/A     | $1000.00           | $1068.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.0000%  | N/A     | $1000.00           | $8.94              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1005.00           | $1049.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-02-01      | 6.0000%  | N/A     | $77750.00          | $148.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-07-01      | 4.7700%  | N/A     | $1000.00           | $1028.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.0000%  | N/A     | $520080.00         | $1498.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.0000%  | N/A     | $10400409.00       | $3065.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | 6.0000%  | N/A     | $175000.00         | $3734.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 4.0000%  | N/A     | $6268.00           | $642.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.0000%  | N/A     | $24000.00          | $1585.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $1000.00           | $736.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-04-01      | 4.5000%  | N/A     | $117960.00         | $1574.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 6.5000%  | N/A     | $2000.00           | $2117.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-05-01      | 3.1200%  | N/A     | $1008.00           | $940.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-09-01      | 6.5000%  | N/A     | $395500.00         | $1574.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-08-01      | 5.5000%  | N/A     | $1296441.00        | $4941.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-01-01      | 4.5000%  | N/A     | $2000000.00        | $101.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $6947.00           | $185.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.0000%  | N/A     | $50000.00          | $555.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-02-01      | 6.0000%  | N/A     | $25000.00          | $112.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-04-01      | 5.5000%  | N/A     | $100000.00         | $2182.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 6.0000%  | N/A     | $8098.00           | $279.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-12-01      | 6.0000%  | N/A     | $106000.00         | $1486.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 3.0000%  | N/A     | $5000.00           | $4217.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-06-01      | 6.0000%  | N/A     | $1000000.00        | $675.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.0000%  | N/A     | $1001.00           | $952.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $918.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-09-01      | 6.5000%  | N/A     | $30000.00          | $34.37             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | 4.0000%  | N/A     | $2000.00           | $141.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $2016.00           | $2024.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 5.0000%  | N/A     | $3659.00           | $534.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $33000.00          | $1881.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-04-01      | 6.5000%  | N/A     | $198500.00         | $42.09             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.5000%  | N/A     | $92799.00          | $141.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $735.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-10-01      | 3.5000%  | N/A     | $12000.00          | $180.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 4.5000%  | N/A     | $27000.00          | $220.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-12-01      | 6.0000%  | N/A     | $1000000.00        | $878.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.0000%  | N/A     | $346316.00         | $2809.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-06-01      | 3.0000%  | N/A     | $6000.00           | $917.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 3.0000%  | N/A     | $1000.00           | $66.46             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-01      | 6.0000%  | N/A     | $100233.00         | $1514.77           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-01      | 6.0000%  | N/A     | $48364.00          | $1320.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 3.5000%  | N/A     | $2000.00           | $1773.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-03-01      | 5.5000%  | N/A     | $97111.00          | $1091.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.5000%  | N/A     | $336860.00         | $1121.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.5000%  | N/A     | $16000.00          | $1900.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $6000.00           | $4435.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-04-01      | 4.0000%  | N/A     | $12810146.00       | $4182.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $3000.00           | $2830.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | 3.5000%  | N/A     | $4440.00           | $455.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-03-01      | 7.5000%  | N/A     | $322792.00         | $196.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-08-01      | 6.5000%  | N/A     | $280000.00         | $2295.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.5000%  | N/A     | $5000.00           | $3790.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-09-01      | 4.0000%  | N/A     | $37832.00          | $2677.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-04-01      | 7.5000%  | N/A     | $870000.00         | $202.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | 7.0000%  | N/A     | $212090.00         | $43.38             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 6.5000%  | N/A     | $170000.00         | $1973.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $8000.00           | $1579.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-03-01      | 5.5000%  | N/A     | $150000.00         | $3207.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-08-01      | 3.5000%  | N/A     | $3800.00           | $1581.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-03-01      | 4.6100%  | N/A     | $2000.00           | $2050.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $3000.00           | $2515.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 6.0000%  | N/A     | $160000.00         | $4720.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $1485.00           | $1056.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-08-01      | 4.5000%  | N/A     | $10001.00          | $102.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-12-01      | 3.5000%  | N/A     | $39268.00          | $1214.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-03-01      | 3.5000%  | N/A     | $72866.00          | $11.74             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.5000%  | N/A     | $88000.00          | $5922.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-04-01      | 3.0000%  | N/A     | $26187.00          | $847.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 4.0000%  | N/A     | $1109758.00        | $133363.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $3003.00           | $3019.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-10-01      | 3.0000%  | N/A     | $65121.00          | $1071.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | 6.0000%  | N/A     | $2000.00           | $14.36             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 5.5000%  | N/A     | $24129.00          | $495.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-02-01      | 6.5000%  | N/A     | $165370.00         | $348.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-12-01      | 5.5000%  | N/A     | $492433.00         | $2915.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-01-01      | 4.5000%  | N/A     | $128423.00         | $1.25              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | 5.5000%  | N/A     | $145000.00         | $420.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-09-01      | 6.5000%  | N/A     | $280000.00         | $268.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $1024.00           | $871.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-12-04      | 5.5000%  | N/A     | $297435.00         | $2950.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | 3.5000%  | N/A     | $14000.00          | $2318.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $567000.00         | $1905.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.0000%  | N/A     | $379671.00         | $1907.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $2047.00           | $762.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 6.0000%  | N/A     | $250000.00         | $2541.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.0000%  | N/A     | $11000.00          | $3954.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-10-01      | 4.5000%  | N/A     | $8520000.00        | $564.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $3024.00           | $2840.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 2.5000%  | N/A     | $23986.00          | $1994.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.0000%  | N/A     | $3000.00           | $262.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-05-01      | 4.5000%  | N/A     | $2000.00           | $56.04             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-11-25      | 6.0000%  | N/A     | $64000.00          | $1036.54           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2037-10-01      | 7.0000%  | N/A     | $598382.00         | $1815.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-05-01      | 4.5000%  | N/A     | $121000.00         | $4425.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-25      | 3.0000%  | N/A     | $1000.00           | $710.71            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2038-11-01      | 7.0000%  | N/A     | $10000.00          | $244.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-04-01      | 5.5000%  | N/A     | $199060.00         | $2034.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-06-01      | 3.5000%  | N/A     | $64000.00          | $498.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-04-01      | 3.0000%  | N/A     | $100000.00         | $1521.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.5000%  | N/A     | $39468096.00       | $38917239.78       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-02-01      | 6.5000%  | N/A     | $60000.00          | $230.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-01-01      | 3.5000%  | N/A     | $189000.00         | $3751.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.0000%  | N/A     | $92552832.00       | $161560.93         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-02-01      | 2.5000%  | N/A     | $2000.00           | $317.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | 6.5000%  | N/A     | $30631.00          | $411.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $2558.00           | $2358.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-06-01      | 6.0000%  | N/A     | $5779042.00        | $4542.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.5000%  | N/A     | $184000.00         | $112.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.5000%  | N/A     | $182298.00         | $102.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-01      | 6.5000%  | N/A     | $225600.00         | $183.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-04-01      | 5.5000%  | N/A     | $1050000.00        | $1270.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 3.5000%  | N/A     | $16000.00          | $1357.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-10-01      | 3.5000%  | N/A     | $58054.00          | $1208.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-07-01      | 6.2860%  | N/A     | $1000.00           | $56.33             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-01-01      | 5.3000%  | N/A     | $1218.00           | $1270.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $3025.00           | $736.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $2000.00           | $588.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 5.0000%  | N/A     | $1000000.00        | $45603.74          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $2000.00           | $1930.81           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-09-15      | 6.5000%  | N/A     | $6162.00           | $132.35            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $2130156.00        | $2187221.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.0000%  | N/A     | $226378.00         | $3291.01           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-09-20      | 4.0000%  | N/A     | $1000.00           | $70.59             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-06-20      | 7.0000%  | N/A     | $80000.00          | $33.88             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-03-15      | 6.0000%  | N/A     | $52060.00          | $3.20              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $334734.00         | $2522.31           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-12-20      | 5.5000%  | N/A     | $1001.00           | $50.18             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-10-20      | 7.0000%  | N/A     | $50070.00          | $38.28             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-05-20      | 6.0000%  | N/A     | $130770.00         | $3572.95           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-06-20      | 3.5000%  | N/A     | $1000.00           | $74.18             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.0000%  | N/A     | $55005.00          | $1268.31           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-01-20      | 6.0000%  | N/A     | $1000.00           | $985.46            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | 3.5000%  | N/A     | $2000.00           | $239.20            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-09-20      | 7.5000%  | N/A     | $650000.00         | $601.78            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $135000.00         | $44.25             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-20      | 5.0000%  | N/A     | $23007.00          | $2883.98           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $58616.00          | $96.21             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-01-15      | 5.5000%  | N/A     | $38142.00          | $2561.24           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-06-20      | 4.5000%  | N/A     | $1001.00           | $106.03            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-10-15      | 4.0000%  | N/A     | $25000.00          | $2350.25           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.0000%  | N/A     | $135000.00         | $1322.92           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-04-20      | 2.5000%  | N/A     | $21000.00          | $2670.45           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-20      | 3.0000%  | N/A     | $1000.00           | $92.60             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-08-20      | 4.0000%  | N/A     | $241018368.00      | $22480379.10       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-15      | 4.0000%  | N/A     | $75000.00          | $2572.34           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-08-15      | 6.0000%  | N/A     | $27150.00          | $106.33            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-07-20      | 7.5000%  | N/A     | $75000.00          | $18.50             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-06-20      | 6.0000%  | N/A     | $100238.00         | $1257.01           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1000.00           | $1026.91           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-11-20      | 6.0000%  | N/A     | $25000.00          | $74.18             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2061-01-15      | 5.0000%  | N/A     | $1000.00           | $1006.93           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | 3.0000%  | N/A     | $150000000.00      | $92478368.56       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-15      | 5.0000%  | N/A     | $1000.00           | $53.41             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-01-20      | 6.0000%  | N/A     | $25000.00          | $146.25            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-11-15      | 8.0000%  | N/A     | $630368.00         | $977.86            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.5000%  | N/A     | $392804.00         | $1803.83           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-20      | 3.5000%  | N/A     | $250000.00         | $25369.69          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $125000.00         | $585.00            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-03-20      | 3.5000%  | N/A     | $1000.00           | $105.68            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.0000%  | N/A     | $1000.00           | $521.34            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-07-15      | 4.0000%  | N/A     | $65120.00          | $2596.96           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.0000%  | N/A     | $231127.00         | $2676.84           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-12-15      | 5.0000%  | N/A     | $30000.00          | $1997.91           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $25000.00          | $119.45            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-12-15      | 5.0000%  | N/A     | $204871.00         | $4050.16           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-11-20      | 7.5000%  | N/A     | $6105731.00        | $2956.90           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $166000.00         | $592.50            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-08-20      | 5.5000%  | N/A     | $40000.00          | $460.21            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.0000%  | N/A     | $40000.00          | $751.61            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-09-15      | 6.5000%  | N/A     | $995000.00         | $355.37            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-03-15      | 5.0000%  | N/A     | $105463.00         | $1070.11           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-02-15      | 5.0000%  | N/A     | $20000.00          | $4256.24           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-04-15      | 5.0000%  | N/A     | $45000.00          | $1826.94           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-08-20      | 4.0000%  | N/A     | $25000.00          | $2872.66           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $25000.00          | $177.94            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-12-20      | 4.0000%  | N/A     | $1122210.00        | $120176.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-01-20      | 7.0000%  | N/A     | $136401.00         | $118.66            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.0000%  | N/A     | $25000.00          | $347.29            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-12-20      | 7.5000%  | N/A     | $200000.00         | $110.02            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2066-05-15      | 5.4800%  | N/A     | $3129996.00        | $3275824.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.0000%  | N/A     | $41000.00          | $194.43            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 7.0000%  | N/A     | $125000000.00      | $48755977.35       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-08-20      | 6.5000%  | N/A     | $50000.00          | $450.24            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-03-20      | 3.5000%  | N/A     | $1748677.00        | $4480.34           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $50006.00          | $105.01            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-10-20      | 6.5000%  | N/A     | $30000.00          | $385.08            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-07-20      | 4.0000%  | N/A     | $17000.00          | $1517.67           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $146763.00         | $433.66            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-04-20      | 3.0000%  | N/A     | $190000.00         | $4169.22           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $1000.00           | $1007.11           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-03-15      | 5.0000%  | N/A     | $94994.00          | $500.17            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-08-15      | 1.6600%  | N/A     | $1000.00           | $55.31             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-02-20      | 6.0000%  | N/A     | $31000.00          | $522.46            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-11-20      | 8.0000%  | N/A     | $161620.00         | $42.44             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-09-20      | 3.5000%  | N/A     | $1000.00           | $106.81            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $100000.00         | $57.32             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $80000.00          | $193.10            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-03-15      | 4.5000%  | N/A     | $1352648.00        | $598.50            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-03-20      | 6.0000%  | N/A     | $150000.00         | $225.75            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-08-20      | 3.0000%  | N/A     | $85000.00          | $1337.09           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-15      | 5.0000%  | N/A     | $109701.00         | $2430.24           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-15      | 3.7500%  | N/A     | $35002.00          | $3887.20           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-10-20      | 6.5000%  | N/A     | $225000.00         | $332.33            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-05-20      | 8.0000%  | N/A     | $29140.00          | $2.04              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-08-15      | 4.0000%  | N/A     | $25000.00          | $4426.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1000.00           | $1048.21           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-09-20      | 5.5000%  | N/A     | $50000.00          | $176.55            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-11-15      | 5.5000%  | N/A     | $1094.00           | $106.05            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-05-20      | 6.5000%  | N/A     | $33000.00          | $72.22             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 2.5000%  | N/A     | $1000.00           | $651.83            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.0000%  | N/A     | $32000.00          | $603.88            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 6.0000%  | N/A     | $100000000.00      | $69714235.17       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-09-15      | 5.0000%  | N/A     | $50000.00          | $589.84            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-12-20      | 3.5000%  | N/A     | $1007.00           | $71.26             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $151705.00         | $66.34             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-11-15      | 5.0000%  | N/A     | $81011.00          | $3834.41           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-10-20      | 5.5000%  | N/A     | $45000.00          | $516.97            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-03-15      | 5.0000%  | N/A     | $100000.00         | $549.04            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $56300.00          | $114.98            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-01-15      | 5.0000%  | N/A     | $50000.00          | $455.19            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-02-20      | 7.5000%  | N/A     | $55000.00          | $30.94             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | 2.7500%  | N/A     | $2539870.00        | $2154894.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-12-20      | 4.5000%  | N/A     | $1000.00           | $57.43             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $450000.00         | $2581.27           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 2.0000%  | N/A     | $1000.00           | $506.00            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.5000%  | N/A     | $235486208.00      | $219605016.18      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-20      | 6.0000%  | N/A     | $57000.00          | $606.94            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-04-20      | 2.5000%  | N/A     | $223393.00         | $2280.93           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-05-20      | 4.0000%  | N/A     | $2000.00           | $87.74             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $50000.00          | $119.22            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-01-15      | 7.0000%  | N/A     | $42385.00          | $579.87            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-02-20      | 7.0000%  | N/A     | $250000.00         | $510.13            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-12-15      | 5.0000%  | N/A     | $250000.00         | $1425.29           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-15      | 4.0000%  | N/A     | $25301.00          | $2595.87           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $25000.00          | $281.83            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-04-20      | 3.0000%  | N/A     | $2000.00           | $382.87            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $50000.00          | $541.51            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-15      | 5.5000%  | N/A     | $94811.00          | $190.33            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1000.00           | $1046.34           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $25000.00          | $70.00             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $25000.00          | $195.46            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-11-20      | 2.5000%  | N/A     | $1001.00           | $32.09             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-07-15      | 6.0000%  | N/A     | $33000.00          | $2073.04           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-11-20      | 6.0000%  | N/A     | $242000.00         | $2106.30           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-01-20      | 5.5000%  | N/A     | $2000.00           | $353.25            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-15      | 5.0000%  | N/A     | $25000.00          | $408.17            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 5.0000%  | N/A     | $1003.00           | $66.69             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-05-20      | 6.5000%  | N/A     | $170000.00         | $163.29            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $65000.00          | $126.72            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-15      | 4.5000%  | N/A     | $1000.00           | $32.68             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.0000%  | N/A     | $25421.00          | $2169.48           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-11-20      | 4.0000%  | N/A     | $1000.00           | $989.90            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-11-20      | 7.0000%  | N/A     | $340000.00         | $205.76            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-01-15      | 5.5000%  | N/A     | $38465.00          | $150.57            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $50000.00          | $268.14            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-10-20      | 3.0000%  | N/A     | $39000.00          | $201.74            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-10-20      | 8.0000%  | N/A     | $160825.00         | $45.29             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-05-15      | 4.0000%  | N/A     | $18513.00          | $3021.98           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $25000.00          | $464.46            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $26000.00          | $88.47             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-11-20      | 7.5000%  | N/A     | $59000.00          | $9.85              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-09-20      | 7.5000%  | N/A     | $185000.00         | $12.23             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-05-20      | 7.0000%  | N/A     | $211000.00         | $74.47             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-12-20      | 2.5000%  | N/A     | $33195.00          | $4193.21           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $50005.00          | $243.54            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $1024.00           | $953.17            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | 5.0000%  | N/A     | $1000.00           | $739.70            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $92000.00          | $82.83             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-15      | 4.0000%  | N/A     | $24908.00          | $1778.57           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-20      | 3.0000%  | N/A     | $4041.00           | $552.60            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-10-20      | 3.5000%  | N/A     | $883573.00         | $6684.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-10-15      | 3.5000%  | N/A     | $7585.00           | $76.48             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $60000.00          | $93.31             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1000.00           | $1028.29           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-20      | 3.5000%  | N/A     | $999000.00         | $91268.99          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $689409.00         | $707877.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-12-20      | 3.5000%  | N/A     | $2995.00           | $285.00            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | 5.0000%  | N/A     | $50000.00          | $1968.73           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $90134.00          | $101.74            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-02-20      | 5.6250%  | N/A     | $3000.00           | $83.57             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $50000.00          | $60.61             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-02-15      | 4.0000%  | N/A     | $61525.00          | $4375.54           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-06-15      | 5.0000%  | N/A     | $307000.00         | $3952.03           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.0000%  | N/A     | $35000.00          | $590.99            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-03-20      | 4.0000%  | N/A     | $425374.00         | $1918.76           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-03-20      | 5.5000%  | N/A     | $3000.00           | $296.75            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-12-15      | 5.5000%  | N/A     | $32995.00          | $1336.43           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-20      | 4.0000%  | N/A     | $1000.00           | $126.85            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-15      | 5.5000%  | N/A     | $62613.00          | $3906.53           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-01-20      | 6.0000%  | N/A     | $197355.00         | $90.76             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-15      | 5.0000%  | N/A     | $50000.00          | $1216.67           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-05-20      | 6.0000%  | N/A     | $171000.00         | $257.24            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $25000.00          | $333.82            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-06-15      | 7.0000%  | N/A     | $49503.00          | $140.20            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1001.00           | $1059.14           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-01-15      | 5.0000%  | N/A     | $198166.00         | $3150.42           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $1389600.00        | $334.72            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-06-15      | 5.0000%  | N/A     | $40106.00          | $3442.58           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $64000.00          | $111.71            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-05-20      | 7.5000%  | N/A     | $432000.00         | $364.03            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 5.5000%  | N/A     | $12800.00          | $1020.19           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-05-20      | 4.0000%  | N/A     | $87133.00          | $2037.37           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-10-20      | 7.0000%  | N/A     | $175000.00         | $136.68            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-09-20      | 4.0000%  | N/A     | $1000.00           | $182.80            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $105000.00         | $62.18             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1013.00           | $1040.14           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-01-20      | 3.0000%  | N/A     | $1000.00           | $87.61             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $1000.00           | $797.89            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-06-15      | 5.0000%  | N/A     | $50000.00          | $825.57            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-07-20      | 6.0000%  | N/A     | $40000.00          | $332.59            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-01-20      | 6.0000%  | N/A     | $326000.00         | $863.11            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-10-15      | 6.0000%  | N/A     | $39524.00          | $105.47            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-08-20      | 6.0000%  | N/A     | $60000.00          | $91.57             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-04-15      | 5.0000%  | N/A     | $40115.00          | $384.88            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-03-15      | 5.0000%  | N/A     | $400000.00         | $2098.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 4.5000%  | N/A     | $1001.00           | $728.99            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 7.0000%  | N/A     | $1003.00           | $1074.23           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-02-15      | 5.0000%  | N/A     | $100000.00         | $1035.57           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.0000%  | N/A     | $48910.00          | $433.14            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $94000.00          | $132.68            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | 2.6900%  | N/A     | $1892086.00        | $1598583.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-06-20      | 7.5000%  | N/A     | $100000.00         | $4.83              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-10-20      | 8.5000%  | N/A     | $25113.00          | $7.95              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-03-20      | 3.0000%  | N/A     | $3000.00           | $314.03            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-03-15      | 5.0000%  | N/A     | $125000.00         | $1425.22           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.0000%  | N/A     | $70460.00          | $494.05            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.0000%  | N/A     | $100000.00         | $438.68            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-01-20      | 4.5000%  | N/A     | $139549.00         | $2417.76           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-05-20      | 6.0000%  | N/A     | $175000.00         | $462.10            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-12-15      | 5.5000%  | N/A     | $83098.00          | $303.84            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-11-20      | 8.5000%  | N/A     | $5000000.00        | $495.48            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-10-20      | 3.5000%  | N/A     | $113000.00         | $1911.32           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-09-15      | 5.0000%  | N/A     | $25000.00          | $281.03            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-07-20      | 4.0000%  | N/A     | $62678.00          | $6129.38           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.0000%  | N/A     | $67000.00          | $2584.83           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-20      | 6.5000%  | N/A     | $100074.00         | $193.51            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-11-20      | 5.5000%  | N/A     | $50000.00          | $740.59            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-11-20      | 4.0000%  | N/A     | $5001.00           | $584.26            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | 5.0000%  | N/A     | $35695.00          | $1909.95           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-12-20      | 5.5000%  | N/A     | $72006.00          | $451.24            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | 5.5000%  | N/A     | $1000.00           | $119.68            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-02-20      | 7.0000%  | N/A     | $25000.00          | $4.11              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $197395.00         | $3650.60           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-06-15      | 5.5000%  | N/A     | $1000.00           | $10.73             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-07-20      | 3.0000%  | N/A     | $1750000.00        | $4097.48           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-06-20      | 6.0000%  | N/A     | $25000.00          | $78.14             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-01-15      | 5.5000%  | N/A     | $37287.00          | $977.27            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $176966.00         | $181706.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $50071.00          | $173.40            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-01-15      | 6.0000%  | N/A     | $3042.00           | $39.82             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-02-20      | 3.0000%  | N/A     | $61980.00          | $1703.62           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-04-15      | 5.0000%  | N/A     | $2533.00           | $73.26             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-12-20      | 7.5000%  | N/A     | $121000.00         | $69.50             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $40049.00          | $104.45            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.5000%  | N/A     | $1024.00           | $497.53            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-10-20      | 9.0000%  | N/A     | $42000.00          | $32.81             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-01-15      | 5.5000%  | N/A     | $5000.00           | $995.36            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-03-15      | 3.5000%  | N/A     | $100000.00         | $34.01             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-03-15      | 5.0000%  | N/A     | $116223.00         | $586.42            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-03-15      | 6.0000%  | N/A     | $75005.00          | $321.43            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2071-10-20      | 5.0720%  | N/A     | $1000.00           | $1103.68           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-05-15      | 6.0000%  | N/A     | $75000.00          | $472.37            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-01-15      | 5.0000%  | N/A     | $45000.00          | $572.87            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-11-15      | 5.0000%  | N/A     | $50000.00          | $1576.03           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-12-15      | 5.0000%  | N/A     | $6670.00           | $171.84            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-11-20      | 3.0000%  | N/A     | $4003.00           | $332.61            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1011.00           | $1048.03           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $260000.00         | $481.42            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $100192.00         | $478.02            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-03-20      | 5.5000%  | N/A     | $25000.00          | $389.65            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-12-20      | 5.5000%  | N/A     | $25000.00          | $363.24            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.0000%  | N/A     | $1000.00           | $821.28            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-04-20      | 5.5000%  | N/A     | $25000.00          | $322.46            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-20      | 2.5000%  | N/A     | $21195.00          | $2831.88           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.0000%  | N/A     | $35000.00          | $85.69             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-09-15      | 5.6900%  | N/A     | $2796848.00        | $2912788.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-05-15      | 5.0000%  | N/A     | $102320.00         | $4740.95           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-08-20      | 6.0000%  | N/A     | $50035.00          | $126.62            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-10-20      | 6.5000%  | N/A     | $50000.00          | $402.56            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-05-15      | 5.0000%  | N/A     | $67541.00          | $2164.37           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $1648506.00        | $1568973.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-02-20      | 7.0000%  | N/A     | $43000.00          | $24.40             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $89658.00          | $53.82             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-06-20      | 5.5000%  | N/A     | $1000.00           | $104.10            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2074-08-20      | 6.4180%  | N/A     | $1003.00           | $937.96            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $1004995.00        | $562.51            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-07-20      | 7.0000%  | N/A     | $75000.00          | $45.69             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-09-20      | 5.0000%  | N/A     | $1000.00           | $227.14            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | 4.0000%  | N/A     | $387749000.00      | $30559667.00       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $200000.00         | $2177.94           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-12-15      | 5.0000%  | N/A     | $11814.00          | $1241.54           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1063202.00        | $1112367.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.0000%  | N/A     | $65000.00          | $787.08            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-09-20      | 6.5000%  | N/A     | $100000.00         | $29.69             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-03-20      | 3.0000%  | N/A     | $72000.00          | $543.90            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | 3.5000%  | N/A     | $5000224.00        | $164618.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | 3.5000%  | N/A     | $1024.00           | $692.64            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-07-20      | 6.0000%  | N/A     | $15999.00          | $2957.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-09-15      | 6.5000%  | N/A     | $20073.00          | $238.74            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-15      | 4.0000%  | N/A     | $55280.00          | $3989.15           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-09-15      | 6.0000%  | N/A     | $25000.00          | $699.92            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-07-15      | 6.0000%  | N/A     | $222800.00         | $209.46            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-11-15      | 5.0000%  | N/A     | $50000.00          | $1753.71           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | 4.0000%  | N/A     | $5362.00           | $475.00            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-02-20      | 3.5000%  | N/A     | $125000.00         | $30869.39          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-04-15      | 5.0000%  | N/A     | $109231.00         | $3175.83           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 7.0000%  | N/A     | $1000.00           | $1063.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.0000%  | N/A     | $30078.00          | $172.19            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-07-15      | 5.0000%  | N/A     | $191508.00         | $2073.09           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $83990.00          | $257.85            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-20      | 7.0000%  | N/A     | $93000.00          | $179.81            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-05-20      | 7.5000%  | N/A     | $328000.00         | $45.63             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $25112.00          | $28.27             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-06-20      | 5.5000%  | N/A     | $40000.00          | $495.95            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-04-20      | 4.0000%  | N/A     | $4000.00           | $238.92            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-01-20      | 8.0000%  | N/A     | $400000.00         | $200.97            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $45000.00          | $169.94            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-10-20      | 2.0000%  | N/A     | $1000.00           | $504.51            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-04-20      | 7.0000%  | N/A     | $75000.00          | $48.82             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-09-20      | 6.0000%  | N/A     | $160000.00         | $202.17            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $138899.00         | $255.09            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $1006.00           | $5.44              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-03-15      | 4.0000%  | N/A     | $14081.00          | $3358.29           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $69273.00          | $382.22            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-20      | 4.5000%  | N/A     | $1000.00           | $50.79             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-07-15      | 5.0000%  | N/A     | $47429.00          | $4396.46           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-07-20      | 6.0000%  | N/A     | $340000.00         | $210.99            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $50054.00          | $183.77            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $100000.00         | $1045.87           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.0000%  | N/A     | $26168.00          | $401.44            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.0000%  | N/A     | $39000.00          | $38.91             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-11-20      | 7.5000%  | N/A     | $25000.00          | $3.13              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.5000%  | N/A     | $155000.00         | $137.63            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-07-15      | 5.0000%  | N/A     | $50000.00          | $555.67            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 3.0000%  | N/A     | $1000.00           | $411.53            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $125000.00         | $684.60            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-04-20      | 6.0000%  | N/A     | $1200000.00        | $3311.85           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1006.00           | $1058.58           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-15      | 5.0000%  | N/A     | $928001.00         | $84443.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-04-20      | 6.0000%  | N/A     | $25000.00          | $34.30             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-03-20      | 3.0000%  | N/A     | $203000.00         | $4167.01           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $65000.00          | $503.99            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.0000%  | N/A     | $395000.00         | $3356.71           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-01-20      | 7.5000%  | N/A     | $1100000.00        | $1147.00           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-10-15      | 8.5000%  | N/A     | $15820000.00       | $920.53            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-01-15      | 3.0000%  | N/A     | $4000.00           | $726.16            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-08-20      | 8.5000%  | N/A     | $40000.00          | $11.57             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-15      | 5.0000%  | N/A     | $50000.00          | $753.15            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.0000%  | N/A     | $126102.00         | $2955.33           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $25442.00          | $76.15             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-09-15      | 4.0000%  | N/A     | $25000.00          | $2995.27           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-15      | 4.0000%  | N/A     | $42008.00          | $2944.03           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5000%  | N/A     | $5202520.00        | $5321101.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-08-20      | 2.5000%  | N/A     | $1000.00           | $268.58            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-04-15      | 3.0000%  | N/A     | $120588.00         | $1133.23           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-04-15      | 5.0000%  | N/A     | $101745.00         | $1645.86           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-04-20      | 3.0000%  | N/A     | $1000.00           | $132.80            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-08-20      | 3.5000%  | N/A     | $3269.00           | $403.81            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-04-15      | 4.0000%  | N/A     | $25000.00          | $944.28            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-12-15      | 5.2500%  | N/A     | $1000.00           | $1021.95           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-12-15      | 5.0000%  | N/A     | $76599.00          | $2761.87           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $75000.00          | $249.72            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-09-20      | 6.5000%  | N/A     | $565000.00         | $757.16            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-03-20      | 6.0000%  | N/A     | $2028000.00        | $1225.72           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-12-20      | 6.0000%  | N/A     | $443000.00         | $4342.92           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-01-20      | 8.0000%  | N/A     | $250000.00         | $11.08             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $152110.00         | $780.61            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-12-15      | 5.0000%  | N/A     | $90000.00          | $1047.42           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-06-15      | 5.5000%  | N/A     | $1250641.00        | $4509.60           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 5.5000%  | N/A     | $14000.00          | $1230.57           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-06-15      | 6.5000%  | N/A     | $768594.00         | $243.40            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $75441.00          | $678.15            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-07-20      | 6.0000%  | N/A     | $1000.00           | $595.36            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-07-20      | 7.0000%  | N/A     | $79000.00          | $38.28             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-20      | 5.5000%  | N/A     | $70000.00          | $304.59            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | 4.0000%  | N/A     | $100000.00         | $2606.57           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | 2.4000%  | N/A     | $6503216.00        | $5454183.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-03-15      | 6.0000%  | N/A     | $135819.00         | $291.83            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $1575934.00        | $1652509.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-12-15      | 5.5000%  | N/A     | $1000.00           | $15.36             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-01-15      | 5.0000%  | N/A     | $155005.00         | $2425.00           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-01-20      | 7.5000%  | N/A     | $25000.00          | $13.45             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-02-15      | 5.0000%  | N/A     | $25000.00          | $3832.13           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-07-20      | 7.5000%  | N/A     | $30000.00          | $4.09              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.0000%  | N/A     | $45000.00          | $59.78             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $88854.00          | $149.54            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-06-20      | 7.0000%  | N/A     | $103151.00         | $186.78            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-04-20      | 6.5000%  | N/A     | $100000.00         | $184.86            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $55000.00          | $50.27             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-09-20      | 5.0000%  | N/A     | $29000.00          | $2300.93           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-04-20      | 8.0000%  | N/A     | $142000.00         | $76.36             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-08-20      | 5.5000%  | N/A     | $25030.00          | $169.26            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-15      | 4.0000%  | N/A     | $1000000.00        | $61220.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-09-20      | 6.0000%  | N/A     | $105742.00         | $203.44            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.0000%  | N/A     | $43000.00          | $477.75            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 2.0000%  | N/A     | $1000.00           | $740.84            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-10-20      | 3.5000%  | N/A     | $1999.00           | $144.42            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-02-15      | 5.5000%  | N/A     | $23736.00          | $118.65            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-09-20      | 7.5000%  | N/A     | $25000.00          | $9.79              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-05-15      | 7.0000%  | N/A     | $58213.00          | $847.58            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-15      | 5.0000%  | N/A     | $7147.00           | $884.43            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-11-15      | 3.5000%  | N/A     | $8645.00           | $210.39            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-12-15      | 5.0000%  | N/A     | $101000.00         | $4767.55           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 6.0000%  | N/A     | $3000.00           | $765.54            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $170000.00         | $165.28            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-15      | 5.0000%  | N/A     | $16707.00          | $2459.85           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-12-15      | 3.0000%  | N/A     | $2001.00           | $325.55            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $50000.00          | $148.66            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-20      | 4.0000%  | N/A     | $2004.00           | $317.66            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.0000%  | N/A     | $50000.00          | $796.13            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-02-20      | 7.0000%  | N/A     | $279325.00         | $237.05            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-01-15      | 2.8600%  | N/A     | $17530600.00       | $15038138.19       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-01-20      | 7.5000%  | N/A     | $75000.00          | $18.37             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-11-15      | 3.9000%  | N/A     | $12865632.00       | $11846221.14       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1000.00           | $1052.27           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-01-15      | 5.5000%  | N/A     | $129641.00         | $1623.06           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-08-20      | 6.5000%  | N/A     | $126000.00         | $1372.33           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-03-20      | 6.5000%  | N/A     | $50000.00          | $588.48            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-02-20      | 4.0000%  | N/A     | $2000.00           | $114.66            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.5000%  | N/A     | $1000.00           | $730.31            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.0000%  | N/A     | $36600.00          | $178.16            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-08-20      | 3.0000%  | N/A     | $500000.00         | $29340.11          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | 6.0000%  | N/A     | $20000.00          | $4172.78           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-07-20      | 6.0000%  | N/A     | $101480.00         | $876.88            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-08-15      | 5.0000%  | N/A     | $350000.00         | $3296.49           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | 3.5000%  | N/A     | $1000.00           | $97.88             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.0000%  | N/A     | $75000.00          | $526.31            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $2793584.00        | $2926102.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | 2.5000%  | N/A     | $2100.00           | $1740.34           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $25000.00          | $82.53             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-03-20      | 7.5000%  | N/A     | $175000.00         | $69.63             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | 2.0000%  | N/A     | $235107.00         | $101097.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-11-20      | 5.5000%  | N/A     | $50000.00          | $569.97            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-02-20      | 7.5000%  | N/A     | $85000.00          | $7.04              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.0000%  | N/A     | $185000.00         | $4726.15           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-03-20      | 6.5000%  | N/A     | $94000.00          | $50.00             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | 3.5000%  | N/A     | $5985.00           | $367.64            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.0000%  | N/A     | $31000.00          | $766.73            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.0000%  | N/A     | $40000.00          | $661.07            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-08-15      | 8.5000%  | N/A     | $152267.00         | $99.98             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.0000%  | N/A     | $40000.00          | $546.79            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-04-20      | 7.0000%  | N/A     | $1000000.00        | $153.38            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-04-20      | 7.5000%  | N/A     | $50041.00          | $2.02              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $61688.00          | $735.15            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-03-15      | 5.0000%  | N/A     | $146682.00         | $1605.85           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-10-15      | 3.5000%  | N/A     | $23953.00          | $79.52             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-10-20      | 6.5000%  | N/A     | $260000.00         | $185.35            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.5000%  | N/A     | $126000.00         | $1296.95           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-03-15      | 4.5000%  | N/A     | $294726.00         | $31402.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-10-15      | 5.0000%  | N/A     | $1012.00           | $14.40             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-03-20      | 7.0000%  | N/A     | $185000.00         | $195.98            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-09-15      | 4.0000%  | N/A     | $158438.00         | $3878.60           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $55923.00          | $53.27             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-05-20      | 7.0000%  | N/A     | $40176.00          | $66.39             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $98000.00          | $401.15            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-12-20      | 3.0000%  | N/A     | $1024.00           | $471.55            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $107527.00         | $245.02            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $100126.00         | $104.46            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | 4.5000%  | N/A     | $2000.00           | $39.43             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-09-15      | 3.3400%  | N/A     | $10280160.00       | $9097271.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-12-15      | 5.0000%  | N/A     | $131933.00         | $953.49            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-03-15      | 5.0000%  | N/A     | $165000.00         | $1067.52           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-06-15      | 6.0000%  | N/A     | $70000.00          | $175.21            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $33326.00          | $133.15            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-02-20      | 5.0000%  | N/A     | $1007.00           | $87.62             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-02-15      | 4.0000%  | N/A     | $25000.00          | $3057.87           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-05-15      | 2.4600%  | N/A     | $444573.00         | $370806.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.0000%  | N/A     | $25000.00          | $81.29             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-08-15      | 6.0000%  | N/A     | $35194.00          | $464.79            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-15      | 5.0000%  | N/A     | $256922.00         | $2256.58           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $100000.00         | $355.95            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.0000%  | N/A     | $25000.00          | $1852.90           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-09-15      | 5.0000%  | N/A     | $120735.00         | $2207.27           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.0000%  | N/A     | $26416.00          | $278.81            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-08-15      | 4.0000%  | N/A     | $78000.00          | $2718.43           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.5000%  | N/A     | $127032.00         | $155.03            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $98000.00          | $389.90            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-09-15      | 4.0000%  | N/A     | $75000.00          | $2277.76           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-02-15      | 5.0000%  | N/A     | $23515.00          | $602.28            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-05-15      | 5.0000%  | N/A     | $66707.00          | $1849.08           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $100000.00         | $884.44            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1000.00           | $1074.92           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-15      | 4.0000%  | N/A     | $25000.00          | $3315.85           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $48237.00          | $1027.43           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-05-20      | 6.5000%  | N/A     | $25000.00          | $215.94            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $117498240.00      | $116698845.10      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-10-15      | 5.0000%  | N/A     | $25000.00          | $418.20            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $118000.00         | $365.06            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-05-15      | 5.0000%  | N/A     | $4569.00           | $102.39            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2059-07-15      | 3.3600%  | N/A     | $1008.00           | $983.90            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1000.00           | $1026.79           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-04-20      | 7.5000%  | N/A     | $169000.00         | $73.74             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-11-20      | 6.5000%  | N/A     | $430300.00         | $331.35            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 6.0000%  | N/A     | $1000.00           | $1043.34           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.5000%  | N/A     | $4267992.00        | $83473.36          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-15      | 4.0000%  | N/A     | $60045.00          | $2876.64           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-09-15      | 6.5000%  | N/A     | $995000.00         | $2048.60           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-08-20      | 7.0000%  | N/A     | $70000.00          | $60.59             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-09-20      | 8.0000%  | N/A     | $64000.00          | $3.71              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.5000%  | N/A     | $1000.00           | $106.72            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-03-20      | 5.5000%  | N/A     | $25000.00          | $160.54            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-08-15      | 6.5000%  | N/A     | $1870000.00        | $672.21            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-08-20      | 5.0000%  | N/A     | $2000.00           | $85.92             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $432380416.00      | $315241016.08      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $25442.00          | $135.58            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-11-20      | 5.5000%  | N/A     | $50000.00          | $240.21            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-06-20      | 6.0000%  | N/A     | $60000.00          | $133.95            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-05-20      | 6.0000%  | N/A     | $50000.00          | $868.09            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-05-15      | 5.0000%  | N/A     | $14786.00          | $542.14            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $55000.00          | $137.48            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-15      | 4.0000%  | N/A     | $27839.00          | $2226.33           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-01-20      | 3.0000%  | N/A     | $47000.00          | $871.55            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-05-15      | 3.5000%  | N/A     | $1000.00           | $234.50            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $1001.00           | $1007.62           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-11-15      | 4.0000%  | N/A     | $40000.00          | $1990.25           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-03-15      | 3.0000%  | N/A     | $1000000.00        | $2494.12           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-20      | 4.0000%  | N/A     | $3020.00           | $262.71            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-02-15      | 3.0000%  | N/A     | $2000000.00        | $556.30            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-02-20      | 6.5000%  | N/A     | $25000.00          | $349.76            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.0000%  | N/A     | $25000.00          | $145.82            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | 4.5000%  | N/A     | $1000.00           | $497.22            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-04-20      | 6.0000%  | N/A     | $1000.00           | $28.37             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.0000%  | N/A     | $70000.00          | $1302.36           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-07-15      | 5.0000%  | N/A     | $30000.00          | $951.56            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-12-20      | 5.0000%  | N/A     | $58000.00          | $2385.61           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-08-15      | 5.0000%  | N/A     | $70507.00          | $1102.63           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-15      | 4.0000%  | N/A     | $25000.00          | $585.03            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $68545280.00       | $70048059.47       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-07-20      | 6.0000%  | N/A     | $347993.00         | $4001.07           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $1000.00           | $796.48            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1000.00           | $1026.79           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-07-15      | 7.0000%  | N/A     | $65000000.00       | $65211.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-06-15      | 6.5000%  | N/A     | $570000.00         | $635.75            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-06-15      | 6.0000%  | N/A     | $115236.00         | $363.77            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-11-20      | 3.5000%  | N/A     | $767133.00         | $3055.56           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.0000%  | N/A     | $66050.00          | $190.22            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-12-15      | 5.0000%  | N/A     | $233456.00         | $2775.91           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-05-15      | 5.0000%  | N/A     | $82000.00          | $4796.49           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $1488000.00        | $1165.56           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.0000%  | N/A     | $50059.00          | $777.48            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | 3.0000%  | N/A     | $1000.00           | $449.19            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-05-20      | 6.5000%  | N/A     | $345000.00         | $565.76            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-15      | 5.0000%  | N/A     | $67300.00          | $3409.62           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-09-20      | 9.0000%  | N/A     | $50299.00          | $13.65             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-04-15      | 5.0000%  | N/A     | $10000.00          | $37.35             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $57842.00          | $66.36             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $2100000.00        | $2078.77           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $148323.00         | $712.23            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-15      | 5.0000%  | N/A     | $24000.00          | $833.46            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $53080.00          | $1297.39           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-11-15      | 5.0000%  | N/A     | $119208.00         | $880.34            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-04-15      | 5.0000%  | N/A     | $9600.00           | $721.88            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-06-20      | 6.5000%  | N/A     | $630000.00         | $782.99            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-10-20      | 8.0000%  | N/A     | $61000.00          | $7.26              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-15      | 5.5000%  | N/A     | $5107056.00        | $194284.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-07-15      | 3.5800%  | N/A     | $19681088.00       | $17677882.48       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-07-20      | 8.0000%  | N/A     | $25000.00          | $0.51              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-15      | 5.0000%  | N/A     | $150000.00         | $1751.93           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-01-15      | 4.0000%  | N/A     | $33631.00          | $4884.62           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-08-15      | 6.0000%  | N/A     | $18000.00          | $1274.83           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.5000%  | N/A     | $67687.00          | $29.71             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.0000%  | N/A     | $99986.00          | $766.67            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-06-20      | 6.0000%  | N/A     | $50000.00          | $237.44            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-02-15      | 5.5000%  | N/A     | $1303832.00        | $4600.30           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-11-20      | 6.5000%  | N/A     | $425000.00         | $777.34            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-11-20      | 6.0000%  | N/A     | $223500.00         | $244.26            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-01-20      | 2.5000%  | N/A     | $2013.00           | $734.38            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-04-20      | 7.5000%  | N/A     | $107000.00         | $13.63             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $34418.00          | $207.51            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $100000.00         | $74.51             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $65204.00          | $158.75            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | 3.5000%  | N/A     | $215000.00         | $151608.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.0000%  | N/A     | $66103.00          | $1137.67           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.0000%  | N/A     | $45000.00          | $794.80            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-01-15      | 5.0000%  | N/A     | $25725.00          | $2111.67           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-08-20      | 7.5000%  | N/A     | $1759000.00        | $42.61             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | 5.0000%  | N/A     | $39036.00          | $628.10            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 4.0000%  | N/A     | $1000.00           | $940.45            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $25025.00          | $184.15            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-02-20      | 5.5000%  | N/A     | $30000.00          | $373.33            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.5000%  | N/A     | $2001.00           | $248.92            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $101437.00         | $398.29            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-06-15      | 4.0000%  | N/A     | $32000.00          | $4711.66           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $139338.00         | $187.94            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-16      | 2.2000%  | N/A     | $30405000.00       | $8425835.81        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2040-12-15      | 4.0000%  | N/A     | $36752.00          | $1002.72           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.0000%  | N/A     | $70000000.00       | $51772082.48       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-02-20      | 7.5000%  | N/A     | $25104.00          | $15.37             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $134085000.00      | $119343751.88      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-05-16      | 2.0000%  | N/A     | $242977.00         | $107020.11         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-06-15      | 5.0000%  | N/A     | $55000.00          | $1838.57           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2058-06-15      | 5.2400%  | N/A     | $1224304.00        | $1227269.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-06-15      | 4.0000%  | N/A     | $58268.00          | $2223.53           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-07-20      | 6.5000%  | N/A     | $100000.00         | $59.54             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.0000%  | N/A     | $50000.00          | $4778.52           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $180000.00         | $589.10            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-06-20      | 6.0000%  | N/A     | $25000.00          | $384.69            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1021.00           | $1042.38           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $1000.00           | $1008.17           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.0000%  | N/A     | $25307.00          | $66.09             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-05-20      | 3.5000%  | N/A     | $2000.00           | $422.44            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-02-15      | 5.0000%  | N/A     | $50000.00          | $3466.17           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-20      | 4.0000%  | N/A     | $14479.00          | $1175.54           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-12-15      | 5.0000%  | N/A     | $76000.00          | $1249.17           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-07-20      | 4.0000%  | N/A     | $3019.00           | $178.02            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $126427.00         | $919.11            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.0000%  | N/A     | $35097.00          | $630.16            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-01-15      | 5.5000%  | N/A     | $61251.00          | $1066.09           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.5000%  | N/A     | $2000.00           | $2044.72           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-12-20      | 7.5000%  | N/A     | $1250000.00        | $531.44            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-04-20      | 6.0000%  | N/A     | $45000.00          | $3423.22           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-11-20      | 6.5000%  | N/A     | $25000.00          | $232.67            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-06-20      | 6.5000%  | N/A     | $850000.00         | $2299.40           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-05-20      | 5.0000%  | N/A     | $45000.00          | $534.69            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-04-20      | 7.0000%  | N/A     | $123000.00         | $127.82            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.0000%  | N/A     | $38940.00          | $453.64            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-05-20      | 8.0000%  | N/A     | $53238.00          | $10.16             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-11-15      | 5.0000%  | N/A     | $30000.00          | $1123.16           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-01-20      | 7.0000%  | N/A     | $1052000.00        | $450.09            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-02-20      | 5.0000%  | N/A     | $2530.00           | $130.85            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-10-20      | 8.0000%  | N/A     | $30000.00          | $14.65             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.0000%  | N/A     | $53409.00          | $320.61            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-16      | 2.2500%  | N/A     | $63062528.00       | $49066557.07       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2030-12-20      | 8.5000%  | N/A     | $119000.00         | $71.66             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2070-10-20      | 6.4190%  | N/A     | $1000.00           | $686.30            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $12113424.00       | $12548413.48       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2060-05-15      | 5.1600%  | N/A     | $1000.00           | $1011.06           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-03-15      | 3.5000%  | N/A     | $9905.00           | $63.41             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-03-20      | 4.0000%  | N/A     | $20000.00          | $901.56            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-11-20      | 6.0000%  | N/A     | $32000.00          | $127.62            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-20      | 5.5000%  | N/A     | $6703928.00        | $5898615.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $100000.00         | $455.44            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $47614.00          | $392.63            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-04-15      | 5.0000%  | N/A     | $75000.00          | $808.58            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $28845.00          | $191.05            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 7.0000%  | N/A     | $1000.00           | $1045.86           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-05-20      | 4.1984%  | N/A     | $109951488.00      | $1075251.79        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2047-11-15      | 4.0000%  | N/A     | $42188.00          | $1847.31           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.0000%  | N/A     | $65201.00          | $54.34             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $71548.00          | $209.44            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-05-20      | 7.5000%  | N/A     | $31000.00          | $1.30              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-02-20      | 3.5000%  | N/A     | $1001.00           | $96.68             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-06-15      | 5.0000%  | N/A     | $6000.00           | $64.19             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $241181.00         | $52.64             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $55000.00          | $13.88             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | 2.5000%  | N/A     | $1000.00           | $578.16            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-20      | 4.5000%  | N/A     | $1000.00           | $36.05             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-10-20      | 5.5000%  | N/A     | $50068.00          | $647.45            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $25000.00          | $63.16             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-11-15      | 7.0000%  | N/A     | $26452.00          | $416.06            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-09-20      | 7.5000%  | N/A     | $35000.00          | $7.42              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | 4.5000%  | N/A     | $1000.00           | $117.45            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $78058.00          | $191.63            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-02-20      | 2.5000%  | N/A     | $210000.00         | $1676.96           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-10-20      | 4.0000%  | N/A     | $25000.00          | $2770.89           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.0000%  | N/A     | $2000.00           | $1893.47           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $39000.00          | $541.99            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $25000.00          | $217.11            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.0000%  | N/A     | $50000.00          | $449.76            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-02-15      | 5.0000%  | N/A     | $25000.00          | $146.62            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $30000.00          | $200.97            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $2322632.00        | $2418031.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | 3.5000%  | N/A     | $710000.00         | $29496.86          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-05-20      | 7.0000%  | N/A     | $25000.00          | $24.30             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-07-15      | 5.0000%  | N/A     | $58000.00          | $2074.10           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-20      | 3.0000%  | N/A     | $1339168.00        | $142987.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-01-20      | 6.0000%  | N/A     | $112378.00         | $1312.96           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-06-15      | 8.0000%  | N/A     | $6000000.00        | $55.29             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-02-15      | 6.0000%  | N/A     | $103626.00         | $536.34            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2057-02-15      | 2.9400%  | N/A     | $895523.00         | $770297.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $282000.00         | $369.44            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-04-20      | 6.5000%  | N/A     | $25000.00          | $308.62            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-01-20      | 7.0000%  | N/A     | $87000.00          | $33.33             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 3.0000%  | N/A     | $50000000.00       | $33606729.54       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $50000.00          | $231.58            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-05-15      | 5.0000%  | N/A     | $40000.00          | $2282.60           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-15      | 4.0000%  | N/A     | $25000.00          | $1615.00           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-08-15      | 5.0000%  | N/A     | $17928.00          | $174.80            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2073-11-20      | 6.4800%  | N/A     | $2000.00           | $1883.13           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1000.00           | $1049.91           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-09-20      | 6.0000%  | N/A     | $31000.00          | $342.84            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-10-20      | 7.5000%  | N/A     | $35000.00          | $20.21             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $50477.00          | $164.54            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-04-20      | 6.5000%  | N/A     | $353540.00         | $347.45            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-06-20      | 4.5000%  | N/A     | $1007.00           | $87.52             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-01-20      | 7.0000%  | N/A     | $1030563.00        | $0.81              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-09-15      | 6.5000%  | N/A     | $497500.00         | $502.45            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.0000%  | N/A     | $205818.00         | $486.44            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-12-20      | 6.0000%  | N/A     | $1000.00           | $1025.85           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.5000%  | N/A     | $1000.00           | $764.28            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-07-20      | 6.5000%  | N/A     | $211130.00         | $312.82            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $57566.00          | $483.56            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 6.0000%  | N/A     | $1000.00           | $106.26            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-01-20      | 7.5000%  | N/A     | $25000.00          | $20.14             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-04-20      | 8.0000%  | N/A     | $105000.00         | $65.05             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-12-20      | 7.0000%  | N/A     | $320000.00         | $251.14            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-02-15      | 5.0000%  | N/A     | $30000.00          | $439.14            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-03-20      | 4.0000%  | N/A     | $8032.00           | $680.67            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $137000.00         | $418.34            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-08-20      | 4.0000%  | N/A     | $2001.00           | $125.51            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-03-15      | 4.5000%  | N/A     | $2000.00           | $140.58            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $85000.00          | $122.53            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-15      | 5.5000%  | N/A     | $1024.00           | $6.87              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.0000%  | N/A     | $1001.00           | $820.61            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-01-20      | 7.5000%  | N/A     | $1140140.00        | $83.14             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $1001.00           | $1007.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.0000%  | N/A     | $85000.00          | $1436.56           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-05-20      | 6.0000%  | N/A     | $40000.00          | $43.04             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-07-20      | 5.0000%  | N/A     | $2000.00           | $436.62            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-02-20      | 4.5000%  | N/A     | $1987.00           | $0.05              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.0000%  | N/A     | $25000.00          | $871.71            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.0000%  | N/A     | $50149.00          | $437.01            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-04-20      | 7.0000%  | N/A     | $25000.00          | $22.31             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-12-15      | 6.0000%  | N/A     | $25000.00          | $17.95             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $112542.00         | $1162.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-15      | 5.0000%  | N/A     | $11611.00          | $225.65            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-15      | 4.0000%  | N/A     | $60162.00          | $2242.28           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-01-20      | 6.0000%  | N/A     | $50561.00          | $675.31            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.5000%  | N/A     | $50000.00          | $676.85            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.0000%  | N/A     | $38293.00          | $976.75            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $30138.00          | $24.57             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 4.0000%  | N/A     | $39000.00          | $3187.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.0000%  | N/A     | $87131.00          | $214.38            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-07-15      | 5.0000%  | N/A     | $197413.00         | $1491.89           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $345000.00         | $160.24            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 3.0000%  | N/A     | $1003.00           | $639.93            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-10-15      | 4.0000%  | N/A     | $55000.00          | $3599.50           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-11-20      | 5.0000%  | N/A     | $450599680.00      | $343731717.97      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-02-20      | 7.5000%  | N/A     | $1007650.00        | $168.22            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-09-20      | 7.0000%  | N/A     | $30000.00          | $1.54              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $291248.00         | $346.18            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-08-20      | 6.0000%  | N/A     | $7653.00           | $1112.80           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-02-20      | 6.0000%  | N/A     | $140000.00         | $442.94            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-11-15      | 5.5000%  | N/A     | $467707.00         | $3726.83           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-02-15      | 7.5000%  | N/A     | $25008.00          | $76.23             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $58038.00          | $225.34            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-11-20      | 6.5000%  | N/A     | $160000.00         | $25235.17          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.0000%  | N/A     | $139066.00         | $79.17             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | 4.5000%  | N/A     | $4000.00           | $295.92            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-07-20      | 6.0000%  | N/A     | $270000.00         | $2508.04           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-08-15      | 6.5000%  | N/A     | $3598.00           | $49.83             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-05-15      | 5.0000%  | N/A     | $165000.00         | $4312.07           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-02-20      | 8.0000%  | N/A     | $208000.00         | $164.66            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-01-20      | 8.0000%  | N/A     | $70000.00          | $162.21            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-11-15      | 4.0000%  | N/A     | $25000.00          | $4392.67           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-05-15      | 6.0000%  | N/A     | $57822.00          | $657.29            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-08-20      | 6.0000%  | N/A     | $55000.00          | $54.88             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-08-20      | 8.0000%  | N/A     | $59682.00          | $2.55              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2073-04-20      | 6.3930%  | N/A     | $2007.00           | $1869.11           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-01-15      | 3.5000%  | N/A     | $304500.00         | $16.45             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 7.0000%  | N/A     | $2000.00           | $1536.47           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1000.00           | $1036.63           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-11-15      | 8.0000%  | N/A     | $81485.00          | $58.62             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.0000%  | N/A     | $25817.00          | $451.87            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.0000%  | N/A     | $25511.00          | $209.30            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-10-20      | 6.0000%  | N/A     | $87000.00          | $66.22             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-11-20      | 6.5000%  | N/A     | $30000.00          | $350.02            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-03-20      | 6.5000%  | N/A     | $100000.00         | $175.91            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-06-20      | 8.0000%  | N/A     | $25000.00          | $4.61              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-08-20      | 6.0000%  | N/A     | $151472.00         | $3898.75           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-01-20      | 6.5000%  | N/A     | $150000.00         | $154.51            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.0000%  | N/A     | $25000.00          | $435.50            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.0000%  | N/A     | $1000.00           | $397.24            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-09-20      | 4.0000%  | N/A     | $26004.00          | $1763.22           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-12-15      | 5.0000%  | N/A     | $1000.00           | $52.41             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 3.0000%  | N/A     | $1000.00           | $614.99            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-15      | 6.0000%  | N/A     | $5000.00           | $1083.77           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.0000%  | N/A     | $261355.00         | $3772.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-10-20      | 7.0000%  | N/A     | $35000.00          | $8.10              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.0000%  | N/A     | $50000.00          | $89.05             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.5000%  | N/A     | $25000.00          | $287.87            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $75823.00          | $122.45            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | 4.0000%  | N/A     | $1469998.00        | $654055.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-09-15      | 6.5000%  | N/A     | $2500000.00        | $924.20            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-02-20      | 4.0000%  | N/A     | $3471.00           | $352.55            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-02-15      | 3.5000%  | N/A     | $80238.00          | $59.05             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-15      | 3.0000%  | N/A     | $389000.00         | $55246.11          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-07-20      | 7.0000%  | N/A     | $150000.00         | $290.73            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.0000%  | N/A     | $237000.00         | $510.71            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $1045798.00        | $1064349.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-05-20      | 3.0000%  | N/A     | $60000.00          | $580.43            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.0000%  | N/A     | $26429.00          | $618.25            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-08-20      | 5.5000%  | N/A     | $1024.00           | $832.71            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-11-15      | 7.0000%  | N/A     | $31677.00          | $723.76            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $75000.00          | $483.26            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $70000.00          | $354.46            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.0000%  | N/A     | $25000.00          | $77.45             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2065-02-15      | 4.4700%  | N/A     | $2000.00           | $1944.94           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-09-15      | 5.0000%  | N/A     | $132322.00         | $3161.71           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-08-15      | 4.0000%  | N/A     | $25000.00          | $2609.48           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-01-20      | 5.5000%  | N/A     | $25948.00          | $113.08            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.0000%  | N/A     | $41000.00          | $727.38            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $59400.00          | $460.35            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $47000.00          | $13.57             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-08-15      | 3.5000%  | N/A     | $2003.00           | $442.03            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-08-15      | 7.0000%  | N/A     | $1073547.00        | $442.38            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $125000.00         | $715.32            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-15      | 6.5000%  | N/A     | $1000.00           | $47.86             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-12-20      | 6.5000%  | N/A     | $96000.00          | $257.03            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-02-20      | 6.5000%  | N/A     | $100000.00         | $62.83             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-03-20      | 6.0000%  | N/A     | $205214.00         | $657.73            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-05-15      | 5.0000%  | N/A     | $8000.00           | $119.00            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | 3.0000%  | N/A     | $2000.00           | $253.40            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $219294.00         | $404.80            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $12818576.00       | $13427243.73       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 5.5000%  | N/A     | $65469100.00       | $51421052.82       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-09-20      | 6.5000%  | N/A     | $60248.00          | $184.94            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-03-15      | 4.0000%  | N/A     | $25000.00          | $651.78            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-09-15      | 5.0000%  | N/A     | $94000.00          | $1261.50           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-07-20      | 7.5000%  | N/A     | $275000.00         | $7.27              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-02-20      | 5.5000%  | N/A     | $37000.00          | $216.06            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.0000%  | N/A     | $25000.00          | $51.56             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-12-20      | 7.0000%  | N/A     | $332000.00         | $1631.34           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-02-20      | 5.5000%  | N/A     | $134918.00         | $632.88            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-08-20      | 6.0000%  | N/A     | $30000.00          | $90.47             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-04-15      | 5.0000%  | N/A     | $25000.00          | $2710.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-03-15      | 5.0000%  | N/A     | $87605.00          | $4158.17           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.0000%  | N/A     | $43000.00          | $728.43            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2053-02-15      | 0.0000%  | N/A     | $1401.86           | $358.92            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $0.99              | $0.29              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $355.49            | $311.38            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-03-31      | 1.2500%  | N/A     | $3000.00           | $2866.29           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2036-08-15      | 0.0000%  | N/A     | $6300.00           | $3953.51           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-08-15      | 0.0000%  | N/A     | $281.97            | $73.82             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-11-15      | 0.0000%  | N/A     | $8.02              | $6.96              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-04-30      | 1.2500%  | N/A     | $400.00            | $381.02            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $25.00             | $8.60              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2051-05-15      | 0.0000%  | N/A     | $1.00              | $0.28              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-08-15      | 3.3750%  | N/A     | $2100.00           | $1809.78           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-04-30      | 2.8750%  | N/A     | $300.00            | $295.13            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-04-30      | 3.5000%  | N/A     | $2000.00           | $2012.68           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-08-15      | 0.0000%  | N/A     | $599.94            | $566.53            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-05-31      | 2.7500%  | N/A     | $3200.00           | $3125.25           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $93.44             | $36.65             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-11-15      | 0.0000%  | N/A     | $1.00              | $0.76              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $1400.00           | $926.79            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-11-15      | 0.0000%  | N/A     | $1.00              | $0.83              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-08-31      | 3.1250%  | N/A     | $200.00            | $198.97            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-08-31      | 0.5000%  | N/A     | $300.00            | $286.22            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-08-15      | 0.0000%  | N/A     | $0.50              | $0.42              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2055-02-15      | 0.0000%  | N/A     | $14200.00          | $3437.73           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-05-15      | 0.0000%  | N/A     | $3142.98           | $830.64            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $2000.00           | $1327.26           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-09-30      | 4.1250%  | N/A     | $100.00            | $102.14            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-05-15      | 0.0000%  | N/A     | $0.25              | $0.12              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2048-05-15      | 3.1250%  | N/A     | $2100.00           | $1613.05           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-11-15      | 4.7500%  | N/A     | $2100.00           | $2124.31           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-11-15      | 4.0000%  | N/A     | $3800.00           | $3519.79           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-08-15      | 1.2500%  | N/A     | $400.00            | $351.16            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-12-31      | 4.3750%  | N/A     | $700.00            | $719.88            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $1.15              | $1.02              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2055-11-15      | 0.0000%  | N/A     | $6.22              | $1.44              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $128.56            | $41.11             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-02-15      | 5.3750%  | N/A     | $100.00            | $109.71            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $1300.00           | $1109.53           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2047-05-15      | 3.0000%  | N/A     | $1700.00           | $1290.42           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2046-11-15      | 0.0000%  | N/A     | $25.00             | $8.73              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-02-15      | 1.1250%  | N/A     | $2000.00           | $1772.95           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $7600.00           | $2830.79           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-11-15      | 4.0000%  | N/A     | $300.00            | $298.38            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-11-15      | 0.0000%  | N/A     | $4000.00           | $3064.50           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-09-15      | 3.3750%  | N/A     | $100.00            | $100.85            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2048-05-15      | 0.0000%  | N/A     | $538.00            | $174.14            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-08-15      | 0.0000%  | N/A     | $16400.00          | $4398.41           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2050-05-15      | 1.2500%  | N/A     | $3100.00           | $1500.11           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-02-29      | 1.1250%  | N/A     | $900.00            | $859.71            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-02-15      | 4.1250%  | N/A     | $100.00            | $102.23            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $2.45              | $0.94              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2049-02-15      | 3.0000%  | N/A     | $3800.00           | $2858.99           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-08-31      | 4.1250%  | N/A     | $200.00            | $206.71            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-08-15      | 0.0000%  | N/A     | $512.46            | $466.85            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-02-15      | 1.3750%  | N/A     | $300.00            | $354.18            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $2000.00           | $1378.15           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-11-15      | 0.0000%  | N/A     | $18400.00          | $4903.99           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-09-30      | 3.6250%  | N/A     | $4000.00           | $4029.29           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $200.00            | $180.02            | U.S. Treasuries (including strips)        |

### Security 152: ING FINANCIAL MARKETS LLC (REPO)

- **C.1 - Title:** ING FINANCIAL MARKETS LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0QZ003HI2
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $1024.00           | $740.22            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $858.88            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.5000%  | N/A     | $2664700.00        | $2263013.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-11-01      | 5.5000%  | N/A     | $1008.00           | $54.57             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 4.5000%  | N/A     | $6930030.00        | $4922212.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 3.5000%  | N/A     | $1000.00           | $360.15            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.0000%  | N/A     | $1040.00           | $380.97            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1035.74           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $28153088.00       | $21398097.90       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $650.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 6.0000%  | N/A     | $1000.00           | $829.59            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $6617496.00        | $4871952.40        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $1000.00           | $838.11            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 4.0000%  | N/A     | $1100.00           | $92.61             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $636.99            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.5000%  | N/A     | $1024.00           | $262.08            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1008.00           | $771.39            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 7.0000%  | N/A     | $5042790.00        | $4449514.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 7.0000%  | N/A     | $27546976.00       | $19512196.02       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $918.38            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 5.0000%  | N/A     | $1008.00           | $46.47             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $1032.00           | $726.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-10-01      | 6.4300%  | N/A     | $1024.00           | $31.23             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | 4.5000%  | N/A     | $1008.00           | $152.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.5000%  | N/A     | $11713472.00       | $3812891.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $901.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $27399712.00       | $25793784.45       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-10-01      | 4.0000%  | N/A     | $1016.00           | $211.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $26818112.00       | $14984075.41       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-09-01      | 4.1800%  | N/A     | $1000.00           | $997.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $2432.00           | $320.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-08-01      | 3.5000%  | N/A     | $1000.00           | $112.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $1024.00           | $117.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | 4.4050%  | N/A     | $1000.00           | $996.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $270.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $1024.00           | $763.54            | Agency Mortgage-Backed Securities |

### Security 153: METROPOLITAN LIFE INSURANCE COMPANY (REPO)

- **C.1 - Title:** METROPOLITAN LIFE INSURANCE COMPANY (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0QT002SF5
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2036-02-15      | 4.5000%  | N/A     | $23310000.00       | $24545493.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.5000%  | N/A     | $57802300.00       | $58678381.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 2.8750%  | N/A     | $25000000.00       | $24594129.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 3.7500%  | N/A     | $45000000.00       | $45306000.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 1.8750%  | N/A     | $354999900.00      | $202484945.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 4.0000%  | N/A     | $38000000.00       | $38041800.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 2.0000%  | N/A     | $50000000.00       | $29272282.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $20000000.00       | $19383908.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 1.1250%  | N/A     | $30000000.00       | $26606645.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $50000000.00       | $47468694.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 4.1250%  | N/A     | $50000000.00       | $50996388.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 2.2500%  | N/A     | $90000000.00       | $55878871.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 3.2500%  | N/A     | $40000000.00       | $39596000.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $25000000.00       | $24887500.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 4.1250%  | N/A     | $35000000.00       | $36145831.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 4.3750%  | N/A     | $25000000.00       | $25716250.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 2.8750%  | N/A     | $150000000.00      | $106274365.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 1.2500%  | N/A     | $55000000.00       | $48309444.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 4.2500%  | N/A     | $65000000.00       | $60236930.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-30      | 4.0000%  | N/A     | $30000000.00       | $30489894.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 3.7500%  | N/A     | $25000000.00       | $25194766.25       | U.S. Treasuries (including strips) |

### Security 154: MITSUBISHI UFJ TRUST AND BANKING CORPORATION NEW YORK BRANCH (REPO)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: JBONEPAGQXF4QP29B387, C.5 - Other ID: ORL001T17
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2044-08-20      | 3.5000%  | N/A     | $90000000.00       | $6436758.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-12-20      | 3.0000%  | N/A     | $50000000.00       | $30844659.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-07-20      | 4.5000%  | N/A     | $30000000.00       | $2030082.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-11-20      | 3.0000%  | N/A     | $150000000.00      | $24590893.50       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-08-20      | 3.0000%  | N/A     | $100000000.00      | $56084447.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-08-20      | 3.0000%  | N/A     | $50000000.00       | $14505315.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | 6.0000%  | N/A     | $29159000.00       | $29559487.20       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-09-20      | 4.0000%  | N/A     | $22500000.00       | $1257879.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-07-20      | 3.5000%  | N/A     | $30000000.00       | $2017091.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $100000000.00      | $100980089.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-02-20      | 3.5000%  | N/A     | $50000000.00       | $4088630.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-08-15      | 5.0000%  | N/A     | $43999800.00       | $535686.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-03-20      | 4.0000%  | N/A     | $35000000.00       | $1908900.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-05-20      | 5.0000%  | N/A     | $25000000.00       | $857968.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-10-20      | 4.5000%  | N/A     | $87500000.00       | $4042013.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-11-20      | 3.0000%  | N/A     | $100000000.00      | $60746953.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-03-20      | 3.5000%  | N/A     | $35000000.00       | $2556014.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-05-20      | 3.0000%  | N/A     | $100000000.00      | $11657542.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-05-20      | 3.5000%  | N/A     | $100000000.00      | $9540525.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-05-20      | 3.5000%  | N/A     | $224999500.00      | $17482866.14       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-09-20      | 4.5000%  | N/A     | $149999900.00      | $7195256.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-09-20      | 3.5000%  | N/A     | $20000000.00       | $1503222.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-02-15      | 5.0000%  | N/A     | $25000000.00       | $640564.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-08-20      | 4.5000%  | N/A     | $75000000.00       | $3377854.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-04-20      | 4.0000%  | N/A     | $100000000.00      | $5975606.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-07-20      | 3.0000%  | N/A     | $310000000.00      | $83440520.70       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-05-20      | 5.0000%  | N/A     | $40000000.00       | $26249706.40       | Agency Mortgage-Backed Securities |

### Security 155: NATIXIS NEW YORK BRANCH (REPO)

- **C.1 - Title:** NATIXIS NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0RG005TK8
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.0000%  | N/A     | $156989.00         | $122883.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1300896.00        | $1351673.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 3.0000%  | N/A     | $9390162.00        | $1602425.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-11-15      | 6.0000%  | N/A     | $2304843.00        | $1318855.90        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-03-25      | 3.0000%  | N/A     | $1614454.00        | $1277570.09        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $3000000.00        | $2525816.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $1024.00           | $1036.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-06-15      | 3.5000%  | N/A     | $1922844.00        | $1181620.61        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2047-12-15      | 3.0000%  | N/A     | $3432937.00        | $1890419.12        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2044-03-01      | 3.8300%  | N/A     | $4931173.00        | $3762812.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-25      | 3.0000%  | N/A     | $2000000.00        | $2026047.31        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 2.9200%  | N/A     | $17222592.00       | $14266374.26       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-25      | 2.5000%  | N/A     | $1642538.00        | $1002928.50        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-05-25      | 2.0000%  | N/A     | $2255145.00        | $1279611.56        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 7.0000%  | N/A     | $1016823.00        | $944505.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $6792328.00        | $6404654.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $3791587.00        | $3633059.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1991118.00        | $2048557.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1170639.00        | $1091451.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-25      | 2.5000%  | N/A     | $3447000.00        | $2367061.91        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-02-25      | 2.5000%  | N/A     | $4297759.00        | $3049913.10        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2035-03-01      | 4.6500%  | N/A     | $37673480.00       | $37830842.13       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 2.7700%  | N/A     | $465152.00         | $367483.26         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.0000%  | N/A     | $6811194.00        | $5219241.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-25      | 5.5000%  | N/A     | $3000000.00        | $3579147.37        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-07-25      | 2.5000%  | N/A     | $2602000.00        | $1767389.00        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2047-06-15      | 3.0000%  | N/A     | $5159000.00        | $3308373.36        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-06-25      | 4.0000%  | N/A     | $1500000.00        | $1412687.67        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $8012607.00        | $6227350.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-15      | 3.0000%  | N/A     | $533000.00         | $400902.88         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $2276500.00        | $2383380.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $4173193.00        | $4193947.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $3615860.00        | $3083489.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-25      | 2.5000%  | N/A     | $1904000.00        | $1343692.36        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 4.0000%  | N/A     | $18600000.00       | $6036570.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-25      | 6.0000%  | N/A     | $4000000.00        | $4837595.35        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2029-07-01      | 4.0600%  | N/A     | $5742968.00        | $5752285.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.0000%  | N/A     | $95766718.00       | $28043869.29       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $45145728.00       | $39121870.84       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-25      | 2.0000%  | N/A     | $1581428.00        | $836185.96         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-11-25      | 2.0000%  | N/A     | $9797315.00        | $6271286.73        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-03-25      | 2.5000%  | N/A     | $1864788.00        | $1226408.24        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-11-25      | 5.5000%  | N/A     | $19915654.00       | $23959393.68       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1888469.00        | $1954437.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-03-15      | 3.0000%  | N/A     | $4999970.00        | $4633067.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $25900000.00       | $4213601.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-25      | 2.5000%  | N/A     | $1750028.00        | $1126352.11        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1582047.00        | $1652302.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-04-01      | 1.5000%  | N/A     | $10871780.00       | $9888329.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-12-15      | 3.5000%  | N/A     | $1007353.00        | $1195944.91        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2040-10-15      | 4.0000%  | N/A     | $450222.00         | $224115.69         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-11-25      | 2.5000%  | N/A     | $2920359.00        | $2039317.78        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $2279122.00        | $2373030.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1065426.00        | $1097316.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.5750%  | N/A     | $44574607.00       | $35004720.20       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | 4.9450%  | N/A     | $41532235.00       | $42939589.38       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.0000%  | N/A     | $20000000.00       | $4123920.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-25      | 2.5000%  | N/A     | $1207240.00        | $778683.08         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $50000000.00       | $8446347.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $53633664.00       | $38551387.24       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5100%  | N/A     | $3832731.00        | $3657556.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-07-01      | 4.7650%  | N/A     | $24378900.00       | $25028130.41       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0200%  | N/A     | $2868914.00        | $2405466.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-25      | 4.0000%  | N/A     | $3911000.00        | $2442925.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $32250000.00       | $7805361.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-02-01      | 4.0000%  | N/A     | $26482989.00       | $2530104.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-25      | 4.0000%  | N/A     | $5000000.00        | $4762243.19        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-01-01      | 4.5000%  | N/A     | $17960512.00       | $16470319.49       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $44666068.00       | $9003291.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $4476156.00        | $4401810.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $4938325.00        | $5175944.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $22704521.00       | $2715484.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 3.6900%  | N/A     | $1000.00           | $960.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-03-01      | 4.0000%  | N/A     | $39186360.00       | $5762875.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $2005395.00        | $2085904.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-12-01      | 3.2600%  | N/A     | $1928031.00        | $1690182.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-25      | 2.5000%  | N/A     | $2000000.00        | $1293428.96        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-07-01      | 4.6300%  | N/A     | $22465000.00       | $22714593.63       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1021663.00        | $1069156.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-25      | 3.0000%  | N/A     | $1289930.00        | $702436.60         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-11-25      | 3.5000%  | N/A     | $2000000.00        | $839816.86         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $3396265.00        | $3581983.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.5000%  | N/A     | $6820899.00        | $5221796.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 3.3700%  | N/A     | $5958802.00        | $5226932.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-10-01      | 2.4500%  | N/A     | $3306303.00        | $2944902.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-04-01      | 4.5200%  | N/A     | $25155000.00       | $25727695.51       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-07-01      | 4.8800%  | N/A     | $3150000.00        | $3249642.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1153042.00        | $977104.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | 3.0000%  | N/A     | $8328705.00        | $2966920.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $11343.00          | $11757.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | 3.4000%  | N/A     | $6585329.00        | $6156942.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.0000%  | N/A     | $21150000.00       | $5322554.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1287113.00        | $1335034.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-04-01      | 4.4400%  | N/A     | $19993000.00       | $20383663.22       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $814700.00         | $848520.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 3.3700%  | N/A     | $24892987.00       | $21835613.73       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-25      | 3.0000%  | N/A     | $997610.00         | $1180166.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-07-25      | 3.5000%  | N/A     | $2000000.00        | $744816.52         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $4863960.00        | $2990355.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-25      | 3.0000%  | N/A     | $1000000.00        | $732492.13         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $555000.00         | $331098.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-25      | 4.5000%  | N/A     | $3000000.00        | $2971737.04        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $3374866.00        | $3471917.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $110881024.00      | $99816515.18       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 4.6800%  | N/A     | $11250608.00       | $11427422.56       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1407386.00        | $1468846.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-25      | 5.5000%  | N/A     | $2204431.00        | $2635069.57        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5200%  | N/A     | $12000000.00       | $11014391.26       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.5000%  | N/A     | $11999800.00       | $10077310.65       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.2100%  | N/A     | $1500000.00        | $1291974.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $3375000.00        | $3510765.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 4.5900%  | N/A     | $44822000.00       | $45754701.00       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-25      | 3.0000%  | N/A     | $6604235.00        | $2755290.98        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $4130434.00        | $3783730.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.3910%  | N/A     | $28996325.00       | $25524443.66       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $2031382.00        | $2059180.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $2318745.00        | $2441350.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-06-01      | 3.3700%  | N/A     | $5360000.00        | $4900012.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-25      | 4.5000%  | N/A     | $3000000.00        | $2995799.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $63628.00          | $66770.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.8700%  | N/A     | $1000.00           | $968.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.8900%  | N/A     | $25000000.00       | $24864066.68       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 4.0000%  | N/A     | $4888000.00        | $4729148.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-09-25      | 3.5000%  | N/A     | $2220000.00        | $1297236.81        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1830650.00        | $1916238.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.8600%  | N/A     | $5159.00           | $5054.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-25      | 4.5000%  | N/A     | $1500000.00        | $1466710.58        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $26664000.00       | $4148204.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $18204963.00       | $10763190.15       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $3052818.00        | $3143429.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $5241124.00        | $2904100.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-25      | 5.5000%  | N/A     | $1500000.00        | $1702701.81        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1425654.00        | $1507168.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 3.7800%  | N/A     | $14000000.00       | $13366486.00       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.5000%  | N/A     | $1000.00           | $819.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $6964187.00        | $4276001.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | 3.5200%  | N/A     | $12000000.00       | $11864920.00       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 3.9500%  | N/A     | $16225000.00       | $16282341.06       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.7300%  | N/A     | $1397364.00        | $1332943.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.4900%  | N/A     | $286815.00         | $196224.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-11-01      | 3.8300%  | N/A     | $7888515.00        | $7771389.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $44752465.00       | $8156253.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.8000%  | N/A     | $264740.00         | $254217.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-04-01      | 4.7200%  | N/A     | $28014000.00       | $28822297.27       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1180319.00        | $1217469.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | 2.3000%  | N/A     | $1467500.00        | $1387445.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 4.4800%  | N/A     | $4072100.00        | $4116267.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-12-01      | 1.2700%  | N/A     | $4999000.00        | $3878711.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-11-01      | 3.5100%  | N/A     | $1192615.00        | $1022320.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.7500%  | N/A     | $32476528.00       | $31454296.80       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-12-25      | 4.5000%  | N/A     | $9900000.00        | $1207760.12        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1429690.00        | $1480730.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $1171312.00        | $1228147.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.7500%  | N/A     | $794024.00         | $764714.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $2378650.00        | $2446596.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-25      | 3.5000%  | N/A     | $4753517.00        | $5084544.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-10-25      | 3.0000%  | N/A     | $7637000.00        | $3697036.01        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.6100%  | N/A     | $14280000.00       | $14037930.20       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.0000%  | N/A     | $1093412.00        | $425516.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-04-01      | 3.5100%  | N/A     | $2404589.00        | $2181936.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 3.8300%  | N/A     | $5500000.00        | $4665893.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-12-01      | 4.0850%  | N/A     | $8000000.00        | $7547953.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-25      | 3.5000%  | N/A     | $3095000.00        | $1302535.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-11-25      | 2.5000%  | N/A     | $1461217.00        | $862511.09         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-06-01      | 3.8900%  | N/A     | $13798.00          | $13617.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.9600%  | N/A     | $15240584.00       | $14887154.86       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.3750%  | N/A     | $69798522.00       | $2124269.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-25      | 3.5000%  | N/A     | $1295951.00        | $1070110.56        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-11-25      | 5.0000%  | N/A     | $512811.00         | $582717.00         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.9700%  | N/A     | $1877142.00        | $1817143.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-25      | 3.5000%  | N/A     | $6702000.00        | $4484400.91        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $65160567.00       | $6134417.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $854388.00         | $805447.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-04-01      | 3.4850%  | N/A     | $1630888.00        | $1444522.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $11610531.00       | $11913347.39       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $2063903.00        | $2123880.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | 4.6100%  | N/A     | $8540000.00        | $8626772.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5800%  | N/A     | $8997000.00        | $8263788.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $15750000.00       | $2643784.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-25      | 2.5000%  | N/A     | $5442395.00        | $3389269.63        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-05-20      | 3.5000%  | N/A     | $2500000.00        | $2200589.95        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-10-20      | 2.0000%  | N/A     | $4485052.00        | $2398853.33        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.5000%  | N/A     | $5000000.00        | $6163007.56        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.0000%  | N/A     | $2000000.00        | $1386490.28        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $3156348.00        | $3568114.42        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2068-04-20      | 4.8618%  | N/A     | $1000.00           | $382.06            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-09-16      | 5.5000%  | N/A     | $1614668.00        | $930344.27         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $2429232.00        | $2028909.80        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.0000%  | N/A     | $7667094.00        | $8994499.50        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $1380193.00        | $1152294.46        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-05-20      | 3.0000%  | N/A     | $6114418.00        | $5703398.59        | Agency Collateralized Mortgage Obligation |
| TENNESSEE VALLEY AUTH | 2056-04-01      | 0.0000%  | N/A     | $1505000.00        | $283859.56         | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2042-12-15      | 0.0000%  | N/A     | $15535000.00       | $6234288.71        | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2039-09-15      | 0.0000%  | N/A     | $16349000.00       | $8366780.59        | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2056-04-01      | 5.3750%  | N/A     | $689000.00         | $710111.30         | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2038-01-15      | 0.0000%  | N/A     | $1000.00           | $563.08            | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2026-07-31      | 4.3750%  | N/A     | $2900.00           | $2966.29           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-11-15      | 3.0000%  | N/A     | $3100000.00        | $2393529.08        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-08-15      | 4.1250%  | N/A     | $1819100.00        | $1706882.90        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $1639200.00        | $1726691.13        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-11-15      | 4.6250%  | N/A     | $100.00            | $99.10             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-12-31      | 3.8750%  | N/A     | $11554800.00       | $11540356.50       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-08-15      | 1.5000%  | N/A     | $1100.00           | $1092.10           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-03-31      | 1.2500%  | N/A     | $2000.00           | $1910.86           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-02-29      | 4.0000%  | N/A     | $2000000.00        | $2048841.33        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-02-15      | 2.7500%  | N/A     | $100.00            | $99.57             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-05-31      | 1.2500%  | N/A     | $1200.00           | $1139.63           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-05-31      | 2.6250%  | N/A     | $1895500.00        | $1877446.46        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-12-31      | 1.7500%  | N/A     | $500000.00         | $491255.50         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2055-05-15      | 4.7500%  | N/A     | $100.00            | $99.57             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-07-31      | 2.7500%  | N/A     | $45000200.00       | $45018804.16       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2048-11-15      | 3.3750%  | N/A     | $4490500.00        | $3592304.24        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $1000.00           | $900.09            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-01-15      | 2.1250%  | N/A     | $100.00            | $106.27            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2050-11-15      | 1.6250%  | N/A     | $100.00            | $53.11             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-03-31      | 4.1250%  | N/A     | $507100.00         | $522194.25         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-07-31      | 2.6250%  | N/A     | $1300.00           | $1273.11           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-11-15      | 4.2500%  | N/A     | $100.00            | $97.41             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-02-15      | 4.7500%  | N/A     | $100.00            | $101.80            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-05-15      | 2.3750%  | N/A     | $895300.00         | $864607.29         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-10-15      | 3.8750%  | N/A     | $1999600.00        | $2029968.16        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2054-05-15      | 4.6250%  | N/A     | $10000100.00       | $9753368.25        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-05-31      | 4.8750%  | N/A     | $331400.00         | $334465.38         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-05-15      | 3.2500%  | N/A     | $1367200.00        | $1151050.92        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-04-15      | 4.5000%  | N/A     | $100.00            | $102.21            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-04-30      | 4.8750%  | N/A     | $1250000.00        | $1265399.72        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-04-15      | 3.7500%  | N/A     | $100.00            | $101.38            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-05-15      | 2.3750%  | N/A     | $100.00            | $98.82             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-09-30      | 3.5000%  | N/A     | $1500100.00        | $1508509.79        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-09-15      | 3.3750%  | N/A     | $100.00            | $100.85            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-04-30      | 2.8750%  | N/A     | $3572000.00        | $3513971.48        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-05-15      | 4.6250%  | N/A     | $26178400.00       | $26000833.79       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-05-31      | 4.1250%  | N/A     | $1142500.00        | $1164816.51        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-09-30      | 3.8750%  | N/A     | $2957800.00        | $3016109.94        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-11-15      | 1.3750%  | N/A     | $364000.00         | $238028.42         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-08-15      | 4.3750%  | N/A     | $4000000.00        | $4084649.00        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-06-30      | 3.8750%  | N/A     | $20411200.00       | $20604636.94       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-08-15      | 4.8750%  | N/A     | $200.00            | $206.72            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-03-31      | 4.1250%  | N/A     | $500100.00         | $514200.73         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-11-15      | 4.0000%  | N/A     | $9599700.00        | $8433556.02        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-11-15      | 3.7500%  | N/A     | $200.00            | $177.18            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $7821800.00        | $7424165.62        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-11-30      | 4.3750%  | N/A     | $100.00            | $102.74            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-08-15      | 3.8750%  | N/A     | $2940500.00        | $2948413.62        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-02-15      | 1.8750%  | N/A     | $600.00            | $425.49            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2046-08-15      | 2.2500%  | N/A     | $100.00            | $67.02             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-02-28      | 4.0000%  | N/A     | $8284000.00        | $8515708.97        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-03-24      | 0.0000%  | N/A     | $3072000.00        | $3047086.08        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-12-31      | 1.3750%  | N/A     | $1300.00           | $1221.59           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-12-31      | 3.8750%  | N/A     | $4485200.00        | $4520588.23        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-08-31      | 3.1250%  | N/A     | $10000000.00       | $9948717.68        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-10-31      | 3.6250%  | N/A     | $100.00            | $100.39            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-06-30      | 1.2500%  | N/A     | $4000000.00        | $3787936.00        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-08-31      | 0.5000%  | N/A     | $6321200.00        | $6030810.92        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-07-31      | 4.1250%  | N/A     | $8300000.00        | $8597307.13        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2049-05-15      | 2.8750%  | N/A     | $1903000.00        | $1380720.35        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-11-15      | 2.0000%  | N/A     | $1300.00           | $915.03            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-08-15      | 4.3750%  | N/A     | $100.00            | $97.68             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-04-30      | 3.7500%  | N/A     | $148614000.00      | $150058388.50      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-11-15      | 2.2500%  | N/A     | $3925200.00        | $3850252.69        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $2401000.00        | $2423980.57        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-11-30      | 3.5000%  | N/A     | $14208300.00       | $14138548.18       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-11-15      | 4.5000%  | N/A     | $14886100.00       | $15505037.72       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2047-02-15      | 3.0000%  | N/A     | $100.00            | $76.84             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $621600.00         | $764027.99         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-05-15      | 2.8750%  | N/A     | $600.00            | $594.01            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-12-31      | 4.3750%  | N/A     | $4000000.00        | $4113600.00        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-06-30      | 4.6250%  | N/A     | $7730500.00        | $7771085.13        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2046-11-15      | 2.8750%  | N/A     | $5000000.00        | $3731196.57        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2048-08-15      | 3.0000%  | N/A     | $3000.00           | $2269.23           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-10-31      | 4.8750%  | N/A     | $111701000.00      | $116690100.48      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-08-15      | 3.6250%  | N/A     | $5018000.00        | $5102873.20        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-06-15      | 3.8750%  | N/A     | $800.00            | $808.80            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-08-15      | 1.1250%  | N/A     | $17500000.00       | $11116730.63       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-11-30      | 3.7500%  | N/A     | $73799000.00       | $73411826.93       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-05-15      | 0.6250%  | N/A     | $2442700.00        | $2149261.38        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-10-15      | 4.6250%  | N/A     | $3000000.00        | $3052960.96        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-02-15      | 4.0000%  | N/A     | $20250000.00       | $20562457.50       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-01-31      | 4.0000%  | N/A     | $1122900.00        | $1157009.70        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2049-02-15      | 1.0000%  | N/A     | $100.00            | $93.91             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-05-15      | 3.0000%  | N/A     | $711000.00         | $552763.50         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2039-05-15      | 4.2500%  | N/A     | $5000100.00        | $4944651.65        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-05-15      | 4.3750%  | N/A     | $6056100.00        | $6244986.08        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2046-02-15      | 2.5000%  | N/A     | $954000.00         | $677053.80         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2045-05-15      | 5.0000%  | N/A     | $9100.00           | $9449.29           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2054-11-15      | 4.5000%  | N/A     | $7425000.00        | $7095613.87        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-07-15      | 0.1250%  | N/A     | $1461400.00        | $1648923.33        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2054-08-15      | 4.2500%  | N/A     | $103300.00         | $95697.89          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-08-15      | 3.6250%  | N/A     | $200.00            | $176.24            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2055-11-15      | 4.6250%  | N/A     | $200.00            | $195.25            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-08-15      | 0.6250%  | N/A     | $1465000.00        | $1280679.19        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2041-08-15      | 1.7500%  | N/A     | $4700000.00        | $3216574.25        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-02-28      | 1.8750%  | N/A     | $2763700.00        | $2644728.41        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2053-08-15      | 4.1250%  | N/A     | $5837200.00        | $5293866.13        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $9653100.00        | $10628291.06       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-11-15      | 6.5000%  | N/A     | $500.00            | $517.00            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-04-15      | 1.6250%  | N/A     | $100.00            | $103.29            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-02-15      | 1.8750%  | N/A     | $100.00            | $90.14             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-11-30      | 0.6250%  | N/A     | $31828100.00       | $30183932.93       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-11-15      | 0.8750%  | N/A     | $27300.00          | $23943.52          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-11-15      | 3.0000%  | N/A     | $200.00            | $156.32            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-04-15      | 3.7500%  | N/A     | $100.00            | $100.84            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-02-28      | 4.2500%  | N/A     | $12187600.00       | $12622614.50       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-08-31      | 3.6250%  | N/A     | $1539300.00        | $1560091.10        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-08-15      | 1.2500%  | N/A     | $100.00            | $87.79             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-11-15      | 1.3750%  | N/A     | $690000.00         | $603823.99         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-02-15      | 4.6250%  | N/A     | $6623000.00        | $7014709.06        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-01-15      | 4.0000%  | N/A     | $10798800.00       | $11048755.13       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-05-15      | 3.8750%  | N/A     | $2615800.00        | $2372514.99        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2050-08-15      | 1.3750%  | N/A     | $13000400.00       | $6510070.55        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-08-31      | 3.6250%  | N/A     | $400.00            | $404.26            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-03-31      | 2.5000%  | N/A     | $200.00            | $198.84            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-11-15      | 2.0000%  | N/A     | $8611100.00        | $8517948.88        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-02-28      | 1.8750%  | N/A     | $864000.00         | $853596.63         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-05-31      | 4.5000%  | N/A     | $99900.00          | $103283.85         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-12-31      | 3.7500%  | N/A     | $8960000.00        | $8984192.00        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-11-30      | 1.2500%  | N/A     | $2843000.00        | $2787452.22        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-05-15      | 4.5000%  | N/A     | $300.00            | $305.77            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-01-31      | 1.5000%  | N/A     | $700.00            | $689.37            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-02-15      | 3.8750%  | N/A     | $4137100.00        | $3801201.61        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-11-15      | 3.5000%  | N/A     | $400.00            | $401.69            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-02-15      | 2.2500%  | N/A     | $28898100.00       | $17912154.96       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-05-15      | 1.1250%  | N/A     | $200.00            | $127.82            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-07-31      | 3.8750%  | N/A     | $100.00            | $102.55            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-02-15      | 1.5000%  | N/A     | $1700.00           | $1573.56           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-07-31      | 1.0000%  | N/A     | $6000000.00        | $5658405.65        | U.S. Treasuries (including strips)        |

### Security 156: NOMURA SECURITIES INTERNATIONAL INC (REPO)

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: XPSKD1VTEQPKCHBEKQ95, C.5 - Other ID: 0QJ005NH0
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A3; Moody's Short Rating: P-2; Standard & Poor's Long Rating: A-; Standard & Poor's Short Rating: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2027-06-30      | 0.5000%  | N/A     | $524500.00         | $501941.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-15      | 3.3750%  | N/A     | $2940100.00        | $2964960.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 4.5000%  | N/A     | $379900.00         | $363046.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 4.3750%  | N/A     | $48544900.00       | $50176577.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 4.3750%  | N/A     | $9085700.00        | $9293394.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 4.6250%  | N/A     | $2518400.00        | $2600431.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 4.6250%  | N/A     | $50000000.00       | $49549853.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 4.2500%  | N/A     | $46802000.00       | $45591726.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.6250%  | N/A     | $5317500.00        | $5638619.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-15      | 0.3750%  | N/A     | $24217300.00       | $31922851.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-07-31      | 3.8750%  | N/A     | $23406200.00       | $23927707.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 2.6250%  | N/A     | $7468500.00        | $7542690.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-06-30      | 0.8750%  | N/A     | $24566000.00       | $24240697.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 3.1250%  | N/A     | $11849100.00       | $9101506.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 4.5000%  | N/A     | $17309600.00       | $17129666.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.7500%  | N/A     | $8391100.00        | $8413755.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 3.7500%  | N/A     | $71002800.00       | $71692880.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 4.0000%  | N/A     | $92500.00          | $85679.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 2.0000%  | N/A     | $49999600.00       | $29245766.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-30      | 4.2500%  | N/A     | $563400.00         | $568971.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 4.8750%  | N/A     | $2214000.00        | $2288371.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-15      | 4.3750%  | N/A     | $3367200.00        | $3400646.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 1.3750%  | N/A     | $22738000.00       | $11386263.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 4.3750%  | N/A     | $59700.00          | $60963.39          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 3.2500%  | N/A     | $13875800.00       | $13734821.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 4.5000%  | N/A     | $120400.00         | $126683.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 2.8750%  | N/A     | $6429200.00        | $4919303.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 4.0000%  | N/A     | $39053300.00       | $40276310.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 1.2500%  | N/A     | $3593500.00        | $1738921.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 3.0000%  | N/A     | $22975600.00       | $16834911.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 0.6250%  | N/A     | $10845800.00       | $10487125.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 2.2500%  | N/A     | $254470700.00      | $188816525.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 4.8750%  | N/A     | $1284800.00        | $1300628.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | 3.6250%  | N/A     | $9326900.00        | $9426295.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 3.7500%  | N/A     | $35568400.00       | $35803151.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 3.0000%  | N/A     | $5613400.00        | $4265998.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 1.1250%  | N/A     | $28965800.00       | $18400285.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 2.7500%  | N/A     | $63501300.00       | $46295464.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 2.3750%  | N/A     | $24451500.00       | $24266897.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 4.3750%  | N/A     | $54204000.00       | $55686802.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-15      | 1.1250%  | N/A     | $204959400.00      | $204000082.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 3.6250%  | N/A     | $25386100.00       | $22257358.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 4.2500%  | N/A     | $17597300.00       | $18208237.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 6.7500%  | N/A     | $231000.00         | $241377.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 3.5000%  | N/A     | $15493200.00       | $14374606.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 1.3750%  | N/A     | $4320400.00        | $5100609.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 3.7500%  | N/A     | $2768400.00        | $2452487.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 4.1250%  | N/A     | $50000000.00       | $50921448.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 2.7500%  | N/A     | $61400.00          | $59965.82          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-15      | 3.8750%  | N/A     | $18800900.00       | $19007771.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 4.1250%  | N/A     | $194442300.00      | $199000053.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | 1.6250%  | N/A     | $14958200.00       | $15705056.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 1.1250%  | N/A     | $2619600.00        | $1674159.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-03-31      | 4.1250%  | N/A     | $4289500.00        | $4405255.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 4.1250%  | N/A     | $8249300.00        | $8412576.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 4.2500%  | N/A     | $66395300.00       | $67698012.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 3.5000%  | N/A     | $16653200.00       | $16761242.47       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0VS001EO3
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: NR; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2050-08-15      | 1.3750%  | N/A     | $4600000.00        | $2307374.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $8000000.00        | $2310380.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 4.7500%  | N/A     | $6280000.00        | $6249257.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 0.0000%  | N/A     | $98000000.00       | $26766899.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 4.6250%  | N/A     | $47000000.00       | $47702617.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 1.3750%  | N/A     | $3700000.00        | $3238644.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 2.8750%  | N/A     | $2700000.00        | $1961454.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $85000000.00       | $27551052.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 2.0000%  | N/A     | $8993000.00        | $5385475.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $9500000.00        | $5371296.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 4.5000%  | N/A     | $8000000.00        | $7650356.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 4.5000%  | N/A     | $1800000.00        | $1875589.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 2.8750%  | N/A     | $7092000.00        | $5431075.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 3.7500%  | N/A     | $1200000.00        | $1104432.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 3.8750%  | N/A     | $2600000.00        | $2359544.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $32985000.00       | $17573897.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 3.0000%  | N/A     | $80000000.00       | $62323342.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $50000000.00       | $22985984.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $2710000.00        | $2697805.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 0.0000%  | N/A     | $11362000.00       | $5297018.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 3.1250%  | N/A     | $3400000.00        | $2840987.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $4345000.00        | $1183093.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 1.7500%  | N/A     | $5200000.00        | $3565408.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $7500000.00        | $3878298.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $40000000.00       | $13462405.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 0.0000%  | N/A     | $144000000.00      | $43750406.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 1.2500%  | N/A     | $2600000.00        | $1259580.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 2.8750%  | N/A     | $5000000.00        | $3542478.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $99000000.00       | $28208149.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 1.6250%  | N/A     | $7900000.00        | $4199008.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 2.7500%  | N/A     | $4582200.00        | $3560783.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 1.8750%  | N/A     | $3790000.00        | $2161741.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $14900000.00       | $4647124.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 2.8750%  | N/A     | $3475000.00        | $2727089.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 0.0000%  | N/A     | $2150000.00        | $1192259.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $45000000.00       | $22515636.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 3.3750%  | N/A     | $1825000.00        | $1462096.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $33000000.00       | $14600257.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-05-15      | 3.1250%  | N/A     | $4400000.00        | $3384811.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 2.5000%  | N/A     | $5300000.00        | $3719050.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 0.0000%  | N/A     | $215509812.00      | $57401646.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | 0.0000%  | N/A     | $161700000.00      | $39043551.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.6250%  | N/A     | $1800000.00        | $1573968.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-11-15      | 2.8750%  | N/A     | $2400000.00        | $1793217.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $25000000.00       | $7396066.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $99000000.00       | $41966908.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $20000000.00       | $5510383.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $5600000.00        | $3216080.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 4.5000%  | N/A     | $16800000.00       | $17690445.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 2.7500%  | N/A     | $1395000.00        | $1018463.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 2.5000%  | N/A     | $4500000.00        | $3251295.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 3.6250%  | N/A     | $1640000.00        | $1360536.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $15500000.00       | $6898399.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $35800000.00       | $19642602.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $176000000.00      | $53479629.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-07-31      | 4.3750%  | N/A     | $5500000.00        | $5627923.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $5500000.00        | $3339662.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $2800000.00        | $1267664.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 0.0000%  | N/A     | $106000000.00      | $100389031.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 4.0000%  | N/A     | $15000000.00       | $13189085.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $10550000.00       | $3080592.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 3.5000%  | N/A     | $64000000.00       | $64416070.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 3.0000%  | N/A     | $111000000.00      | $81437200.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $15800000.00       | $9846409.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-11-15      | 0.0000%  | N/A     | $3950000.00        | $1262631.20        | U.S. Treasuries (including strips) |

### Security 158: PRUDENTIAL LEGACY INSURANCE COMPANY OF NEW JERSEY (REPO)

- **C.1 - Title:** PRUDENTIAL LEGACY INSURANCE COMPANY OF NEW JERSEY (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0VT001EO2
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: NR; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $10000000.00       | $5171064.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $4500000.00        | $1720827.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 4.7500%  | N/A     | $92700000.00       | $92246204.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $198200000.00      | $73620977.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 0.0000%  | N/A     | $45000000.00       | $22263244.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $22000000.00       | $11562627.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 3.0000%  | N/A     | $75000000.00       | $58697664.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $52000000.00       | $22534471.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 4.0000%  | N/A     | $4600000.00        | $4044652.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $9400000.00        | $4582528.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-30      | 3.7500%  | N/A     | $22000000.00       | $21890894.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $10000000.00       | $3970086.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $25000000.00       | $10365511.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.8750%  | N/A     | $24000000.00       | $24230400.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $100000000.00      | $53278453.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $12168532.00       | $4331437.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $6600000.00        | $2483934.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 4.6250%  | N/A     | $51000000.00       | $49475100.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-30      | 4.1250%  | N/A     | $39500000.00       | $40345288.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $75000000.00       | $37639901.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $107000000.00      | $44994547.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.7500%  | N/A     | $4700000.00        | $4719740.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 2.8750%  | N/A     | $75000000.00       | $58858041.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $31800000.00       | $15069601.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $133200000.00      | $52187180.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $33000000.00       | $18106309.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-02-15      | 0.0000%  | N/A     | $16000000.00       | $6193076.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 2.2500%  | N/A     | $32000000.00       | $20498043.20       | U.S. Treasuries (including strips) |

### Security 159: RBC CAPITAL MARKETS LLC (REPO)

- **C.1 - Title:** RBC CAPITAL MARKETS LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: 0PO004IY8
- **C.18 - Value (incl. sponsor support):** $3600000000.00
- **C.18.a - Value (excl. sponsor support):** $3600000000.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: A2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL FARM CREDIT B | 2029-03-01      | 1.2000%  | N/A     | $75000.00          | $70002.00          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2033-08-25      | 5.0000%  | N/A     | $100000.00         | $101917.00         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2026-01-22      | 4.1250%  | N/A     | $60000.00          | $61096.55          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2029-11-26      | 4.2000%  | N/A     | $3115000.00        | $3125887.96        | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2028-12-18      | 3.8000%  | N/A     | $130000.00         | $130064.38         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2028-04-10      | 4.2900%  | N/A     | $41000.00          | $41417.69          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2033-12-02      | 4.8200%  | N/A     | $50000.00          | $50028.04          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2032-05-17      | 4.3700%  | N/A     | $64000.00          | $63936.71          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2031-07-24      | 3.0200%  | N/A     | $100000.00         | $97205.06          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2027-12-20      | 2.7300%  | N/A     | $500000.00         | $492602.08         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2032-12-08      | 4.7500%  | N/A     | $200000.00         | $200406.54         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2039-09-26      | 5.4400%  | N/A     | $450000.00         | $455906.50         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2034-12-01      | 4.8000%  | N/A     | $250000.00         | $250143.00         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2027-01-22      | 0.7400%  | N/A     | $100000.00         | $97253.83          | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2040-10-22      | 5.4200%  | N/A     | $5000.00           | $5036.34           | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2038-03-17      | 5.4600%  | N/A     | $100000.00         | $101367.43         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2028-09-01      | 1.3300%  | N/A     | $500000.00         | $472511.67         | Agency Debentures and Agency Strips       |
| FEDERAL FARM CREDIT B | 2032-01-21      | 5.1900%  | N/A     | $30000.00          | $30971.60          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2045-12-22      | 5.0000%  | N/A     | $400000.00         | $398878.40         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2026-12-24      | 1.0000%  | N/A     | $75000.00          | $73386.58          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2037-11-17      | 4.5000%  | N/A     | $400000.00         | $397494.00         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2030-11-13      | 3.7500%  | N/A     | $90000.00          | $90440.10          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2034-12-26      | 4.9000%  | N/A     | $20000.00          | $19949.05          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2029-08-15      | 2.3750%  | N/A     | $500000.00         | $482284.11         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2035-02-06      | 5.4000%  | N/A     | $50000.00          | $51083.50          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2027-04-21      | 3.2500%  | N/A     | $150000.00         | $150175.72         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2039-10-24      | 5.3500%  | N/A     | $100000.00         | $100502.49         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2035-12-26      | 5.0000%  | N/A     | $2830000.00        | $2826973.16        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2040-12-24      | 5.4500%  | N/A     | $135000.00         | $134944.61         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2033-08-26      | 1.7500%  | N/A     | $15000.00          | $12681.55          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2055-12-10      | 5.1700%  | N/A     | $500000.00         | $500207.92         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BAN | 2035-05-29      | 5.4000%  | N/A     | $500000.00         | $503530.00         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2040-10-15      | 4.6730%  | N/A     | $8590000.00        | $2306501.25        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-02-11      | 4.5500%  | N/A     | $130000.00         | $132338.50         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2028-07-25      | 4.4660%  | N/A     | $9790000.00        | $9344566.56        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-06-25      | 3.8540%  | N/A     | $58390000.00       | $58624825.14       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-05-28      | 4.5931%  | N/A     | $39250000.00       | $18526139.05       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $36083938.00       | $36801637.90       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-25      | 4.5386%  | N/A     | $138098000.00      | $138202185.27      | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-12-25      | 4.8560%  | N/A     | $11500000.00       | $9563742.24        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-09-25      | 2.0310%  | N/A     | $9500000.00        | $9088873.25        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-11-25      | 4.8231%  | N/A     | $61074000.00       | $12337374.80       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-12-16      | 4.1250%  | N/A     | $10000.00          | $9988.20           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2033-10-25      | 4.7086%  | N/A     | $15000000.00       | $10519000.57       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-10-25      | 4.3496%  | N/A     | $104967927.00      | $79082062.87       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-12-25      | 4.6631%  | N/A     | $36206332.00       | $5148068.69        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-01-25      | 4.8231%  | N/A     | $24529000.00       | $4591061.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-10-25      | 4.7331%  | N/A     | $20509000.00       | $7969960.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-07-27      | 4.6131%  | N/A     | $30301000.00       | $4341289.26        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-06-25      | 4.4086%  | N/A     | $63440000.00       | $7011242.53        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-06-25      | 3.9260%  | N/A     | $66451000.00       | $66817588.04       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-08-25      | 4.8391%  | N/A     | $840000.00         | $441652.19         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-07-01      | 4.5570%  | N/A     | $7321598.00        | $7320518.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-10-25      | 3.6902%  | N/A     | $20000000.00       | $8189803.30        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-01-27      | 4.6086%  | N/A     | $34000000.00       | $30942924.65       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-09-27      | 4.9086%  | N/A     | $50000000.00       | $35270094.85       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-03-27      | 4.0000%  | N/A     | $100000.00         | $100932.04         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2038-09-25      | 4.8231%  | N/A     | $32140000.00       | $7028197.83        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2042-11-15      | 3.0000%  | N/A     | $87000.00          | $68861.65          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-02-25      | 4.6631%  | N/A     | $15000000.00       | $4985475.90        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-11-25      | 3.1600%  | N/A     | $22500000.00       | $6335939.53        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-10-25      | 2.3610%  | N/A     | $20000000.00       | $16261050.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-12-25      | 1.7520%  | N/A     | $22350000.00       | $21091829.10       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-12-26      | 4.6331%  | N/A     | $25950000.00       | $4341434.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-07-25      | 1.7120%  | N/A     | $33735000.00       | $30533412.31       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-05-25      | 2.8300%  | N/A     | $31725000.00       | $18356391.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-04-25      | 2.4500%  | N/A     | $27975000.00       | $25392254.73       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-03-25      | 3.1500%  | N/A     | $15000000.00       | $3523292.39        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-02-12      | 1.0200%  | N/A     | $1250000.00        | $1160722.92        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2030-12-23      | 4.0000%  | N/A     | $100000.00         | $99928.49          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2028-10-25      | 4.5531%  | N/A     | $51247000.00       | $4362066.25        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-02-15      | 1.2500%  | N/A     | $45000000.00       | $13871873.65       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-05-25      | 4.6086%  | N/A     | $16000000.00       | $16022193.55       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-09-25      | 4.1986%  | N/A     | $5000000.00        | $4951677.82        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-04-25      | 4.4448%  | N/A     | $13000000.00       | $7993221.34        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-07-25      | 3.9000%  | N/A     | $24250000.00       | $17740648.94       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2035-08-27      | 4.6186%  | N/A     | $10000000.00       | $10059072.01       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-08-25      | 4.6431%  | N/A     | $26150000.00       | $3934381.82        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-08-25      | 3.1230%  | N/A     | $12483000.00       | $11756370.81       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-12-18      | 4.0000%  | N/A     | $1000.00           | $998.97            | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.8500%  | N/A     | $25412678.00       | $24777471.16       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-06-26      | 4.7431%  | N/A     | $18500000.00       | $2709407.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2031-01-01      | 1.5000%  | N/A     | $68135000.00       | $21905583.68       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-03-25      | 4.5989%  | N/A     | $14500000.00       | $8013513.15        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-10-25      | 4.7086%  | N/A     | $9000000.00        | $6143094.83        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-01-25      | 4.1886%  | N/A     | $8095000.00        | $1462732.55        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2039-10-25      | 4.8391%  | N/A     | $50450000.00       | $22175938.94       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-12-28      | 3.8000%  | N/A     | $100000.00         | $99870.00          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2037-09-25      | 4.8231%  | N/A     | $56250000.00       | $5941915.92        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-05-25      | 4.2386%  | N/A     | $44110000.00       | $12724638.14       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2036-03-25      | 4.8231%  | N/A     | $48750000.00       | $5542338.59        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-10-25      | 4.7600%  | N/A     | $17400000.00       | $17191746.34       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-06-25      | 4.5586%  | N/A     | $9000000.00        | $6819626.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-05-25      | 4.5631%  | N/A     | $28552000.00       | $13721299.73       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-04-25      | 4.7400%  | N/A     | $25000000.00       | $23121069.90       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-01-25      | 2.2600%  | N/A     | $178248000.00      | $170768951.52      | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2041-06-25      | 0.9400%  | N/A     | $750000.00         | $518705.20         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-07-25      | 4.7886%  | N/A     | $13000000.00       | $10756369.84       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-01-25      | 2.5900%  | N/A     | $28420000.00       | $26137627.71       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $19537805.00       | $19949280.61       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $20183494.00       | $18543527.85       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-12-25      | 1.1990%  | N/A     | $45000000.00       | $42860302.52       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-02-25      | 4.8231%  | N/A     | $17500000.00       | $5135009.51        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-06-25      | 4.8250%  | N/A     | $26620000.00       | $27441435.51       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-11-26      | 4.8486%  | N/A     | $17000000.00       | $16543231.05       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-11-15      | 5.5000%  | N/A     | $12000.00          | $33.88             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2052-08-25      | 3.0000%  | N/A     | $53000.00          | $37473.15          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2029-09-25      | 4.6431%  | N/A     | $36275000.00       | $4001364.05        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-06-25      | 4.4931%  | N/A     | $15950000.00       | $8390640.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-04-25      | 4.4631%  | N/A     | $16500000.00       | $9285442.77        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-12-25      | 3.3640%  | N/A     | $2000000.00        | $1987354.67        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-05-25      | 0.7990%  | N/A     | $7545000.00        | $5196031.89        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-05-25      | 2.8300%  | N/A     | $4500000.00        | $2666165.38        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-04-15      | 3.0000%  | N/A     | $22672302.00       | $19257067.61       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-15      | 6.2500%  | N/A     | $25000.00          | $29062.46          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2028-06-25      | 3.4484%  | N/A     | $7500000.00        | $4124604.49        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-01-25      | 0.7500%  | N/A     | $199949916.00      | $63245493.29       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2045-02-15      | 3.0000%  | N/A     | $6340000.00        | $8052896.62        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-03-25      | 0.7500%  | N/A     | $369485994.00      | $68275253.52       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2028-02-25      | 3.6500%  | N/A     | $1500000.00        | $1498948.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-03-25      | 1.3940%  | N/A     | $15000000.00       | $6295919.71        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-08-25      | 4.2840%  | N/A     | $20000000.00       | $20234160.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-12-04      | 3.8750%  | N/A     | $250000.00         | $250296.90         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2028-05-25      | 3.8500%  | N/A     | $52700000.00       | $52906707.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-07-25      | 3.9260%  | N/A     | $19000.00          | $19105.92          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-11-25      | 0.7500%  | N/A     | $113597432.00      | $55145498.86       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2029-09-25      | 4.6831%  | N/A     | $4344789.00        | $2284459.74        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-07-25      | 4.6431%  | N/A     | $57250000.00       | $13205617.03       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2046-02-01      | 3.0000%  | N/A     | $26514773.00       | $19897063.71       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-09-25      | 2.7700%  | N/A     | $5780000.00        | $4231547.55        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-12-18      | 4.0000%  | N/A     | $96000.00          | $96061.44          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2028-12-18      | 3.6500%  | N/A     | $350000.00         | $350052.03         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2032-10-25      | 3.8000%  | N/A     | $50000000.00       | $48829733.30       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2026-08-25      | 4.5586%  | N/A     | $50000000.00       | $26404371.53       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2032-07-25      | 3.5000%  | N/A     | $22000000.00       | $21178314.67       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2027-10-25      | 4.4831%  | N/A     | $80387000.00       | $36757870.75       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-01-25      | 4.3500%  | N/A     | $63240000.00       | $63750663.00       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2029-03-25      | 3.4920%  | N/A     | $10000000.00       | $9900560.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $18445876.00       | $16845126.22       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-04-25      | 4.8231%  | N/A     | $36000000.00       | $10174123.75       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2033-05-25      | 4.2500%  | N/A     | $25000000.00       | $24998116.65       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2037-10-25      | 4.8231%  | N/A     | $4770000.00        | $411549.00         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2029-02-25      | 3.2730%  | N/A     | $11585652.00       | $10402104.34       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2026-10-29      | 0.7000%  | N/A     | $61000.00          | $59602.83          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $23092657.00       | $24146994.65       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $12440.00          | $11326.52          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $16623481.00       | $16111963.02       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-28      | 1.0000%  | N/A     | $60000.00          | $53147.20          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2027-12-30      | 0.9000%  | N/A     | $550000.00         | $520762.00         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2028-12-25      | 3.0200%  | N/A     | $3089567.00        | $2765619.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-25      | 1.9360%  | N/A     | $3500000.00        | $2598138.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-25      | 4.2500%  | N/A     | $564563.00         | $553469.15         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-04-01      | 1.5000%  | N/A     | $22350348.00       | $20163951.61       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-09-01      | 2.4000%  | N/A     | $43000000.00       | $40876402.00       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-10-01      | 3.9900%  | N/A     | $37229912.00       | $37199904.69       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-02-01      | 3.0500%  | N/A     | $107427.00         | $106637.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-09-01      | 3.7050%  | N/A     | $10277080.00       | $9790548.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-01-25      | 4.0000%  | N/A     | $6000.00           | $207.58            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2041-12-25      | 2.5000%  | N/A     | $52000.00          | $161.04            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2047-11-25      | 3.0000%  | N/A     | $29294000.00       | $20756433.48       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-01-25      | 2.9280%  | N/A     | $55090000.00       | $41643461.24       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-09-25      | 2.9350%  | N/A     | $17240000.00       | $11298935.89       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2031-04-25      | 6.0000%  | N/A     | $184000.00         | $1822.41           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2032-09-01      | 4.2900%  | N/A     | $31694000.00       | $31817891.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-12-25      | 2.4780%  | N/A     | $21000000.00       | $12301663.31       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-10-25      | 2.9670%  | N/A     | $26560000.00       | $18084777.44       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-06-25      | 3.3110%  | N/A     | $18260000.00       | $14276843.71       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-12-25      | 2.9840%  | N/A     | $57100000.00       | $33710629.12       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $3560558.00        | $3233741.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | 4.3950%  | N/A     | $29951063.00       | $30197395.52       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-08-01      | 3.8300%  | N/A     | $178713000.00      | $174452779.99      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-06-25      | 2.8980%  | N/A     | $107416000.00      | $104734095.65      | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2028-03-25      | 3.0300%  | N/A     | $23035000.00       | $19954253.80       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2034-01-25      | 3.5000%  | N/A     | $12993330.00       | $10672374.38       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2044-05-25      | 4.0000%  | N/A     | $35067140.00       | $25762726.73       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K- | 2030-09-25      | 4.4531%  | N/A     | $17769000.00       | $5370298.03        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K- | 2026-06-25      | 4.5631%  | N/A     | $5360000.00        | $618531.52         | Agency Collateralized Mortgage Obligation |
| FHLMC SERIES FRESR 20 | 2027-11-25      | 3.0890%  | N/A     | $630000.00         | $447311.00         | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TR 201 | 2039-04-25      | 4.8231%  | N/A     | $103145000.00      | $47522460.84       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2016-SB1 | 2036-01-25      | 4.8231%  | N/A     | $42562000.00       | $6685944.73        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2016-SB2 | 2036-07-25      | 4.8231%  | N/A     | $28250000.00       | $9865086.40        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2016-SB2 | 2036-09-25      | 4.8231%  | N/A     | $17500000.00       | $2845850.99        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB4 | 2038-01-25      | 4.8231%  | N/A     | $30000000.00       | $5848615.17        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB5 | 2038-11-25      | 4.8231%  | N/A     | $21185000.00       | $5830479.59        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB6 | 2039-02-25      | 4.8231%  | N/A     | $21375887.00       | $6363642.56        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2042-01-16      | 3.5000%  | N/A     | $25000.00          | $19556.04          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5000%  | N/A     | $86000.00          | $85582.30          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.0000%  | N/A     | $128849000.00      | $73497819.96       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2029-06-20      | 7.5000%  | N/A     | $25230.00          | $11.36             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2064-09-20      | 3.0000%  | N/A     | $932661.00         | $15386.45          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2026-04-20      | 7.5000%  | N/A     | $100000.00         | $4.04              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5000%  | N/A     | $3000.00           | $2970.64           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2027-11-15      | 7.0000%  | N/A     | $25000.00          | $7.03              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-02-20      | 2.5000%  | N/A     | $2000000.00        | $47270.65          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 1.2500%  | N/A     | $33000.00          | $10010.25          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-04-20      | 2.0000%  | N/A     | $25000000.00       | $761118.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-12-20      | 4.0000%  | N/A     | $40000.00          | $7341.04           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2027-06-20      | 2.5000%  | N/A     | $5121.00           | $75.70             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-06-20      | 6.5000%  | N/A     | $25216.00          | $31.34             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | 1.5000%  | N/A     | $107000.00         | $8277.26           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $114000.00         | $100165.07         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2058-04-20      | 4.0600%  | N/A     | $528000.00         | $13213.81          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 1.5000%  | N/A     | $67000.00          | $5186.33           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2046-04-16      | 1.7000%  | N/A     | $14000.00          | $1321.03           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $25000.00          | $11.10             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 0.7500%  | N/A     | $150000000.00      | $67614988.87       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.0000%  | N/A     | $16000.00          | $5633.39           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.7500%  | N/A     | $76917.00          | $72454.61          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $121000.00         | $118933.16         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $98000.00          | $98963.33          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2026-09-20      | 8.0000%  | N/A     | $25000.00          | $1.45              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $44000.00          | $44739.21          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-05-20      | 2.5000%  | N/A     | $12391895.00       | $153289.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | 0.7500%  | N/A     | $177711000.00      | $83506968.02       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2027-06-20      | 3.0000%  | N/A     | $5000.00           | $55.83             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 0.7500%  | N/A     | $200000000.00      | $77515071.51       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-03-20      | 5.5000%  | N/A     | $6000.00           | $478.22            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $25000.00          | $71.13             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-09-20      | 3.5000%  | N/A     | $6000000.00        | $635430.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-02-16      | 6.0000%  | N/A     | $2638.00           | $7188.48           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-03-20      | 1.0000%  | N/A     | $216000000.00      | $78087132.53       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.0000%  | N/A     | $109000.00         | $107892.63         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2027-05-15      | 7.0000%  | N/A     | $10200.00          | $1.08              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-01-20      | 6.5000%  | N/A     | $25000.00          | $53.57             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $13000.00          | $13185.16          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.5000%  | N/A     | $100000.00         | $101861.73         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2027-09-20      | 2.5000%  | N/A     | $4134.00           | $77.69             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-07-20      | 4.2500%  | N/A     | $125000.00         | $85865.88          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-01-20      | 2.0000%  | N/A     | $9606823.00        | $221102.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2033-02-20      | 5.5000%  | N/A     | $248333086.00      | $1450134.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.0000%  | N/A     | $50000.00          | $228.71            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.0000%  | N/A     | $137739.00         | $133899.48         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2026-12-15      | 8.0000%  | N/A     | $25000.00          | $1.04              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-06-15      | 7.0000%  | N/A     | $68000.00          | $3.83              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | 3.0000%  | N/A     | $155388000.00      | $82334967.27       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-09-20      | 0.7500%  | N/A     | $173802000.00      | $83689491.93       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2027-11-15      | 7.0000%  | N/A     | $25000.00          | $3.32              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-05-20      | 3.0000%  | N/A     | $65000.00          | $55389.17          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-08-20      | 5.3750%  | N/A     | $3000.00           | $185.02            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 7.0000%  | N/A     | $42341.00          | $43728.42          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | 1.2500%  | N/A     | $154672000.00      | $70988925.83       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $5000.00           | $3.52              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-12-20      | 3.0000%  | N/A     | $3000.00           | $26.29             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-04-20      | 4.5000%  | N/A     | $30000.00          | $28295.45          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-11-16      | 2.0000%  | N/A     | $10000.00          | $3246.78           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-05-15      | 6.5000%  | N/A     | $25000.00          | $12.90             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-04-15      | 7.0000%  | N/A     | $37126.00          | $30.19             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-10-16      | 3.0000%  | N/A     | $70000.00          | $17200.03          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-11-20      | 3.0000%  | N/A     | $10000000.00       | $273953.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 1.0000%  | N/A     | $150000000.00      | $69816547.37       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2028-04-20      | 2.5000%  | N/A     | $5000000.00        | $141564.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 3.5000%  | N/A     | $21000.00          | $15251.75          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-12-20      | 1.0000%  | N/A     | $323860946.00      | $139910839.73      | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-10-20      | 1.5000%  | N/A     | $9000.00           | $4841.78           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2064-03-20      | 5.0070%  | N/A     | $1000.00           | $17.83             | Agency Mortgage-Backed Securities         |
| TENNESSEE VALLEY AUTH | 2033-07-15      | 4.7000%  | N/A     | $20000.00          | $21301.66          | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2055-02-01      | 5.2500%  | N/A     | $100000.00         | $101776.50         | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTH | 2034-08-01      | 4.3750%  | N/A     | $75000.00          | $77385.54          | Agency Debentures and Agency Strips       |
| UNITED STATES TREASUR | 2029-10-15      | 1.6250%  | N/A     | $94500.00          | $99218.35          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-04-15      | 1.2500%  | N/A     | $176000.00         | $190887.59         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $72100.00          | $92789.60          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-04-15      | 1.6250%  | N/A     | $237000.00         | $244802.88         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $796500.00         | $847578.19         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-01-15      | 0.5000%  | N/A     | $177100.00         | $230276.73         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-01-15      | 0.1250%  | N/A     | $955200.00         | $1148725.41        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-04-15      | 0.1250%  | N/A     | $4565800.00        | $5171569.57        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-10-15      | 0.1250%  | N/A     | $1098300.00        | $1296766.08        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-10-15      | 1.1250%  | N/A     | $9505900.00        | $9461407.41        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-04-15      | 2.1250%  | N/A     | $175700.00         | $189894.59         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-04-15      | 0.1250%  | N/A     | $298600.00         | $367638.16         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-01-15      | 2.1250%  | N/A     | $25021800.00       | $26591480.33       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-01-15      | 0.8750%  | N/A     | $82700.00          | $105514.22         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-01-15      | 0.6250%  | N/A     | $1140800.00        | $1562580.63        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $1130700.00        | $1244927.40        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-01-15      | 0.1250%  | N/A     | $778000.00         | $836967.30         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-07-15      | 1.3750%  | N/A     | $847400.00         | $893370.52         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $778500.00         | $820051.88         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-07-15      | 1.8750%  | N/A     | $854300.00         | $873624.64         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-10-15      | 1.6250%  | N/A     | $1144600.00        | $1272254.75        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-01-15      | 0.3750%  | N/A     | $49400.00          | $65883.95          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-07-15      | 0.1250%  | N/A     | $675800.00         | $762517.03         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-07-15      | 0.3750%  | N/A     | $96100.00          | $126677.46         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $751300.00         | $877896.43         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-07-15      | 0.6250%  | N/A     | $50828500.00       | $53720287.58       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-07-15      | 0.2500%  | N/A     | $1058300.00        | $1300789.61        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-07-15      | 0.1250%  | N/A     | $926200.00         | $1112436.25        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-07-15      | 0.1250%  | N/A     | $1142900.00        | $1544281.25        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $875700.00         | $925541.85         | U.S. Treasuries (including strips)        |

### Security 160: ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)

- **C.1 - Title:** ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: OSG002CW9
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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 Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $57571809.00       | $48784167.60       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $5424093.00        | $3930181.15        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 7.0000%  | N/A     | $20089024.00       | $18244855.10       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $37264960.00       | $33271344.56       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $54239296.00       | $37807171.91       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $17539808.00       | $16754815.69       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $42487898.00       | $36857663.61       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $53198640.00       | $44356592.26       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $23219059.00       | $19806017.20       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $17162624.00       | $16935825.17       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $58855000.00       | $50513813.02       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $29296352.00       | $27878086.01       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.5000%  | N/A     | $56330586.00       | $48374921.70       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.5000%  | N/A     | $29701881.00       | $23170478.31       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $18728672.00       | $17889292.51       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.5000%  | N/A     | $46204867.00       | $38244863.49       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $20623171.00       | $18896864.96       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $33326208.00       | $28419349.16       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $27873473.00       | $19111619.64       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $24936740.00       | $24467939.83       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $69668646.00       | $13130564.80       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $20257951.00       | $16740299.39       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.0000%  | N/A     | $6172355.00        | $5770459.37        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.5000%  | N/A     | $473513527.00      | $35881367.98       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-11-01      | 3.5000%  | N/A     | $202814151.00      | $31996281.73       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2060-07-01      | 2.5000%  | N/A     | $61390080.00       | $28969010.03       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-02-25      | 3.0000%  | N/A     | $29485120.00       | $23672892.28       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $250982656.00      | $29298236.85       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $83258571.00       | $22993964.47       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-12-01      | 5.5000%  | N/A     | $29147733.00       | $29313800.49       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $34988160.00       | $35479789.42       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2056-07-01      | 4.0000%  | N/A     | $99989632.00       | $32734756.87       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $122635776.00      | $30116099.07       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $45595968.00       | $30526476.29       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2026-01-20      | 0.0000%  | N/A     | $7348500.00        | $7335515.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 3.7500%  | N/A     | $86528900.00       | $87463169.27       | U.S. Treasuries (including strips) |

### Security 161: ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)

- **C.1 - Title:** ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: OSG002CY5
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $1002.00           | $997.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.0000%  | N/A     | $1207989.00        | $1209458.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 7.5000%  | N/A     | $1000.00           | $224.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $30000.00          | $25400.89          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $1467580.00        | $876747.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $65000.00          | $43750.38          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1024.00           | $953.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $2048.00           | $1896.64           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $8593917.00        | $1398418.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1089.00           | $1049.03           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $8018529.00        | $6036363.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $590071.00         | $598014.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-07-01      | 4.5000%  | N/A     | $2803.00           | $41.41             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-25      | 5.0242%  | N/A     | $139300000.00      | $113643286.89      | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 2.0000%  | N/A     | $53130.00          | $36638.31          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 3.5000%  | N/A     | $1024.00           | $902.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 5.8000%  | N/A     | $746239.00         | $109423.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $1052.38           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 2.0000%  | N/A     | $1000.00           | $470.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $3423221.00        | $3279008.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1024.00           | $968.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $981.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $1024.00           | $963.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-06-01      | 4.5000%  | N/A     | $137000.00         | $36043.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1086.00           | $1094.04           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 4.5000%  | N/A     | $1000.00           | $979.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1176816.00        | $1206808.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $425000.00         | $339141.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.0000%  | N/A     | $5861378.00        | $5142288.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $1009.00           | $993.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $3769000.00        | $3535231.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.0000%  | N/A     | $100000.00         | $65158.89          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1005.00           | $880.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $329110.00         | $268071.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $60000.00          | $43454.40          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.0000%  | N/A     | $90958.00          | $60405.69          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-08-01      | 3.0000%  | N/A     | $733162.00         | $42992.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 5.4900%  | N/A     | $603122.00         | $31532.77          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.5000%  | N/A     | $10729.00          | $8390.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-10-01      | 3.5000%  | N/A     | $815000.00         | $98705.27          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $6368697.00        | $5934404.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $1024.00           | $852.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $972.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $826.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $102588.00         | $39723.29          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 5.0000%  | N/A     | $18928384.00       | $19019700.78       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-08-01      | 2.0000%  | N/A     | $200000.00         | $144157.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $1036.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1040.00           | $1002.86           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 3.5000%  | N/A     | $700000.00         | $334294.59         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | 3.0000%  | N/A     | $1344871.00        | $339817.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 2.0000%  | N/A     | $498000.00         | $271376.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1152346.00        | $1167232.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 5.5000%  | N/A     | $25273.00          | $1043.82           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 4.0000%  | N/A     | $180343.00         | $126590.80         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-12-01      | 5.0000%  | N/A     | $3613645.00        | $647877.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-04-01      | 4.0000%  | N/A     | $805458.00         | $554107.69         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $16711.00          | $14630.44          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $10630180.00       | $10103406.40       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $828.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $1008.00           | $1028.85           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-06-01      | 3.5000%  | N/A     | $175000.00         | $35607.15          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $144582.00         | $152326.82         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 2.5000%  | N/A     | $790000.00         | $591064.25         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1031.00           | $901.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 5.5000%  | N/A     | $50000.00          | $28344.13          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1287348.00        | $1357258.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $5895712.00        | $5721030.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $1024.00           | $1026.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 7.5000%  | N/A     | $1935727.00        | $914111.13         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $5000.00           | $5023.20           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $3357008.00        | $2943454.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 3.5000%  | N/A     | $1006.00           | $127.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $1000.00           | $890.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $1031.00           | $852.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $10388516.00       | $10048137.20       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $51327168.00       | $45370433.03       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.0000%  | N/A     | $1056606.00        | $1060155.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $4782664.00        | $4743813.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 4.0000%  | N/A     | $1190082.00        | $37167.05          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $2000.00           | $2057.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $175258.00         | $174756.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.5000%  | N/A     | $1484932.00        | $147506.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $44023.00          | $30106.06          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $766.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-05-01      | 4.5000%  | N/A     | $59000.00          | $37675.89          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $9271759.00        | $9604975.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $4324080.00        | $4416598.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-01-01      | 5.0000%  | N/A     | $1924959.00        | $96695.03          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 4.5000%  | N/A     | $4899169.00        | $165169.73         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1779500.00        | $1318805.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $2831588.00        | $2793680.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $1518532.00        | $1375986.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 7.5000%  | N/A     | $1000.00           | $917.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.5000%  | N/A     | $192000.00         | $117433.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 3.5000%  | N/A     | $1008.00           | $121.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $709000.00         | $697894.73         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $2020967.00        | $2069075.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $1009.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $699000.00         | $456825.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1006.91           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1570118.00        | $1161977.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $22522320.00       | $21515484.62       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $43000.00          | $34902.09          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $2456288.00        | $2309126.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $6498000.00        | $4735707.40        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-04-01      | 3.0000%  | N/A     | $3766073.00        | $986357.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1024.00           | $976.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-04-01      | 5.0000%  | N/A     | $1468.00           | $14.14             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1346700.00        | $1374009.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 5.0000%  | N/A     | $13257659.00       | $412192.63         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $16830299.00       | $11020291.37       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 5.0000%  | N/A     | $1449084.00        | $64722.10          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $5474533.00        | $5611923.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 3.0000%  | N/A     | $330724.00         | $182686.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $2760.00           | $2882.67           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 5.7000%  | N/A     | $2632196.00        | $40570.74          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1027.00           | $857.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $10000.00          | $9323.54           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 1.5000%  | N/A     | $1000000.00        | $507179.70         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $1067358.00        | $1068991.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 4.5000%  | N/A     | $1293000.00        | $40294.23          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 3.5000%  | N/A     | $414000.00         | $82161.28          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $1037.79           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $4942208.00        | $4466349.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.5000%  | N/A     | $200000.00         | $28884.16          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 4.0000%  | N/A     | $1000.00           | $691.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.5000%  | N/A     | $8142494.00        | $6023929.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1707009.00        | $1724042.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 6.5000%  | N/A     | $7000.00           | $7136.61           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $786132.00         | $207449.24         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $1120.00           | $1073.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1024.00           | $982.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $962.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 7.0000%  | N/A     | $1168648.00        | $1227763.32        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $2308183.00        | $2381306.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $50442.00          | $33851.56          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $921.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $112919.00         | $32351.73          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $861.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $701000.00         | $538271.06         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $2127.00           | $2044.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-08-01      | 2.0000%  | N/A     | $56000.00          | $42281.87          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 5.5000%  | N/A     | $1000.00           | $1018.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $4128600.00        | $3137654.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $1023.00           | $936.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.5000%  | N/A     | $1000.00           | $1070.85           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1024.00           | $1026.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-01-01      | 5.0000%  | N/A     | $2348530.00        | $489084.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.5000%  | N/A     | $525000.00         | $57436.11          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1007.00           | $1028.74           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1024.00           | $953.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $11290980.00       | $11560196.25       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1001.00           | $915.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $9543883.00        | $8755931.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 4.0000%  | N/A     | $1000.00           | $952.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $14816463.00       | $10696090.91       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $2740600.00        | $2064724.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $309209.00         | $226996.24         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-09-01      | 3.5000%  | N/A     | $2551000.00        | $145014.69         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $820.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $3067771.00        | $2810403.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $119351.00         | $101263.08         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 5.5000%  | N/A     | $9832.00           | $747.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $88993.00          | $72115.48          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 5.0000%  | N/A     | $380000.00         | $39594.60          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $1263674.00        | $1324051.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1024.00           | $771.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1192050.00        | $1125673.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1030.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $45000.00          | $26085.44          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 3.0000%  | N/A     | $98836.00          | $73237.90          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $370000.00         | $268890.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1047.00           | $1064.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $1008.00           | $1030.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $2276286.00        | $863370.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $2000.00           | $1671.20           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-03-01      | 2.5000%  | N/A     | $236000.00         | $159245.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1016.00           | $1025.88           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $776.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 4.5000%  | N/A     | $1024.00           | $1005.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 5.5500%  | N/A     | $1643584.00        | $40399.64          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.5000%  | N/A     | $96083.00          | $53269.29          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $1012.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $2917677.00        | $2977516.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1263377.00        | $878627.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $959.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $1000.00           | $684.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $1184526.00        | $942884.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $916.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $1044.94           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1020.00           | $941.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $2024.00           | $1777.79           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 4.0000%  | N/A     | $1960000.00        | $277863.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.0000%  | N/A     | $1000.00           | $994.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $2056.00           | $2015.85           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.0000%  | N/A     | $2000.00           | $407.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.0000%  | N/A     | $1008.00           | $1001.15           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $83093.00          | $86702.49          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $8195.00           | $7081.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $101000.00         | $83771.43          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 7.0000%  | N/A     | $26012260.00       | $72125.63          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 3.5000%  | N/A     | $1000.00           | $218.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 5.0000%  | N/A     | $1505.00           | $17.03             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-07-01      | 5.5000%  | N/A     | $4263424.00        | $33942.24          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $196220.00         | $46778.44          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $11312.00          | $11528.62          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.5000%  | N/A     | $49000.00          | $36835.53          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 4.0000%  | N/A     | $1069798.00        | $265806.68         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $903632.00         | $641859.68         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $7213308.00        | $7341037.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-10-01      | 2.0000%  | N/A     | $100000.00         | $51019.68          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1024.00           | $963.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $107872.00         | $89483.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-03-01      | 7.0000%  | N/A     | $2100000.00        | $81804.92          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 4.0000%  | N/A     | $456205.00         | $314511.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $71000.00          | $47454.61          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $1000.00           | $846.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 3.0000%  | N/A     | $800000.00         | $124854.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2027-01-01      | 3.0000%  | N/A     | $3479746.00        | $39149.57          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.5000%  | N/A     | $1000.00           | $922.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-07-01      | 5.0000%  | N/A     | $1310418.00        | $240407.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $3759084.00        | $2822049.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1007.00           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.5000%  | N/A     | $726001.00         | $395244.96         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 5.0000%  | N/A     | $1000.00           | $899.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.5000%  | N/A     | $716187.00         | $476023.73         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $14186372.00       | $13505123.50       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $2604.00           | $2734.20           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 5.0000%  | N/A     | $48556.00          | $1714.79           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $10322712.00       | $10359138.08       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.0000%  | N/A     | $1000.00           | $1000.24           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $73238.00          | $48555.59          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $1004.00           | $978.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $917.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $1140586.00        | $692652.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $875.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $979039.00         | $681755.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $3073973.00        | $3115743.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1019.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 3.0000%  | N/A     | $424871.00         | $30874.20          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $138524.00         | $109937.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $166997.00         | $143915.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 2.5000%  | N/A     | $586685.00         | $156188.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $1024.00           | $1000.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1005.35           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-09-01      | 4.0000%  | N/A     | $471052.00         | $33430.15          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $3038815.00        | $2851796.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $60124.00          | $44823.76          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1024.90           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1024.00           | $939.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 3.5000%  | N/A     | $5273.00           | $368.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $1008.00           | $541.44            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $1049.33           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.0000%  | N/A     | $877525.00         | $131922.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1024.00           | $1012.84           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-07-01      | 3.0000%  | N/A     | $1000.00           | $600.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $50000.00          | $39231.90          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-11-01      | 6.0000%  | N/A     | $68784.00          | $897.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1024.00           | $1037.93           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 3.5000%  | N/A     | $123000.00         | $32509.06          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 2.5000%  | N/A     | $13088070.00       | $9564220.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 4.5000%  | N/A     | $1024.00           | $1007.11           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.0000%  | N/A     | $9529710.00        | $9404120.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $1024.00           | $1044.07           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-03-01      | 3.5000%  | N/A     | $1000.00           | $207.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $10950000.00       | $10295711.72       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-04-01      | 4.0000%  | N/A     | $172000.00         | $27981.02          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $1769280.00        | $1808175.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $958029.00         | $869500.62         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $65127.00          | $47777.04          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 4.5000%  | N/A     | $2000.00           | $1476.51           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 5.5000%  | N/A     | $559972.00         | $469954.00         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.5000%  | N/A     | $2420967.00        | $416510.67         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 4.0000%  | N/A     | $190107.00         | $44896.56          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.5000%  | N/A     | $1000.00           | $389.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 3.5000%  | N/A     | $965000.00         | $122524.52         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 5.5000%  | N/A     | $1000.00           | $869.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $1008.00           | $987.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1024.00           | $954.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 3.5000%  | N/A     | $520000.00         | $74363.76          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $3952188.00        | $3410062.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.0000%  | N/A     | $400000.00         | $45929.23          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 4.0000%  | N/A     | $1001.00           | $162.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 3.0000%  | N/A     | $1000.00           | $542.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $15006570.00       | $8316562.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $8286756.00        | $7075965.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $481019.00         | $427501.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 5.6500%  | N/A     | $607116.00         | $49436.01          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 5.4400%  | N/A     | $1577854.00        | $39781.48          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-02-01      | 5.6250%  | N/A     | $443760.00         | $25265.61          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 5.5000%  | N/A     | $1465196.00        | $1044144.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 3.0000%  | N/A     | $1667000.00        | $286603.45         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.5000%  | N/A     | $55000.00          | $35826.07          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $1031.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.5000%  | N/A     | $2340865.00        | $2463683.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-05-01      | 6.0500%  | N/A     | $893116.00         | $64157.16          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 7.5000%  | N/A     | $1246310.00        | $896250.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $15373439.00       | $15430484.71       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $795.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 7.0000%  | N/A     | $5802118.00        | $6247241.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 4.5000%  | N/A     | $333013.00         | $41452.14          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1008.15           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $941.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $1624530.00        | $1636646.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1024.00           | $901.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 7.0000%  | N/A     | $4403067.00        | $118312.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $9272.00           | $9495.78           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 4.0000%  | N/A     | $75000.00          | $45800.76          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $100000.00         | $80364.47          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 4.5000%  | N/A     | $1277900.00        | $1252236.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $1966232.00        | $1775407.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $11369840.00       | $12010388.88       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 6.5000%  | N/A     | $70491.00          | $58792.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $766.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 5.4600%  | N/A     | $675000.00         | $39120.32          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 4.0000%  | N/A     | $2617.00           | $408.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $1000.00           | $169.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $1000.00           | $990.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1024.00           | $977.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $1000.00           | $1022.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-06-01      | 3.5000%  | N/A     | $270000.00         | $45648.68          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 4.0000%  | N/A     | $1000.00           | $94.21             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1267637.00        | $1262923.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 5.5500%  | N/A     | $706531.00         | $76551.20          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1630.00           | $1593.20           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $200000.00         | $135125.37         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-10-01      | 4.0000%  | N/A     | $393523.00         | $26152.39          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $541368.00         | $464121.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $1000.00           | $557.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-11-01      | 4.5000%  | N/A     | $334376.00         | $255013.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $1001.00           | $1049.40           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.5000%  | N/A     | $575000.00         | $140830.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 3.5000%  | N/A     | $450157.00         | $307453.41         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $1043.53           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1019.07           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 4.5000%  | N/A     | $1000.00           | $830.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1024.00           | $1043.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 3.5000%  | N/A     | $95671.00          | $47758.27          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-05-01      | 2.0000%  | N/A     | $60000.00          | $30182.16          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $171276.00         | $163076.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 4.0000%  | N/A     | $433000.00         | $47437.11          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $943.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $41052131.00       | $38435859.11       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $8563728.00        | $7849346.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1024.00           | $923.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 4.5000%  | N/A     | $10602597.00       | $8323093.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1008.00           | $1055.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 4.0000%  | N/A     | $1000.00           | $932.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $100000.00         | $74010.41          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 5.6200%  | N/A     | $525000.00         | $56514.84          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $11456928.00       | $10114770.60       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-10-01      | 4.0000%  | N/A     | $50000000.00       | $6345029.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 4.0000%  | N/A     | $11318.00          | $840.51            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $2531030.00        | $2304083.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $1311038.00        | $1095442.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $14108672.00       | $13147909.31       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $315940.00         | $202596.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-03-01      | 4.0000%  | N/A     | $55807.00          | $45951.44          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 3.0000%  | N/A     | $120532.00         | $80174.60          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-08-01      | 2.5000%  | N/A     | $560083.00         | $43059.17          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $1013.77           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $862.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $10311846.00       | $9938839.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1019.00           | $713.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $1626704.00        | $1270303.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1040.00           | $997.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1024.00           | $893.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 4.0000%  | N/A     | $8876.00           | $854.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $675870.00         | $666886.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $28920840.00       | $28157221.14       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1017.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 2.5000%  | N/A     | $1000.00           | $532.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 7.5000%  | N/A     | $7884704.00        | $6737062.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $1008.00           | $881.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $350000.00         | $112473.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 4.0000%  | N/A     | $1000.00           | $33.20             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.0000%  | N/A     | $1245062.00        | $1250572.79        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.0000%  | N/A     | $225000.00         | $181186.02         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.0000%  | N/A     | $3755192.00        | $3757884.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.0000%  | N/A     | $338393.00         | $40187.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.5000%  | N/A     | $1000.00           | $395.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 3.5000%  | N/A     | $1218000.00        | $129458.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-10-01      | 4.0000%  | N/A     | $1482707.00        | $1082799.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $57000.00          | $53069.05          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $27930.00          | $28592.60          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $20814848.00       | $21137379.22       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $100000.00         | $59872.20          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $8261248.00        | $6993824.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $13631729.00       | $14177183.92       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $55000.00          | $45598.55          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1024.00           | $1029.41           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $3744100.00        | $3673712.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 2.5000%  | N/A     | $1000.00           | $300.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 7.0000%  | N/A     | $93928.00          | $53032.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1025.49           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $1051.33           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $807.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 4.0000%  | N/A     | $60000.00          | $34799.56          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $25410016.00       | $24719930.27       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $1024.00           | $971.16            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 4.5000%  | N/A     | $2303000.00        | $65689.96          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $954.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $2000.00           | $1999.00           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1008.00           | $976.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.5000%  | N/A     | $1024.00           | $875.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 4.0000%  | N/A     | $1000.00           | $199.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $74039.00          | $57797.78          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1003.00           | $1014.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 1.5000%  | N/A     | $930471.00         | $508380.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1022.18           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $1008.00           | $834.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $8575670.00        | $7565162.81        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 7.0000%  | N/A     | $1312195.00        | $695691.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1090.00           | $1029.40           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $8156.00           | $8392.78           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1042.17           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1012.21           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $643.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 5.5000%  | N/A     | $1202498.00        | $1090639.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $1000.00           | $834.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $2000.00           | $1593.54           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $120504.00         | $60407.76          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1219.00           | $1033.56           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $2000.00           | $2115.35           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 3.0000%  | N/A     | $1000.00           | $632.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $1008.00           | $1004.41           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $796.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $1003.00           | $966.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $1078962.00        | $1075090.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1034.72           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 5.7500%  | N/A     | $589281.00         | $39537.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $2001.00           | $1970.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $950.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.0000%  | N/A     | $67000.00          | $59930.75          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $300000.00         | $170287.07         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $815.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-12-01      | 4.5000%  | N/A     | $1153000.00        | $110643.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $2000.00           | $2076.77           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.5000%  | N/A     | $6135928.00        | $5514901.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $1116888.00        | $786495.74         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 3.5000%  | N/A     | $415672.00         | $239388.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $1026.00           | $975.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1024.17           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $766.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $1024.00           | $1020.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 2.5000%  | N/A     | $486926.00         | $61699.95          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.5000%  | N/A     | $1000.00           | $105.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 4.0000%  | N/A     | $57000.00          | $32527.72          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $1028137.00        | $1072914.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-02-01      | 6.0500%  | N/A     | $1751505.00        | $99589.32          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.0000%  | N/A     | $1277988.00        | $1282459.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $530000.00         | $424174.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $1052.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $1024.00           | $1052.78           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $1174089.00        | $1177215.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $1008.07           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $27585.00          | $26332.85          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $11112272.00       | $11331632.38       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $1010.00           | $905.04            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.5000%  | N/A     | $1000.00           | $810.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-01-01      | 3.5000%  | N/A     | $121286.00         | $15310.68          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 3.0000%  | N/A     | $2060420.00        | $282930.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $19292890.00       | $18392111.20       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $338592.00         | $332333.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $974.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $1028.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.0000%  | N/A     | $219859.00         | $32547.39          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-01-01      | 3.0000%  | N/A     | $100000.00         | $28947.41          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1024.00           | $1027.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $1000.00           | $892.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.5000%  | N/A     | $242088.00         | $231028.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $530000.00         | $527579.52         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-08-01      | 5.5000%  | N/A     | $728993.00         | $615082.61         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-09-01      | 5.0000%  | N/A     | $27135463.00       | $437297.12         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 3.5000%  | N/A     | $48334.00          | $29321.71          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 8.0000%  | N/A     | $1055771.00        | $1000710.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1546523.00        | $1311193.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $10000000.00       | $8777011.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 5.5000%  | N/A     | $2002.00           | $8.63              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1137168.00        | $1132712.10        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 3.5000%  | N/A     | $1929000.00        | $172261.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-09-01      | 4.0000%  | N/A     | $181857.00         | $35072.53          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $1024.00           | $718.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $757.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1130560.00        | $1179423.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.0000%  | N/A     | $824000.00         | $586833.50         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $8438.00           | $8419.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 5.5000%  | N/A     | $1000.00           | $835.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.0000%  | N/A     | $199999.00         | $148271.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $3690272.00        | $3216262.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 5.5000%  | N/A     | $124544.00         | $1312.38           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1024.00           | $998.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $807.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 7.0000%  | N/A     | $1000.00           | $1042.51           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-01-01      | 4.0000%  | N/A     | $270000.00         | $36560.21          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 5.4400%  | N/A     | $550000.00         | $35276.93          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $931.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $11251982.00       | $7735825.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $27169.00          | $28240.82          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $1025.00           | $1046.92           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $953.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1253728.00        | $1303509.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.0000%  | N/A     | $1024.00           | $983.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $302102.00         | $275030.95         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-07-01      | 4.5000%  | N/A     | $130000.00         | $41615.71          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-04-01      | 2.5000%  | N/A     | $300000.00         | $157933.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $1819616.00        | $1809565.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 5.5000%  | N/A     | $7831.00           | $22.53             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $516.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $2824300.00        | $2409316.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $2546400.00        | $2602838.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 3.5000%  | N/A     | $200000.00         | $35568.10          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1024.00           | $985.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $772031.00         | $456245.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $3484848.00        | $3565589.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 3.0000%  | N/A     | $434000.00         | $33293.70          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $1183088.00        | $1036987.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $5151992.00        | $4729207.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-01-01      | 6.5000%  | N/A     | $2120718.00        | $1160771.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 1.5000%  | N/A     | $46228.00          | $25631.04          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 2.5000%  | N/A     | $60000.00          | $26227.29          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $50000.00          | $33831.49          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 3.5000%  | N/A     | $69000.00          | $32395.67          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 3.5000%  | N/A     | $1000.00           | $203.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $9157030.00        | $9330222.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 4.0000%  | N/A     | $1850000.00        | $163982.92         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1020.50           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $948.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $93942.00          | $64884.13          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $2556603.00        | $1636125.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $994.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1571400.00        | $1640476.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 5.5000%  | N/A     | $4133000.00        | $28257.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $893.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $21942.00          | $22315.58          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.5000%  | N/A     | $600000.00         | $362241.74         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 4.5000%  | N/A     | $1000.00           | $962.53            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1024.00           | $769.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $909.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $300000.00         | $231554.63         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $815.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 3.0000%  | N/A     | $614000.00         | $67388.17          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1024.00           | $944.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 3.0000%  | N/A     | $1000.00           | $627.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 5.5000%  | N/A     | $10510944.00       | $10103467.57       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $956.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $1206500.00        | $1075643.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 3.0000%  | N/A     | $1000.00           | $169.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 1.5000%  | N/A     | $69996.00          | $41336.63          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 4.0000%  | N/A     | $56462.00          | $28531.40          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $1014.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 5.5000%  | N/A     | $8489447.00        | $94834.85          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $1697801.00        | $1745395.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $586.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 6.0000%  | N/A     | $4072128.00        | $65366.96          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $2314030.00        | $1266044.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1054.00           | $939.25            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 5.0000%  | N/A     | $210000.00         | $26010.25          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $1000.00           | $745.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $3998000.00        | $3755815.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $1024.00           | $1045.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 7.5000%  | N/A     | $1001.00           | $1068.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $889.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 4.5000%  | N/A     | $500000.00         | $354552.13         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 5.5000%  | N/A     | $1000.00           | $976.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.5000%  | N/A     | $215000.00         | $35204.29          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $60000.00          | $52220.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $500000.00         | $331548.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.0000%  | N/A     | $1659240.00        | $1654628.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 3.0000%  | N/A     | $175000.00         | $29411.88          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $1000.00           | $828.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 3.5000%  | N/A     | $1000.00           | $30.76             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $39999.00          | $30245.04          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $879.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $268520.00         | $274601.73         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.5000%  | N/A     | $1000.00           | $689.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.0000%  | N/A     | $1392.00           | $503.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $1000.00           | $882.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-06-01      | 3.5000%  | N/A     | $991770.00         | $298591.52         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $863469.00         | $877627.88         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 7.0000%  | N/A     | $1000.00           | $1056.23           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $197000.00         | $180867.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $1000.00           | $640.05            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 4.5000%  | N/A     | $1000.00           | $866.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $393874.00         | $361913.25         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $19121464.00       | $18132886.68       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 5.0000%  | N/A     | $546523.00         | $35729.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-10-01      | 5.0000%  | N/A     | $6605947.00        | $30427.96          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $18412544.00       | $12589400.25       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-10-01      | 5.0000%  | N/A     | $2392557.00        | $28151.87          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 4.5000%  | N/A     | $500000.00         | $32678.74          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $10471744.00       | $8866408.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $1102530.00        | $1157830.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $389.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.0000%  | N/A     | $1180000.00        | $140095.23         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $22861640.00       | $20021193.74       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1024.00           | $978.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.0000%  | N/A     | $391000.00         | $277523.25         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-11-01      | 4.0000%  | N/A     | $1000000.00        | $247410.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $1000.00           | $677.19            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 5.5000%  | N/A     | $5544643.00        | $32470.66          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 6.0000%  | N/A     | $1265400.00        | $1263161.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $2246929.00        | $2182045.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-03-01      | 7.0000%  | N/A     | $28640722.00       | $34478.80          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1168902.00        | $1230344.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $2603148.00        | $2197846.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1009.60           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $2822256.00        | $2894986.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $1013395.00        | $204897.58         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.0000%  | N/A     | $1024.00           | $1030.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 5.0000%  | N/A     | $7088.00           | $131.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-02-01      | 2.0000%  | N/A     | $1000.00           | $525.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1078786.00        | $1106904.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 5.5000%  | N/A     | $1770290.00        | $37554.96          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $723000.00         | $524537.91         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 4.5000%  | N/A     | $472279.00         | $474819.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $699410.00         | $656511.30         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 3.5000%  | N/A     | $57000.00          | $29732.93          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $644.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $102201.00         | $80820.35          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1099.00           | $1116.35           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 3.5000%  | N/A     | $1000.00           | $471.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1024.00           | $1040.15           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $123000.00         | $76698.91          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $2413773.00        | $2493587.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $934.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $820.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 2.5000%  | N/A     | $100000.00         | $27457.83          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.5000%  | N/A     | $99000.00          | $67179.90          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $1006.00           | $1051.64           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 3.5000%  | N/A     | $2441000.00        | $218182.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $7846460.00        | $7312460.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.5000%  | N/A     | $389000.00         | $39890.78          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.0000%  | N/A     | $1037189.00        | $665372.66         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $14630816.00       | $10463158.03       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $3000.00           | $2345.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 4.0000%  | N/A     | $1000.00           | $902.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.0000%  | N/A     | $1008.00           | $982.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.0000%  | N/A     | $500000.00         | $34538.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $1000.00           | $681.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $2040.00           | $1835.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $275976.00         | $271489.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1758935.00        | $1826054.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $1000.00           | $373.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $22003.00          | $20583.89          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1024.00           | $979.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $9024.00           | $7147.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 3.5000%  | N/A     | $1000.00           | $580.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | 6.0000%  | N/A     | $1000.00           | $1031.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $1024.00           | $984.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1927500.00        | $2007018.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $450792.00         | $34048.32          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $1000.00           | $718.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $13497584.00       | $13727385.56       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $664.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $1000.00           | $926.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 5.9000%  | N/A     | $1000.00           | $28.60             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1008.00           | $1063.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $1000.00           | $810.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $1024.00           | $562.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $3530464.00        | $3073174.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $1024.00           | $827.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1024.00           | $1002.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1032.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $1001.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $687.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $639.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.5000%  | N/A     | $1000.00           | $746.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1024.00           | $962.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1024.00           | $972.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.0000%  | N/A     | $52648.00          | $25165.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $2024.00           | $1935.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $767.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $1080.00           | $775.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $3143.00           | $2389.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.5000%  | N/A     | $1000.00           | $1027.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1023.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $1024.00           | $1025.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $12046423.00       | $12002331.73       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 3.0000%  | N/A     | $1001.00           | $596.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $1000.00           | $566.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $1008.00           | $774.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 2.0000%  | N/A     | $1000.00           | $484.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-06-01      | 5.0200%  | N/A     | $4397000.00        | $4579758.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $250000.00         | $153044.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $1000.00           | $704.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-01-01      | 2.5000%  | N/A     | $1000.00           | $177.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.5000%  | N/A     | $1000.00           | $668.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $14498000.00       | $10134495.20       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $864.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $1008.00           | $844.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.5000%  | N/A     | $1000.00           | $823.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $48710.00          | $13490.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $759.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.0000%  | N/A     | $17684479.00       | $13964221.15       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $9000.00           | $6940.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $1281940.00        | $667598.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $152000.00         | $144193.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1307946.00        | $1349784.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.0000%  | N/A     | $1008.00           | $796.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $1000.00           | $688.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-10-01      | 4.0000%  | N/A     | $378000.00         | $314395.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.5000%  | N/A     | $11022091.00       | $10679824.79       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $2781926.00        | $2187136.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $936.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-07-01      | 4.0000%  | N/A     | $1046000.00        | $152440.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1007.00           | $1052.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $42496.00          | $25137.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $26509.00          | $26275.90          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $543922.00         | $381887.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 3.5000%  | N/A     | $2000.00           | $53.96             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $1864072.00        | $1831397.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | 3.0000%  | N/A     | $1996000.00        | $236153.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 4.5000%  | N/A     | $1000.00           | $861.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $12674582.00       | $12414193.48       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $3449546.00        | $3392821.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-07-01      | 4.5000%  | N/A     | $1000.00           | $200.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $842.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 3.0000%  | N/A     | $1000.00           | $561.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $837.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $3862952.00        | $3942247.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $435633.00         | $317455.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $15024.00          | $12205.43          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $1000.00           | $187.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $645.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $30079.00          | $29314.27          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.0000%  | N/A     | $1000.00           | $666.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 4.0000%  | N/A     | $1000.00           | $282.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-02-01      | 2.5000%  | N/A     | $1000.00           | $23.65             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1334473.00        | $1348309.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-06-01      | 2.5000%  | N/A     | $68000.00          | $57579.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.5000%  | N/A     | $2000.00           | $1445.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $3426989.00        | $3518391.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.5000%  | N/A     | $1000.00           | $747.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $636880.00         | $613660.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 3.0000%  | N/A     | $1000.00           | $553.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $1024.00           | $715.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $1024.00           | $845.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $1787000.00        | $1086624.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $9386688.00        | $6176225.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $2008.00           | $1714.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $1000.00           | $879.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.0000%  | N/A     | $1000.00           | $766.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 2.5000%  | N/A     | $1116160.00        | $180227.07         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $1024.00           | $1043.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 3.5000%  | N/A     | $5770048.00        | $5325881.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-08-01      | 4.5000%  | N/A     | $1000.00           | $19.64             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $340936.00         | $30477.63          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 1.5000%  | N/A     | $1000.00           | $557.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $1000.00           | $505.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.5000%  | N/A     | $576500.00         | $437542.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $1019.00           | $841.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.0000%  | N/A     | $176000.00         | $37418.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $1001.00           | $685.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $1024.00           | $558.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $2996000.00        | $3070202.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 4.0000%  | N/A     | $1000.00           | $697.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $1024.00           | $706.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 4.0000%  | N/A     | $41059584.00       | $4295035.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $1000.00           | $763.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.5000%  | N/A     | $1000.00           | $438.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $100378.00         | $83821.34          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-04-01      | 2.5000%  | N/A     | $39936.00          | $25231.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 1.5000%  | N/A     | $1003.00           | $428.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $1000.00           | $734.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.0000%  | N/A     | $1000.00           | $532.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $1000.00           | $704.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $7190000.00        | $6317198.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $1000.00           | $729.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $3657000.00        | $637559.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $1024.00           | $1047.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $238164.00         | $235600.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $7299470.00        | $6921498.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1018.00           | $973.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $3357108.00        | $3572780.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.5000%  | N/A     | $1000.00           | $693.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $1000.00           | $903.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $1000.00           | $202.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1049.00           | $902.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $2484628.00        | $2557706.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1007.00           | $1046.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $471059.00         | $317632.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-02-01      | 3.5000%  | N/A     | $362000.00         | $41479.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $1024.00           | $846.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $715.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $5023672.00        | $5352102.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-01      | 2.0000%  | N/A     | $374998.00         | $58952.96          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1024.00           | $1055.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1005.00           | $1037.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $702.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $100506400.00      | $8747132.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.5000%  | N/A     | $1024.00           | $996.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-04-01      | 4.5000%  | N/A     | $1000.00           | $308.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.0000%  | N/A     | $1000.00           | $772.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $632.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 3.5000%  | N/A     | $1000.00           | $342.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $1000.00           | $706.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $726.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $2000.00           | $1461.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $1003.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $1000.00           | $451.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $1000.00           | $405.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 7.0000%  | N/A     | $1000.00           | $1069.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 5.0000%  | N/A     | $2000.00           | $1739.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.5000%  | N/A     | $1000.00           | $827.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $679.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-06-01      | 4.0000%  | N/A     | $1047000.00        | $43154.23          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $298178.00         | $213981.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $856000.00         | $812495.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $1013.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 5.0000%  | N/A     | $1407928.00        | $146370.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $802.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $24265440.00       | $9077063.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-01-01      | 5.0000%  | N/A     | $9000.00           | $7924.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $6590352.00        | $6239160.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $700645.00         | $581822.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $744.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $205662.00         | $170609.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $1020.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-06-01      | 5.0000%  | N/A     | $2461108.00        | $700992.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $1024.00           | $697.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $78080128.00       | $13231542.73       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1001.00           | $1020.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5000%  | N/A     | $1001.00           | $479.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1015.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 4.0000%  | N/A     | $1000.00           | $953.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $967.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $248120.00         | $42413.61          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.0000%  | N/A     | $1000.00           | $1000.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1006.00           | $1020.06           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $1000.00           | $752.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 2.0000%  | N/A     | $1000.00           | $617.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.0000%  | N/A     | $1000.00           | $257.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $1000.00           | $773.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-02-01      | 3.5000%  | N/A     | $13994.00          | $3346.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $26968.00          | $19528.82          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.5000%  | N/A     | $1024.00           | $821.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1004.29           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $2000.00           | $1634.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $1024.00           | $862.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $528157.00         | $483511.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $733.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1024.00           | $964.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $1000.00           | $384.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-06-01      | 4.5000%  | N/A     | $1000.00           | $791.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $39270320.00       | $39582649.35       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $740999.00         | $215431.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $12999648.00       | $2296326.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $10000.00          | $6773.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1430981.00        | $1446213.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $10024.00          | $6988.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-07-01      | 2.0000%  | N/A     | $1024.00           | $952.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $9950869.00        | $7081256.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-06-01      | 3.0000%  | N/A     | $1000.00           | $985.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $833.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 4.0000%  | N/A     | $1008.00           | $938.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $1008.00           | $925.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $1120.00           | $917.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 4.5000%  | N/A     | $1000.00           | $927.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1021.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $226731.00         | $225626.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.0000%  | N/A     | $1000.00           | $741.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 3.0000%  | N/A     | $1000.00           | $518.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $873.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-02-01      | 4.0000%  | N/A     | $1000.00           | $438.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $1024.00           | $1015.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $6707253.00        | $6489982.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $1007.00           | $876.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $2838940.00        | $1599074.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $1024.00           | $785.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $21419744.00       | $21508832.29       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1015.00           | $963.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | 5.0000%  | N/A     | $25355296.00       | $6328464.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $1000.00           | $970.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1284800.00        | $1260077.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $1054.88           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.0000%  | N/A     | $2055328.00        | $1687808.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $922.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $1000.00           | $80.24             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $835.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $16362336.00       | $15023403.27       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.0000%  | N/A     | $104000.00         | $31379.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $1000.00           | $796.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $719.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $1024.00           | $911.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $1024.00           | $595.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $5244850.00        | $5068568.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $9152192.00        | $7405520.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $1000.00           | $146.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $655.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $684.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $401000.00         | $365935.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5000%  | N/A     | $1000.00           | $928.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $51555.00          | $42212.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 3.0000%  | N/A     | $17216336.00       | $10631955.48       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1040.00           | $891.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.5000%  | N/A     | $2394000.00        | $102392.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $749.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $7008540.00        | $6951549.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.0000%  | N/A     | $1000.00           | $761.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $7642252.00        | $4468583.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 4.5000%  | N/A     | $193000.00         | $40104.66          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $1000.00           | $397.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $936.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $1000.00           | $607.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $1000.00           | $560.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $2008.00           | $1592.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.0000%  | N/A     | $3858201.00        | $3673495.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $1024.00           | $886.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 4.5000%  | N/A     | $139893.00         | $114400.24         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $713.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $876.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $1000.00           | $660.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-01      | 3.0000%  | N/A     | $2000.00           | $867.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $794.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $1000.00           | $292.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-01-01      | 2.0000%  | N/A     | $247000.00         | $72919.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-09-01      | 4.0000%  | N/A     | $1000.00           | $141.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $1000.00           | $545.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $1024.00           | $762.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 4.0000%  | N/A     | $90000.00          | $38641.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $790.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $8142992.00        | $7429563.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 3.0000%  | N/A     | $1000.00           | $739.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $1000.00           | $347.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $2613046.00        | $2415664.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $447000.00         | $266736.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | 5.5000%  | N/A     | $1000.00           | $664.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.0000%  | N/A     | $1002.00           | $612.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 2.0000%  | N/A     | $1024.00           | $517.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $566.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $10260916.00       | $7161029.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | 4.5000%  | N/A     | $188000.00         | $35872.86          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $913.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $2108577.00        | $1384646.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1029.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 3.0000%  | N/A     | $1000.00           | $139.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-01      | 2.5000%  | N/A     | $1000.00           | $657.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 4.0000%  | N/A     | $1000.00           | $253.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $1024.00           | $448.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $1008.00           | $270.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 7.0000%  | N/A     | $2060460.00        | $2223986.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $796.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.0000%  | N/A     | $1000.00           | $870.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $919.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.5000%  | N/A     | $1000.00           | $822.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $9057440.00        | $8200029.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $170000.00         | $112179.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.0000%  | N/A     | $1000.00           | $220.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.5000%  | N/A     | $1036.00           | $266.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-09-01      | 5.0000%  | N/A     | $1000.00           | $59.22             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1024.00           | $968.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $866.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $2217608.00        | $1882828.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $820.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1024.00           | $927.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $1024.00           | $988.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $1024.00           | $1027.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $7492164.00        | $6985893.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $1024.00           | $396.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $552090.00         | $357212.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $4508424.00        | $4256731.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.0000%  | N/A     | $130804.00         | $60304.01          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1001.00           | $862.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $3072.00           | $3068.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-08-01      | 3.5000%  | N/A     | $1000.00           | $124.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $6000.00           | $5371.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1393000.00        | $1303139.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.0000%  | N/A     | $1000.00           | $273.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.0000%  | N/A     | $11990000.00       | $11111694.47       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.0000%  | N/A     | $123025202.00      | $109919694.83      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $1024.00           | $580.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1024.00           | $1024.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $1016.00           | $749.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2060-01-01      | 3.0000%  | N/A     | $1024.00           | $737.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $1024.00           | $857.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1024.00           | $1022.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $50000.00          | $45642.95          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.5000%  | N/A     | $1000.00           | $766.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $1000.00           | $611.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $19127320.00       | $20128138.87       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $2000.00           | $1555.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 4.0000%  | N/A     | $1000.00           | $875.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $15002040.00       | $11251544.89       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $656.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $1035.00           | $886.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-10-01      | 2.0000%  | N/A     | $1000.00           | $582.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1024.00           | $1042.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $5565000.00        | $3229348.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $889.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 6.0000%  | N/A     | $1652092.00        | $914118.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $1000.00           | $824.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-11-01      | 5.0000%  | N/A     | $47309625.00       | $47023661.38       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $1024.00           | $766.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $512999.00         | $427301.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $1024.00           | $1019.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 3.0000%  | N/A     | $1051.00           | $729.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $598.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.5000%  | N/A     | $100000.00         | $79260.27          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 5.0000%  | N/A     | $1000.00           | $752.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $1000.00           | $67.93             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $4063586.00        | $339540.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $887.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1071.00           | $1058.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 3.0000%  | N/A     | $1000.00           | $311.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 4.0000%  | N/A     | $1000.00           | $351.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $734.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $1000.00           | $496.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | 6.0000%  | N/A     | $635999.00         | $30497.81          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-10-01      | 1.5000%  | N/A     | $1000.00           | $440.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $1000.00           | $798.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $2499000.00        | $349504.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $1116000.00        | $374228.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 4.5000%  | N/A     | $8000.00           | $7512.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $1000.00           | $269.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $1298746.00        | $1003602.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-06-01      | 2.5000%  | N/A     | $5061000.00        | $176625.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $1000.00           | $644.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $991.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $1120.00           | $1079.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.5000%  | N/A     | $1023.00           | $536.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.0000%  | N/A     | $1000.00           | $914.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1024.00           | $909.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $923.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $1000.00           | $387.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $2000.00           | $1173.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.5000%  | N/A     | $1000.00           | $751.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $11500000.00       | $7757392.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-04-01      | 4.0000%  | N/A     | $1000.00           | $320.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.0000%  | N/A     | $38880838.00       | $8971276.89        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $636000.00         | $271635.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $8159664.00        | $5135258.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $20000.00          | $18505.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $1000.00           | $719.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $1043.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $847040.00         | $721308.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $879.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 6.5000%  | N/A     | $1000.00           | $753.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-04-01      | 2.0000%  | N/A     | $38443.00          | $18991.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $9261655.00        | $8977285.06        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $217453.00         | $199073.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $735.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1043.00           | $1028.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $1000.00           | $745.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $1024.00           | $846.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $1000.00           | $896.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.0000%  | N/A     | $1000.00           | $920.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $6812000.00        | $561009.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $675.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $1000.00           | $298.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.5000%  | N/A     | $49997000.00       | $738011.74         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $1024.00           | $1026.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $1000.00           | $622.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $27768560.00       | $10824610.01       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $1000.00           | $333.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $9506401.00        | $8948048.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-01      | 3.0000%  | N/A     | $323000.00         | $62946.83          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 7.0000%  | N/A     | $1008.00           | $851.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $1635000.00        | $889753.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | 3.5000%  | N/A     | $1001.00           | $314.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 2.5000%  | N/A     | $1000.00           | $386.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $1024.00           | $840.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $1074.00           | $1039.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $770.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-03-01      | 3.0000%  | N/A     | $5112304.00        | $4968704.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $12548160.00       | $12125449.21       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.0000%  | N/A     | $9494000.00        | $5719823.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.0000%  | N/A     | $1012.00           | $1013.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $23000.00          | $16474.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $1100.00           | $823.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $1024.00           | $759.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.5000%  | N/A     | $1000.00           | $350.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $702.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1024.00           | $1027.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $3015291.00        | $2534389.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $1005.63           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1001.00           | $762.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $1019.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $1024.00           | $532.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $1001.00           | $777.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-10-01      | 3.5000%  | N/A     | $3139943.00        | $67592.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $1000.00           | $644.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $2255104.00        | $2353106.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $1000.00           | $642.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $1000.00           | $798.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.0000%  | N/A     | $1000.00           | $767.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $1008.00           | $905.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $5120.00           | $5250.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | 2.5000%  | N/A     | $1000.00           | $463.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $2699151.00        | $2625344.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $6052230.00        | $6218986.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | 3.5000%  | N/A     | $1000.00           | $140.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $2000.00           | $1375.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.0000%  | N/A     | $1000.00           | $811.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.5000%  | N/A     | $1000.00           | $264.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $1000.00           | $406.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.0000%  | N/A     | $1000.00           | $764.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.5000%  | N/A     | $1024.00           | $773.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $4214422.00        | $3938188.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-12-01      | 3.5000%  | N/A     | $1220000.00        | $196547.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $11967100.00       | $12356209.15       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $621.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 4.5000%  | N/A     | $42000.00          | $37663.20          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1663500.00        | $1729473.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $10372432.00       | $9772053.31        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 3.0000%  | N/A     | $1002.00           | $459.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $90000.00          | $77398.25          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-25      | 2.0000%  | N/A     | $1000.00           | $678.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $2020.00           | $1003.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $814.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $1024.00           | $610.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $5944360.00        | $3291701.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1030.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $85000.00          | $61350.75          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $1190000.00        | $1017127.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1645049.00        | $1394002.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $13228014.00       | $11617814.28       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.0000%  | N/A     | $12000.00          | $10992.30          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $7174956.00        | $7209822.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.5000%  | N/A     | $1000.00           | $93.41             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 7.0000%  | N/A     | $1000.00           | $723.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $338.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.0000%  | N/A     | $1000.00           | $706.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-07-01      | 4.0000%  | N/A     | $1024.00           | $335.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $35323264.00       | $35442351.76       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.5000%  | N/A     | $99000.00          | $40788.71          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $3265991.00        | $3278189.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.5000%  | N/A     | $6601030.00        | $36741.86          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1120.00           | $803.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2060-12-01      | 3.0000%  | N/A     | $1000.00           | $864.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $1000.00           | $192.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $146.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $1387000.00        | $1038778.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $790.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $2785264.00        | $2726133.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-12-01      | 5.0000%  | N/A     | $1082.00           | $1087.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $2140691.00        | $2134731.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1643480.00        | $1699661.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.5000%  | N/A     | $1000.00           | $820.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-11-01      | 4.0000%  | N/A     | $1000.00           | $107.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.0000%  | N/A     | $27000.00          | $19221.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $7683664.00        | $6013139.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.0000%  | N/A     | $5000000.00        | $439786.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $786.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $1000.00           | $1004.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $1127.00           | $781.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1030.00           | $973.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $1000.00           | $484.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $692.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1003.00           | $1024.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 4.5000%  | N/A     | $687160.00         | $599575.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1154649.00        | $1179169.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $1927952.00        | $1548585.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $2406996.00        | $2170807.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $781.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1024.00           | $995.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.5000%  | N/A     | $3246857.00        | $165710.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $1001.00           | $593.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 4.0000%  | N/A     | $1384396.00        | $888380.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1040.00           | $1064.13           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $785.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $1000.00           | $761.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $1000.00           | $492.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $2839084.00        | $2421206.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $1000.00           | $719.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $1000.00           | $910.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.0000%  | N/A     | $2841532.00        | $2217101.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-09-01      | 4.5000%  | N/A     | $1000.00           | $289.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-02-01      | 5.5000%  | N/A     | $1000.00           | $62.22             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-25      | 5.0242%  | N/A     | $26335422.00       | $20222509.30       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $636.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $2048.00           | $2119.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $637.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1445300.00        | $1500803.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.0000%  | N/A     | $95000.00          | $73390.46          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $69700992.00       | $7855827.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $1024.00           | $974.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-09-01      | 3.0000%  | N/A     | $1001.00           | $114.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $719.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 5.0000%  | N/A     | $421969.00         | $186180.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $11811471.00       | $10043849.40       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $1000.00           | $1089.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $11641304.00       | $10690553.45       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1622220.00        | $1650953.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $1024.00           | $378.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $733.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $869.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1001.00           | $815.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $783.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.5000%  | N/A     | $936761.00         | $766428.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $1024.00           | $580.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.0000%  | N/A     | $1000.00           | $549.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $1003.00           | $144.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-08-01      | 5.0000%  | N/A     | $2000000.00        | $31890.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-25      | 5.1742%  | N/A     | $8097838.00        | $7590422.19        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-07-01      | 3.5000%  | N/A     | $1000.00           | $914.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1237700.00        | $1288735.46        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 4.5000%  | N/A     | $1000.00           | $812.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1024.00           | $912.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $32092456.00       | $7360354.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $27612597.00       | $25648889.27       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-04-01      | 2.0000%  | N/A     | $1000.00           | $531.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $1000.00           | $596.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $1040.00           | $817.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $2016.00           | $1667.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $19703552.00       | $19631010.39       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-01-01      | 4.5000%  | N/A     | $1000.00           | $334.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1040.00           | $1015.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-10-01      | 3.0000%  | N/A     | $122000.00         | $51665.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | 4.0000%  | N/A     | $242410.00         | $71387.80          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-10-01      | 4.0000%  | N/A     | $1000.00           | $439.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 4.5000%  | N/A     | $1010.00           | $954.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $2048.00           | $1507.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-03-01      | 4.0000%  | N/A     | $4178552.00        | $4200942.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-02-01      | 4.0000%  | N/A     | $1024.00           | $90.36             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2026-11-27      | 0.0000%  | N/A     | $11817100.00       | $11454385.93       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-02-10      | 0.0000%  | N/A     | $12137000.00       | $12090527.43       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-03-12      | 0.0000%  | N/A     | $5390500.00        | $5353936.24        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-04-16      | 0.0000%  | N/A     | $15268000.00       | $15112739.71       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-01-29      | 0.0000%  | N/A     | $5322600.00        | $5308521.72        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-02-05      | 0.0000%  | N/A     | $9510000.00        | $9478227.09        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-02-03      | 0.0000%  | N/A     | $15347000.00       | $15299148.05       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-03-03      | 0.0000%  | N/A     | $11525400.00       | $11457492.34       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-04-28      | 0.0000%  | N/A     | $12236200.00       | $12097123.35       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-01-02      | 0.0000%  | N/A     | $879500.00         | $879500.00         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-01-22      | 0.0000%  | N/A     | $16999400.00       | $16965894.18       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-04-14      | 0.0000%  | N/A     | $18736000.00       | $18549408.18       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-10-01      | 0.0000%  | N/A     | $14114800.00       | $13755423.08       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-02-19      | 0.0000%  | N/A     | $16246000.00       | $16169367.62       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-05-14      | 0.0000%  | N/A     | $11738900.00       | $11588466.00       | U.S. Treasuries (including strips)        |

### Security 162: ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)

- **C.1 - Title:** ROYAL BANK OF CANADA NEW YORK BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: OSG002DH1
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2042-08-01      | 3.0000%  | N/A     | $1351312.00        | $230192.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2035-03-01      | 5.0000%  | N/A     | $8026054.00        | $230382.24         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-02-01      | 3.5000%  | N/A     | $2000000.00        | $288309.29         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $215784.00         | $213623.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2029-10-01      | 4.0900%  | N/A     | $1309.00           | $1317.40           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-11-01      | 3.0000%  | N/A     | $5000000.00        | $34267.65          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $500000.00         | $363509.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $2000.00           | $1762.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 4.0000%  | N/A     | $5582.00           | $414.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.0000%  | N/A     | $5100000.00        | $4057035.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 2.5000%  | N/A     | $548000.00         | $258383.13         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 7.0000%  | N/A     | $2323506.00        | $2430769.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 4.0000%  | N/A     | $1640035.00        | $1500748.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $2048.00           | $1901.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $88938728.00       | $90207082.04       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-03-01      | 5.0000%  | N/A     | $21698000.00       | $4219272.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.0000%  | N/A     | $1963362.00        | $1168932.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 4.5000%  | N/A     | $1128388.00        | $1109091.60        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-03-01      | 4.5000%  | N/A     | $2718055.00        | $217871.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1001.00           | $963.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $3001.00           | $3038.64           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2026-09-01      | 3.0000%  | N/A     | $5000000.00        | $37388.87          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $1008.00           | $915.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.0000%  | N/A     | $1516990.00        | $223731.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $1036.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1078.00           | $1040.18           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $2003.00           | $1695.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.5000%  | N/A     | $2142075.00        | $1175729.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.5000%  | N/A     | $2049325.00        | $2197576.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $1502456.00        | $1220217.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $570.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1056.00           | $1016.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 3.0000%  | N/A     | $395819.00         | $219790.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $3339436.00        | $2997141.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $180000.00         | $150438.82         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2039-11-01      | 4.5000%  | N/A     | $1059.00           | $21.20             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1171008.00        | $1154095.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 4.0000%  | N/A     | $2091.00           | $326.41            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.0000%  | N/A     | $1000.00           | $986.82            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $984.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 5.5000%  | N/A     | $4104.00           | $11.81             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $991.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $279833721.00      | $73844206.31       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 4.5000%  | N/A     | $1422171.00        | $386177.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $469618.00         | $391584.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $1043.47           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-08-01      | 6.0000%  | N/A     | $1813647.00        | $90617.19          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $2000.00           | $2050.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $2048.00           | $1710.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $90000000.00       | $73080924.35       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $1026.00           | $743.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $1037.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $400000.00         | $186916.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1024.00           | $977.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2032-07-01      | 3.5000%  | N/A     | $1133180.00        | $208592.89         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $7681921.00        | $6154119.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 2.5000%  | N/A     | $600000.00         | $257934.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 3.0000%  | N/A     | $1000.00           | $295.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $866.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $1195810.00        | $1214682.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $625000.00         | $315587.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2028-03-01      | 2.0000%  | N/A     | $1500000.00        | $65184.76          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 2.0000%  | N/A     | $1004.00           | $827.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $290000.00         | $183401.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $9011.00           | $9530.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1577710.00        | $1595395.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 7.5000%  | N/A     | $1000.00           | $797.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $104095.00         | $77493.60          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-25      | 5.3242%  | N/A     | $120000000.00      | $82195143.81       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1008.00           | $705.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-25      | 5.4742%  | N/A     | $30000000.00       | $24202139.42       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $23132639.00       | $19947208.02       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.0000%  | N/A     | $1394140.00        | $1160001.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $20499833.00       | $18729521.21       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $1000.00           | $984.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 7.0000%  | N/A     | $1008.00           | $1066.80           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-07-01      | 6.0500%  | N/A     | $2567.00           | $95.00             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-05-01      | 3.5000%  | N/A     | $1006127.00        | $112178.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 7.5000%  | N/A     | $1589726.00        | $1727450.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $1000.00           | $938.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $593000.00         | $408127.27         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $1024.00           | $978.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 5.5000%  | N/A     | $1039371.00        | $130633.93         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.5000%  | N/A     | $1000.00           | $1042.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 4.0000%  | N/A     | $37650316.00       | $5192691.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 7.0000%  | N/A     | $1086400.00        | $1153943.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 5.5000%  | N/A     | $1667883.00        | $118765.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $3072.00           | $2844.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $763849.00         | $770294.91         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.5000%  | N/A     | $1509616.00        | $1618825.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.5000%  | N/A     | $6733087.00        | $4710214.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $2000.00           | $1860.73           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 2.5000%  | N/A     | $25457000.00       | $14510864.43       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.5000%  | N/A     | $1000.00           | $211.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 4.0000%  | N/A     | $1085020.00        | $382789.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1008.00           | $1039.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.5000%  | N/A     | $7762011.00        | $4956975.52        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 4.0000%  | N/A     | $14443453.00       | $2696829.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-03-01      | 2.0000%  | N/A     | $620000.00         | $345353.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1516588.00        | $1411491.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-11-01      | 3.0000%  | N/A     | $1880829.00        | $437493.03         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1033.00           | $990.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1040.00           | $953.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $2023.00           | $1926.15           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $3072.00           | $2698.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $11056.00          | $11608.78          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.0000%  | N/A     | $3072.00           | $2950.00           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2046-01-01      | 3.0000%  | N/A     | $1402704.00        | $237933.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $2000.00           | $1864.71           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $14853616.00       | $14487724.45       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $7199384.00        | $6920948.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $1031.00           | $1059.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $1141261.00        | $1172531.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.0000%  | N/A     | $1049.00           | $984.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.5000%  | N/A     | $778000.00         | $706092.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 2.5000%  | N/A     | $3000.00           | $2454.38           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.5000%  | N/A     | $2760.00           | $480.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-25      | 5.2242%  | N/A     | $191127259.00      | $120998379.40      | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $3112716.00        | $2472490.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $18787368.00       | $14490560.66       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $998298.00         | $803889.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 2.5000%  | N/A     | $2040000.00        | $102800.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.0000%  | N/A     | $323200.00         | $219422.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $1024.00           | $1032.18           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 4.0000%  | N/A     | $1000.00           | $172.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1024.00           | $961.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 5.0000%  | N/A     | $2837999.00        | $421178.06         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.5000%  | N/A     | $1012.00           | $144.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $842.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 7.0000%  | N/A     | $1346544.00        | $1426260.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 7.0000%  | N/A     | $1001.00           | $1050.39           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $1000.00           | $865.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $1009.00           | $954.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $916.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1339128.00        | $898783.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $2048.00           | $1906.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $23944.00          | $25080.34          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.5000%  | N/A     | $3120.00           | $2867.23           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 6.0000%  | N/A     | $12646491.00       | $230795.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $3000.00           | $3057.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $1015.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2030-12-01      | 3.5000%  | N/A     | $5600000.00        | $44149.42          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $636.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $1069500.00        | $1070106.42        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 3.0000%  | N/A     | $2170778.00        | $141339.94         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 5.0000%  | N/A     | $1048726.00        | $150213.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $1017.00           | $1063.50           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $3072.00           | $2906.63           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 5.5000%  | N/A     | $3700732.00        | $298657.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $981.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $1018.00           | $1035.35           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2031-03-01      | 8.0000%  | N/A     | $1299.00           | $17.17             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $4349826.00        | $3993180.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.5000%  | N/A     | $1035.00           | $702.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $909.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $6000.00           | $5087.64           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $829.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $1024.00           | $771.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.0000%  | N/A     | $200000.00         | $148272.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 4.5000%  | N/A     | $1000.00           | $988.37            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1003.00           | $984.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $31323665.00       | $31964104.01       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.0000%  | N/A     | $662079.00         | $491971.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $937.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-07-01      | 3.5000%  | N/A     | $555000.00         | $410336.73         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 3.5000%  | N/A     | $20215520.00       | $8194334.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.0000%  | N/A     | $1000.00           | $652.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $6001.00           | $6231.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $1008.00           | $951.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-08-25      | 4.5742%  | N/A     | $644974.00         | $427962.03         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $680.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 5.0000%  | N/A     | $1436959.00        | $198990.91         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $1489947.00        | $1058300.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $588239.00         | $602591.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-02-01      | 6.0000%  | N/A     | $2027.00           | $127.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.5000%  | N/A     | $1121109.00        | $193320.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $3623.00           | $3602.90           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 4.5000%  | N/A     | $1000.00           | $982.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-03-01      | 5.0000%  | N/A     | $2535969.00        | $52761.03          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1001.00           | $1035.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 4.0000%  | N/A     | $1705000.00        | $188976.84         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $2304.00           | $2235.25           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $2790.00           | $2412.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.0000%  | N/A     | $250000000.00      | $218766197.81      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $847.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 5.0000%  | N/A     | $1001.00           | $900.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.0000%  | N/A     | $1484812.00        | $1524874.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 7.0000%  | N/A     | $1051270.00        | $735855.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1522508.00        | $1372858.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 5.5000%  | N/A     | $10120000.00       | $10210206.21       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $1852297.00        | $1570784.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $1120.00           | $1119.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $100000.00         | $72200.73          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $846611.00         | $692729.16         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.5000%  | N/A     | $1075697.00        | $1127165.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $16000.00          | $12374.99          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $5162320.00        | $4449087.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $361451000.00      | $87933276.20       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-07-01      | 4.5000%  | N/A     | $1145327.00        | $117278.00         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $400000.00         | $292135.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $958.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 6.0000%  | N/A     | $300000.00         | $153630.28         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $314001.00         | $214505.31         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $120078.00         | $94854.46          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.5000%  | N/A     | $100000.00         | $61698.81          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 6.5000%  | N/A     | $1132609.00        | $1197748.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $3216.00           | $2683.48           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $7250.00           | $7572.23           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $1008.00           | $1011.40           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $775.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2038-08-01      | 5.0000%  | N/A     | $1004388.00        | $637512.76         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $33098833.00       | $30989428.59       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.0000%  | N/A     | $190000.00         | $181465.72         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 7.0000%  | N/A     | $1000.00           | $997.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.5000%  | N/A     | $2408092.00        | $951402.97         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 3.5000%  | N/A     | $364077.00         | $74693.13          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1173785.00        | $971394.81         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 3.0000%  | N/A     | $1050000.00        | $320468.43         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.0000%  | N/A     | $12722000.00       | $1928811.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $62599310.00       | $51876559.82       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 5.0000%  | N/A     | $2564295.00        | $224139.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 5.0000%  | N/A     | $1854794.00        | $230362.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $11080912.00       | $10984050.27       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 7.5000%  | N/A     | $1060070.00        | $413666.02         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 4.5000%  | N/A     | $2000.00           | $1732.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $712.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 3.5000%  | N/A     | $115000.00         | $86599.47          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1024.00           | $930.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $2688000.00        | $2768718.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2040-07-01      | 2.5000%  | N/A     | $600000.00         | $206244.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $1194685.00        | $766090.41         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1040.00           | $1007.61           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 5.5000%  | N/A     | $58803.00          | $619.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2037-12-01      | 5.5000%  | N/A     | $2820.00           | $116.47            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 5.5000%  | N/A     | $4509307.00        | $3217797.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2034-11-01      | 6.0000%  | N/A     | $23236.00          | $303.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.0000%  | N/A     | $1000.00           | $653.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $1024.00           | $761.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 5.0000%  | N/A     | $1520278.00        | $100848.11         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1213898.00        | $1213147.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1044.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2036-05-01      | 3.5000%  | N/A     | $751236.00         | $200880.60         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $140000.00         | $101938.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $2095728.00        | $1467975.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.5000%  | N/A     | $31707769.00       | $225289.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1024.00           | $1067.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 2.0000%  | N/A     | $154673588.00      | $81371017.08       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 4.0000%  | N/A     | $2951134.00        | $860992.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-05-01      | 6.0000%  | N/A     | $2032588.00        | $193961.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-10-01      | 5.5000%  | N/A     | $1197144.00        | $201695.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.5000%  | N/A     | $1015.00           | $793.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $157630464.00      | $95353293.93       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $8000.00           | $6530.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.0000%  | N/A     | $1000.00           | $634.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $39877963.00       | $1585194.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-25      | 4.8742%  | N/A     | $15000000.00       | $12079751.52       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $1900000.00        | $250208.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.5000%  | N/A     | $1000.00           | $722.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $11607968.00       | $11982321.63       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | 6.0000%  | N/A     | $1848692.00        | $106372.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $1024.00           | $872.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $2500000.00        | $214787.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $2016.00           | $1706.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $1000.00           | $1045.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $321003.00         | $300536.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-10-25      | 1.6150%  | N/A     | $8000000.00        | $3838147.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.0000%  | N/A     | $1049242.00        | $467734.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 7.0000%  | N/A     | $1000.00           | $834.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $771.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-09-01      | 1.8200%  | N/A     | $18231733.00       | $15302470.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 4.0000%  | N/A     | $1284550.00        | $310224.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $80549239.00       | $78216823.73       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $5000.00           | $3780.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $170000.00         | $105679.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | 4.0000%  | N/A     | $1001.00           | $57.38             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $1035.00           | $849.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.0000%  | N/A     | $816000.00         | $168202.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $1000.00           | $898.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-01-01      | 5.5000%  | N/A     | $3151269.00        | $173121.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $2048.00           | $427.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.5000%  | N/A     | $448825.00         | $249167.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $1000000.00        | $453160.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $600000.00         | $430514.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-01-01      | 5.5000%  | N/A     | $1086815.00        | $194667.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $1682906.00        | $1804650.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.0000%  | N/A     | $1165238.00        | $1225510.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | 3.0000%  | N/A     | $150000.00         | $48966.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $2000.00           | $1440.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $961000.00         | $497244.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $127000.00         | $108954.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $6000.00           | $5163.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $2000.00           | $1642.12           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $1000.00           | $626.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.0000%  | N/A     | $1000.00           | $893.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $222755117.00      | $121197516.35      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1024.00           | $805.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1183415.00        | $1206564.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $1162588.00        | $774170.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $1024.00           | $826.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $99234922.00       | $100382152.99      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.5000%  | N/A     | $569000.00         | $466371.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $300000.00         | $228629.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1024.00           | $960.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $6032.00           | $6220.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $12228800.00       | $11005229.71       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-01      | 7.5000%  | N/A     | $1011447.00        | $111286.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1545607.00        | $1588149.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 7.0000%  | N/A     | $1330078.00        | $921971.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1369000.00        | $1195975.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $745000.00         | $466888.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-12-01      | 6.0000%  | N/A     | $1642490.00        | $226219.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $1396171.00        | $1134996.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $2048.00           | $1858.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $832.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $6791140.00        | $1207105.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1009.00           | $1019.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $1236708.00        | $1222525.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.0000%  | N/A     | $1000.00           | $415.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1039.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $1001.00           | $664.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.0000%  | N/A     | $10000000.00       | $1240098.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | 3.5000%  | N/A     | $5973145.00        | $281647.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $1008.00           | $986.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-10-01      | 5.5000%  | N/A     | $9000.00           | $8094.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $394000.00         | $303649.26         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $841539.00         | $670003.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-12-01      | 5.5000%  | N/A     | $2174644.00        | $165156.31         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $1017.00           | $788.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $300000.00         | $156824.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $655.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $209886528.00      | $104920928.82      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $400000.00         | $103200.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $1428433.00        | $288882.41         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-25      | 5.0742%  | N/A     | $19523020.00       | $18692006.04       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-09-01      | 3.5000%  | N/A     | $670000.00         | $391916.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $370000.00         | $233472.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-04-01      | 4.0000%  | N/A     | $228620.00         | $84782.51          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2057-03-01      | 3.0000%  | N/A     | $1000.00           | $294.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 4.0000%  | N/A     | $1000.00           | $188.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $225000.00         | $166047.18         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1024.00           | $1034.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $4746820.00        | $3749516.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | 5.5000%  | N/A     | $1697570.00        | $117001.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $105426944.00      | $107849167.80      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $10178560.00       | $2114189.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $1000.00           | $719.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-01-01      | 3.0000%  | N/A     | $1000.00           | $739.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1516608.00        | $1584977.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.0000%  | N/A     | $1008.00           | $100.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $1250150.00        | $241605.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $209648639.00      | $99631047.17       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-25      | 5.2242%  | N/A     | $96395700.00       | $81452012.65       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.5000%  | N/A     | $5644072.00        | $222732.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 5.5000%  | N/A     | $11061619.00       | $122484.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $1469571.00        | $1575880.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-03-01      | 5.5000%  | N/A     | $4263642.00        | $255665.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $380476.00         | $288754.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.5000%  | N/A     | $750000.00         | $429457.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1024.00           | $1031.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-02-01      | 3.0000%  | N/A     | $1000.00           | $300.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.5000%  | N/A     | $665000.00         | $117557.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1479750.00        | $1567395.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-08-01      | 4.0000%  | N/A     | $8544413.00        | $1468056.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $1001.00           | $1032.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | 5.0000%  | N/A     | $585000.00         | $122249.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | 4.5000%  | N/A     | $1001.00           | $757.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | 3.0000%  | N/A     | $3002.00           | $692.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.0000%  | N/A     | $1024.00           | $840.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-09-01      | 3.5000%  | N/A     | $7783264.00        | $325746.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $97421816.00       | $100421590.49      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $784.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $1203008.00        | $637175.07         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.0000%  | N/A     | $2000000.00        | $36637.19          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-08-01      | 3.5000%  | N/A     | $1000.00           | $82.90             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.5000%  | N/A     | $2500000.00        | $362870.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $1600000.00        | $1186332.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $1203644.00        | $1250726.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $500000.00         | $283238.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-09-01      | 4.5000%  | N/A     | $14002350.00       | $1288738.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $5000000.00        | $1210133.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.5000%  | N/A     | $5555674.00        | $1623229.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 4.0000%  | N/A     | $2000.00           | $1751.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-11-01      | 4.0000%  | N/A     | $4993839.00        | $474960.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.5000%  | N/A     | $152000.00         | $59881.70          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-01      | 6.0000%  | N/A     | $1024.00           | $760.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.0000%  | N/A     | $2000.00           | $784.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 5.0000%  | N/A     | $1000.00           | $80.66             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-07-01      | 4.0000%  | N/A     | $5182685.00        | $363719.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-03-01      | 4.0000%  | N/A     | $11884921.00       | $1749764.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $400000.00         | $229752.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-03-01      | 6.0000%  | N/A     | $1711447.00        | $154967.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1039.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-11-01      | 6.0000%  | N/A     | $1017411.00        | $112839.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $2016.00           | $1836.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-03-01      | 2.0000%  | N/A     | $616000.00         | $287186.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $1024.00           | $715.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-03-01      | 4.0000%  | N/A     | $1000.00           | $34.87             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 5.5000%  | N/A     | $5713325.00        | $265257.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-02-01      | 5.5000%  | N/A     | $1788402.00        | $104864.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-10-01      | 3.0000%  | N/A     | $1001.00           | $18.84             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $127000.00         | $85974.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $1024.00           | $869.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $698174.00         | $485403.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $2927776.00        | $2653737.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.5000%  | N/A     | $33802034.00       | $57664.82          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $287111.00         | $292336.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.5000%  | N/A     | $1000.00           | $38.93             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 3.5000%  | N/A     | $42000.00          | $35761.96          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-10-01      | 5.5000%  | N/A     | $2569603.00        | $302318.70         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1001.00           | $1032.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.0000%  | N/A     | $4138174.00        | $1212697.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $2000.00           | $388.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $697.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1016.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1539500.00        | $1589408.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 7.0000%  | N/A     | $1000.00           | $621.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-05-01      | 7.0000%  | N/A     | $1824217.00        | $312547.96         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-12-01      | 5.5000%  | N/A     | $3388001.00        | $204585.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $21549.00          | $21134.35          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1232162.00        | $937106.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.0000%  | N/A     | $1724269.00        | $482701.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 5.0000%  | N/A     | $3355319.00        | $162167.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-11-01      | 4.0000%  | N/A     | $2350833.00        | $380783.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $455000.00         | $344712.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $1086939.00        | $322473.42         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-01-01      | 6.0000%  | N/A     | $2001.00           | $95.95             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $1838754.00        | $1971772.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $13368.00          | $13809.58          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $285847.00         | $146634.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $955.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-25      | 5.0742%  | N/A     | $82973505.00       | $79895959.90       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2039-12-01      | 6.0000%  | N/A     | $1167834.00        | $112146.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | 5.5000%  | N/A     | $1271650.00        | $111137.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.0000%  | N/A     | $34795.00          | $14805.32          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.5000%  | N/A     | $4882925.00        | $137387.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1008.00           | $836.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 4.5000%  | N/A     | $1000.00           | $850.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 4.5000%  | N/A     | $1001.00           | $846.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $1008.00           | $659.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 3.0000%  | N/A     | $1008.00           | $789.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 6.0000%  | N/A     | $1659987.00        | $139558.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $2466000.00        | $316008.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $2052.00           | $1637.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $122905.00         | $72575.55          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.0000%  | N/A     | $1000.00           | $898.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.5000%  | N/A     | $1323880.00        | $239950.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $300000.00         | $169344.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.5000%  | N/A     | $10208591.00       | $200978.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.0000%  | N/A     | $1275000.00        | $336025.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-03-01      | 5.5000%  | N/A     | $1340309.00        | $118820.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-11-01      | 5.5000%  | N/A     | $2150025.00        | $200033.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $5598000.00        | $3787077.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-01-01      | 5.5000%  | N/A     | $1053513.00        | $161879.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $3072.00           | $3066.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.5000%  | N/A     | $1231.00           | $327.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $1019.00           | $574.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 1.5000%  | N/A     | $3059.00           | $1692.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.0000%  | N/A     | $1500000.00        | $425525.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-25      | 5.6242%  | N/A     | $90000000.00       | $47408713.26       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1024.00           | $992.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 5.0000%  | N/A     | $2000.00           | $1540.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-09-01      | 4.5000%  | N/A     | $1000.00           | $803.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.5000%  | N/A     | $53367657.00       | $491485.30         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $2000.00           | $2004.72           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 7.0000%  | N/A     | $1437163.00        | $1241603.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 5.5000%  | N/A     | $1543250.00        | $187425.61         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-06-01      | 5.5000%  | N/A     | $1932667.00        | $106231.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $3461002.00        | $206213.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $1688080.00        | $1339908.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $545791.00         | $243346.94         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $773885.00         | $166669.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-09-01      | 2.5000%  | N/A     | $2000000.00        | $46629.64          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $2075.00           | $2046.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $7000.00           | $7221.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $1000.00           | $766.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-12-01      | 2.5000%  | N/A     | $1000.00           | $463.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1725228.00        | $1174627.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $1243989.00        | $1332850.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $17083108.00       | $9988848.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-01-01      | 2.5000%  | N/A     | $530000.00         | $247557.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $1002.00           | $647.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $93248.00          | $62119.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-09-01      | 1.5000%  | N/A     | $1000.00           | $391.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $1020.00           | $768.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 3.5000%  | N/A     | $693579.00         | $535210.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-25      | 5.1742%  | N/A     | $204300.00         | $154489.56         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $2000.00           | $1425.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1010.00           | $888.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $623589.00         | $307199.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $2079.00           | $510.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $2072041.00        | $1590983.82        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $425000.00         | $94456.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $1966493.00        | $380133.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-12-01      | 6.0000%  | N/A     | $1024.00           | $671.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.5000%  | N/A     | $1101406.00        | $440484.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-07-01      | 2.5000%  | N/A     | $6500000.00        | $393173.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $1140598.00        | $826702.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $113.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $1000.00           | $830.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.0000%  | N/A     | $1000.00           | $204.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-12-01      | 3.5000%  | N/A     | $300000.00         | $29504.30          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-05-01      | 6.0000%  | N/A     | $1541484.00        | $135611.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $1394380.00        | $1166860.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $1023.00           | $969.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1024.00           | $1039.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $2077.00           | $1840.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $167000.00         | $131269.52         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-12-01      | 5.5000%  | N/A     | $1744576.00        | $175132.94         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.0000%  | N/A     | $350000.00         | $86667.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-04-01      | 4.0000%  | N/A     | $1008.00           | $48.82             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $2173777.00        | $451616.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-03-01      | 3.5000%  | N/A     | $1000.00           | $844.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-07-01      | 4.5000%  | N/A     | $1996296.00        | $1543155.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 7.0000%  | N/A     | $1649553.00        | $1228907.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $707783.00         | $394767.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-09-01      | 5.0000%  | N/A     | $1000000.00        | $303578.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $625000.00         | $390595.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2031-07-01      | 4.5000%  | N/A     | $3235535.00        | $135507.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.0000%  | N/A     | $1000.00           | $890.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.5000%  | N/A     | $1186966.00        | $170900.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 6.0000%  | N/A     | $1053.00           | $718.99            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2027-07-01      | 3.0000%  | N/A     | $5000000.00        | $91313.14          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-03-01      | 2.0000%  | N/A     | $6930000.00        | $262649.43         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $2048.00           | $1241.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 4.0000%  | N/A     | $200000.00         | $17956.43          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-25      | 3.5000%  | N/A     | $299100.00         | $241995.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-10-01      | 5.5000%  | N/A     | $24500000.00       | $244247.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-07-01      | 6.0000%  | N/A     | $2398288.00        | $381384.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.5000%  | N/A     | $1000.00           | $43.49             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 7.0000%  | N/A     | $1024.00           | $725.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $1026.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 7.0000%  | N/A     | $1260090.00        | $911833.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 4.5000%  | N/A     | $1058334.00        | $982895.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1406000.00        | $1429594.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-02-01      | 4.5000%  | N/A     | $1948976.00        | $199096.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2032-01-01      | 4.0000%  | N/A     | $4153477.00        | $291303.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.0000%  | N/A     | $1000.00           | $116.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-25      | 4.7242%  | N/A     | $59572502.00       | $37979119.54       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $225000.00         | $66361.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-25      | 5.3242%  | N/A     | $1000.00           | $803.39            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $785.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $3520.00           | $2900.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | 5.5000%  | N/A     | $1011959.00        | $189571.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-03-01      | 6.0000%  | N/A     | $1001.00           | $23.43             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-06-01      | 3.0000%  | N/A     | $3901024.00        | $137906.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $1015.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.5000%  | N/A     | $5299000.00        | $659376.07         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 3.5000%  | N/A     | $189998.00         | $54257.36          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-09-01      | 3.0000%  | N/A     | $1000.00           | $618.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $3846000.00        | $3036490.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $259004.00         | $244893.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $62145472.00       | $62004944.02       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.0000%  | N/A     | $23429042.00       | $3173827.38        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 7.0000%  | N/A     | $2000177.00        | $1476753.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $683153.00         | $481969.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 2.5000%  | N/A     | $73376133.00       | $56558140.48       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | 4.5000%  | N/A     | $5026504.00        | $406342.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $2016.00           | $543.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-04-01      | 3.5000%  | N/A     | $212920.00         | $26356.63          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.6000%  | N/A     | $1005.00           | $66.30             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $928.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $3088.00           | $2983.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-04-01      | 4.0000%  | N/A     | $2048.00           | $208.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $470000.00         | $135046.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $6940740.00        | $76147.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $1417206.00        | $1225905.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.5000%  | N/A     | $80225.00          | $21294.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $210336.00         | $189696.63         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $4059641.00        | $1211169.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $1950.00           | $1520.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-03-01      | 7.5000%  | N/A     | $1000.00           | $1054.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-03-01      | 3.0000%  | N/A     | $414621.00         | $79570.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 7.0000%  | N/A     | $88290.00          | $67125.08          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $3024.00           | $2532.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-01-01      | 5.5000%  | N/A     | $3389678.00        | $188363.69         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.0000%  | N/A     | $1169270.00        | $852568.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | 6.0000%  | N/A     | $11148103.00       | $132374.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $207913.00         | $149539.78         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-12-01      | 4.5000%  | N/A     | $1008.00           | $299.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-01-01      | 2.5000%  | N/A     | $7829568.00        | $3672211.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-12-25      | 2.2660%  | N/A     | $1030.00           | $159.82            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $375000.00         | $241842.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-05-01      | 4.5000%  | N/A     | $6255792.00        | $1120761.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-03-01      | 5.5000%  | N/A     | $1463300.00        | $200001.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-04-01      | 3.0000%  | N/A     | $1000.00           | $215.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.0000%  | N/A     | $1223.00           | $352.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-09-01      | 3.5000%  | N/A     | $3047040.00        | $261539.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | 2.5000%  | N/A     | $1000.00           | $200.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 3.5000%  | N/A     | $2016.00           | $1740.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-08-01      | 4.0000%  | N/A     | $1535028.00        | $86570.37          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.0000%  | N/A     | $1304873.00        | $1138222.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $58256.00          | $49461.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $90338944.00       | $83914366.03       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $201000.00         | $131799.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-09-01      | 5.0000%  | N/A     | $2073924.00        | $1599315.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $2000000.00        | $200850.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-05-01      | 5.5000%  | N/A     | $1500334.00        | $161395.51         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-12-01      | 4.0000%  | N/A     | $130868.00         | $74793.99          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $29642534.00       | $12423461.69       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $2048.00           | $1449.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-06-01      | 4.0000%  | N/A     | $1000.00           | $150.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-02-01      | 5.5000%  | N/A     | $305000.00         | $261267.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $442295.00         | $466363.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $1000.00           | $161.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-11-01      | 2.0000%  | N/A     | $1024.00           | $565.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $1430864.00        | $1324564.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $739.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.0000%  | N/A     | $1000.00           | $117.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-04-01      | 6.0000%  | N/A     | $1080228.00        | $186295.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-12-01      | 3.5000%  | N/A     | $765000.00         | $412798.28         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $1600000.00        | $1212556.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-02-01      | 6.0000%  | N/A     | $12718584.00       | $132107.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $779.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.0000%  | N/A     | $1188288.00        | $244881.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-11-01      | 6.0000%  | N/A     | $1950199.00        | $92932.15          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $14849729.00       | $13056766.76       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $1000.00           | $769.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.0000%  | N/A     | $958095.00         | $194884.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 3.5000%  | N/A     | $5641025.00        | $134635.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $1112965.00        | $1149878.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $17500000.00       | $261632.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 5.0000%  | N/A     | $1458131.00        | $486447.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-12-01      | 5.0000%  | N/A     | $1136409.00        | $375573.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2043-10-01      | 2.5000%  | N/A     | $1075000.00        | $323734.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2029-02-01      | 4.0000%  | N/A     | $2814000.00        | $127225.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-04-01      | 4.0000%  | N/A     | $1995850.00        | $266679.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $942.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-01-01      | 2.5000%  | N/A     | $1024.00           | $135.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-03-01      | 5.5000%  | N/A     | $1007813.00        | $118157.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2030-12-01      | 4.8000%  | N/A     | $5818000.00        | $5941975.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $11364420.00       | $10657739.93       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2026-10-01      | 3.0000%  | N/A     | $5000000.00        | $23235.51          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 7.0000%  | N/A     | $1001.00           | $1089.20           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.0000%  | N/A     | $2000.00           | $1874.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $2745359.00        | $2683467.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $1024.00           | $1021.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.5000%  | N/A     | $2075068.00        | $93268.15          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 7.0000%  | N/A     | $2239918.00        | $1583326.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-12-01      | 3.5000%  | N/A     | $1288792.00        | $188958.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-07-01      | 5.5000%  | N/A     | $1071764.00        | $196044.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $1557503.00        | $1553733.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-04-01      | 4.0000%  | N/A     | $465000.00         | $144984.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $2389828.00        | $2562712.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | 6.0000%  | N/A     | $1312642.00        | $144686.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $936.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $300000.00         | $215431.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2035-07-01      | 2.5000%  | N/A     | $471000.00         | $194301.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $133306.00         | $113518.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $609001.00         | $370252.30         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $895.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-06-01      | 7.5000%  | N/A     | $1438969.00        | $1564310.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-02-01      | 4.5000%  | N/A     | $1024.00           | $963.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $1024.00           | $164.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.5000%  | N/A     | $331640.00         | $349958.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $131325.00         | $140745.69         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2033-10-01      | 5.5000%  | N/A     | $19129844.00       | $272728.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $2000.00           | $1297.09           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2038-11-01      | 5.5000%  | N/A     | $2340203.00        | $150143.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.5000%  | N/A     | $1087500.00        | $1131386.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | 5.5000%  | N/A     | $2042865.00        | $329067.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $817.05            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2040-09-01      | 5.5000%  | N/A     | $1506477.00        | $192278.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $1000.00           | $608.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.2500%  | N/A     | $1002.00           | $19.32             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-09-01      | 4.5000%  | N/A     | $1000.00           | $866.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $1433058.00        | $1085552.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $1001.00           | $887.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2047-09-01      | 4.0000%  | N/A     | $1192880.00        | $351574.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.0000%  | N/A     | $1000.00           | $186.58            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $1752540.00        | $1761823.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2028-09-01      | 3.5000%  | N/A     | $3125394.00        | $161809.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-10-25      | 5.1742%  | N/A     | $72276000.00       | $43627032.86       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.5000%  | N/A     | $1058448.00        | $381068.39         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $1024.00           | $853.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.0000%  | N/A     | $2016.00           | $1647.10           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-08-01      | 5.5000%  | N/A     | $6000.00           | $5422.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2041-06-01      | 5.5000%  | N/A     | $6306604.00        | $416872.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $1000.00           | $153.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.5000%  | N/A     | $930000.00         | $445853.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $1008.00           | $828.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.5000%  | N/A     | $8093.00           | $8421.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-01-25      | 6.5000%  | N/A     | $1024.00           | $934.70            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1556021.00        | $1541634.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $299000.00         | $198059.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $721.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2036-03-01      | 6.0000%  | N/A     | $11270340.00       | $419247.59         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.0000%  | N/A     | $1339549.00        | $323836.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2049-05-01      | 5.0000%  | N/A     | $1887887.00        | $368616.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2046-10-01      | 4.0000%  | N/A     | $3059022.00        | $451949.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-04-01      | 3.5000%  | N/A     | $2239.00           | $338.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $1024.00           | $1063.31           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.5000%  | N/A     | $1727539.00        | $1020121.33        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2027-04-30      | 3.7500%  | N/A     | $112126400.00      | $113208762.95      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-08-15      | 3.1250%  | N/A     | $100.00            | $80.74             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-06-15      | 3.8750%  | N/A     | $100.00            | $101.09            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-11-30      | 4.1250%  | N/A     | $151795000.00      | $155142694.44      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2047-08-15      | 2.7500%  | N/A     | $100.00            | $72.86             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-01-20      | 0.0000%  | N/A     | $1800.00           | $1796.82           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $48907300.00       | $49347624.65       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2042-05-15      | 3.0000%  | N/A     | $100.00            | $81.24             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-05-31      | 3.6250%  | N/A     | $762100.00         | $766784.80         | U.S. Treasuries (including strips)        |

### Security 163: SOCIETE GENERALE NY BRANCH (REPO)

- **C.1 - Title:** SOCIETE GENERALE NY BRANCH (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 0SON09BJ1
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $291869.00         | $293910.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $51491330.00       | $27370169.82       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $23463753.00       | $23145039.71       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2039-07-01      | 6.0000%  | N/A     | $1091987.00        | $284701.07         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.0000%  | N/A     | $75651169.00       | $79280533.83       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $87186167.00       | $86592999.16       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5000%  | N/A     | $515308390.00      | $516874103.31      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2027-12-16      | 4.0487%  | N/A     | $3702.00           | $1.71              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $281368000.00      | $284085187.26      | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASUR | 2040-05-15      | 4.3750%  | N/A     | $778600.00         | $773135.31         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2031-08-15      | 1.2500%  | N/A     | $26800.00          | $23527.63          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-12-24      | 0.0000%  | N/A     | $128100.00         | $123847.08         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-03-31      | 2.5000%  | N/A     | $100.00            | $99.42             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2037-05-15      | 5.0000%  | N/A     | $1067300.00        | $1152826.58        | U.S. Treasuries (including strips)        |

### Security 164: TD SECURITIES USA LLC (REPO)

- **C.1 - Title:** TD SECURITIES USA LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0QG004WN3
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-12-25      | 5.5000%  | N/A     | $5826333.75        | $5816232.83        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-10-25      | 4.5000%  | N/A     | $155979.00         | $155762.50         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-06-25      | 5.5000%  | N/A     | $122250.00         | $105980.98         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-10-25      | 4.8242%  | N/A     | $12878854.50       | $10498430.74       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-11-25      | 1.0000%  | N/A     | $2591590.50        | $1360102.27        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-06-25      | 5.1242%  | N/A     | $37749999.75       | $30446344.22       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 5.5242%  | N/A     | $30000000.00       | $23724372.27       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2049-07-25      | 6.0000%  | N/A     | $5625000.00        | $3424350.03        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2049-11-25      | 5.5000%  | N/A     | $506250.00         | $170924.00         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-06-25      | 5.5000%  | N/A     | $3503495.25        | $2327290.17        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-12-25      | 4.5000%  | N/A     | $39159435.00       | $38547882.10       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-10-25      | 4.7500%  | N/A     | $414879.75         | $374372.27         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-05-25      | 4.7242%  | N/A     | $28125000.00       | $23061261.31       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-03-25      | 3.5000%  | N/A     | $3031314.00        | $1599323.65        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-10-25      | 5.0000%  | N/A     | $339462.00         | $314974.80         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-10-25      | 4.5000%  | N/A     | $33946.50          | $29765.82          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2055-12-25      | 4.5000%  | N/A     | $78336.00          | $69805.91          | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2054-09-25      | 5.2242%  | N/A     | $37500000.00       | $24250035.85       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-08-25      | 4.5000%  | N/A     | $750536.25         | $608292.30         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-09-25      | 2.9660%  | N/A     | $206250.00         | $162428.98         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-25      | 4.9242%  | N/A     | $67500000.00       | $62353045.38       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-25      | 6.0000%  | N/A     | $26465880.75       | $24529335.56       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2056-01-25      | 6.0000%  | N/A     | $7308853.50        | $7340566.62        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2027-06-25      | 3.0640%  | N/A     | $351000.00         | $174470.46         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-02-25      | 5.3742%  | N/A     | $21468750.00       | $15324267.40       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-25      | 4.5000%  | N/A     | $531682.50         | $460084.54         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-09-25      | 4.5000%  | N/A     | $237375.00         | $204116.63         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-08-25      | 6.0000%  | N/A     | $18320125.50       | $13014455.28       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2026-05-25      | 2.4880%  | N/A     | $1038750.00        | $568754.63         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2053-10-25      | 5.2742%  | N/A     | $37532838.00       | $20079707.64       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2056-01-25      | 4.5000%  | N/A     | $51907500.00       | $51825901.41       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-05-25      | 5.2742%  | N/A     | $45000000.00       | $37507601.54       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2055-02-25      | 5.3742%  | N/A     | $21390000.00       | $15622193.58       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2026-12-25      | 2.4780%  | N/A     | $2467500.00        | $1445445.44        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2054-11-25      | 5.2242%  | N/A     | $4046250.00        | $3245661.25        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2026-06-25      | 2.2920%  | N/A     | $3665250.00        | $2840361.67        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2026-09-25      | 2.4994%  | N/A     | $4644000.00        | $2267515.74        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2051-07-25      | 5.0000%  | N/A     | $5881457.25        | $1716341.17        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-02-20      | 5.0000%  | N/A     | $6380669.25        | $5893992.02        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-08-20      | 4.5000%  | N/A     | $1312500.00        | $1301082.56        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-12-20      | 4.5000%  | N/A     | $8635038.00        | $8577960.40        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | 5.3677%  | N/A     | $18750000.00       | $10132603.60       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $8381863.50        | $8079182.94        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-07-20      | 6.0000%  | N/A     | $3562500.00        | $3732709.13        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $7965750.00        | $7981708.36        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $7537743.75        | $7633519.43        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-12-20      | 2.6250%  | N/A     | $5625000.00        | $4958943.25        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.7500%  | N/A     | $517023.00         | $479620.18         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-09-20      | 3.0000%  | N/A     | $2110764.75        | $1944958.26        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $37500.00          | $38266.13          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.7500%  | N/A     | $678652.50         | $636195.55         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-12-20      | 6.0000%  | N/A     | $1875000.00        | $1941390.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-12-20      | 4.5000%  | N/A     | $2797005.75        | $2735068.85        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | 5.0000%  | N/A     | $10969500.00       | $10375656.44       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2045-12-20      | 2.6250%  | N/A     | $910374.00         | $735011.33         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-12-20      | 4.5000%  | N/A     | $22500000.00       | $3809088.66        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5000%  | N/A     | $5376921.00        | $5323920.69        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5000%  | N/A     | $6000000.00        | $5918034.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.7500%  | N/A     | $1033351.50        | $994345.93         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $499125.00         | $470259.60         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $112500.00         | $121997.68         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.0000%  | N/A     | $1821640.50        | $2054043.40        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-06-20      | 6.0000%  | N/A     | $4500000.00        | $4661572.50        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-04-20      | 1.7500%  | N/A     | $6679296.00        | $3842383.56        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.5000%  | N/A     | $158907.00         | $144724.39         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.9676%  | N/A     | $15000000.00       | $11689361.14       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-03-20      | 4.0000%  | N/A     | $2883000.00        | $263675.75         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.5000%  | N/A     | $155625.00         | $139160.34         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | 4.9177%  | N/A     | $18750000.00       | $10115791.67       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $10876911.00       | $10761242.31       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2034-02-20      | 5.0000%  | N/A     | $1200648.75        | $971459.09         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $3927123.00        | $3936599.15        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.7500%  | N/A     | $1537542.00        | $1443732.46        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $4948002.00        | $5024894.07        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.2176%  | N/A     | $37500000.00       | $11616883.29       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.7500%  | N/A     | $482403.75         | $450476.50         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2065-11-16      | 4.5000%  | N/A     | $7500000.00        | $7162488.54        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2050-01-20      | 2.5000%  | N/A     | $15000000.00       | $1202865.87        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2052-11-20      | 5.0000%  | N/A     | $2160768.00        | $881910.67         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $8008683.00        | $7972905.54        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2049-09-20      | 3.0000%  | N/A     | $1265905.50        | $954205.39         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2053-07-20      | 6.0000%  | N/A     | $750000.00         | $785820.75         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $191250.00         | $194329.78         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-06-20      | 5.0000%  | N/A     | $8803563.75        | $8734844.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-05-20      | 2.0013%  | N/A     | $1500.00           | $915.32            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2039-07-16      | 6.0000%  | N/A     | $1179201.00        | $1742280.92        | Agency Collateralized Mortgage Obligation |

### Security 165: THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY (REPO)

- **C.1 - Title:** THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0TO001ZD3
- **C.18 - Value (incl. sponsor support):** $1300000000.00
- **C.18.a - Value (excl. sponsor support):** $1300000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: NR; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2050-10-01      | 2.5000%  | N/A     | $60592600.00       | $30227038.41       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-11-01      | 4.0000%  | N/A     | $84132100.00       | $8109337.47        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 4.0000%  | N/A     | $134341800.00      | $13493569.82       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $423000.00         | $409531.85         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 4.0000%  | N/A     | $190674000.00      | $17546587.98       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 3.5000%  | N/A     | $308579900.00      | $32363285.95       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 3.0000%  | N/A     | $155000000.00      | $27395219.25       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 3.0000%  | N/A     | $59904600.00       | $12843687.01       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.0000%  | N/A     | $151447000.00      | $14330895.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $44649000.00       | $26971058.92       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 3.0000%  | N/A     | $222679000.00      | $44833096.50       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $88406400.00       | $20881493.54       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 2.0000%  | N/A     | $40000000.00       | $23733962.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-04-01      | 4.0000%  | N/A     | $89115700.00       | $9366107.30        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.0000%  | N/A     | $90258200.00       | $16723536.61       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $6332300.00        | $4080016.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $26990400.00       | $14616655.43       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $29873000.00       | $24457776.40       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $63453600.00       | $39320806.92       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $193155700.00      | $38656024.24       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.0000%  | N/A     | $22040500.00       | $11387589.97       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $24662900.00       | $15786565.43       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $65000000.00       | $34878357.80       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $22646800.00       | $12792840.10       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $53698700.00       | $32885770.14       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.0000%  | N/A     | $93421700.00       | $20677650.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.0000%  | N/A     | $60000000.00       | $33964721.40       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $8154200.00        | $4969478.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.5000%  | N/A     | $70498800.00       | $33492990.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.0000%  | N/A     | $134290600.00      | $25916121.12       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $47924700.00       | $27868069.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $65098100.00       | $42076453.13       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $134287000.00      | $22490052.38       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $22421000.00       | $15027172.57       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $12139300.00       | $7799185.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $16899100.00       | $10935485.34       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $11484500.00       | $6201392.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $89223400.00       | $18967976.73       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 4.0000%  | N/A     | $133850900.00      | $5023845.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $60012400.00       | $39995329.39       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $57347000.00       | $33876010.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $40000000.00       | $22720051.20       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.0000%  | N/A     | $90299400.00       | $17985925.69       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $50831200.00       | $29481625.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $15201000.00       | $12550600.30       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $20331600.00       | $11448795.32       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $60799600.00       | $32262199.36       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $45793900.00       | $7271146.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $42859900.00       | $23603551.25       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.0000%  | N/A     | $59469100.00       | $32268216.73       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 2.5000%  | N/A     | $48727400.00       | $28952501.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $129588400.00      | $29180174.23       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $51331500.00       | $26490433.66       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 0.0000%  | N/A     | $21972000.00       | $17626131.53       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.0000%  | N/A     | $43903500.00       | $22670338.34       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.0000%  | N/A     | $46518800.00       | $27319522.25       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-10-01      | 2.0000%  | N/A     | $23904800.00       | $14086671.93       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-10-01      | 2.5000%  | N/A     | $37141900.00       | $25017136.59       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-02-01      | 2.0000%  | N/A     | $37293600.00       | $20808456.39       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-06-01      | 2.0000%  | N/A     | $18762100.00       | $11457749.92       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-07-01      | 2.0000%  | N/A     | $59599700.00       | $35567833.87       | Agency Mortgage-Backed Securities |

### Security 166: UBS SECURITIES LLC (REPO)

- **C.1 - Title:** UBS SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: T6FIZBDPKLYJKFCRVK44, C.5 - Other ID: 0UBS18N24
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2038-09-01      | 5.0000%  | N/A     | $6000.00           | $49.76             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-10-01      | 4.5000%  | N/A     | $5000.00           | $113.18            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 4.5000%  | N/A     | $5678.00           | $54.25             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 5.0000%  | N/A     | $4000.00           | $101.37            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 4.5000%  | N/A     | $44687.00          | $34.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.0000%  | N/A     | $21500.00          | $379.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 4.5000%  | N/A     | $2897.00           | $31.63             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $1998.00           | $6.57              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 6.0000%  | N/A     | $5000.00           | $30.49             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 5.0000%  | N/A     | $6000.00           | $56.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.5000%  | N/A     | $31542.00          | $227.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $10000.00          | $42.28             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.0000%  | N/A     | $26000.00          | $186.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $16500.00          | $214.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $5000.00           | $26.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-20      | 5.0000%  | N/A     | $11250.00          | $386.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 6.5000%  | N/A     | $66666.00          | $1458.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.0000%  | N/A     | $48651.00          | $1876.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 5.5000%  | N/A     | $25581.00          | $94.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | 7.5000%  | N/A     | $1050000.00        | $44.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 6.0000%  | N/A     | $10000.00          | $77.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | 6.5000%  | N/A     | $75000.00          | $9.48              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | 7.0000%  | N/A     | $35000.00          | $12.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | 5.0000%  | N/A     | $50005.00          | $334.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | 7.0000%  | N/A     | $100000.00         | $16.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 5.0000%  | N/A     | $40049.00          | $2058.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 4.5000%  | N/A     | $16667.00          | $237.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | 6.0000%  | N/A     | $82271.00          | $7869.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-15      | 7.0000%  | N/A     | $40000.00          | $48.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | 8.0000%  | N/A     | $30084.00          | $488.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $25000.00          | $76.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.0000%  | N/A     | $43000.00          | $372.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-15      | 5.0000%  | N/A     | $20000.00          | $464.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-15      | 5.0000%  | N/A     | $30117.00          | $311.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 6.5000%  | N/A     | $10000.00          | $206.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 6.5000%  | N/A     | $142000.00         | $17.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 6.0000%  | N/A     | $25000.00          | $280.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.5000%  | N/A     | $29750.00          | $40.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 6.0000%  | N/A     | $30000.00          | $34.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $30000.00          | $8.14              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 8.0000%  | N/A     | $25000.00          | $0.51              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.5000%  | N/A     | $15000.00          | $910.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 7.5000%  | N/A     | $100000.00         | $36.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | 6.5000%  | N/A     | $175000.00         | $93.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 6.0000%  | N/A     | $25000.00          | $55.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | 5.5000%  | N/A     | $11667.00          | $66.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 5.0000%  | N/A     | $37500.00          | $640.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | 6.0000%  | N/A     | $45000.00          | $465.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-20      | 6.5000%  | N/A     | $17500.00          | $415.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | 6.0000%  | N/A     | $35000.00          | $356.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 5.0000%  | N/A     | $25000.00          | $324.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 6.0000%  | N/A     | $67189.00          | $632.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | 8.0000%  | N/A     | $108000.00         | $15.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 6.0000%  | N/A     | $20000.00          | $17.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | 7.5000%  | N/A     | $25000.00          | $13.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 7.0000%  | N/A     | $37500.00          | $30.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 5.5000%  | N/A     | $25360.00          | $196.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.5000%  | N/A     | $50000.00          | $48.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 7.0000%  | N/A     | $50000.00          | $43.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 6.0000%  | N/A     | $60000.00          | $45.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-20      | 6.0000%  | N/A     | $70000.00          | $804.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | 4.5000%  | N/A     | $25000.00          | $389.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 6.0000%  | N/A     | $125000.00         | $376.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 6.5000%  | N/A     | $50000.00          | $569.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 7.0000%  | N/A     | $25000.00          | $197.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 6.0000%  | N/A     | $10000.00          | $15.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $25000.00          | $281.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-15      | 7.5000%  | N/A     | $69350.00          | $4.71              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.0000%  | N/A     | $60000.00          | $23.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-15      | 6.0000%  | N/A     | $12500.00          | $143.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | 5.0000%  | N/A     | $30000.00          | $382.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 7.5000%  | N/A     | $35000.00          | $16.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | 5.5000%  | N/A     | $75000.00          | $650.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $625000.00         | $392.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-20      | 4.5000%  | N/A     | $60000.00          | $621.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 6.0000%  | N/A     | $10000.00          | $299.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | 8.0000%  | N/A     | $25000.00          | $0.78              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.0000%  | N/A     | $34000.00          | $152.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 6.5000%  | N/A     | $70000.00          | $63.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 6.0000%  | N/A     | $76742.00          | $242.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.5000%  | N/A     | $50000.00          | $277.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-20      | 5.0000%  | N/A     | $25002.00          | $157.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $25066.00          | $48.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-15      | 5.5000%  | N/A     | $28000.00          | $283.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 5.0000%  | N/A     | $8667.00           | $127.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $26518.00          | $46.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 5.5000%  | N/A     | $31667.00          | $343.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 6.0000%  | N/A     | $25000.00          | $336.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 6.5000%  | N/A     | $25000.00          | $265.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-15      | 6.0000%  | N/A     | $50000.00          | $519.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-20      | 7.0000%  | N/A     | $29794.00          | $0.05              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 5.5000%  | N/A     | $31384.00          | $29.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 6.5000%  | N/A     | $27000.00          | $348.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | 6.0000%  | N/A     | $30293.00          | $379.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 4.5000%  | N/A     | $20000.00          | $3955.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-20      | 2.5000%  | N/A     | $125236.00         | $25117.22          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 6.0000%  | N/A     | $57500.00          | $201.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $40000.00          | $252.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-15      | 6.5000%  | N/A     | $17500.00          | $92.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 5.5000%  | N/A     | $85000.00          | $46.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 5.5000%  | N/A     | $50746.00          | $238.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 5.5000%  | N/A     | $25652.00          | $561.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 6.5000%  | N/A     | $500000.00         | $259.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 5.0000%  | N/A     | $35000.00          | $343.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.0000%  | N/A     | $26500.00          | $331.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-15      | 8.0000%  | N/A     | $25000.00          | $15.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.0000%  | N/A     | $25000.00          | $41.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | 5.5000%  | N/A     | $24930.00          | $513.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 5.5000%  | N/A     | $25224.00          | $93.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $25000.00          | $170.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $40048.00          | $169.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-01-20      | 7.0000%  | N/A     | $34850.00          | $0.03              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 8.0000%  | N/A     | $25000.00          | $1.52              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-20      | 5.0000%  | N/A     | $25083.00          | $350.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 7.0000%  | N/A     | $10000.00          | $278.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-20      | 6.0000%  | N/A     | $20000.00          | $259.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 8.0000%  | N/A     | $25000.00          | $2.06              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 5.5000%  | N/A     | $71000.00          | $925.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-20      | 6.5000%  | N/A     | $40000.00          | $73.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 7.5000%  | N/A     | $42350.00          | $24.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $50065.00          | $632.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | 5.0000%  | N/A     | $73334.00          | $1031.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.0000%  | N/A     | $11250.00          | $15.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $35000.00          | $340.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 7.0000%  | N/A     | $17500.00          | $230.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-12-20      | 6.0000%  | N/A     | $8084.00           | $8319.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.0000%  | N/A     | $62494.00          | $427.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | 6.0000%  | N/A     | $85000.00          | $1251.30           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.0000%  | N/A     | $25479.00          | $467.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-15      | 7.5000%  | N/A     | $35000.00          | $323.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-20      | 6.0000%  | N/A     | $25000.00          | $74.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.5000%  | N/A     | $133333.00         | $1505.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 5.5000%  | N/A     | $25000.00          | $464.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 6.5000%  | N/A     | $100000.00         | $93.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-20      | 5.0000%  | N/A     | $25000.00          | $336.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | 7.0000%  | N/A     | $25000.00          | $1.28              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | 6.5000%  | N/A     | $8637.00           | $79.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | 7.0000%  | N/A     | $95000.00          | $57.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | 6.0000%  | N/A     | $15000.00          | $200.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | 5.5000%  | N/A     | $35428.00          | $85.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 5.5000%  | N/A     | $15000.00          | $166.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $31500.00          | $292.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | 5.5000%  | N/A     | $74000.00          | $1096.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 7.5000%  | N/A     | $25360.00          | $0.97              | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2027-07-15      | 4.3750%  | N/A     | $5433900.00        | $5616542.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 4.6250%  | N/A     | $42699400.00       | $42160693.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-03-31      | 4.1250%  | N/A     | $49968300.00       | $51316735.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-15      | 0.1250%  | N/A     | $43000000.00       | $52941865.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 3.5000%  | N/A     | $50000000.00       | $49402250.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $2455100.00        | $2478598.38        | U.S. Treasuries (including strips) |

### Security 167: UBS SECURITIES LLC (REPO)

- **C.1 - Title:** UBS SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: T6FIZBDPKLYJKFCRVK44, C.5 - Other ID: 0UBS18N32
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2026-10-01      | 3.0000%  | N/A     | $13000.00          | $60.26             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 5.0000%  | N/A     | $13000.00          | $116.19            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-09-01      | 7.5000%  | N/A     | $15000.00          | $9.16              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 7.0000%  | N/A     | $60000.00          | $25.19             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 6.0000%  | N/A     | $100000.00         | $340.12            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 5.5000%  | N/A     | $20000.00          | $91.93             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 4.0000%  | N/A     | $17000.00          | $1303.94           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 3.0000%  | N/A     | $1000.00           | $93.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 3.5000%  | N/A     | $4000.00           | $320.19            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 6.5000%  | N/A     | $15000.00          | $4.17              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-02-01      | 5.0000%  | N/A     | $10000.00          | $97.10             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $127.14            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 6.5000%  | N/A     | $22000.00          | $182.32            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $8000.00           | $1459.73           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 3.5000%  | N/A     | $3000.00           | $137.78            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-12-01      | 5.0000%  | N/A     | $5000.00           | $35.37             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-06-01      | 6.0000%  | N/A     | $5000.00           | $172.05            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 3.5000%  | N/A     | $3000.00           | $305.88            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 6.3790%  | N/A     | $50000.00          | $14486.03          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $6000.00           | $419.86            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-06-01      | 3.5000%  | N/A     | $3000.00           | $362.50            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 5.5000%  | N/A     | $100000.00         | $178.47            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 4.0000%  | N/A     | $6000.00           | $469.70            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-09-01      | 4.0000%  | N/A     | $1000.00           | $121.57            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $32000.00          | $33.50             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $18000.00          | $13675.13          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 6.0000%  | N/A     | $40000.00          | $139.83            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 4.0000%  | N/A     | $1000.00           | $206.96            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.0000%  | N/A     | $7000.00           | $579.35            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 4.0000%  | N/A     | $2006.00           | $144.94            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-11-01      | 6.0000%  | N/A     | $45000.00          | $16.14             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 4.0000%  | N/A     | $2000.00           | $205.92            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 6.5000%  | N/A     | $425000.00         | $270.80            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 7.5000%  | N/A     | $80000.00          | $396.08            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-03-01      | 4.0000%  | N/A     | $2077.00           | $99.16             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 5.0000%  | N/A     | $10000.00          | $100.81            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 4.0000%  | N/A     | $2000.00           | $139.27            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 7.0000%  | N/A     | $28750.00          | $52.45             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 4.5000%  | N/A     | $8000.00           | $52.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 6.0000%  | N/A     | $5000.00           | $41.85             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 3.5000%  | N/A     | $1000.00           | $96.26             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-07-01      | 6.0000%  | N/A     | $80667.00          | $511.39            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 6.0000%  | N/A     | $25000.00          | $18.62             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 7.5000%  | N/A     | $49000.00          | $25.86             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-06-01      | 7.5000%  | N/A     | $50000.00          | $54.68             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 4.0000%  | N/A     | $4000.00           | $87.45             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 3.5000%  | N/A     | $27874.00          | $2903.98           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 4.0000%  | N/A     | $3000.00           | $441.91            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 7.0000%  | N/A     | $2750.00           | $1.38              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 6.2660%  | N/A     | $85000.00          | $575.75            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-01-15      | 5.0000%  | N/A     | $100000.00         | $0.80              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.0000%  | N/A     | $1000.00           | $73.50             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-08-01      | 7.0000%  | N/A     | $5000.00           | $2.04              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-12-01      | 5.0000%  | N/A     | $20000.00          | $168.20            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.5000%  | N/A     | $17000.00          | $273.97            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.0000%  | N/A     | $13040.00          | $45.56             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.0000%  | N/A     | $5000.00           | $438.71            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-05-01      | 7.0000%  | N/A     | $5000.00           | $1.84              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 6.0000%  | N/A     | $80000.00          | $912.09            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 3.5000%  | N/A     | $3000.00           | $197.85            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 4.0000%  | N/A     | $28000.00          | $1237.34           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-11-01      | 7.0000%  | N/A     | $15000.00          | $3.19              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $674.31            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.5000%  | N/A     | $2000.00           | $274.31            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $6000.00           | $418.44            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-12-01      | 4.5000%  | N/A     | $5000.00           | $70.43             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.0000%  | N/A     | $1000.00           | $159.85            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 6.5000%  | N/A     | $44000.00          | $95.06             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-11-01      | 6.0000%  | N/A     | $65000.00          | $28.79             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-06-01      | 6.0000%  | N/A     | $36668.00          | $29.10             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 8.0000%  | N/A     | $5000.00           | $1.69              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 4.5000%  | N/A     | $2000.00           | $213.06            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 5.0000%  | N/A     | $65977.00          | $416.55            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-10-01      | 7.0000%  | N/A     | $2467.00           | $0.02              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-01-01      | 3.5000%  | N/A     | $1000.00           | $65.68             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-04-01      | 6.0000%  | N/A     | $15000.00          | $99.35             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-03-01      | 3.0000%  | N/A     | $25019.00          | $207.22            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 3.5000%  | N/A     | $1000.00           | $116.86            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 7.0000%  | N/A     | $145000.00         | $76.63             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 3.5000%  | N/A     | $2021.00           | $153.19            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 5.5000%  | N/A     | $9000.00           | $60.59             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 4.0000%  | N/A     | $7000.00           | $703.61            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-08-01      | 6.5000%  | N/A     | $370000.00         | $248.05            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 3.5000%  | N/A     | $53000.00          | $3946.30           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 4.5000%  | N/A     | $9500.00           | $552.29            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-11-01      | 5.0000%  | N/A     | $6000.00           | $15.95             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-03-01      | 5.5000%  | N/A     | $52000.00          | $89.31             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 3.5000%  | N/A     | $1000.00           | $117.46            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-08-01      | 4.5000%  | N/A     | $13770.00          | $129.97            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 7.0000%  | N/A     | $12000.00          | $14.67             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $18256.00          | $1275.99           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-06-01      | 7.0000%  | N/A     | $5000.00           | $2.28              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 5.0000%  | N/A     | $10000.00          | $16.47             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 5.5000%  | N/A     | $7000.00           | $73.56             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 2.0000%  | N/A     | $1200.00           | $675.80            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-02-01      | 6.0000%  | N/A     | $7000.00           | $51.93             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-03-01      | 4.5000%  | N/A     | $5000.00           | $336.48            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 5.0000%  | N/A     | $3000.00           | $607.01            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-08-01      | 5.0000%  | N/A     | $56000.00          | $12.32             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 3.0000%  | N/A     | $1000.00           | $197.63            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 4.0000%  | N/A     | $15000.00          | $1509.02           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 3.5000%  | N/A     | $1000.00           | $79.81             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-03-01      | 3.5000%  | N/A     | $2000.00           | $164.12            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-07-01      | 5.5000%  | N/A     | $20750.00          | $242.67            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 7.5000%  | N/A     | $497000.00         | $2876.72           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-11-01      | 4.0000%  | N/A     | $1034.00           | $36.73             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-10-01      | 4.5000%  | N/A     | $1000.00           | $155.93            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-02-01      | 5.0000%  | N/A     | $18334.00          | $207.78            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 3.5000%  | N/A     | $4000.00           | $304.89            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 6.5000%  | N/A     | $445000.00         | $162.52            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 6.0000%  | N/A     | $22000.00          | $45.79             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 4.5000%  | N/A     | $5333.00           | $115.95            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-03-01      | 6.0000%  | N/A     | $25000.00          | $9.02              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.0000%  | N/A     | $2000.00           | $276.51            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 4.0000%  | N/A     | $5250.00           | $582.04            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 5.0000%  | N/A     | $10000.00          | $148.16            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 3.5000%  | N/A     | $12000.00          | $710.26            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 6.0000%  | N/A     | $70000.00          | $187.29            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 6.3650%  | N/A     | $80000.00          | $14653.32          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.0000%  | N/A     | $1000.00           | $71.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-05-01      | 8.0000%  | N/A     | $6000.00           | $0.16              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 3.5000%  | N/A     | $14000.00          | $1145.14           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 6.0000%  | N/A     | $2000.00           | $16.59             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-12-01      | 5.5000%  | N/A     | $2000.00           | $129.13            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 4.0000%  | N/A     | $6000.00           | $533.48            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 6.0000%  | N/A     | $6000.00           | $19.60             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 2.0000%  | N/A     | $23000.00          | $10703.75          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.0000%  | N/A     | $3334.00           | $61.21             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $3000.00           | $105.93            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 3.5000%  | N/A     | $4000.00           | $182.99            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 6.5000%  | N/A     | $5000.00           | $5.07              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.5000%  | N/A     | $2000.00           | $243.02            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-01-01      | 3.5000%  | N/A     | $1000.00           | $5.83              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 3.5000%  | N/A     | $32000.00          | $6446.50           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-06-01      | 4.5000%  | N/A     | $3000.00           | $231.82            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-06-01      | 5.5000%  | N/A     | $3000.00           | $781.99            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-04-01      | 2.5000%  | N/A     | $5000.00           | $60.56             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 3.5000%  | N/A     | $10000.00          | $453.05            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 4.5000%  | N/A     | $7999.00           | $136.90            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-07-01      | 6.0000%  | N/A     | $25000.00          | $58.33             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.0000%  | N/A     | $23000.00          | $3410.22           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 3.0000%  | N/A     | $4000.00           | $319.55            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 3.5000%  | N/A     | $4000.00           | $3058.16           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 8.5000%  | N/A     | $20000.00          | $12.98             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 5.5000%  | N/A     | $10000.00          | $102.09            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 6.0000%  | N/A     | $119000.00         | $120.05            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 5.5000%  | N/A     | $28000.00          | $166.49            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 6.0000%  | N/A     | $99990.00          | $208.77            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-11-01      | 6.5000%  | N/A     | $75000.00          | $63.14             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.5000%  | N/A     | $5000.00           | $301.18            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-08-01      | 3.5000%  | N/A     | $1000.00           | $47.01             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 6.0000%  | N/A     | $60000.00          | $122.19            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-11-01      | 5.5000%  | N/A     | $78000.00          | $433.90            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 5.5000%  | N/A     | $50000.00          | $244.92            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-01-15      | 3.5000%  | N/A     | $27000.00          | $4.87              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 5.0000%  | N/A     | $10000.00          | $44.48             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.5000%  | N/A     | $1000.00           | $76.44             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-02-01      | 7.5000%  | N/A     | $50000.00          | $8.23              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 6.0000%  | N/A     | $18000.00          | $111.54            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-05-01      | 4.0000%  | N/A     | $1000.00           | $58.26             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 6.0000%  | N/A     | $18342.00          | $106.18            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 5.5000%  | N/A     | $3000.00           | $134.33            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.5000%  | N/A     | $1000.00           | $144.28            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 5.0000%  | N/A     | $4400.00           | $54.34             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-08-01      | 6.0000%  | N/A     | $50000.00          | $3.02              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-01-01      | 6.5000%  | N/A     | $35000.00          | $6.33              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-10-01      | 7.5000%  | N/A     | $60000.00          | $5.61              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-10-01      | 3.5000%  | N/A     | $16168.00          | $57.12             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 6.3240%  | N/A     | $90000.00          | $9404.58           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.5000%  | N/A     | $24000.00          | $1408.82           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-11-01      | 6.5000%  | N/A     | $3000.00           | $30.23             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 5.0000%  | N/A     | $13000.00          | $40.84             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.0000%  | N/A     | $2540.00           | $1362.30           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.0000%  | N/A     | $5000.00           | $507.70            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-06-01      | 4.5000%  | N/A     | $5000.00           | $58.35             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-01-01      | 3.5000%  | N/A     | $13000.00          | $1112.17           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 5.5000%  | N/A     | $12500.00          | $44.87             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $36000.00          | $149.30            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-01-01      | 6.5000%  | N/A     | $49000.00          | $239.56            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 6.3510%  | N/A     | $50000.00          | $7910.06           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.0000%  | N/A     | $3000.00           | $519.50            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-07-01      | 6.0000%  | N/A     | $10000.00          | $77.84             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 6.0000%  | N/A     | $30000.00          | $141.98            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-03-01      | 8.0000%  | N/A     | $285000.00         | $8.32              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 5.0000%  | N/A     | $1000.00           | $110.94            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-11-01      | 3.0000%  | N/A     | $2000.00           | $13.72             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-08-01      | 6.5000%  | N/A     | $10000.00          | $79.83             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 3.0000%  | N/A     | $1011.00           | $64.16             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 4.0000%  | N/A     | $2000.00           | $145.17            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $3000.00           | $1432.57           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-04-01      | 4.0000%  | N/A     | $12000.00          | $59.57             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-06-01      | 3.0000%  | N/A     | $2000.00           | $292.08            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-06-01      | 5.0000%  | N/A     | $14667.00          | $82.40             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 5.5000%  | N/A     | $65000.00          | $96.80             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-04-01      | 3.5000%  | N/A     | $20000.00          | $1760.15           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-02-01      | 3.0000%  | N/A     | $1000.00           | $7.18              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-02-01      | 4.0000%  | N/A     | $10465.00          | $996.91            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 4.5000%  | N/A     | $4000.00           | $88.78             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-06-01      | 7.0000%  | N/A     | $51000.00          | $51.25             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-05-01      | 4.0000%  | N/A     | $4000.00           | $438.74            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-10-01      | 6.0000%  | N/A     | $10000.00          | $191.91            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-03-01      | 6.0000%  | N/A     | $15000.00          | $123.05            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 7.0000%  | N/A     | $54000.00          | $7.49              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 5.5000%  | N/A     | $3000.00           | $81.96             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 5.0000%  | N/A     | $45000.00          | $402.12            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-06-01      | 6.0000%  | N/A     | $70000.00          | $72.40             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-05-01      | 4.0000%  | N/A     | $20000.00          | $16.25             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 4.5000%  | N/A     | $2000.00           | $15.37             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 5.0000%  | N/A     | $20000.00          | $2246.22           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 6.5000%  | N/A     | $19000.00          | $104.44            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 6.0000%  | N/A     | $50000.00          | $633.75            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-02-01      | 3.5000%  | N/A     | $16000.00          | $56.28             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.0000%  | N/A     | $4071.00           | $195.71            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 3.5000%  | N/A     | $4000.00           | $327.51            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-01-01      | 5.5000%  | N/A     | $5000.00           | $31.79             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-08-01      | 7.0000%  | N/A     | $40000.00          | $38.92             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 5.5000%  | N/A     | $5000.00           | $88.75             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 4.5000%  | N/A     | $5750.00           | $466.36            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 3.0000%  | N/A     | $4246.00           | $554.30            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-09-01      | 3.0000%  | N/A     | $1000.00           | $14.84             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.0000%  | N/A     | $3000.00           | $385.63            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-09-01      | 6.5000%  | N/A     | $25000.00          | $24.81             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 7.0000%  | N/A     | $2250.00           | $1.18              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $1006.00           | $87.55             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.5000%  | N/A     | $3000.00           | $271.07            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 3.5000%  | N/A     | $2000.00           | $588.94            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-12-01      | 7.0000%  | N/A     | $5000.00           | $1.79              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-10-01      | 3.0000%  | N/A     | $1000.00           | $164.22            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $2000.00           | $1301.68           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.0000%  | N/A     | $2000.00           | $227.11            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 7.0000%  | N/A     | $5000.00           | $2.52              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 6.5000%  | N/A     | $18000.00          | $27.32             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 4.5000%  | N/A     | $2000.00           | $91.37             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 5.0000%  | N/A     | $25000.00          | $127.09            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 4.0000%  | N/A     | $18000.00          | $166.61            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 4.0000%  | N/A     | $1129.00           | $41.89             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 6.5000%  | N/A     | $2500.00           | $2.60              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-01-01      | 4.0000%  | N/A     | $2000.00           | $107.75            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-09-01      | 4.0000%  | N/A     | $6500.00           | $529.95            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-03-01      | 6.0000%  | N/A     | $31000.00          | $266.83            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-08-01      | 4.0000%  | N/A     | $3680.00           | $149.70            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 5.0000%  | N/A     | $38000.00          | $261.81            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 4.0000%  | N/A     | $3300.00           | $317.48            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $6800.00           | $4955.24           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 3.5000%  | N/A     | $3000.00           | $292.11            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-10-01      | 4.0000%  | N/A     | $2000.00           | $141.71            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 6.0000%  | N/A     | $25000.00          | $389.21            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2026-05-01      | 3.5000%  | N/A     | $4000.00           | $4.89              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-09-01      | 4.0000%  | N/A     | $3500.00           | $227.82            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-06-01      | 5.5000%  | N/A     | $10000.00          | $29.36             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.0000%  | N/A     | $1000.00           | $205.93            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-09-01      | 3.5000%  | N/A     | $4000.00           | $193.01            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-03-01      | 8.0000%  | N/A     | $10000.00          | $3.93              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 5.0000%  | N/A     | $25000.00          | $704.72            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-10-01      | 6.0000%  | N/A     | $30000.00          | $149.40            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-05-01      | 3.0000%  | N/A     | $3000.00           | $2084.33           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 5.5000%  | N/A     | $34000.00          | $52.25             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-11-01      | 4.5000%  | N/A     | $2000.00           | $130.89            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 7.0000%  | N/A     | $55000.00          | $34.59             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 5.5000%  | N/A     | $10000.00          | $69.37             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-07-01      | 2.5000%  | N/A     | $1000.00           | $17.13             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 4.0000%  | N/A     | $4500.00           | $393.01            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-07-01      | 5.0000%  | N/A     | $1950.00           | $15.51             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.0000%  | N/A     | $3000.00           | $441.76            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-10-01      | 7.0000%  | N/A     | $3000.00           | $1.14              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 3.5000%  | N/A     | $27000.00          | $2426.08           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-07-01      | 5.5000%  | N/A     | $34400.00          | $105.02            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 4.5000%  | N/A     | $15822.00          | $151.17            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 6.0000%  | N/A     | $75000.00          | $36.49             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 5.5000%  | N/A     | $8000.00           | $15.62             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $621.49            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-12-01      | 4.0000%  | N/A     | $3000.00           | $287.15            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 3.5000%  | N/A     | $1000.00           | $89.49             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 6.5000%  | N/A     | $155000.00         | $313.65            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-12-01      | 6.0000%  | N/A     | $4000.00           | $0.84              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 6.0000%  | N/A     | $88000.00          | $732.33            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 7.0000%  | N/A     | $768000.00         | $585.02            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 6.0000%  | N/A     | $25000.00          | $41.44             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 4.5000%  | N/A     | $3000.00           | $332.99            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 3.0000%  | N/A     | $1000.00           | $156.53            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 4.0000%  | N/A     | $4000.00           | $589.08            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 6.0000%  | N/A     | $10000.00          | $65.89             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-12-01      | 5.5000%  | N/A     | $33000.00          | $221.35            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 6.5000%  | N/A     | $57000.00          | $59.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 6.0000%  | N/A     | $20000.00          | $39.21             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 7.0000%  | N/A     | $31000.00          | $24.57             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2027-03-01      | 7.0000%  | N/A     | $10000.00          | $0.93              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $6000.00           | $2583.36           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $108.51            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 6.5000%  | N/A     | $61000.00          | $825.93            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-11-01      | 7.5000%  | N/A     | $15000.00          | $10.55             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 3.5000%  | N/A     | $1000.00           | $609.78            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.5000%  | N/A     | $2167.00           | $350.94            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $9973.00           | $1768.84           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-03-01      | 3.5000%  | N/A     | $3000.00           | $269.70            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 3.5000%  | N/A     | $1000.00           | $82.21             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-11-01      | 5.5000%  | N/A     | $15000.00          | $90.12             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 7.5000%  | N/A     | $64000.00          | $223.98            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 4.5000%  | N/A     | $60000.00          | $2050.86           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 7.0000%  | N/A     | $16000.00          | $91.41             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $271.08            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 3.5000%  | N/A     | $27000.00          | $3429.15           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 6.0000%  | N/A     | $15000.00          | $70.74             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-07-01      | 4.5000%  | N/A     | $1000.00           | $105.52            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-06-01      | 6.0000%  | N/A     | $30000.00          | $77.67             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-01-01      | 6.5000%  | N/A     | $25000.00          | $38.07             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 4.0000%  | N/A     | $1000.00           | $830.02            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-10-01      | 6.0000%  | N/A     | $80000.00          | $150.27            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-10-01      | 3.5000%  | N/A     | $3000.00           | $202.50            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-10-01      | 4.0000%  | N/A     | $6000.00           | $504.10            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $83.19             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-02-01      | 3.0000%  | N/A     | $3000.00           | $88.28             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-12-01      | 4.5000%  | N/A     | $1000.00           | $77.30             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-04-01      | 3.5000%  | N/A     | $2000.00           | $253.23            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 4.0000%  | N/A     | $10000.00          | $164.13            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-05-01      | 3.5000%  | N/A     | $1000.00           | $92.39             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 3.0000%  | N/A     | $1000.00           | $695.81            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2043-08-01      | 4.0000%  | N/A     | $5000.00           | $330.82            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.5000%  | N/A     | $14000.00          | $482.94            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-09-01      | 3.0000%  | N/A     | $1000.00           | $133.43            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-02-01      | 4.5000%  | N/A     | $1096.00           | $31.61             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-03-01      | 2.5000%  | N/A     | $13000.00          | $507.57            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 3.5000%  | N/A     | $6000.00           | $763.07            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 5.0000%  | N/A     | $10000.00          | $62.11             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-01-01      | 4.0000%  | N/A     | $4750.00           | $305.86            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-03-01      | 4.5000%  | N/A     | $6000.00           | $531.02            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-10-01      | 3.0000%  | N/A     | $3000.00           | $158.02            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 5.5000%  | N/A     | $10000.00          | $128.89            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 3.5000%  | N/A     | $2000.00           | $415.64            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 6.0000%  | N/A     | $19000.00          | $29.69             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-10-01      | 7.0000%  | N/A     | $6000.00           | $3.04              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2041-12-01      | 3.5000%  | N/A     | $1000.00           | $121.71            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-04-01      | 3.0000%  | N/A     | $2000.00           | $258.03            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $748.24            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 4.0000%  | N/A     | $8693.00           | $1444.17           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2032-05-01      | 6.0000%  | N/A     | $20000.00          | $48.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 4.5000%  | N/A     | $120313.00         | $92.70             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-08-01      | 7.0000%  | N/A     | $5000.00           | $2.10              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-12-01      | 8.0000%  | N/A     | $270000.00         | $110.93            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 4.5000%  | N/A     | $3000.00           | $677.53            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.0000%  | N/A     | $6000.00           | $492.11            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-08-01      | 8.5000%  | N/A     | $215000.00         | $42.34             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2046-09-01      | 3.0000%  | N/A     | $3000.00           | $462.12            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 5.5880%  | N/A     | $50000.00          | $11349.76          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2031-04-01      | 7.0000%  | N/A     | $7000.00           | $3.36              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.0000%  | N/A     | $2000.00           | $390.32            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 5.5000%  | N/A     | $19000.00          | $176.33            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-06-01      | 6.0000%  | N/A     | $48000.00          | $240.45            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-04-01      | 4.0000%  | N/A     | $8000.00           | $585.14            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 5.0000%  | N/A     | $5000.00           | $44.31             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 6.0000%  | N/A     | $17000.00          | $81.16             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-07-01      | 8.0000%  | N/A     | $100000.00         | $1023.48           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-06-01      | 3.5000%  | N/A     | $1000.00           | $76.38             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 5.0000%  | N/A     | $2666.00           | $208.87            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 5.0000%  | N/A     | $12000.00          | $47.84             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 5.0000%  | N/A     | $13000.00          | $92.75             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 5.0000%  | N/A     | $10000.00          | $56.16             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 7.0000%  | N/A     | $3000.00           | $1.58              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-11-01      | 3.5000%  | N/A     | $4314.00           | $324.71            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 5.0000%  | N/A     | $3000.00           | $76.02             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 5.5000%  | N/A     | $33000.00          | $261.02            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-02-01      | 3.5000%  | N/A     | $1000.00           | $81.30             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 5.0000%  | N/A     | $5000.00           | $17.15             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2028-07-01      | 6.0000%  | N/A     | $25000.00          | $7.94              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.0000%  | N/A     | $2000.00           | $26.71             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.5000%  | N/A     | $13000.00          | $165.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $2015.00           | $173.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.5000%  | N/A     | $24000.00          | $86.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.5000%  | N/A     | $2000.00           | $298.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 5.0000%  | N/A     | $19000.00          | $73.06             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 7.5000%  | N/A     | $19000.00          | $8.08              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.5000%  | N/A     | $2500.00           | $445.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.5000%  | N/A     | $3667.00           | $32.71             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 5.5000%  | N/A     | $30000.00          | $162.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-05-01      | 8.0000%  | N/A     | $16831.00          | $6.59              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-09-01      | 5.0000%  | N/A     | $3000.00           | $50.63             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 5.0000%  | N/A     | $1000.00           | $82.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | 7.0000%  | N/A     | $6000.00           | $1.02              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-04-01      | 8.5000%  | N/A     | $100048.00         | $120.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 6.0000%  | N/A     | $19062.00          | $118.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-02-01      | 5.5000%  | N/A     | $4000.00           | $70.77             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-10-01      | 3.0000%  | N/A     | $1000.00           | $31.68             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.5000%  | N/A     | $5000.00           | $179.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $2000.00           | $38.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.5000%  | N/A     | $1000.00           | $64.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $99096.00          | $107.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | 4.0000%  | N/A     | $1000.00           | $56.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $1667.00           | $251.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-10-01      | 3.0000%  | N/A     | $3000.00           | $375.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 5.5000%  | N/A     | $20000.00          | $60.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $757.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $6100.00           | $705.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.0000%  | N/A     | $20000.00          | $155.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $1000.00           | $92.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $17750.00          | $1310.90           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $8000.00           | $1342.57           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.0000%  | N/A     | $11000.00          | $119.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-12-01      | 6.5000%  | N/A     | $6000.00           | $40.51             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 7.0000%  | N/A     | $10000.00          | $17.02             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-04-01      | 3.5000%  | N/A     | $1000.00           | $72.38             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | 6.0000%  | N/A     | $3000.00           | $24.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-01-01      | 3.5000%  | N/A     | $2500.00           | $836.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-01-01      | 6.5000%  | N/A     | $3000.00           | $47.92             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-08-01      | 3.5000%  | N/A     | $3000.00           | $334.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.5000%  | N/A     | $100000.00         | $357.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-06-01      | 6.5000%  | N/A     | $1000.00           | $0.40              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $9600.00           | $7676.67           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | 3.5000%  | N/A     | $25000.00          | $496.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $13000.00          | $153.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $727.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $1000.00           | $669.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-02-01      | 4.0000%  | N/A     | $10500.00          | $1350.60           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | 7.0000%  | N/A     | $51667.00          | $68.11             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.0000%  | N/A     | $2000.00           | $1426.53           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $1000.00           | $139.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-12-01      | 6.5000%  | N/A     | $45054.00          | $293.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-05-01      | 3.0000%  | N/A     | $4000.00           | $41.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $4000.00           | $2865.09           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $18000.00          | $83.49             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.0000%  | N/A     | $6000.00           | $1010.13           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 5.0000%  | N/A     | $8000.00           | $46.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.0000%  | N/A     | $15000.00          | $225.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-09-01      | 4.5000%  | N/A     | $1000.00           | $114.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.0000%  | N/A     | $3000.00           | $38.77             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $5000.00           | $3122.07           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-04-01      | 6.0000%  | N/A     | $26460.00          | $194.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-02-01      | 5.5000%  | N/A     | $32000.00          | $352.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | 6.5000%  | N/A     | $25000.00          | $23.17             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-01-01      | 6.5000%  | N/A     | $19000.00          | $161.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.0000%  | N/A     | $5000.00           | $2275.39           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 6.5000%  | N/A     | $13000.00          | $3.64              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 5.0000%  | N/A     | $30000.00          | $142.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.5000%  | N/A     | $10000.00          | $99.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $7000.00           | $4761.23           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.0000%  | N/A     | $1000.00           | $116.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.5000%  | N/A     | $18000.00          | $32.17             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 2.5000%  | N/A     | $2000.00           | $61.90             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 8.0000%  | N/A     | $100000.00         | $69.85             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.5000%  | N/A     | $4500.00           | $425.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $42047.00          | $372.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 6.0000%  | N/A     | $50000.00          | $75.12             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $4000.00           | $481.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-01-01      | 6.5000%  | N/A     | $15000.00          | $54.32             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $3000.00           | $115.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-05-01      | 6.5000%  | N/A     | $44500.00          | $1.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | 4.5000%  | N/A     | $4000.00           | $84.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.0000%  | N/A     | $1000.00           | $7.73              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-06-01      | 7.0000%  | N/A     | $23000.00          | $12.35             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 3.5000%  | N/A     | $1000.00           | $148.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.5000%  | N/A     | $5000.00           | $477.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | 3.5000%  | N/A     | $4000.00           | $297.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-08-01      | 6.0000%  | N/A     | $22000.00          | $190.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | 4.0000%  | N/A     | $7000.00           | $1320.57           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-06-01      | 4.0000%  | N/A     | $12000.00          | $494.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $20000.00          | $119.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | 5.5000%  | N/A     | $20000.00          | $138.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5600%  | N/A     | $17000.00          | $16371.20          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.5000%  | N/A     | $30000.00          | $224.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | 3.5000%  | N/A     | $1000.00           | $91.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 5.5000%  | N/A     | $15000.00          | $43.24             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 6.5000%  | N/A     | $217319.00         | $302.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.5000%  | N/A     | $1000.00           | $7.56              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-10-01      | 7.0000%  | N/A     | $73296.00          | $15.68             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 6.0000%  | N/A     | $44000.00          | $30.07             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.0000%  | N/A     | $8000.00           | $38.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.5000%  | N/A     | $14000.00          | $25.49             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.5000%  | N/A     | $1000.00           | $59.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-07-01      | 6.0000%  | N/A     | $130416.00         | $911.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-02-01      | 4.5000%  | N/A     | $2000.00           | $261.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.5000%  | N/A     | $1000.00           | $63.24             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.5000%  | N/A     | $8000.00           | $21.56             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $11500.00          | $651.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-02-01      | 5.5000%  | N/A     | $3000.00           | $22.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $3000.00           | $2272.52           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-10-01      | 2.5000%  | N/A     | $7000.00           | $4290.67           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-03-01      | 4.5000%  | N/A     | $3000.00           | $117.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $1000.00           | $138.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 3.0000%  | N/A     | $4000.00           | $97.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-05-01      | 5.0000%  | N/A     | $2000.00           | $79.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | 3.5000%  | N/A     | $8000.00           | $26.10             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.5000%  | N/A     | $6000.00           | $54.80             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $40000.00          | $833.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 6.5000%  | N/A     | $84000.00          | $471.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.5000%  | N/A     | $6000.00           | $259.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | 4.0000%  | N/A     | $11000.00          | $550.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 5.0000%  | N/A     | $10000.00          | $46.04             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.5000%  | N/A     | $2000.00           | $15.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | 3.5000%  | N/A     | $2000.00           | $117.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-08-01      | 4.0000%  | N/A     | $1000.00           | $61.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-12-01      | 7.0000%  | N/A     | $68000.00          | $18.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.0000%  | N/A     | $6000.00           | $762.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 5.5000%  | N/A     | $6000.00           | $91.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.5000%  | N/A     | $2000.00           | $193.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $3000.00           | $317.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.5000%  | N/A     | $200000.00         | $548.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-12-01      | 5.5000%  | N/A     | $23000.00          | $101.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 3.5000%  | N/A     | $3000.00           | $713.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $26000.00          | $190.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | 4.0000%  | N/A     | $3000.00           | $198.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.5000%  | N/A     | $1000.00           | $43.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-02-01      | 5.0000%  | N/A     | $99000.00          | $2102.63           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 7.0000%  | N/A     | $10000.00          | $14.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 3.0000%  | N/A     | $3000.00           | $368.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 7.0000%  | N/A     | $30000.00          | $579.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 7.0000%  | N/A     | $14000.00          | $7.14              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | 6.5000%  | N/A     | $7000.00           | $19.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.5000%  | N/A     | $13000.00          | $71.90             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-08-01      | 4.0000%  | N/A     | $1667.00           | $287.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 6.5000%  | N/A     | $68000.00          | $22.80             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $20000.00          | $288.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-10-01      | 6.0000%  | N/A     | $30137.00          | $5.53              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 4.5500%  | N/A     | $350000.00         | $53.39             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 6.5000%  | N/A     | $30000.00          | $23.88             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 8.0000%  | N/A     | $16000.00          | $6.73              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.5000%  | N/A     | $20000.00          | $131.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.5000%  | N/A     | $6500.00           | $558.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.0000%  | N/A     | $1000.00           | $5.72              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-08-01      | 6.0000%  | N/A     | $64611.00          | $457.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.0000%  | N/A     | $2000.00           | $1544.88           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | 5.0000%  | N/A     | $20079.00          | $194.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 5.5000%  | N/A     | $34000.00          | $191.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | 4.0000%  | N/A     | $4666.00           | $336.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.0000%  | N/A     | $16907.00          | $81.82             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $3000.00           | $2304.42           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.5000%  | N/A     | $15000.00          | $5.92              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $12000.00          | $1063.72           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 6.5000%  | N/A     | $26058.00          | $31.80             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | 6.0000%  | N/A     | $38000.00          | $253.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.0000%  | N/A     | $4000.00           | $690.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $2550.00           | $199.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.0000%  | N/A     | $237670.00         | $75.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.0000%  | N/A     | $14999.00          | $601.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $46000.00          | $75.28             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 7.0000%  | N/A     | $48000.00          | $70.82             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $4000.00           | $412.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.0000%  | N/A     | $4030.00           | $222.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.5000%  | N/A     | $14500.00          | $66.76             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-04-01      | 5.5000%  | N/A     | $15000.00          | $251.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $3000.00           | $47.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.5000%  | N/A     | $5000.00           | $128.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.0000%  | N/A     | $29000.00          | $216.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $6000.00           | $333.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $54667.00          | $670.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 3.5000%  | N/A     | $1000.00           | $95.16             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $5000.00           | $677.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.0000%  | N/A     | $2000.00           | $18.13             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $312.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | 3.5000%  | N/A     | $13000.00          | $674.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | 7.0000%  | N/A     | $25000.00          | $132.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.5000%  | N/A     | $16667.00          | $41.42             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $1000.00           | $169.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 7.5000%  | N/A     | $16000.00          | $25.56             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-06-01      | 6.0000%  | N/A     | $10000.00          | $6.36              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5000%  | N/A     | $1000.00           | $115.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.0000%  | N/A     | $10500.00          | $1586.74           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5000%  | N/A     | $3500.00           | $299.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 3.5000%  | N/A     | $45000.00          | $4692.32           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 5.5000%  | N/A     | $25000.00          | $128.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 3.5000%  | N/A     | $1000.00           | $38.96             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.5000%  | N/A     | $66032.00          | $282.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-10-01      | 7.0000%  | N/A     | $15000.00          | $2.35              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 2.5000%  | N/A     | $1000.00           | $39.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 6.0000%  | N/A     | $15000.00          | $9.18              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-03-01      | 6.5000%  | N/A     | $5000.00           | $0.01              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-08-01      | 4.5000%  | N/A     | $3249.00           | $388.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 8.0000%  | N/A     | $61678.00          | $31.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-05-01      | 8.0000%  | N/A     | $63000.00          | $30.80             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.0000%  | N/A     | $17023.00          | $39.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.0000%  | N/A     | $3000.00           | $283.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 7.0000%  | N/A     | $75000.00          | $210.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 4.5000%  | N/A     | $25000.00          | $1295.98           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $32000.00          | $164.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 7.5000%  | N/A     | $185000.00         | $26.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | 4.5000%  | N/A     | $3000.00           | $252.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 7.0000%  | N/A     | $90500.00          | $554.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | 4.0000%  | N/A     | $2000.00           | $327.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-04-01      | 5.5000%  | N/A     | $18000.00          | $162.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 6.5000%  | N/A     | $58668.00          | $44.11             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.0000%  | N/A     | $8000.00           | $5.78              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-01-01      | 6.5000%  | N/A     | $100000.00         | $7.93              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-09-01      | 2.5000%  | N/A     | $2200.00           | $272.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 5.0000%  | N/A     | $6003.00           | $33.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | 3.5000%  | N/A     | $4000.00           | $295.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-03-01      | 5.5000%  | N/A     | $2000.00           | $30.72             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.0000%  | N/A     | $11000.00          | $1025.03           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | 5.0000%  | N/A     | $50000.00          | $328.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | 6.0000%  | N/A     | $33710.00          | $240.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 5.0000%  | N/A     | $3000.00           | $36.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 6.5000%  | N/A     | $2500.00           | $12.39             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.0000%  | N/A     | $12000.00          | $1348.84           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $6000.00           | $63.75             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.5000%  | N/A     | $3000.00           | $381.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.5000%  | N/A     | $8000.00           | $91.48             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | 3.5000%  | N/A     | $7750.00           | $733.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-02-01      | 6.5000%  | N/A     | $144483.00         | $0.09              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.0000%  | N/A     | $1000.00           | $30.48             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.5000%  | N/A     | $2000.00           | $155.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $20000.00          | $832.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-03-01      | 6.0000%  | N/A     | $110000.00         | $8.77              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-04-01      | 3.0000%  | N/A     | $3000.00           | $30.75             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 6.0000%  | N/A     | $48000.00          | $119.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.0000%  | N/A     | $4000.00           | $2034.46           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.5000%  | N/A     | $1000.00           | $323.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $5000.00           | $324.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 8.0000%  | N/A     | $120000.00         | $70.96             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 6.0000%  | N/A     | $25000.00          | $78.02             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 6.5000%  | N/A     | $2933.00           | $2.13              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.0000%  | N/A     | $5000.00           | $543.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | 3.5000%  | N/A     | $26500.00          | $2801.66           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | 3.5000%  | N/A     | $7750.00           | $803.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-04-01      | 8.5000%  | N/A     | $105000.00         | $345.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $5200.00           | $4083.42           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 5.0000%  | N/A     | $12000.00          | $103.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.5000%  | N/A     | $24000.00          | $14.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 4.0000%  | N/A     | $2000.00           | $29.32             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 5.5000%  | N/A     | $15188.00          | $44.42             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 3.5000%  | N/A     | $3000.00           | $365.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | 6.0000%  | N/A     | $22000.00          | $33.07             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.0000%  | N/A     | $5000.00           | $20.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | 3.0000%  | N/A     | $6000.00           | $1097.21           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | 3.5000%  | N/A     | $4750.00           | $564.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 7.5000%  | N/A     | $26000.00          | $2.48              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.5000%  | N/A     | $28752.00          | $10.63             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.0000%  | N/A     | $1000.00           | $158.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-04-01      | 5.0000%  | N/A     | $20835.00          | $164.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 5.0000%  | N/A     | $5000.00           | $41.23             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | 7.5000%  | N/A     | $25000.00          | $3.75              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.0000%  | N/A     | $8032.00           | $59.24             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-08-01      | 4.5000%  | N/A     | $15000.00          | $675.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 6.0000%  | N/A     | $125000.00         | $87.78             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | 6.5000%  | N/A     | $25000.00          | $40.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 7.0000%  | N/A     | $50000.00          | $75.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 3.5000%  | N/A     | $3000.00           | $175.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-07-01      | 3.5000%  | N/A     | $9000.00           | $277.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 6.5000%  | N/A     | $10000.00          | $58.14             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.0000%  | N/A     | $4000.00           | $588.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $647.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.0000%  | N/A     | $52000.00          | $130.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | 3.5000%  | N/A     | $4000.00           | $17.28             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $4750.00           | $442.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | 7.5000%  | N/A     | $7333.00           | $0.68              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-08-01      | 7.0000%  | N/A     | $300000.00         | $3.13              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | 7.0000%  | N/A     | $60000.00          | $45.53             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 6.5000%  | N/A     | $51000.00          | $643.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-12-01      | 2.5000%  | N/A     | $1000.00           | $33.35             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-07-01      | 6.0000%  | N/A     | $190000.00         | $66.37             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | 7.0000%  | N/A     | $201290.00         | $149.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.5000%  | N/A     | $10000.00          | $54.64             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $22000.00          | $1707.51           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.5000%  | N/A     | $120000.00         | $847.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-07-01      | 5.5000%  | N/A     | $31000.00          | $456.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-12-01      | 4.0000%  | N/A     | $2000.00           | $207.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $67500.00          | $683.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 2.0000%  | N/A     | $2000.00           | $767.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.5000%  | N/A     | $10000.00          | $6.91              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 7.0000%  | N/A     | $60000.00          | $40.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $89000.00          | $133.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 3.5000%  | N/A     | $1000.00           | $102.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 3.5000%  | N/A     | $2750.00           | $272.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.0000%  | N/A     | $1000.00           | $2.11              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-04-01      | 3.5000%  | N/A     | $5000.00           | $54.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | 4.0000%  | N/A     | $16600.00          | $1414.28           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $6000.00           | $490.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 4.5000%  | N/A     | $2000.00           | $23.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 6.5000%  | N/A     | $22779.00          | $201.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.0000%  | N/A     | $4000.00           | $77.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | 4.0000%  | N/A     | $3333.00           | $343.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.0000%  | N/A     | $1000.00           | $148.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.5000%  | N/A     | $55000.00          | $120.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | 6.0000%  | N/A     | $30000.00          | $221.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.5000%  | N/A     | $42000.00          | $48.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 5.5000%  | N/A     | $11000.00          | $36.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 5.5000%  | N/A     | $54000.00          | $467.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.5000%  | N/A     | $3000.00           | $644.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $5000.00           | $589.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 6.0000%  | N/A     | $24000.00          | $57.37             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.0000%  | N/A     | $10000.00          | $23.99             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 6.5000%  | N/A     | $57000.00          | $318.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-03-01      | 5.0000%  | N/A     | $3000.00           | $73.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $1000.00           | $75.52             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5000%  | N/A     | $1000.00           | $49.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.0000%  | N/A     | $3000.00           | $379.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-02-01      | 3.5000%  | N/A     | $1000.00           | $85.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | 3.5000%  | N/A     | $7500.00           | $980.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.5000%  | N/A     | $2000.00           | $181.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-03-01      | 4.5000%  | N/A     | $1000.00           | $34.79             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.0000%  | N/A     | $3000.00           | $443.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-09-01      | 2.5000%  | N/A     | $4000.00           | $229.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $10900.00          | $8281.52           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.5000%  | N/A     | $1000.00           | $137.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.5000%  | N/A     | $4000.00           | $122.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.0000%  | N/A     | $50000.00          | $97.13             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 5.0000%  | N/A     | $1000.00           | $26.73             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.0000%  | N/A     | $1000.00           | $28.71             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-04-01      | 3.5000%  | N/A     | $4000.00           | $2.75              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.0000%  | N/A     | $2000.00           | $52.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $2000.00           | $351.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 5.5000%  | N/A     | $3454.00           | $44.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 5.5000%  | N/A     | $25070.00          | $211.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $1188.00           | $96.52             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | 5.5000%  | N/A     | $35000.00          | $106.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $1000.00           | $8.57              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.0000%  | N/A     | $3000.00           | $92.94             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.0000%  | N/A     | $89500.00          | $54.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | 4.5000%  | N/A     | $10000.00          | $263.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $15000.00          | $18.18             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.5000%  | N/A     | $3000.00           | $261.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 6.0000%  | N/A     | $10000.00          | $100.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.0000%  | N/A     | $3000.00           | $169.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $5000.00           | $81.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-10-01      | 7.5000%  | N/A     | $120000.00         | $348.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.5000%  | N/A     | $2000.00           | $82.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-03-01      | 3.5000%  | N/A     | $1000.00           | $77.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.5000%  | N/A     | $15000.00          | $134.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $2000.00           | $313.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | 7.0000%  | N/A     | $11000.00          | $6.04              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-04-01      | 4.5000%  | N/A     | $4000.00           | $82.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $1000.00           | $167.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-09-01      | 4.0000%  | N/A     | $3334.00           | $381.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 5.5000%  | N/A     | $37000.00          | $241.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-03-01      | 5.0000%  | N/A     | $2000.00           | $34.58             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.5000%  | N/A     | $10000.00          | $94.04             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | 7.0000%  | N/A     | $10000.00          | $4.55              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | 6.5000%  | N/A     | $5000.00           | $3.93              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $1900.00           | $975.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | 3.5000%  | N/A     | $4000.00           | $378.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $19500.00          | $253.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-05-01      | 6.0000%  | N/A     | $2750.00           | $20.96             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $255000.00         | $353.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 5.0000%  | N/A     | $15000.00          | $85.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-08-01      | 6.5000%  | N/A     | $5000.00           | $3.44              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-05-01      | 5.0000%  | N/A     | $2000.00           | $61.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $15000.00          | $2313.04           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-02-01      | 3.0000%  | N/A     | $1000.00           | $18.38             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 5.5000%  | N/A     | $30734.00          | $90.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.5000%  | N/A     | $2000.00           | $13.56             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.0000%  | N/A     | $10000.00          | $185.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | 4.5000%  | N/A     | $1994.00           | $0.21              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-04-01      | 4.5000%  | N/A     | $6000.00           | $371.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-11-01      | 4.5000%  | N/A     | $1000.00           | $69.90             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.0000%  | N/A     | $251000.00         | $166.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 6.5000%  | N/A     | $6000.00           | $32.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.5000%  | N/A     | $24000.00          | $164.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.0000%  | N/A     | $3750.00           | $467.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-05-01      | 4.5000%  | N/A     | $6000.00           | $219.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-12-01      | 4.5000%  | N/A     | $2000.00           | $26.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | 6.5000%  | N/A     | $7000.00           | $90.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | 6.0000%  | N/A     | $1815.00           | $5.32              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.5000%  | N/A     | $9000.00           | $53.53             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | 3.5000%  | N/A     | $8500.00           | $74.04             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $3220.00           | $188.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 6.5000%  | N/A     | $2896.00           | $0.95              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.5000%  | N/A     | $4500.00           | $563.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | 4.0000%  | N/A     | $1000.00           | $228.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.5000%  | N/A     | $91000.00          | $235.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.5000%  | N/A     | $1000.00           | $6.20              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 3.5000%  | N/A     | $13000.00          | $2790.62           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | 3.0000%  | N/A     | $1000.00           | $11.11             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.0000%  | N/A     | $6000.00           | $632.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 6.5000%  | N/A     | $36435.00          | $313.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-12-01      | 3.0000%  | N/A     | $8000.00           | $212.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.0000%  | N/A     | $2000.00           | $56.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-01-01      | 5.5000%  | N/A     | $40000.00          | $80.85             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-12-01      | 6.0000%  | N/A     | $37000.00          | $243.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.0000%  | N/A     | $10000.00          | $63.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 6.0000%  | N/A     | $21000.00          | $90.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-05-01      | 6.0000%  | N/A     | $45000.00          | $10.55             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-09-01      | 4.5000%  | N/A     | $60000.00          | $75.32             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 6.0000%  | N/A     | $8000.00           | $69.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.5000%  | N/A     | $10000.00          | $21.02             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | 5.0000%  | N/A     | $29000.00          | $338.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.5000%  | N/A     | $2000.00           | $60.07             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $3000.00           | $273.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 6.5000%  | N/A     | $175000.00         | $339.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.0000%  | N/A     | $7334.00           | $55.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-09-01      | 6.0000%  | N/A     | $10000.00          | $57.53             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $4000.00           | $629.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 3.5000%  | N/A     | $4000.00           | $23.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 6.0000%  | N/A     | $15000.00          | $13.76             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-03-01      | 5.0000%  | N/A     | $10000.00          | $171.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.5000%  | N/A     | $1000.00           | $231.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 6.0000%  | N/A     | $20000.00          | $82.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 6.0000%  | N/A     | $16000.00          | $27.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 2.5000%  | N/A     | $1000.00           | $23.94             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-05-01      | 4.0000%  | N/A     | $7000.00           | $189.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.0000%  | N/A     | $4500.00           | $575.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $6032.00           | $161.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $3000.00           | $387.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | 5.0000%  | N/A     | $15000.00          | $256.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.5000%  | N/A     | $50000.00          | $206.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-03-01      | 6.5000%  | N/A     | $7000.00           | $1.18              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | 6.5000%  | N/A     | $7000.00           | $5.23              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 5.5000%  | N/A     | $1000.00           | $3.09              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 5.5000%  | N/A     | $51000.00          | $111.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-01-01      | 4.5000%  | N/A     | $4000.00           | $412.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | 4.0000%  | N/A     | $1000.00           | $71.12             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | 6.0000%  | N/A     | $367336.00         | $84.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 6.0000%  | N/A     | $85000.00          | $3986.06           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 5.5000%  | N/A     | $15000.00          | $19.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $2000.00           | $264.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 5.0000%  | N/A     | $8000.00           | $96.11             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.0000%  | N/A     | $14000.00          | $57.73             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $12000.00          | $257.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.0000%  | N/A     | $3000.00           | $12.15             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.0000%  | N/A     | $4000.00           | $391.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-09-01      | 8.0000%  | N/A     | $6250.00           | $31.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $11000.00          | $965.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $1000.00           | $160.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $29000.00          | $22044.55          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.0000%  | N/A     | $5000.00           | $583.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.0000%  | N/A     | $4000.00           | $97.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 5.0000%  | N/A     | $7080.00           | $45.35             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.0000%  | N/A     | $46000.00          | $385.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | 6.5000%  | N/A     | $75000.00          | $43.77             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.0000%  | N/A     | $135000.00         | $761.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 3.5000%  | N/A     | $1000.00           | $67.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $1000.00           | $763.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $30000.00          | $468.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.0000%  | N/A     | $12333.00          | $50.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $7000.00           | $800.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.0000%  | N/A     | $35399.00          | $79.77             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | 3.0000%  | N/A     | $3000.00           | $34.38             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.0000%  | N/A     | $6000.00           | $1014.77           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 6.0000%  | N/A     | $35445.00          | $241.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 5.0000%  | N/A     | $15000.00          | $62.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.0000%  | N/A     | $9000.00           | $399.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.0000%  | N/A     | $40000.00          | $2231.70           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.0000%  | N/A     | $6577.00           | $52.88             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-08-01      | 6.0000%  | N/A     | $6672.00           | $42.90             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 7.0000%  | N/A     | $18000.00          | $36.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-06-01      | 5.0000%  | N/A     | $20000.00          | $13539.23          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.0000%  | N/A     | $34440.00          | $25.78             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 5.0000%  | N/A     | $2000.00           | $49.51             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 5.5000%  | N/A     | $80333.00          | $764.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-11-01      | 5.0000%  | N/A     | $3108.00           | $11.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 5.0000%  | N/A     | $9000.00           | $69.15             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-06-01      | 3.5000%  | N/A     | $12000.00          | $93.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-04-01      | 3.5000%  | N/A     | $4000.00           | $512.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 5.0000%  | N/A     | $7000.00           | $108.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.5000%  | N/A     | $2000.00           | $27.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $134000.00         | $137.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-07-01      | 5.0000%  | N/A     | $7000.00           | $83.19             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.5000%  | N/A     | $1500.00           | $157.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 6.0000%  | N/A     | $5641.00           | $28.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 5.5000%  | N/A     | $1000.00           | $1.92              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-04-01      | 6.0000%  | N/A     | $1468.00           | $23.28             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | 6.5000%  | N/A     | $21000.00          | $145.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-01-01      | 5.0000%  | N/A     | $7000.00           | $59.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-02-01      | 5.5000%  | N/A     | $5000.00           | $672.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $1000.00           | $789.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-12-01      | 6.0000%  | N/A     | $42000.00          | $32.04             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.0000%  | N/A     | $1000.00           | $120.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.0000%  | N/A     | $10000.00          | $25.73             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 4.0000%  | N/A     | $3000.00           | $241.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-09-01      | 3.5000%  | N/A     | $5000.00           | $617.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-04-01      | 5.5000%  | N/A     | $370000.00         | $2282.56           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | 6.0000%  | N/A     | $31000.00          | $232.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $26000.00          | $715.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 5.5000%  | N/A     | $23000.00          | $55.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $18000.00          | $29.66             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 5.0000%  | N/A     | $38000.00          | $358.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.5000%  | N/A     | $30762.00          | $197.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-05-01      | 4.5000%  | N/A     | $6000.00           | $162.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.0000%  | N/A     | $5098.00           | $26.24             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-03-01      | 4.5000%  | N/A     | $6000.00           | $75.90             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-06-01      | 8.0000%  | N/A     | $50000.00          | $109.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.5000%  | N/A     | $3072.00           | $119.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 3.5000%  | N/A     | $4500.00           | $134.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.0000%  | N/A     | $73000.00          | $153.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 6.5000%  | N/A     | $90000.00          | $1504.94           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.0000%  | N/A     | $1000.00           | $7.16              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 5.5000%  | N/A     | $16000.00          | $27.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-06-01      | 5.0000%  | N/A     | $25000.00          | $0.62              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 5.5000%  | N/A     | $15000.00          | $90.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 4.5000%  | N/A     | $30000.00          | $398.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-09-01      | 5.5000%  | N/A     | $5000.00           | $8.84              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 5.5000%  | N/A     | $1000.00           | $16.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $4000.00           | $360.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.5000%  | N/A     | $7100.00           | $816.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $210.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $3000.00           | $198.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $186.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-03-01      | 3.0000%  | N/A     | $1000.00           | $17.41             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 2.5000%  | N/A     | $1000.00           | $30.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-03-01      | 4.5000%  | N/A     | $11500.00          | $328.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.5000%  | N/A     | $31000.00          | $35.07             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-11-01      | 5.5000%  | N/A     | $2000.00           | $14.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 2.5000%  | N/A     | $2000.00           | $50.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 6.0000%  | N/A     | $15000.00          | $12.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $4500.00           | $110.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | 6.5000%  | N/A     | $1362641.00        | $645.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $1334.00           | $117.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 3.5000%  | N/A     | $1000.00           | $37.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 5.5000%  | N/A     | $6000.00           | $23.48             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 6.0000%  | N/A     | $156000.00         | $104.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 4.0000%  | N/A     | $15000.00          | $299.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | 7.5000%  | N/A     | $50000.00          | $8.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 6.5000%  | N/A     | $19000.00          | $77.72             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | 3.5000%  | N/A     | $19000.00          | $1931.67           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-03-01      | 5.0000%  | N/A     | $11000.00          | $96.53             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.5000%  | N/A     | $39000.00          | $303.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 3.0000%  | N/A     | $4000.00           | $193.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.5000%  | N/A     | $1000.00           | $156.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-12-01      | 6.0000%  | N/A     | $8000.00           | $47.88             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 5.5000%  | N/A     | $22422.00          | $160.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-10-01      | 4.5000%  | N/A     | $1667.00           | $48.04             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $2800.00           | $29.41             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.5000%  | N/A     | $8000.00           | $59.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-08-01      | 4.0000%  | N/A     | $2000.00           | $480.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 6.0000%  | N/A     | $14667.00          | $2.92              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 4.0000%  | N/A     | $5000.00           | $7.79              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.5000%  | N/A     | $24500.00          | $2953.30           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | 7.0000%  | N/A     | $6000.00           | $4.02              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.5000%  | N/A     | $4000.00           | $558.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-08-01      | 3.5000%  | N/A     | $8000.00           | $374.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 6.5000%  | N/A     | $1000.00           | $4.71              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-07-01      | 4.0000%  | N/A     | $1000.00           | $241.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $1000.00           | $227.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 7.5000%  | N/A     | $72000.00          | $12.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 6.0000%  | N/A     | $79830.00          | $486.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $66000.00          | $343.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-06-01      | 3.5000%  | N/A     | $2000.00           | $112.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.5000%  | N/A     | $1000.00           | $93.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.5000%  | N/A     | $1000.00           | $187.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.0000%  | N/A     | $1000.00           | $214.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.0000%  | N/A     | $3000.00           | $20.81             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $2000.00           | $69.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 6.5000%  | N/A     | $199231.00         | $340.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-11-01      | 3.5000%  | N/A     | $3000.00           | $245.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.5000%  | N/A     | $70000.00          | $105.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.0000%  | N/A     | $71626.00          | $63.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $1000.00           | $81.25             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.5000%  | N/A     | $4000.00           | $386.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 7.0000%  | N/A     | $14000.00          | $40.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.0000%  | N/A     | $8000.00           | $22.45             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | 3.5000%  | N/A     | $2312.00           | $137.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.0000%  | N/A     | $8000.00           | $804.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 5.5000%  | N/A     | $13000.00          | $55.96             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $10000.00          | $979.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.5000%  | N/A     | $15000.00          | $134.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 7.5000%  | N/A     | $43000.00          | $10.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $4000.00           | $598.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.0000%  | N/A     | $9000.00           | $57.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 3.5000%  | N/A     | $3000.00           | $107.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $20000.00          | $69.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-01-01      | 3.5000%  | N/A     | $2000.00           | $1287.77           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-03-01      | 4.0000%  | N/A     | $1000.00           | $93.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $1000.00           | $153.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-07-01      | 4.5000%  | N/A     | $3000.00           | $360.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-04-01      | 2.5000%  | N/A     | $3000.00           | $1957.84           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $40000.00          | $697.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 5.5000%  | N/A     | $10000.00          | $42.17             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 6.0000%  | N/A     | $5000.00           | $57.71             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $5000.00           | $2416.07           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 6.0000%  | N/A     | $23000.00          | $108.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 7.5000%  | N/A     | $92000.00          | $31.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-12-01      | 4.5000%  | N/A     | $2311.00           | $118.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | 6.5000%  | N/A     | $53000.00          | $576.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $7000.00           | $56.84             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 6.5000%  | N/A     | $15000.00          | $9.94              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-03-01      | 7.0000%  | N/A     | $15000.00          | $5.44              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.0000%  | N/A     | $30000.00          | $18.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-08-01      | 6.0000%  | N/A     | $60688.00          | $201.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 7.0000%  | N/A     | $2250000.00        | $5652.53           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-02-01      | 2.5000%  | N/A     | $2000.00           | $42.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-11-01      | 6.0000%  | N/A     | $58000.00          | $593.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.4770%  | N/A     | $150000.00         | $328.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.5000%  | N/A     | $36740.00          | $320.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-08-01      | 4.0000%  | N/A     | $2000.00           | $885.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | 5.5000%  | N/A     | $15000.00          | $69.29             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-07-01      | 4.5000%  | N/A     | $22500.00          | $689.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-09-01      | 6.5000%  | N/A     | $100000.00         | $121.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.0000%  | N/A     | $20715.00          | $28.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 3.5000%  | N/A     | $3000.00           | $295.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-07-01      | 3.0000%  | N/A     | $3000.00           | $107.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $1000.00           | $108.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 6.5000%  | N/A     | $35000.00          | $26.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $3000.00           | $35.32             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | 6.5000%  | N/A     | $9000.00           | $168.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.5000%  | N/A     | $7750.00           | $1011.59           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.5000%  | N/A     | $3000.00           | $265.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 5.5000%  | N/A     | $10000.00          | $75.47             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $6500.00           | $406.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 7.0000%  | N/A     | $12000.00          | $8.46              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-04-01      | 6.5000%  | N/A     | $14001.00          | $92.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-02-01      | 4.5000%  | N/A     | $5000.00           | $119.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $10000.00          | $743.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 5.5000%  | N/A     | $14000.00          | $245.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-07-01      | 2.0000%  | N/A     | $10000.00          | $5824.04           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 7.5000%  | N/A     | $100000.00         | $25.30             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $2000.00           | $195.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.5000%  | N/A     | $4000.00           | $766.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $27000.00          | $116.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 6.0000%  | N/A     | $127001.00         | $54.95             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 5.5000%  | N/A     | $1600.00           | $11.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $2000.00           | $256.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.0000%  | N/A     | $1000.00           | $67.05             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-02-01      | 3.0000%  | N/A     | $3000.00           | $24.02             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $1000.00           | $150.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 6.5480%  | N/A     | $300000.00         | $4136.06           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-06-01      | 3.0000%  | N/A     | $4000.00           | $63.13             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-04-01      | 6.5000%  | N/A     | $56558.00          | $88.94             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $256500.00         | $1084.41           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $15000.00          | $147.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-07-01      | 7.5000%  | N/A     | $45000.00          | $34.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.0000%  | N/A     | $55455.00          | $83.14             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 6.0000%  | N/A     | $15000.00          | $14.71             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $13250.00          | $492.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.0000%  | N/A     | $40000.00          | $21.07             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 3.5000%  | N/A     | $1000.00           | $89.83             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | 5.5000%  | N/A     | $7000.00           | $67.96             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-02-01      | 6.5000%  | N/A     | $60000.00          | $6.58              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.0000%  | N/A     | $90100.00          | $43.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $3000.00           | $489.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.0000%  | N/A     | $15000.00          | $149.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 6.0000%  | N/A     | $3334.00           | $11.55             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $182000.00         | $272.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $2000.00           | $1295.85           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $3000.00           | $256.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.0000%  | N/A     | $41000.00          | $2157.70           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 2.0000%  | N/A     | $3150.00           | $999.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $1118.00           | $110.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | 5.5000%  | N/A     | $5000.00           | $12.37             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $2000.00           | $63.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.5000%  | N/A     | $3000.00           | $252.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-06-01      | 6.0000%  | N/A     | $14500.00          | $222.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $2000.00           | $11.76             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $4000.00           | $469.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.5000%  | N/A     | $2500.00           | $325.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-10-01      | 4.5000%  | N/A     | $10000.00          | $65.72             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | 4.5000%  | N/A     | $12000.00          | $843.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.0000%  | N/A     | $25000.00          | $132.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 8.5000%  | N/A     | $124391.00         | $24.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $11233.00          | $29.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 6.0000%  | N/A     | $35000.00          | $107.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $9000.00           | $1108.64           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-07-01      | 7.0000%  | N/A     | $500000.00         | $568.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.0000%  | N/A     | $15018.00          | $62.67             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 3.5000%  | N/A     | $50500.00          | $1688.84           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.5000%  | N/A     | $1000.00           | $55.72             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.0000%  | N/A     | $1667.00           | $68.85             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-08-01      | 6.0000%  | N/A     | $36700.00          | $17.73             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.0000%  | N/A     | $8000.00           | $309.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $61500.00          | $2024.86           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-05-01      | 3.5000%  | N/A     | $1000.00           | $128.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $5000.00           | $10.57             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-08-01      | 4.5000%  | N/A     | $5000.00           | $116.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $3000.00           | $250.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-12-01      | 5.5000%  | N/A     | $15000.00          | $96.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $1000.00           | $57.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.5000%  | N/A     | $247000.00         | $118.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-08-01      | 2.5000%  | N/A     | $9000.00           | $374.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-07-01      | 6.0000%  | N/A     | $24000.00          | $152.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-09-01      | 3.5000%  | N/A     | $1001.00           | $96.14             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.0000%  | N/A     | $1000.00           | $102.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | 5.5000%  | N/A     | $7000.00           | $86.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.0000%  | N/A     | $2000.00           | $20.17             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.5000%  | N/A     | $37000.00          | $1764.32           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | 7.0000%  | N/A     | $90333.00          | $49.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-10-01      | 5.5000%  | N/A     | $6000.00           | $39.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.0000%  | N/A     | $24000.00          | $243.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | 3.5000%  | N/A     | $1000.00           | $11.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.0000%  | N/A     | $83000.00          | $519.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-10-01      | 3.5000%  | N/A     | $1000.00           | $178.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-01-01      | 4.0000%  | N/A     | $1000.00           | $296.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-12-01      | 6.5000%  | N/A     | $10000.00          | $90.85             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-06-01      | 9.0000%  | N/A     | $10000.00          | $20.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 6.5000%  | N/A     | $25000.00          | $2.78              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 5.5000%  | N/A     | $15000.00          | $61.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.5000%  | N/A     | $29000.00          | $320.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.0000%  | N/A     | $1000.00           | $169.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-03-01      | 3.5000%  | N/A     | $1000.00           | $78.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-09-01      | 3.0000%  | N/A     | $1000.00           | $11.77             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 5.5000%  | N/A     | $4500.00           | $30.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-07-01      | 5.5000%  | N/A     | $1112.00           | $9.70              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $5000.00           | $571.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.0000%  | N/A     | $14000.00          | $8502.17           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-01-01      | 7.5000%  | N/A     | $15000.00          | $6.60              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-05-01      | 6.5000%  | N/A     | $20000.00          | $6.12              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $1000.00           | $177.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-10-01      | 3.0000%  | N/A     | $1000.00           | $55.07             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-07-01      | 6.5000%  | N/A     | $5000.00           | $4.19              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-10-01      | 3.5000%  | N/A     | $4500.00           | $381.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.0000%  | N/A     | $51000.00          | $470.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.0000%  | N/A     | $5000.00           | $65.15             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $29500.00          | $40.06             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-11-01      | 6.0000%  | N/A     | $4420.00           | $4.81              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 6.0000%  | N/A     | $3667.00           | $3.94              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $29000.00          | $112.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-08-01      | 6.5000%  | N/A     | $50000.00          | $71.23             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | 6.0000%  | N/A     | $28000.00          | $10.76             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-11-01      | 3.0000%  | N/A     | $1000.00           | $18.75             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-12-01      | 3.5000%  | N/A     | $4000.00           | $314.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 5.5000%  | N/A     | $5535.00           | $8.37              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-03-01      | 7.0000%  | N/A     | $25201.00          | $24.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-10-01      | 3.5000%  | N/A     | $4000.00           | $281.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $4000.00           | $548.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-08-01      | 3.0000%  | N/A     | $1000.00           | $25.64             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-12-01      | 4.5000%  | N/A     | $2000.00           | $67.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-07-01      | 7.5000%  | N/A     | $12000.00          | $0.15              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $7000.00           | $15.11             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 4.5000%  | N/A     | $7000.00           | $82.52             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 5.5000%  | N/A     | $6000.00           | $8.25              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | 6.0000%  | N/A     | $6000.00           | $3.79              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.0000%  | N/A     | $2192.00           | $87.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 7.5000%  | N/A     | $25000.00          | $106.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 6.5000%  | N/A     | $77000.00          | $853.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-07-01      | 3.5000%  | N/A     | $7000.00           | $16.94             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-02-01      | 4.5000%  | N/A     | $2000.00           | $21.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.5000%  | N/A     | $2000.00           | $14.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.0000%  | N/A     | $2750.00           | $473.58            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-02-01      | 5.0000%  | N/A     | $28220.00          | $267.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.5000%  | N/A     | $1000.00           | $94.39             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $35000.00          | $5982.90           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 6.0000%  | N/A     | $75000.00          | $184.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-07-01      | 6.5000%  | N/A     | $49943.00          | $135.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-01-01      | 8.0000%  | N/A     | $7000.00           | $5.88              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | 7.5000%  | N/A     | $14000.00          | $8.24              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.5000%  | N/A     | $4882.00           | $165.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | 2.5000%  | N/A     | $1000.00           | $10.51             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-09-01      | 6.5000%  | N/A     | $21000.00          | $16.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-06-01      | 6.0000%  | N/A     | $42000.00          | $110.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-02-01      | 3.0000%  | N/A     | $1003.00           | $203.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 6.0000%  | N/A     | $10000.00          | $47.70             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | 7.5000%  | N/A     | $1074.00           | $2.21              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.0000%  | N/A     | $2000.00           | $211.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $4000.00           | $252.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-06-01      | 8.0000%  | N/A     | $47000.00          | $1008.01           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 5.5000%  | N/A     | $8000.00           | $60.02             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | 3.5000%  | N/A     | $1000.00           | $100.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.0000%  | N/A     | $1334.00           | $105.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-05-01      | 6.0000%  | N/A     | $15000.00          | $20.22             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $8000.00           | $724.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-04-01      | 6.6160%  | N/A     | $20000.00          | $275.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 6.0000%  | N/A     | $28000.00          | $49.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-02-01      | 5.5000%  | N/A     | $1000.00           | $3.15              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $1000.00           | $750.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-04-01      | 4.5000%  | N/A     | $4000.00           | $368.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-07-01      | 5.5000%  | N/A     | $5000.00           | $23.51             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $254.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.5000%  | N/A     | $1000.00           | $97.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.0000%  | N/A     | $1000.00           | $30.81             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.0000%  | N/A     | $1000.00           | $11.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-03-01      | 6.0000%  | N/A     | $12093.00          | $28.81             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-02-01      | 6.5000%  | N/A     | $40000.00          | $248.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | 6.5000%  | N/A     | $40600.00          | $64.17             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | 8.0000%  | N/A     | $136000.00         | $32.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-05-01      | 5.5000%  | N/A     | $12000.00          | $87.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-10-01      | 4.0000%  | N/A     | $3000.00           | $413.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | 6.5000%  | N/A     | $45000.00          | $39.91             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-01-25      | 3.5000%  | N/A     | $6000.00           | $0.15              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 5.0000%  | N/A     | $5000.00           | $18.04             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.5000%  | N/A     | $6000.00           | $49.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $3000.00           | $10.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-06-01      | 4.0000%  | N/A     | $4000.00           | $731.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 6.0000%  | N/A     | $135000.00         | $378.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-02-01      | 6.5000%  | N/A     | $25000.00          | $303.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-09-01      | 7.0000%  | N/A     | $25000.00          | $10.10             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 5.5000%  | N/A     | $23000.00          | $176.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-03-01      | 6.0000%  | N/A     | $65000.00          | $154.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-12-01      | 8.5000%  | N/A     | $100000.00         | $2.10              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 6.5000%  | N/A     | $25000.00          | $197.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-11-01      | 4.5000%  | N/A     | $2000.00           | $26.39             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.5000%  | N/A     | $16000.00          | $11082.35          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 6.5000%  | N/A     | $14000.00          | $25.11             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-01-01      | 4.5000%  | N/A     | $2000.00           | $0.43              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $1000.00           | $131.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-08-01      | 3.5000%  | N/A     | $6000.00           | $602.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.5000%  | N/A     | $3000.00           | $123.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $11273.00          | $0.29              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $2000.00           | $1551.13           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-10-01      | 4.0000%  | N/A     | $8000.00           | $948.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-09-01      | 6.0000%  | N/A     | $1000.00           | $15.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-09-01      | 4.5000%  | N/A     | $21500.00          | $974.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | 6.5000%  | N/A     | $23676.00          | $23.94             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.0000%  | N/A     | $1500.00           | $232.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.0000%  | N/A     | $25000.00          | $126.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.5000%  | N/A     | $2500.00           | $1.58              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-12-01      | 6.0000%  | N/A     | $20000.00          | $129.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $18000.00          | $11.81             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-01-01      | 6.0000%  | N/A     | $12334.00          | $3.45              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.5000%  | N/A     | $1000.00           | $113.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.0000%  | N/A     | $10000.00          | $62.28             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-04-01      | 6.0000%  | N/A     | $15000.00          | $75.69             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.5000%  | N/A     | $9000.00           | $96.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-02-01      | 7.5000%  | N/A     | $30000.00          | $7.30              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-10-01      | 4.5000%  | N/A     | $1000.00           | $257.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 6.0000%  | N/A     | $107000.00         | $290.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-12-01      | 4.0000%  | N/A     | $12500.00          | $1043.77           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-03-01      | 5.0000%  | N/A     | $1000.00           | $4.62              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-12-01      | 4.5000%  | N/A     | $2000.00           | $145.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-08-01      | 3.5000%  | N/A     | $3000.00           | $215.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-02-01      | 4.5000%  | N/A     | $2000.00           | $128.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-12-01      | 6.0000%  | N/A     | $14000.00          | $119.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-07-01      | 6.0000%  | N/A     | $10000.00          | $4.26              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.5000%  | N/A     | $42000.00          | $313.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.5000%  | N/A     | $23500.00          | $742.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-12-01      | 8.0000%  | N/A     | $6000.00           | $0.13              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.0000%  | N/A     | $33208.00          | $340.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.5000%  | N/A     | $6000.00           | $325.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-10-01      | 6.5000%  | N/A     | $25000.00          | $11.76             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 4.1700%  | N/A     | $20000.00          | $17298.71          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-10-01      | 4.5000%  | N/A     | $12500.00          | $1623.76           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $1000.00           | $104.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 3.5000%  | N/A     | $2000.00           | $172.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.5000%  | N/A     | $5000.00           | $565.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-05-01      | 3.5000%  | N/A     | $2000.00           | $147.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.0000%  | N/A     | $1000.00           | $220.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-10-01      | 4.0000%  | N/A     | $6000.00           | $564.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $10000.00          | $958.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-01-01      | 8.0000%  | N/A     | $37000.00          | $14.02             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-02-01      | 6.0000%  | N/A     | $40000.00          | $327.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.0000%  | N/A     | $44205.00          | $397.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-03-01      | 5.0000%  | N/A     | $1000.00           | $7.95              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-03-01      | 4.0000%  | N/A     | $3000.00           | $982.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2051-07-01      | 2.5000%  | N/A     | $13000.00          | $7546.01           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | 6.5000%  | N/A     | $175000.00         | $165.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $5000.00           | $3340.78           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-05-01      | 6.5000%  | N/A     | $62000.00          | $952.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-05-01      | 3.5000%  | N/A     | $5000.00           | $242.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-05-01      | 6.0000%  | N/A     | $4991.00           | $10.66             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 5.5000%  | N/A     | $7000.00           | $39.56             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-08-01      | 6.0000%  | N/A     | $18667.00          | $134.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-11-01      | 6.5000%  | N/A     | $3000.00           | $26.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | 4.5000%  | N/A     | $14000.00          | $163.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-08-01      | 5.5000%  | N/A     | $1219.00           | $4.06              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-10-01      | 6.5000%  | N/A     | $34000.00          | $523.62            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-06-01      | 4.5000%  | N/A     | $1000.00           | $44.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.0000%  | N/A     | $78000.00          | $363.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-12-01      | 5.0000%  | N/A     | $1000.00           | $35.89             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $7000.00           | $66.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $7750.00           | $550.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.5000%  | N/A     | $1000.00           | $70.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.0000%  | N/A     | $6000.00           | $214.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-06-01      | 5.0000%  | N/A     | $5000.00           | $134.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-05-01      | 6.5000%  | N/A     | $5000.00           | $5.27              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $5000.00           | $599.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-02-01      | 3.5000%  | N/A     | $2000.00           | $62.80             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.5000%  | N/A     | $30000.00          | $12.49             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.5000%  | N/A     | $10000.00          | $97.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-11-01      | 4.5000%  | N/A     | $1000.00           | $67.39             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.5000%  | N/A     | $1000.00           | $117.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 6.0000%  | N/A     | $44707.00          | $1151.32           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 6.0000%  | N/A     | $10000.00          | $11.20             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-10-01      | 4.0000%  | N/A     | $8000.00           | $697.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-04-01      | 3.5000%  | N/A     | $1000.00           | $76.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-05-01      | 3.5000%  | N/A     | $1200.00           | $834.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-02-01      | 4.0000%  | N/A     | $4000.00           | $286.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-01-01      | 3.5000%  | N/A     | $2750.00           | $279.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-05-01      | 5.5000%  | N/A     | $69000.00          | $531.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-09-01      | 4.0000%  | N/A     | $60000.00          | $2254.71           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 6.5000%  | N/A     | $18000.00          | $27.47             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.5000%  | N/A     | $9500.00           | $1829.21           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.0000%  | N/A     | $7000.00           | $723.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $11000.00          | $1410.58           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-11-01      | 6.0000%  | N/A     | $127040.00         | $269.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.0000%  | N/A     | $3000.00           | $33.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $4412.00           | $31.08             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $2750.00           | $471.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.5000%  | N/A     | $92458.00          | $667.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-07-01      | 6.0000%  | N/A     | $8000.00           | $66.67             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 2.5000%  | N/A     | $1000.00           | $466.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.0000%  | N/A     | $3000.00           | $10.13             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 6.5000%  | N/A     | $43000.00          | $335.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-09-01      | 8.5000%  | N/A     | $149557.00         | $52.49             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-08-01      | 4.0000%  | N/A     | $1004.00           | $194.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-11-01      | 5.0000%  | N/A     | $1031.00           | $8.14              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-04-01      | 5.5000%  | N/A     | $10000.00          | $18.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-01-01      | 6.0000%  | N/A     | $72000.00          | $1034.78           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-11-01      | 3.5000%  | N/A     | $4000.00           | $125.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-10-01      | 6.5000%  | N/A     | $28000.00          | $189.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.0000%  | N/A     | $2000.00           | $228.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.5000%  | N/A     | $5750.00           | $704.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-10-01      | 5.5000%  | N/A     | $10000.00          | $94.92             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-01-01      | 3.5000%  | N/A     | $2000.00           | $146.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $207.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.0000%  | N/A     | $32732.00          | $23.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $7000.00           | $434.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-06-01      | 6.5000%  | N/A     | $11000.00          | $24.96             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2027-03-01      | 3.5000%  | N/A     | $4000.00           | $61.03             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-09-01      | 5.5000%  | N/A     | $18000.00          | $1691.47           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | 5.0000%  | N/A     | $2000.00           | $70.68             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 6.5000%  | N/A     | $52000.00          | $111.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-04-01      | 6.5000%  | N/A     | $5000.00           | $1.06              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | 3.5000%  | N/A     | $1000.00           | $87.68             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-05-01      | 6.5000%  | N/A     | $7000.00           | $6.42              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $136.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-03-01      | 5.5000%  | N/A     | $50000.00          | $126.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-05-01      | 4.5000%  | N/A     | $6780.00           | $265.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-04-01      | 6.0000%  | N/A     | $5000.00           | $3.92              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-05-01      | 5.0000%  | N/A     | $6253.00           | $56.63             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2029-09-01      | 6.0000%  | N/A     | $15000.00          | $7.16              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-06-01      | 6.5000%  | N/A     | $8000.00           | $296.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-09-01      | 6.5000%  | N/A     | $8000.00           | $26.95             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.0000%  | N/A     | $3000.00           | $123.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-11-01      | 6.5000%  | N/A     | $87004.00          | $367.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 5.5000%  | N/A     | $42667.00          | $97.45             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.5000%  | N/A     | $24791.00          | $137.09            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-12-01      | 6.0000%  | N/A     | $65000.00          | $133.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | 6.0000%  | N/A     | $25000.00          | $6.01              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-04-01      | 3.5000%  | N/A     | $2000.00           | $151.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-04-01      | 5.0000%  | N/A     | $7650.00           | $72.43             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.0000%  | N/A     | $1000.00           | $7.62              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-08-01      | 7.5000%  | N/A     | $25000.00          | $114.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 5.5000%  | N/A     | $78000.00          | $191.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2039-06-01      | 5.0000%  | N/A     | $3000.00           | $159.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.0000%  | N/A     | $1000.00           | $174.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-02-01      | 3.5000%  | N/A     | $1000.00           | $93.51             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | 4.5000%  | N/A     | $8667.00           | $435.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $1000.00           | $36.44             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.5000%  | N/A     | $6000.00           | $25.06             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-07-01      | 5.0000%  | N/A     | $6000.00           | $97.16             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2028-09-01      | 6.5000%  | N/A     | $51000.00          | $67.53             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-02-01      | 3.5000%  | N/A     | $5000.00           | $1.89              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $668.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-03-01      | 6.0000%  | N/A     | $109000.00         | $150.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2030-08-01      | 3.5000%  | N/A     | $6002.00           | $19.74             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.5000%  | N/A     | $59000.00          | $384.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2042-02-01      | 5.5000%  | N/A     | $2000.00           | $194.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-12-01      | 5.0000%  | N/A     | $3000.00           | $27.22             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.0000%  | N/A     | $1000.00           | $94.31             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-11-01      | 3.5000%  | N/A     | $2000.00           | $14.98             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $15000.00          | $252.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-12-01      | 6.5000%  | N/A     | $39000.00          | $76.86             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-04-01      | 6.5000%  | N/A     | $5000.00           | $2.58              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2034-05-01      | 5.0000%  | N/A     | $19686.00          | $189.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2040-12-01      | 2.0000%  | N/A     | $3874.00           | $1958.97           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-05-01      | 4.0000%  | N/A     | $1000.00           | $196.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-11-01      | 4.0000%  | N/A     | $1000.00           | $307.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2037-01-01      | 5.5000%  | N/A     | $4000.00           | $120.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.0000%  | N/A     | $16000.00          | $64.07             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2048-01-01      | 4.0000%  | N/A     | $8750.00           | $1106.96           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $5500.00           | $996.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2035-07-01      | 2.0000%  | N/A     | $3800.00           | $1224.79           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-02-01      | 3.5000%  | N/A     | $1000.00           | $145.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-06-01      | 6.5000%  | N/A     | $12000.00          | $17.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2032-10-01      | 6.0000%  | N/A     | $72000.00          | $142.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2026-10-01      | 7.0000%  | N/A     | $17000.00          | $7.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2033-05-01      | 6.0000%  | N/A     | $20363.00          | $80.66             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.0000%  | N/A     | $16000.00          | $894.93            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.5000%  | N/A     | $5000.00           | $485.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.0000%  | N/A     | $2000.00           | $81.62             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-12-01      | 4.0000%  | N/A     | $18000.00          | $1170.80           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2036-10-01      | 6.5000%  | N/A     | $66000.00          | $372.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $1434.00           | $647.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2031-10-01      | 8.0000%  | N/A     | $170000.00         | $109.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT | 2044-06-01      | 4.5000%  | N/A     | $1000.00           | $110.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 6.0000%  | N/A     | $423466.00         | $337.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 5.0000%  | N/A     | $106750.00         | $1359.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-20      | 6.5000%  | N/A     | $281566.00         | $415.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 6.5000%  | N/A     | $209884.00         | $523.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $25034.00          | $196.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.5000%  | N/A     | $50000.00          | $467.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $25320.00          | $0.67              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.5000%  | N/A     | $60000.00          | $581.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $43000.00          | $198.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 7.0000%  | N/A     | $85000.00          | $229.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $68000.00          | $499.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $116000.00         | $762.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.0000%  | N/A     | $40552.00          | $233.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.0000%  | N/A     | $29000.00          | $308.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | 6.0000%  | N/A     | $369366.00         | $1154.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 4.5000%  | N/A     | $32057.00          | $213.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 6.0000%  | N/A     | $328691.00         | $421.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | 6.0000%  | N/A     | $51000.00          | $180.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.7500%  | N/A     | $25000.00          | $89.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-12-20      | 3.5000%  | N/A     | $10000.00          | $222.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | 7.0000%  | N/A     | $390459.00         | $167.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-11-15      | 4.0000%  | N/A     | $9506.00           | $728.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $55000.00          | $25.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | 6.5000%  | N/A     | $75000.00          | $508.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 6.0000%  | N/A     | $25000.00          | $29.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | 4.0000%  | N/A     | $375000.00         | $429.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $280342.00         | $3540.55           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.5000%  | N/A     | $35000.00          | $52.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-08-15      | 9.0000%  | N/A     | $260000.00         | $248.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 5.5000%  | N/A     | $20000.00          | $227.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.0000%  | N/A     | $241000.00         | $672.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | 7.0000%  | N/A     | $12000.00          | $56.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 5.5000%  | N/A     | $29036.00          | $51.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 7.0000%  | N/A     | $205000.00         | $238.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 6.5000%  | N/A     | $135000.00         | $6.84              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 7.5000%  | N/A     | $25000.00          | $7.07              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | 6.0000%  | N/A     | $403538.00         | $553.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 5.0000%  | N/A     | $116650.00         | $1512.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.5000%  | N/A     | $50000.00          | $514.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | 6.5000%  | N/A     | $15000.00          | $139.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 7.0000%  | N/A     | $26000.00          | $237.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-20      | 4.0000%  | N/A     | $69250.00          | $2906.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | 7.0000%  | N/A     | $170526.00         | $32.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 4.0000%  | N/A     | $36000.00          | $1137.54           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 7.0000%  | N/A     | $36000.00          | $20.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 7.5000%  | N/A     | $25000.00          | $8.76              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | 6.0000%  | N/A     | $61836.00          | $666.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | 8.0000%  | N/A     | $489020.00         | $20.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | 6.5000%  | N/A     | $48312.00          | $22.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.5000%  | N/A     | $29000.00          | $210.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $60000.00          | $191.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | 8.0000%  | N/A     | $35098.00          | $570.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.0000%  | N/A     | $140285.00         | $809.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-06-20      | 4.0000%  | N/A     | $55000.00          | $3104.90           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 7.0000%  | N/A     | $25000.00          | $160.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $50000.00          | $60.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $25000.00          | $80.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | 7.0000%  | N/A     | $36000.00          | $37.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 6.0000%  | N/A     | $34000.00          | $42.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 7.0000%  | N/A     | $77667.00          | $150.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-20      | 7.0000%  | N/A     | $152706.00         | $101.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | 7.0000%  | N/A     | $95000.00          | $21.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-04-20      | 4.5000%  | N/A     | $7500.00           | $123.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.0000%  | N/A     | $25000.00          | $42.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 6.5000%  | N/A     | $182000.00         | $230.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-12-20      | 5.0000%  | N/A     | $27000.00          | $2603.54           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 7.0000%  | N/A     | $138000.00         | $117.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $75000.00          | $19.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $25000.00          | $156.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $25000.00          | $48.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-15      | 8.0000%  | N/A     | $116118.00         | $31.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-15      | 7.5000%  | N/A     | $75000.00          | $432.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-20      | 5.0000%  | N/A     | $273051.00         | $3042.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 7.0000%  | N/A     | $98000.00          | $406.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | 6.5000%  | N/A     | $50000.00          | $76.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | 7.0000%  | N/A     | $591500.00         | $112.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | 6.0000%  | N/A     | $679680.00         | $2178.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $50000.00          | $101.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.0000%  | N/A     | $26854.00          | $295.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-03-20      | 3.5000%  | N/A     | $10000.00          | $1641.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 6.0000%  | N/A     | $95000.00          | $326.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 6.5000%  | N/A     | $85000.00          | $34.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $54000.00          | $281.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-04-20      | 3.5000%  | N/A     | $5000.00           | $111.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.0000%  | N/A     | $25188.00          | $595.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $51584.00          | $354.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.0000%  | N/A     | $106500.00         | $627.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.0000%  | N/A     | $25000.00          | $355.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-08-20      | 7.5000%  | N/A     | $25000.00          | $6019.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 5.5000%  | N/A     | $102000.00         | $1214.36           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-15      | 6.5000%  | N/A     | $41339.00          | $142.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $25226.00          | $159.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.0000%  | N/A     | $200000.00         | $265.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $129000.00         | $200.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 4.5000%  | N/A     | $25281.00          | $788.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $200000.00         | $386.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-11-20      | 4.0000%  | N/A     | $30000.00          | $688.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-09-20      | 7.0000%  | N/A     | $258000.00         | $305.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 5.5000%  | N/A     | $27002.00          | $493.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $302000.00         | $417.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.0000%  | N/A     | $105000.00         | $178.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-20      | 8.0000%  | N/A     | $127500.00         | $18.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-20      | 6.0000%  | N/A     | $811666.00         | $1950.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $82000.00          | $101.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 6.5000%  | N/A     | $26000.00          | $23.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $25000.00          | $20.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-20      | 5.5000%  | N/A     | $45626.00          | $494.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-20      | 7.0000%  | N/A     | $618206.00         | $1.14              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-15      | 6.0000%  | N/A     | $50000.00          | $333.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 7.0000%  | N/A     | $32000.00          | $63.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $74265.00          | $12.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-09-15      | 4.0000%  | N/A     | $16000.00          | $1439.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-20      | 6.5000%  | N/A     | $45250.00          | $498.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 5.0000%  | N/A     | $85990.00          | $646.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-08-20      | 7.5000%  | N/A     | $115000.00         | $59.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 6.5000%  | N/A     | $61022.00          | $788.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | 4.5000%  | N/A     | $25000.00          | $169.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 4.5000%  | N/A     | $171363.00         | $4668.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | 6.5000%  | N/A     | $28500.00          | $114.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 6.5000%  | N/A     | $152000.00         | $18.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-11-20      | 4.0000%  | N/A     | $65361.00          | $3642.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $32000.00          | $28.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-09-20      | 4.0000%  | N/A     | $25000.00          | $783.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.0000%  | N/A     | $43500.00          | $93.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.5000%  | N/A     | $117831.00         | $1402.55           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-15      | 7.0000%  | N/A     | $63853.00          | $38.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | 6.0000%  | N/A     | $200000.00         | $19415.55          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | 6.5000%  | N/A     | $27500.00          | $378.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | 5.5000%  | N/A     | $185000.00         | $1476.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | 5.0000%  | N/A     | $207750.00         | $2839.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | 6.0000%  | N/A     | $49000.00          | $551.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $45000.00          | $691.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.5000%  | N/A     | $80000.00          | $50.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | 7.5000%  | N/A     | $175000.00         | $79.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 5.5000%  | N/A     | $101500.00         | $947.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | 6.0000%  | N/A     | $50000.00          | $103.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-08-20      | 3.5000%  | N/A     | $15000.00          | $327.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | 6.5000%  | N/A     | $30000.00          | $150.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $50000.00          | $358.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-15      | 7.0000%  | N/A     | $25000.00          | $5.95              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.0000%  | N/A     | $123273.00         | $3545.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.0000%  | N/A     | $25028.00          | $1895.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 7.5000%  | N/A     | $80331.00          | $51.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 7.5000%  | N/A     | $690000.00         | $270.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-20      | 7.0000%  | N/A     | $25000.00          | $37.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.2500%  | N/A     | $50882.00          | $2220.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.5000%  | N/A     | $20000.00          | $223.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $35000.00          | $111.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | 5.0000%  | N/A     | $92000.00          | $1378.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | 6.5000%  | N/A     | $91043.00          | $303.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-05-20      | 3.5000%  | N/A     | $10000.00          | $150.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $111000.00         | $2.58              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | 6.5000%  | N/A     | $298000.00         | $37.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 7.5000%  | N/A     | $127045.00         | $45.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $140000.00         | $26.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $40064.00          | $85.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 6.5000%  | N/A     | $225000.00         | $367.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.5000%  | N/A     | $35000.00          | $55.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-15      | 5.5000%  | N/A     | $25000.00          | $91.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-15      | 6.0000%  | N/A     | $55000.00          | $998.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.0000%  | N/A     | $51000.00          | $134.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.0000%  | N/A     | $34753.00          | $56.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | 6.0000%  | N/A     | $30000.00          | $375.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-15      | 7.5000%  | N/A     | $29195.00          | $1.74              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 7.5000%  | N/A     | $1452397.00        | $38.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | 5.5000%  | N/A     | $29043.00          | $258.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | 6.5000%  | N/A     | $25449.00          | $70.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | 5.5000%  | N/A     | $132336.00         | $1420.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-12-20      | 4.0000%  | N/A     | $18750.00          | $950.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 6.0000%  | N/A     | $35405.00          | $217.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 8.0000%  | N/A     | $115000.00         | $46.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 7.0000%  | N/A     | $37118.00          | $251.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | 6.0000%  | N/A     | $105000.00         | $1069.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $110000.00         | $633.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.5000%  | N/A     | $100100.00         | $126.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-20      | 5.5000%  | N/A     | $390150.00         | $2444.96           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | 5.0000%  | N/A     | $20000.00          | $320.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | 6.5000%  | N/A     | $192501.00         | $1765.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $50000.00          | $329.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 6.0000%  | N/A     | $35000.00          | $193.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $56000.00          | $51.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-20      | 5.5000%  | N/A     | $205000.00         | $2644.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 5.5000%  | N/A     | $360000.00         | $461.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.0000%  | N/A     | $20000.00          | $25.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 5.5000%  | N/A     | $285469.00         | $3254.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 6.0000%  | N/A     | $15000.00          | $168.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | 8.0000%  | N/A     | $300000.00         | $20.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 5.5000%  | N/A     | $42000.00          | $201.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-15      | 8.0000%  | N/A     | $25000.00          | $87.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 6.0000%  | N/A     | $30000.00          | $211.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-02-20      | 5.0000%  | N/A     | $20000.00          | $259.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 8.0000%  | N/A     | $100000.00         | $8.31              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | 6.0000%  | N/A     | $28571.00          | $514.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.5000%  | N/A     | $529000.00         | $432.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $1000.00           | $47.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | 6.0000%  | N/A     | $109000.00         | $1430.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | 6.0000%  | N/A     | $155108.00         | $1651.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $45507.00          | $171.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-15      | 7.7500%  | N/A     | $60000.00          | $119.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 5.0000%  | N/A     | $60000.00          | $1061.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.5000%  | N/A     | $75000.00          | $12.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | 4.5000%  | N/A     | $49000.00          | $773.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $604500.00         | $706.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 7.0000%  | N/A     | $49000.00          | $220.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 6.5000%  | N/A     | $150001.00         | $625.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.5000%  | N/A     | $304214.00         | $676.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 6.0000%  | N/A     | $30000.00          | $183.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.5000%  | N/A     | $84901.00          | $1952.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 7.0000%  | N/A     | $24140.00          | $24.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | 6.0000%  | N/A     | $12500.00          | $401.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 8.0000%  | N/A     | $64486.00          | $600.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.5000%  | N/A     | $763000.00         | $401.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | 8.5000%  | N/A     | $34000.00          | $3.05              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-15      | 6.0000%  | N/A     | $40000.00          | $439.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $55805.00          | $321.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | 7.0000%  | N/A     | $25265.00          | $3.35              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $33000.00          | $53.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $50284.00          | $60.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $35000.00          | $121.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | 5.0000%  | N/A     | $12632.00          | $357.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 5.5000%  | N/A     | $15000.00          | $1439.47           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-20      | 6.0000%  | N/A     | $134210.00         | $1315.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 4.0000%  | N/A     | $360000.00         | $975.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $30000.00          | $79.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 6.5000%  | N/A     | $730684.00         | $630.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-15      | 7.5000%  | N/A     | $80000.00          | $9.17              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | 6.5000%  | N/A     | $25000.00          | $455.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | 5.5000%  | N/A     | $125000.00         | $544.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-20      | 5.5000%  | N/A     | $164834.00         | $1959.55           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-15      | 8.0000%  | N/A     | $25000.00          | $40.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-09-20      | 3.5000%  | N/A     | $132000.00         | $5853.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.0000%  | N/A     | $25000.00          | $507.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $97000.00          | $33.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | 6.0000%  | N/A     | $52729.00          | $5043.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.0000%  | N/A     | $127000.00         | $568.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $30000.00          | $275.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 7.0000%  | N/A     | $132893.00         | $2087.87           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 6.0000%  | N/A     | $84000.00          | $370.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-20      | 7.0000%  | N/A     | $40000.00          | $72.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-15      | 6.0000%  | N/A     | $34029.00          | $377.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $370000.00         | $142.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-20      | 5.0000%  | N/A     | $102256.00         | $595.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-20      | 6.0000%  | N/A     | $343500.00         | $675.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-04-20      | 4.0000%  | N/A     | $50000.00          | $2031.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $110000.00         | $61.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-15      | 4.5000%  | N/A     | $30000.00          | $189.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 6.0000%  | N/A     | $78000.00          | $1481.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | 6.7500%  | N/A     | $203000.00         | $109.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | 6.0000%  | N/A     | $101000.00         | $913.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 7.0000%  | N/A     | $163000.00         | $4541.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $11000.00          | $71.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 6.5000%  | N/A     | $205000.00         | $12.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | 6.5000%  | N/A     | $40000.00          | $15.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.0000%  | N/A     | $52000.00          | $279.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | 8.0000%  | N/A     | $408000.00         | $48.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 6.0000%  | N/A     | $83000.00          | $722.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $110000.00         | $1531.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $80702.00          | $414.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 7.0000%  | N/A     | $174705.00         | $44.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-15      | 5.5000%  | N/A     | $83807.00          | $1173.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $132812.00         | $185.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | 6.0000%  | N/A     | $67545.00          | $6440.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 5.0000%  | N/A     | $73500.00          | $915.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.5000%  | N/A     | $10000.00          | $593.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-15      | 7.0000%  | N/A     | $305595.00         | $4.27              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | 8.5000%  | N/A     | $37498.00          | $18.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | 6.5000%  | N/A     | $125000.00         | $67.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-07-20      | 4.0000%  | N/A     | $185000.00         | $11519.88          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-20      | 7.0000%  | N/A     | $353000.00         | $108.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 5.5000%  | N/A     | $1000.00           | $20.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 7.5000%  | N/A     | $30000.00          | $33.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-05-20      | 7.5000%  | N/A     | $275055.00         | $138.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.5000%  | N/A     | $22000.00          | $1335.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.0000%  | N/A     | $25000.00          | $470.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $45000.00          | $415.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $155000.00         | $282.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 7.5000%  | N/A     | $77000.00          | $18.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $51054.00          | $138.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-15      | 4.5000%  | N/A     | $25250.00          | $329.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $45000.00          | $151.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 6.5000%  | N/A     | $493000.00         | $730.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 6.0000%  | N/A     | $30000.00          | $56.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $75101.00          | $727.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 7.0000%  | N/A     | $60000.00          | $313.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 4.5000%  | N/A     | $39667.00          | $7845.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-20      | 6.0000%  | N/A     | $33900.00          | $519.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $50000.00          | $440.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $25000.00          | $407.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | 5.0000%  | N/A     | $25000.00          | $158.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 5.0000%  | N/A     | $30000.00          | $354.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-20      | 7.5000%  | N/A     | $175000.00         | $26.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | 6.5000%  | N/A     | $354300.00         | $20.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.0000%  | N/A     | $25000.00          | $477.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | 4.5000%  | N/A     | $11000.00          | $615.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | 4.5000%  | N/A     | $32000.00          | $526.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | 4.0000%  | N/A     | $30000.00          | $554.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-15      | 5.0000%  | N/A     | $25000.00          | $25.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.0000%  | N/A     | $25050.00          | $445.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | 5.5000%  | N/A     | $68750.00          | $403.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-20      | 7.5000%  | N/A     | $202000.00         | $101.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $35373.00          | $92.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 7.5000%  | N/A     | $25000.00          | $361.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 6.0000%  | N/A     | $355829.00         | $3276.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-20      | 5.5000%  | N/A     | $35000.00          | $428.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 6.5000%  | N/A     | $12684.00          | $597.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-15      | 9.0000%  | N/A     | $77000.00          | $146.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $30000.00          | $316.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | 7.0000%  | N/A     | $45000.00          | $29.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 7.5000%  | N/A     | $1010000.00        | $916.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $45000.00          | $208.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-20      | 7.5000%  | N/A     | $227000.00         | $210.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $45000.00          | $355.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.0000%  | N/A     | $214000.00         | $566.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.5000%  | N/A     | $77000.00          | $556.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | 5.0000%  | N/A     | $61667.00          | $821.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 5.5000%  | N/A     | $5000.00           | $111.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 9.0000%  | N/A     | $85000.00          | $66.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.5000%  | N/A     | $60110.00          | $1957.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $50000.00          | $675.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | 5.0000%  | N/A     | $56500.00          | $218.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-20      | 6.0000%  | N/A     | $268267.00         | $516.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | 7.5000%  | N/A     | $27000.00          | $7.02              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 6.5000%  | N/A     | $25000.00          | $397.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-15      | 7.5000%  | N/A     | $645609.00         | $99.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | 7.5000%  | N/A     | $680000.00         | $56.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | 6.0000%  | N/A     | $126050.00         | $1939.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.5000%  | N/A     | $263382.00         | $7196.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-20      | 4.5000%  | N/A     | $10000.00          | $372.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $60000.00          | $583.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | 5.0000%  | N/A     | $157353.00         | $2456.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.0000%  | N/A     | $305000.00         | $673.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | 5.0000%  | N/A     | $14168.00          | $414.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 3.5000%  | N/A     | $6000.00           | $587.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | 4.0000%  | N/A     | $25000.00          | $775.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $25000.00          | $177.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 6.5000%  | N/A     | $30000.00          | $736.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.0000%  | N/A     | $32000.00          | $276.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $180000.00         | $48.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | 6.0000%  | N/A     | $34319.00          | $285.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | 4.5000%  | N/A     | $35141.00          | $681.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.5000%  | N/A     | $40650.00          | $49.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $30000.00          | $40.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $75000.00          | $552.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-10-20      | 4.0000%  | N/A     | $6000.00           | $647.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | 8.0000%  | N/A     | $45000.00          | $165.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 5.5000%  | N/A     | $185030.00         | $1251.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-15      | 4.5000%  | N/A     | $70333.00          | $1093.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-15      | 7.5000%  | N/A     | $30000.00          | $18.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | 6.5000%  | N/A     | $463000.00         | $246.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $25000.00          | $84.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | 5.0000%  | N/A     | $76000.00          | $1112.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-20      | 7.5000%  | N/A     | $593000.00         | $326.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | 5.0000%  | N/A     | $10000.00          | $142.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-15      | 7.0000%  | N/A     | $305000.00         | $320.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 8.0000%  | N/A     | $214000.00         | $183.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | 5.5000%  | N/A     | $66057.00          | $597.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | 6.5000%  | N/A     | $84000.00          | $93.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-20      | 7.0000%  | N/A     | $364950.00         | $7.93              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 5.6250%  | N/A     | $1000000.00        | $1400.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | 5.5000%  | N/A     | $88316.00          | $1214.57           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 5.5000%  | N/A     | $61565.00          | $1348.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 6.5000%  | N/A     | $48694.00          | $699.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2053-11-20      | 6.5000%  | N/A     | $15000.00          | $6370.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | 7.5000%  | N/A     | $50000.00          | $21.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.5000%  | N/A     | $25000.00          | $99.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 7.0000%  | N/A     | $200000.00         | $2471.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.5000%  | N/A     | $25000.00          | $145.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 7.0000%  | N/A     | $60000.00          | $22.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | 6.5000%  | N/A     | $50000.00          | $59.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | 7.0000%  | N/A     | $335000.00         | $77.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-15      | 8.5000%  | N/A     | $25307.00          | $15.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | 7.0000%  | N/A     | $533490.00         | $188.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | 4.0000%  | N/A     | $124000.00         | $843.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $145000.00         | $149.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.0000%  | N/A     | $48000.00          | $1029.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-15      | 4.5000%  | N/A     | $4000.00           | $296.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 5.0000%  | N/A     | $58750.00          | $576.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-15      | 6.0000%  | N/A     | $25002.00          | $107.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | 5.0000%  | N/A     | $224605.00         | $2490.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 6.0000%  | N/A     | $20000.00          | $405.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | 7.0000%  | N/A     | $378100.00         | $85.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-15      | 5.0000%  | N/A     | $27457.00          | $267.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 7.0000%  | N/A     | $145000.00         | $250.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-20      | 7.0000%  | N/A     | $986000.00         | $857.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.5000%  | N/A     | $35000.00          | $138.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 7.0000%  | N/A     | $97000.00          | $56.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | 4.5000%  | N/A     | $46431.00          | $925.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-20      | 6.5000%  | N/A     | $88051.00          | $102.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 7.0000%  | N/A     | $25000.00          | $15.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | 5.0000%  | N/A     | $461460.00         | $5318.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $45000.00          | $490.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $25000.00          | $85.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-15      | 7.0000%  | N/A     | $100000.00         | $7.05              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-15      | 7.5000%  | N/A     | $500000.00         | $112.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 6.5000%  | N/A     | $42000.00          | $21.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 4.5000%  | N/A     | $2000.00           | $66.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-05-20      | 3.0000%  | N/A     | $15000.00          | $1213.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-15      | 7.5000%  | N/A     | $1232000.00        | $1357.55           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.5000%  | N/A     | $163000.00         | $321.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $560000.00         | $140.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.5000%  | N/A     | $25000.00          | $97.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.0000%  | N/A     | $75000.00          | $435.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-07-20      | 6.0000%  | N/A     | $7000.00           | $572.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.0000%  | N/A     | $40044.00          | $693.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-11-20      | 4.0000%  | N/A     | $10000.00          | $433.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 6.0000%  | N/A     | $60000.00          | $1358.71           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 6.5000%  | N/A     | $400000.00         | $164.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 6.0000%  | N/A     | $30000.00          | $856.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | 4.7500%  | N/A     | $503419.00         | $100.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $25012.00          | $102.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 5.5000%  | N/A     | $11000.00          | $272.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 8.0000%  | N/A     | $25000.00          | $25.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | 7.0000%  | N/A     | $108000.00         | $199.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | 7.0000%  | N/A     | $1130643.00        | $247.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.0000%  | N/A     | $34000.00          | $1407.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-07-15      | 4.5000%  | N/A     | $42621.00          | $1073.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $37034.00          | $523.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | 8.0000%  | N/A     | $60136.00          | $24.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | 4.5000%  | N/A     | $75000.00          | $1821.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-20      | 5.0000%  | N/A     | $76000.00          | $907.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 8.0000%  | N/A     | $108334.00         | $5.42              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-20      | 6.5000%  | N/A     | $37500.00          | $503.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.5000%  | N/A     | $36962.00          | $23.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $35000.00          | $56.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.0000%  | N/A     | $140000.00         | $579.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 5.5000%  | N/A     | $55000.00          | $621.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | 5.5000%  | N/A     | $50000.00          | $190.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $36916.00          | $216.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $75000.00          | $261.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 6.0000%  | N/A     | $175000.00         | $267.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-20      | 6.0000%  | N/A     | $51500.00          | $503.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $68374.00          | $743.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-01-15      | 4.5000%  | N/A     | $29000.00          | $769.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.5000%  | N/A     | $185000.00         | $1026.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-20      | 4.0000%  | N/A     | $18000.00          | $729.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-02-20      | 3.5000%  | N/A     | $5000.00           | $599.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 4.5000%  | N/A     | $89833.00          | $1282.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.0000%  | N/A     | $50000.00          | $814.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $315310.00         | $589.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 7.5000%  | N/A     | $120000.00         | $189.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 7.0000%  | N/A     | $63454.00          | $92.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.5000%  | N/A     | $27333.00          | $1111.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-15      | 8.0000%  | N/A     | $183500.00         | $104.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-15      | 7.0000%  | N/A     | $50000.00          | $58.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | 6.5000%  | N/A     | $150000.00         | $749.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-20      | 3.5000%  | N/A     | $43000.00          | $1248.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $50000.00          | $116.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.5000%  | N/A     | $25413.00          | $191.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-12-20      | 5.5000%  | N/A     | $2000.00           | $110.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 6.0000%  | N/A     | $122000.00         | $660.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | 5.5000%  | N/A     | $17000.00          | $1429.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-15      | 6.0000%  | N/A     | $40000.00          | $490.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.2500%  | N/A     | $25000.00          | $103.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-15      | 5.5000%  | N/A     | $100000.00         | $484.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-15      | 4.5000%  | N/A     | $45000.00          | $426.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $33000.00          | $277.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 7.5000%  | N/A     | $145000.00         | $101.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-15      | 6.5000%  | N/A     | $9616.00           | $301.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 8.0000%  | N/A     | $32531.00          | $16.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 8.0000%  | N/A     | $30000.00          | $4.61              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-20      | 6.0000%  | N/A     | $397000.00         | $1178.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $26000.00          | $248.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 7.0000%  | N/A     | $25000.00          | $96.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | 8.0000%  | N/A     | $50032.00          | $30.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $110000.00         | $96.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-20      | 7.5000%  | N/A     | $810960.00         | $216.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | 7.5000%  | N/A     | $160000.00         | $6.89              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | 4.5000%  | N/A     | $50000.00          | $127.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | 4.5000%  | N/A     | $493500.00         | $3896.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 6.5000%  | N/A     | $100000.00         | $62.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-05-15      | 3.5000%  | N/A     | $15000.00          | $4149.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $201554.00         | $276.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $373826.00         | $141.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | 5.0000%  | N/A     | $30000.00          | $1123.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 7.0000%  | N/A     | $210000.00         | $2066.87           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-20      | 6.5000%  | N/A     | $50000.00          | $532.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 5.5000%  | N/A     | $404000.00         | $261.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $100000.00         | $674.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 5.0000%  | N/A     | $245000.00         | $3210.30           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $110682.00         | $632.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $180000.00         | $83.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | 7.0000%  | N/A     | $25000.00          | $251.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | 6.0000%  | N/A     | $165619.00         | $76.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 6.0000%  | N/A     | $55000.00          | $160.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-15      | 7.5000%  | N/A     | $25000.00          | $3.49              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | 7.0000%  | N/A     | $251459.00         | $180.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $265000.00         | $1806.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $25000.00          | $70.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 5.0000%  | N/A     | $1045000.00        | $2727.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | 5.5000%  | N/A     | $82000.00          | $835.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 6.0000%  | N/A     | $86000.00          | $315.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | 8.0000%  | N/A     | $160000.00         | $5.00              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-15      | 6.5000%  | N/A     | $70000.00          | $7.21              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | 6.0000%  | N/A     | $335538.00         | $342.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.5000%  | N/A     | $25000.00          | $391.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | 7.5000%  | N/A     | $645661.00         | $347.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | 6.5000%  | N/A     | $402491.00         | $223.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $27000.00          | $38.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $29000.00          | $23.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $50000.00          | $115.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | 5.5000%  | N/A     | $30000.00          | $259.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | 7.0000%  | N/A     | $50000.00          | $945.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 7.0000%  | N/A     | $399500.00         | $241.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-15      | 6.5000%  | N/A     | $32085.00          | $698.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $25000.00          | $253.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $25982.00          | $495.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $84826.00          | $429.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-20      | 8.0000%  | N/A     | $125000.00         | $35.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | 7.5000%  | N/A     | $25000.00          | $10.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $25000.00          | $29.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | 3.5000%  | N/A     | $11000.00          | $546.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | 5.0000%  | N/A     | $15000.00          | $109.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-15      | 6.0000%  | N/A     | $25000.00          | $242.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-01-20      | 5.5000%  | N/A     | $5000.00           | $256.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 6.0000%  | N/A     | $50000.00          | $672.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | 6.5000%  | N/A     | $45000.00          | $278.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $25114.00          | $629.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-20      | 5.0000%  | N/A     | $166275.00         | $2171.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.0000%  | N/A     | $40000.00          | $68.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-20      | 5.5000%  | N/A     | $10000.00          | $359.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-08-20      | 3.5000%  | N/A     | $25000.00          | $1251.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $25639.00          | $851.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-08-20      | 5.0000%  | N/A     | $25000.00          | $2069.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $32000.00          | $230.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | 8.0000%  | N/A     | $175000.00         | $7.76              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | 4.5000%  | N/A     | $75000.00          | $1167.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-20      | 6.0000%  | N/A     | $25000.00          | $255.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | 4.5000%  | N/A     | $26195.00          | $196.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 5.0000%  | N/A     | $236250.00         | $2834.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | 5.5000%  | N/A     | $79000.00          | $1021.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 5.0000%  | N/A     | $96081.00          | $1418.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $244000.00         | $1445.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 6.5000%  | N/A     | $229297.00         | $2171.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.5000%  | N/A     | $45000.00          | $861.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-03-20      | 4.0000%  | N/A     | $133000.00         | $1452.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 6.0000%  | N/A     | $75000.00          | $1264.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | 6.0000%  | N/A     | $45000.00          | $467.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 6.0000%  | N/A     | $442668.00         | $391.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.0000%  | N/A     | $75000.00          | $84.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 7.0000%  | N/A     | $10000.00          | $66.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-20      | 7.5000%  | N/A     | $590000.00         | $338.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-20      | 7.5000%  | N/A     | $701136.00         | $16.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-15      | 8.0000%  | N/A     | $93179.00          | $290.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | 6.0000%  | N/A     | $147600.00         | $1850.95           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 6.0000%  | N/A     | $5000.00           | $149.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-15      | 7.0000%  | N/A     | $25020.00          | $3.87              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.5000%  | N/A     | $100000.00         | $1336.19           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 6.0000%  | N/A     | $572000.00         | $1826.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | 5.5000%  | N/A     | $19166.00          | $208.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-20      | 4.0000%  | N/A     | $42000.00          | $7343.95           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $25000.00          | $17.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-20      | 7.0000%  | N/A     | $175000.00         | $65.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 5.5000%  | N/A     | $50000.00          | $765.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-20      | 7.5000%  | N/A     | $385000.00         | $52.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-20      | 5.0000%  | N/A     | $10000.00          | $93.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | 7.0000%  | N/A     | $1123999.00        | $430.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-15      | 5.5000%  | N/A     | $60289.00          | $647.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $50000.00          | $262.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-15      | 6.0000%  | N/A     | $60000.00          | $510.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 4.5000%  | N/A     | $44000.00          | $798.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $49000.00          | $41.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.0000%  | N/A     | $60000.00          | $41.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 7.0000%  | N/A     | $52500.00          | $386.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | 7.0000%  | N/A     | $50811.00          | $30.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $47000.00          | $145.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | 6.0000%  | N/A     | $25000.00          | $239.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-20      | 6.5000%  | N/A     | $90000.00          | $1394.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 6.5000%  | N/A     | $37000.00          | $25.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | 6.0000%  | N/A     | $25000.00          | $263.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | 5.0000%  | N/A     | $81874.00          | $1606.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-05-20      | 8.0000%  | N/A     | $192332.00         | $74.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.0000%  | N/A     | $26000.00          | $277.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $30000.00          | $95.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 6.0000%  | N/A     | $624673.00         | $1883.74           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 5.0000%  | N/A     | $15031.00          | $209.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2047-09-20      | 6.0000%  | N/A     | $1000.00           | $116.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $95000.00          | $226.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | 7.0000%  | N/A     | $25000.00          | $51.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 6.0000%  | N/A     | $10000.00          | $1015.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-20      | 6.0000%  | N/A     | $2000.00           | $43.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-12-20      | 4.5000%  | N/A     | $85000.00          | $943.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-20      | 4.0000%  | N/A     | $75000.00          | $786.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | 5.5000%  | N/A     | $54554.00          | $792.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | 6.0000%  | N/A     | $133479.00         | $1729.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $120127.00         | $613.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-15      | 5.0000%  | N/A     | $50000.00          | $3763.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $60000.00          | $83.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-20      | 6.5000%  | N/A     | $25891.00          | $417.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $25027.00          | $99.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 6.5000%  | N/A     | $887787.00         | $632.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 7.5000%  | N/A     | $40000.00          | $1.65              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-03-20      | 6.0000%  | N/A     | $18000.00          | $1912.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $243629.00         | $4505.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.0000%  | N/A     | $37000.00          | $78.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | 6.5000%  | N/A     | $26884.00          | $199.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.5000%  | N/A     | $50000.00          | $540.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 5.5000%  | N/A     | $114500.00         | $1019.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $25000.00          | $87.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-03-20      | 8.0000%  | N/A     | $117157.00         | $14.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $100000.00         | $749.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | 6.0000%  | N/A     | $30000.00          | $486.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.5000%  | N/A     | $242000.00         | $312.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.5000%  | N/A     | $12500.00          | $347.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-12-20      | 4.0000%  | N/A     | $213729.00         | $3447.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $116000.00         | $57.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $28275.00          | $73.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.0000%  | N/A     | $100000.00         | $167.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-15      | 8.0000%  | N/A     | $157000.00         | $452.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $31000.00          | $50.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.5000%  | N/A     | $25000.00          | $27.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-20      | 6.0000%  | N/A     | $65000.00          | $39.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $240000.00         | $672.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $47000.00          | $73.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 5.0000%  | N/A     | $10000.00          | $528.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $177000.00         | $270.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 5.5000%  | N/A     | $25000.00          | $148.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | 7.0000%  | N/A     | $289630.00         | $140.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | 6.5000%  | N/A     | $164000.00         | $4.94              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $413000.00         | $490.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-09-20      | 9.0000%  | N/A     | $290000.00         | $78.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | 6.5000%  | N/A     | $525000.00         | $292.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.0000%  | N/A     | $37365.00          | $156.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $84000.00          | $334.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 4.5000%  | N/A     | $55860.00          | $734.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | 5.0000%  | N/A     | $35000.00          | $381.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.0000%  | N/A     | $50000.00          | $787.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | 7.0000%  | N/A     | $566000.00         | $231.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-01-20      | 7.0000%  | N/A     | $543646.00         | $0.43              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.5000%  | N/A     | $266667.00         | $3010.46           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | 7.5000%  | N/A     | $450000.00         | $29.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | 5.0000%  | N/A     | $49000.00          | $185.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $60000.00          | $217.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $50000.00          | $132.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $35000.00          | $12.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-11-20      | 5.5000%  | N/A     | $20000.00          | $762.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 8.0000%  | N/A     | $225000.00         | $13.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $106000.00         | $105.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 6.0000%  | N/A     | $85000.00          | $61.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $35000.00          | $886.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | 7.0000%  | N/A     | $50000.00          | $2922.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 7.0000%  | N/A     | $150000.00         | $170.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.5000%  | N/A     | $51053.00          | $379.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.5000%  | N/A     | $123334.00         | $55.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $201000.00         | $195.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-20      | 7.5000%  | N/A     | $227546.00         | $9.18              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | 5.0000%  | N/A     | $280041.00         | $2976.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $1762667.00        | $548.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-15      | 6.5000%  | N/A     | $110000.00         | $5.09              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 7.5000%  | N/A     | $75000.00          | $41.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-20      | 5.0000%  | N/A     | $32183.00          | $421.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $25000.00          | $32.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 5.5000%  | N/A     | $45359.00          | $42.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-20      | 7.0000%  | N/A     | $246987.00         | $231.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | 6.0000%  | N/A     | $33983.00          | $445.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-15      | 4.5000%  | N/A     | $94759.00          | $1418.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | 6.0000%  | N/A     | $25028.00          | $1753.28           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $80000.00          | $285.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.5000%  | N/A     | $60000.00          | $193.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 5.5000%  | N/A     | $262000.00         | $612.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $107000.00         | $0.77              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-15      | 5.5000%  | N/A     | $25862.00          | $557.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-20      | 5.0000%  | N/A     | $203904.00         | $1287.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.5000%  | N/A     | $35000.00          | $403.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | 5.0000%  | N/A     | $140000.00         | $1865.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 5.5000%  | N/A     | $143000.00         | $430.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-15      | 6.5000%  | N/A     | $50000.00          | $248.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 7.0000%  | N/A     | $128000.00         | $111.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-20      | 5.0000%  | N/A     | $78500.00          | $857.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 5.5000%  | N/A     | $188666.00         | $381.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.0000%  | N/A     | $35091.00          | $200.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $37525.00          | $556.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | 7.0000%  | N/A     | $170000.00         | $12.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.0000%  | N/A     | $45299.00          | $130.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-10-20      | 3.5000%  | N/A     | $14000.00          | $285.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-15      | 4.5000%  | N/A     | $35000.00          | $960.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 5.0000%  | N/A     | $115000.00         | $2115.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 8.0000%  | N/A     | $85000.00          | $196.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 6.5000%  | N/A     | $155000.00         | $43.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $139972.00         | $457.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $25000.00          | $76.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | 6.5000%  | N/A     | $14500.00          | $3185.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.0000%  | N/A     | $11000.00          | $156.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-20      | 8.0000%  | N/A     | $120000.00         | $2033.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-15      | 6.5000%  | N/A     | $117226.00         | $224.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-15      | 7.0000%  | N/A     | $400000.00         | $489.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $34000.00          | $108.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 6.5000%  | N/A     | $92000.00          | $828.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 6.0000%  | N/A     | $60651.00          | $247.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-20      | 6.0000%  | N/A     | $72000.00          | $287.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $50000.00          | $425.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.0000%  | N/A     | $55324.00          | $1571.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-20      | 7.0000%  | N/A     | $238000.00         | $103.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.0000%  | N/A     | $113000.00         | $2132.47           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-15      | 5.0000%  | N/A     | $25000.00          | $816.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-20      | 4.0000%  | N/A     | $19000.00          | $810.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 3.5000%  | N/A     | $10000.00          | $448.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $31000.00          | $792.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 7.5000%  | N/A     | $100000.00         | $1573.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $77500.00          | $111.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 6.0000%  | N/A     | $43000.00          | $403.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.0000%  | N/A     | $85000.00          | $3354.74           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 7.0000%  | N/A     | $290000.00         | $235.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.5000%  | N/A     | $115000.00         | $677.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $13000.00          | $13062.58          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | 6.5000%  | N/A     | $93077.00          | $203.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.0000%  | N/A     | $437168.00         | $1201.25           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-20      | 6.0000%  | N/A     | $10000.00          | $129.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | 7.0000%  | N/A     | $171000.00         | $1641.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $105000.00         | $1182.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-15      | 5.0000%  | N/A     | $25000.00          | $173.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $1220000.00        | $379.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | 5.5000%  | N/A     | $127000.00         | $1764.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | 5.5000%  | N/A     | $61000.00          | $265.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 7.5000%  | N/A     | $25000.00          | $15.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | 6.0000%  | N/A     | $84936.00          | $85.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.0000%  | N/A     | $65000.00          | $26.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 5.5000%  | N/A     | $80000.00          | $1.74              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $60000.00          | $644.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $77220.00          | $59.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | 7.0000%  | N/A     | $388976.00         | $7.35              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-20      | 5.5000%  | N/A     | $407000.00         | $1437.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | 7.5000%  | N/A     | $50000.00          | $72.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-15      | 6.5000%  | N/A     | $51000.00          | $79.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-20      | 8.0000%  | N/A     | $40000.00          | $28.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.5000%  | N/A     | $75000.00          | $1544.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 6.0000%  | N/A     | $25000.00          | $548.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 6.5000%  | N/A     | $92000.00          | $1169.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 6.0000%  | N/A     | $25000.00          | $434.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 8.0000%  | N/A     | $70000.00          | $28.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $1000.00           | $664.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 7.0000%  | N/A     | $35000.00          | $395.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 7.5000%  | N/A     | $23000.00          | $185.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 6.0000%  | N/A     | $75293.00          | $2290.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-20      | 6.5000%  | N/A     | $75103.00          | $230.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.2500%  | N/A     | $70000.00          | $2862.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | 4.5000%  | N/A     | $44670.00          | $1058.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 5.0000%  | N/A     | $35000.00          | $319.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $154000.00         | $234.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $25843.00          | $203.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $204000.00         | $596.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $35000.00          | $147.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 5.5000%  | N/A     | $141000.00         | $77.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 4.5000%  | N/A     | $63000.00          | $877.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-15      | 6.0000%  | N/A     | $170000.00         | $408.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 6.5000%  | N/A     | $28729.00          | $542.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 4.5000%  | N/A     | $225000.00         | $7605.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $125000.00         | $88.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 5.5000%  | N/A     | $25000.00          | $56.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | 6.0000%  | N/A     | $141000.00         | $178.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $26996.00          | $355.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $25000.00          | $298.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-12-20      | 5.5000%  | N/A     | $20000.00          | $1906.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $31000.00          | $764.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-08-20      | 2.5000%  | N/A     | $15000.00          | $4695.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.0000%  | N/A     | $96000.00          | $673.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 8.0000%  | N/A     | $40000.00          | $41.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $48334.00          | $85.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 6.0000%  | N/A     | $35000.00          | $1811.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 7.0000%  | N/A     | $10000.00          | $142.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $785000.00         | $229.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | 7.0000%  | N/A     | $100000.00         | $3.04              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-11-20      | 3.5000%  | N/A     | $12500.00          | $693.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | 6.5000%  | N/A     | $278113.00         | $167.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $175000.00         | $5.85              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 6.5000%  | N/A     | $72000.00          | $469.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 6.5000%  | N/A     | $305000.00         | $129.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 4.5000%  | N/A     | $30000.00          | $765.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-20      | 5.0000%  | N/A     | $159000.00         | $2363.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $30097.00          | $11.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 5.0000%  | N/A     | $25000.00          | $224.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | 6.5000%  | N/A     | $106523.00         | $307.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | 4.0000%  | N/A     | $40000.00          | $1266.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 7.0000%  | N/A     | $129000.00         | $77.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-03-15      | 6.0000%  | N/A     | $5000.00           | $337.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $45000.00          | $100.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $54618.00          | $72.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | 5.0000%  | N/A     | $672500.00         | $9602.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.0000%  | N/A     | $64000.00          | $128.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $131690.00         | $43.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.5000%  | N/A     | $25000.00          | $172.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-20      | 5.5000%  | N/A     | $13000.00          | $104.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-20      | 5.5000%  | N/A     | $18000.00          | $187.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $145016.00         | $304.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 5.0000%  | N/A     | $5000.00           | $226.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.2500%  | N/A     | $151000.00         | $35.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 8.0000%  | N/A     | $1029609.00        | $20.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 7.0000%  | N/A     | $70000.00          | $29.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | 6.0000%  | N/A     | $50000.00          | $439.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 6.5000%  | N/A     | $25056.00          | $0.76              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-09-20      | 5.5000%  | N/A     | $24000.00          | $794.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 6.5000%  | N/A     | $25000.00          | $194.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 6.5000%  | N/A     | $80664.00          | $23.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | 6.0000%  | N/A     | $97000.00          | $1788.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | 5.5000%  | N/A     | $25000.00          | $21.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | 5.5000%  | N/A     | $116999.00         | $1219.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | 5.5000%  | N/A     | $60006.00          | $468.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $40000.00          | $247.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $50125.00          | $167.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-20      | 5.0000%  | N/A     | $335464.00         | $2663.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $112000.00         | $666.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-20      | 5.5000%  | N/A     | $182800.00         | $1840.45           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | 4.0000%  | N/A     | $34500.00          | $1621.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.0000%  | N/A     | $25000.00          | $422.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 6.0000%  | N/A     | $20000.00          | $235.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-20      | 4.5000%  | N/A     | $50000.00          | $463.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | 4.5000%  | N/A     | $83395.00          | $3580.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | 7.0000%  | N/A     | $75000.00          | $862.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | 5.0000%  | N/A     | $164192.00         | $2235.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $114000.00         | $82.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | 6.0000%  | N/A     | $100000.00         | $110.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.0000%  | N/A     | $50000.00          | $187.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $38000.00          | $165.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | 6.0000%  | N/A     | $25000.00          | $333.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-15      | 5.0000%  | N/A     | $100643.00         | $266.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $25000.00          | $151.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-20      | 6.5000%  | N/A     | $319000.00         | $589.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.0000%  | N/A     | $29521.00          | $542.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-03-15      | 3.5000%  | N/A     | $10000.00          | $2117.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.0000%  | N/A     | $65000.00          | $492.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 6.0000%  | N/A     | $41000.00          | $277.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 6.0000%  | N/A     | $40000.00          | $347.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-20      | 6.5000%  | N/A     | $25000.00          | $276.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 7.0000%  | N/A     | $207901.00         | $208.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $346500.00         | $1087.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.5000%  | N/A     | $139000.00         | $5729.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $55003.00          | $298.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $74000.00          | $146.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 4.5000%  | N/A     | $15000.00          | $19.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | 6.0000%  | N/A     | $80000.00          | $422.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 7.5000%  | N/A     | $50000.00          | $2.90              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-20      | 8.5000%  | N/A     | $25000.00          | $1.26              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 6.5000%  | N/A     | $200000.00         | $39.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | 6.5000%  | N/A     | $25000.00          | $137.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 7.0000%  | N/A     | $25000.00          | $223.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-15      | 5.5000%  | N/A     | $25000.00          | $170.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 5.0000%  | N/A     | $642460.00         | $7807.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-15      | 5.0000%  | N/A     | $45000.00          | $256.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 7.0000%  | N/A     | $134000.00         | $835.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.0000%  | N/A     | $270000.00         | $1820.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-20      | 6.0000%  | N/A     | $50000.00          | $592.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 3.0000%  | N/A     | $11000.00          | $302.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $70000.00          | $82.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | 5.5000%  | N/A     | $45070.00          | $928.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 7.5000%  | N/A     | $125000.00         | $20.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $50000.00          | $545.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $80000.00          | $515.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | 7.0000%  | N/A     | $323730.00         | $16.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-20      | 8.0000%  | N/A     | $50171.00          | $26.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 5.5000%  | N/A     | $105000.00         | $1235.26           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 6.0000%  | N/A     | $75000.00          | $30.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | 7.5000%  | N/A     | $176850.00         | $14.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 4.0000%  | N/A     | $10000.00          | $498.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 5.0000%  | N/A     | $387187.00         | $5877.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.5000%  | N/A     | $67000.00          | $475.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.0000%  | N/A     | $32000.00          | $218.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $53000.00          | $341.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.0000%  | N/A     | $67919.00          | $359.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | 6.0000%  | N/A     | $10000.00          | $629.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 7.0000%  | N/A     | $115000.00         | $146.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $25000.00          | $215.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-09-20      | 5.5000%  | N/A     | $10000.00          | $506.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | 6.0000%  | N/A     | $22000.00          | $365.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-06-20      | 5.5000%  | N/A     | $6650.00           | $700.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.0000%  | N/A     | $261000.00         | $371.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | 3.0000%  | N/A     | $70000.00          | $6831.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 6.5000%  | N/A     | $50000.00          | $1032.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 7.0000%  | N/A     | $125000.00         | $303.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-01-20      | 3.5000%  | N/A     | $15000.00          | $477.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | 6.5000%  | N/A     | $40051.00          | $170.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 4.5000%  | N/A     | $146590.00         | $2495.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 7.0000%  | N/A     | $26250.00          | $517.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $160000.00         | $445.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-15      | 6.5000%  | N/A     | $155000.00         | $5.95              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | 6.0000%  | N/A     | $25000.00          | $392.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $200000.00         | $174.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $25000.00          | $14.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-15      | 7.5000%  | N/A     | $25000.00          | $1.75              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-15      | 5.5000%  | N/A     | $50170.00          | $959.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.5000%  | N/A     | $1142000.00        | $2859.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 6.5000%  | N/A     | $214315.00         | $406.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 7.5000%  | N/A     | $102771.00         | $4.47              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | 7.5000%  | N/A     | $427610.00         | $71.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $14000.00          | $327.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 7.5000%  | N/A     | $50000.00          | $13.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-20      | 7.0000%  | N/A     | $121500.00         | $51.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.5000%  | N/A     | $32000.00          | $16.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | 7.0000%  | N/A     | $105000.00         | $904.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 6.5000%  | N/A     | $90000.00          | $1025.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | 6.5000%  | N/A     | $30000.00          | $305.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.5000%  | N/A     | $75000.00          | $2541.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.0000%  | N/A     | $261000.00         | $369.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 7.0000%  | N/A     | $117500.00         | $166.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | 5.5000%  | N/A     | $4667.00           | $19.71             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-15      | 7.0000%  | N/A     | $29499.00          | $6.39              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $125000.00         | $112.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | 7.0000%  | N/A     | $31200.00          | $7.87              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $37500.00          | $131.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-02-15      | 5.5000%  | N/A     | $52728.00          | $1011.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 6.5000%  | N/A     | $40000.00          | $424.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 6.5000%  | N/A     | $110000.00         | $1375.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $25000.00          | $106.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | 6.0000%  | N/A     | $90746.00          | $770.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-20      | 6.0000%  | N/A     | $215456.00         | $324.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-15      | 7.0000%  | N/A     | $10000.00          | $9.01              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 4.0000%  | N/A     | $69000.00          | $2648.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 7.0000%  | N/A     | $40000.00          | $35.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | 6.0000%  | N/A     | $371162.00         | $230.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $25000.00          | $17.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $85000.00          | $300.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-07-20      | 8.0000%  | N/A     | $25000.00          | $13.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-15      | 4.0000%  | N/A     | $50000.00          | $547.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 5.5000%  | N/A     | $10000.00          | $28.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 6.0000%  | N/A     | $25000.00          | $272.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-09-20      | 3.5000%  | N/A     | $33000.00          | $1137.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $1000.00           | $9.56              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $30343.00          | $82.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.0000%  | N/A     | $86083.00          | $1045.54           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 7.0000%  | N/A     | $25000.00          | $17.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | 5.5000%  | N/A     | $176500.00         | $1722.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $130218.00         | $12.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-20      | 7.0000%  | N/A     | $44000.00          | $579.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | 6.5000%  | N/A     | $1222071.00        | $1100.47           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-01-20      | 3.5000%  | N/A     | $30000.00          | $695.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.0000%  | N/A     | $38000.00          | $124.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | 7.0000%  | N/A     | $453451.00         | $74.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 7.0000%  | N/A     | $199000.00         | $332.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | 6.0000%  | N/A     | $142500.00         | $1664.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-20      | 5.0000%  | N/A     | $218918.00         | $2439.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 5.5000%  | N/A     | $57715.00          | $1838.30           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 5.0000%  | N/A     | $50070.00          | $625.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.0000%  | N/A     | $14000.00          | $143.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | 7.5000%  | N/A     | $157400.00         | $49.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | 7.0000%  | N/A     | $35000.00          | $65.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.0000%  | N/A     | $25000.00          | $224.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-15      | 6.0000%  | N/A     | $25000.00          | $358.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-20      | 5.0000%  | N/A     | $199667.00         | $1433.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-15      | 7.5000%  | N/A     | $53000.00          | $78.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 5.5000%  | N/A     | $52168.00          | $358.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-12-20      | 6.0000%  | N/A     | $30000.00          | $835.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 6.0000%  | N/A     | $9000.00           | $27.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 7.0000%  | N/A     | $25000.00          | $41.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.5000%  | N/A     | $25000.00          | $195.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-09-20      | 5.0000%  | N/A     | $27000.00          | $216.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 6.0000%  | N/A     | $992308.00         | $1084.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | 6.0000%  | N/A     | $26890.00          | $176.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-15      | 5.0000%  | N/A     | $66006.00          | $1033.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $33878.00          | $157.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.5000%  | N/A     | $34500.00          | $122.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $25000.00          | $127.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-15      | 6.0000%  | N/A     | $8000.00           | $283.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-04-20      | 2.5000%  | N/A     | $11000.00          | $5538.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | 8.5000%  | N/A     | $25000.00          | $37.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-15      | 5.5000%  | N/A     | $50084.00          | $1983.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $50000.00          | $399.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 7.0000%  | N/A     | $656412.00         | $2147.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-07-20      | 3.0000%  | N/A     | $32000.00          | $2282.75           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $160000.00         | $282.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $210500.00         | $215.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 6.0000%  | N/A     | $25000.00          | $29.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 8.0000%  | N/A     | $700000.00         | $111.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-15      | 5.0000%  | N/A     | $50058.00          | $934.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $40000.00          | $46.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-07-15      | 7.0000%  | N/A     | $55000.00          | $103.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.5000%  | N/A     | $75000.00          | $59.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | 8.0000%  | N/A     | $215000.00         | $102.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-06-20      | 4.5000%  | N/A     | $8667.00           | $312.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 7.0000%  | N/A     | $151000.00         | $2595.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-20      | 5.5000%  | N/A     | $82500.00          | $1142.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.5000%  | N/A     | $19200.00          | $247.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | 5.6250%  | N/A     | $500050.00         | $1033.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 6.0000%  | N/A     | $45000.00          | $706.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | 5.0000%  | N/A     | $182080.00         | $1778.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-20      | 7.0000%  | N/A     | $25000.00          | $72.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-15      | 6.0000%  | N/A     | $25000.00          | $226.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 5.0000%  | N/A     | $35249.00          | $254.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $42651.00          | $63.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-20      | 5.0000%  | N/A     | $197950.00         | $3130.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 8.0000%  | N/A     | $17000.00          | $7.03              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $26000.00          | $348.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | 7.0000%  | N/A     | $92000.00          | $152.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $45000.00          | $490.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $170000.00         | $3167.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.5000%  | N/A     | $112450.00         | $1806.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | 6.0000%  | N/A     | $119000.00         | $1316.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $40576.00          | $442.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 5.5000%  | N/A     | $125305.00         | $818.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-20      | 6.5000%  | N/A     | $145000.00         | $3441.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 5.5000%  | N/A     | $25724.00          | $92.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $25000.00          | $359.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 6.0000%  | N/A     | $127500.00         | $3085.57           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-20      | 5.0000%  | N/A     | $298000.00         | $1518.95           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 8.0000%  | N/A     | $25000.00          | $2.67              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.5000%  | N/A     | $48334.00          | $283.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.0000%  | N/A     | $50000.00          | $575.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $25000.00          | $24.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-15      | 5.5000%  | N/A     | $25000.00          | $84.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.0000%  | N/A     | $130433.00         | $308.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-15      | 6.0000%  | N/A     | $98468.00          | $1131.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-20      | 5.5000%  | N/A     | $30000.00          | $255.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 7.0000%  | N/A     | $147500.00         | $45.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-04-20      | 6.0000%  | N/A     | $15000.00          | $643.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $25000.00          | $99.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-20      | 5.0000%  | N/A     | $179688.00         | $2212.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-20      | 5.5000%  | N/A     | $210085.00         | $3613.38           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 5.0000%  | N/A     | $42000.00          | $716.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-15      | 7.0000%  | N/A     | $56000.00          | $2.05              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-15      | 5.5000%  | N/A     | $100268.00         | $246.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-09-20      | 4.5000%  | N/A     | $20000.00          | $94.63             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $227500.00         | $177.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-11-20      | 5.5000%  | N/A     | $9000.00           | $1265.36           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | 8.0000%  | N/A     | $60000.00          | $7.96              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-15      | 5.5000%  | N/A     | $12500.00          | $81.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-20      | 7.0000%  | N/A     | $27000.00          | $707.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 4.5000%  | N/A     | $45000.00          | $829.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.0000%  | N/A     | $25000.00          | $175.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.7500%  | N/A     | $50000.00          | $283.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-20      | 6.5000%  | N/A     | $25000.00          | $291.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 7.0000%  | N/A     | $377500.00         | $18.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-15      | 6.5000%  | N/A     | $41084.00          | $177.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-15      | 6.5000%  | N/A     | $25000.00          | $49.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-20      | 5.5000%  | N/A     | $59000.00          | $378.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | 5.5000%  | N/A     | $25524.00          | $176.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-02-20      | 5.5000%  | N/A     | $28333.00          | $709.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 6.0000%  | N/A     | $32000.00          | $93.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $96000.00          | $118.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.5000%  | N/A     | $1919000.00        | $418.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 7.5000%  | N/A     | $160431.00         | $90.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-07-20      | 7.5000%  | N/A     | $25000.00          | $38.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-01-20      | 7.5000%  | N/A     | $82825.00          | $0.09              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 6.5000%  | N/A     | $35000.00          | $36.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-20      | 6.0000%  | N/A     | $533500.00         | $1548.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 6.5000%  | N/A     | $301750.00         | $189.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-20      | 6.0000%  | N/A     | $90914.00          | $736.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $30000.00          | $48.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.5000%  | N/A     | $695268.00         | $1602.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-20      | 8.0000%  | N/A     | $43092.00          | $29.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 6.5000%  | N/A     | $337400.00         | $311.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 6.5000%  | N/A     | $9770.00           | $53.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $34000.00          | $112.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $80000.00          | $42.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $50350.00          | $300.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 7.0000%  | N/A     | $25046.00          | $26.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | 7.0000%  | N/A     | $49000.00          | $233.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $50000.00          | $337.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-06-20      | 2.5000%  | N/A     | $15000.00          | $3319.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-15      | 6.0000%  | N/A     | $65000.00          | $786.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $30000.00          | $598.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $525000.00         | $523.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $25000.00          | $12.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | 6.5000%  | N/A     | $30000.00          | $48.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 6.0000%  | N/A     | $60000.00          | $490.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-09-20      | 3.5000%  | N/A     | $73500.00          | $9852.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 7.2500%  | N/A     | $30000.00          | $57.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 6.5000%  | N/A     | $750064.00         | $772.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-20      | 5.5000%  | N/A     | $115000.00         | $1702.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-20      | 5.5000%  | N/A     | $46796.00          | $457.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | 8.5000%  | N/A     | $170000.00         | $31.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $60000.00          | $245.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | 6.5000%  | N/A     | $35667.00          | $381.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.0000%  | N/A     | $40000.00          | $315.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-20      | 6.5000%  | N/A     | $25408.00          | $3.52              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | 6.5000%  | N/A     | $1178429.00        | $1475.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-15      | 5.0000%  | N/A     | $25000.00          | $875.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | 5.0000%  | N/A     | $187368.00         | $1676.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 7.0000%  | N/A     | $312252.00         | $263.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 8.5000%  | N/A     | $200000.00         | $63.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.5000%  | N/A     | $50000.00          | $318.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.0000%  | N/A     | $52000.00          | $672.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.0000%  | N/A     | $26720.00          | $61.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-20      | 7.0000%  | N/A     | $1275000.00        | $1959.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-09-15      | 4.0000%  | N/A     | $305165.00         | $10328.71          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-15      | 6.0000%  | N/A     | $1000.00           | $1.82              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | 3.5000%  | N/A     | $25000.00          | $631.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | 5.5000%  | N/A     | $116300.00         | $939.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | 5.5000%  | N/A     | $187000.00         | $330.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $930000.00         | $533.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-15      | 4.5000%  | N/A     | $55000.00          | $581.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 5.5000%  | N/A     | $155207.00         | $1663.96           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-01-20      | 6.5000%  | N/A     | $50000.00          | $819.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $25000.00          | $452.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | 5.5000%  | N/A     | $35003.00          | $337.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 4.5000%  | N/A     | $5000.00           | $172.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 6.5000%  | N/A     | $25000.00          | $64.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 7.0000%  | N/A     | $76389.00          | $1.68              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | 5.5000%  | N/A     | $2000.00           | $118.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-02-20      | 4.0000%  | N/A     | $25000.00          | $1276.48           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.5000%  | N/A     | $164000.00         | $441.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 6.5000%  | N/A     | $573178.00         | $534.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 7.5000%  | N/A     | $40294.00          | $19.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 7.0000%  | N/A     | $50000.00          | $4467.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.5000%  | N/A     | $94000.00          | $181.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.0000%  | N/A     | $115100.00         | $1441.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 7.0000%  | N/A     | $90115.00          | $37.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | 6.0000%  | N/A     | $346000.00         | $1354.74           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.5000%  | N/A     | $50000.00          | $187.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-20      | 6.0000%  | N/A     | $25000.00          | $238.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $37000.00          | $555.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-03-20      | 5.0000%  | N/A     | $26600.00          | $2292.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.5000%  | N/A     | $42000.00          | $12.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.0000%  | N/A     | $345000.00         | $288.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-20      | 6.0000%  | N/A     | $169500.00         | $665.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.5000%  | N/A     | $43000.00          | $360.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $25000.00          | $204.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 5.0000%  | N/A     | $44000.00          | $880.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-15      | 7.5000%  | N/A     | $40000.00          | $17.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | 5.5000%  | N/A     | $26402.00          | $165.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | 6.5000%  | N/A     | $126000.00         | $1349.75           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | 6.5000%  | N/A     | $100000.00         | $29.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-02-20      | 5.0000%  | N/A     | $40000.00          | $2068.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.5000%  | N/A     | $50153.00          | $97.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | 7.0000%  | N/A     | $43431.00          | $456.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $39000.00          | $16.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2052-12-20      | 7.0000%  | N/A     | $10000.00          | $2753.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-20      | 5.5000%  | N/A     | $259167.00         | $4744.42           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | 7.0000%  | N/A     | $160000.00         | $766.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 7.0000%  | N/A     | $434500.00         | $422.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 6.0000%  | N/A     | $389152.00         | $418.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $80102.00          | $407.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | 6.0000%  | N/A     | $75625.00          | $902.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 6.0000%  | N/A     | $952319.00         | $3013.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-15      | 6.0000%  | N/A     | $25321.00          | $129.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-08-20      | 7.0000%  | N/A     | $152547.00         | $113.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | 7.5000%  | N/A     | $162500.00         | $22.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 6.0000%  | N/A     | $251881.00         | $4428.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | 6.0000%  | N/A     | $25000.00          | $1053.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.0000%  | N/A     | $36300.00          | $24.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-15      | 6.5000%  | N/A     | $30000.00          | $98.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $55000.00          | $985.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 7.0000%  | N/A     | $325400.00         | $94.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-02-20      | 5.5000%  | N/A     | $10000.00          | $413.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 8.0000%  | N/A     | $45000.00          | $30.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-20      | 7.0000%  | N/A     | $337000.00         | $190.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 7.0000%  | N/A     | $331787.00         | $253.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | 7.5000%  | N/A     | $146000.00         | $6.39              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-12-20      | 3.5000%  | N/A     | $15000.00          | $455.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 4.5000%  | N/A     | $41000.00          | $1010.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $81464.00          | $260.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-02-20      | 4.5000%  | N/A     | $20000.00          | $151.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | 5.0000%  | N/A     | $106426.00         | $1773.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | 5.0000%  | N/A     | $56000.00          | $482.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-15      | 4.0000%  | N/A     | $15000.00          | $679.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 6.5000%  | N/A     | $486464.00         | $604.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 7.5000%  | N/A     | $70000.00          | $839.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.5000%  | N/A     | $25000.00          | $197.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | 7.0000%  | N/A     | $50000.00          | $1169.99           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | 7.0000%  | N/A     | $476819.00         | $214.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $42993.00          | $170.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $119282.00         | $263.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $225000.00         | $125.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $100000.00         | $344.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 7.5000%  | N/A     | $80000.00          | $27.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $130460.00         | $145.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $125000.00         | $265.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $70000.00          | $1248.28           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-04-20      | 5.5000%  | N/A     | $35000.00          | $314.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-15      | 3.5000%  | N/A     | $20000.00          | $1170.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 7.0000%  | N/A     | $40000.00          | $93.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-20      | 5.0000%  | N/A     | $167250.00         | $1949.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.0000%  | N/A     | $41000.00          | $1054.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-15      | 5.5000%  | N/A     | $14000.00          | $415.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.0000%  | N/A     | $400000.00         | $4843.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.5000%  | N/A     | $99000.00          | $78.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $68000.00          | $198.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 6.5000%  | N/A     | $54000.00          | $192.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-04-20      | 4.5000%  | N/A     | $10000.00          | $347.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | 6.0000%  | N/A     | $68000.00          | $397.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-20      | 6.0000%  | N/A     | $106300.00         | $1675.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $126972.00         | $158.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.5000%  | N/A     | $167000.00         | $2260.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 7.0000%  | N/A     | $25000.00          | $248.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-15      | 6.0000%  | N/A     | $25000.00          | $288.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.5000%  | N/A     | $12000.00          | $797.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $60335.00          | $75.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-02-20      | 5.5000%  | N/A     | $15942.00          | $198.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | 7.5000%  | N/A     | $55000.00          | $160.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $53000.00          | $346.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $145006.00         | $1638.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 6.0000%  | N/A     | $75000.00          | $496.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-20      | 5.0000%  | N/A     | $181542.00         | $2536.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 5.0000%  | N/A     | $20000.00          | $246.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 6.5000%  | N/A     | $35000.00          | $0.65              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $25000.00          | $570.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 3.5000%  | N/A     | $32500.00          | $691.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | 6.0000%  | N/A     | $80000.00          | $833.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $130000.00         | $335.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $120000.00         | $75.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 7.0000%  | N/A     | $25000.00          | $51.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 7.0000%  | N/A     | $80000.00          | $118.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | 7.0000%  | N/A     | $79000.00          | $527.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $15000.00          | $1170.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 4.5000%  | N/A     | $25035.00          | $681.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-05-20      | 6.5000%  | N/A     | $20000.00          | $294.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | 7.5000%  | N/A     | $48000.00          | $489.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-06-20      | 3.5000%  | N/A     | $23000.00          | $666.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 5.5000%  | N/A     | $100896.00         | $375.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | 6.0000%  | N/A     | $125000.00         | $528.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-07-20      | 3.5000%  | N/A     | $28000.00          | $1172.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-20      | 7.0000%  | N/A     | $290000.00         | $464.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 6.5000%  | N/A     | $10000.00          | $383.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-15      | 6.0000%  | N/A     | $14000.00          | $160.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-02-20      | 3.0000%  | N/A     | $13000.00          | $826.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-20      | 6.0000%  | N/A     | $51000.00          | $396.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 7.0000%  | N/A     | $60000.00          | $51.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.0000%  | N/A     | $100000.00         | $105.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2054-12-20      | 6.0000%  | N/A     | $1580.00           | $1626.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | 6.0000%  | N/A     | $438000.00         | $437.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.0000%  | N/A     | $50000.00          | $82.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-20      | 7.5000%  | N/A     | $25000.00          | $9.79              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-15      | 7.0000%  | N/A     | $115000.00         | $40.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.0000%  | N/A     | $29000.00          | $103.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.5000%  | N/A     | $58000.00          | $347.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $125000.00         | $172.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-20      | 7.5000%  | N/A     | $717666.00         | $30.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-20      | 7.5000%  | N/A     | $625000.00         | $79.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 7.0000%  | N/A     | $100000.00         | $310.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.0000%  | N/A     | $35121.00          | $107.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 7.5000%  | N/A     | $25000.00          | $8.71              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.5000%  | N/A     | $25000.00          | $52.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 4.5000%  | N/A     | $400000.00         | $16.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | 7.0000%  | N/A     | $73000.00          | $756.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.5000%  | N/A     | $200440.00         | $2771.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $30000.00          | $52.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 6.5000%  | N/A     | $532708.00         | $410.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | 6.0000%  | N/A     | $206000.00         | $1816.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 4.5000%  | N/A     | $16000.00          | $353.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-11-20      | 4.0000%  | N/A     | $38000.00          | $420.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.5000%  | N/A     | $3866.00           | $4.36              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-10-15      | 5.5000%  | N/A     | $30000.00          | $205.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 6.0000%  | N/A     | $162000.00         | $1504.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $260500.00         | $288.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-20      | 6.5000%  | N/A     | $40000.00          | $559.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 6.5000%  | N/A     | $65000.00          | $0.61              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 8.0000%  | N/A     | $30000.00          | $2.47              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-03-20      | 5.5000%  | N/A     | $40680.00          | $398.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | 5.0000%  | N/A     | $39000.00          | $186.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.5000%  | N/A     | $25000.00          | $34.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-20      | 6.5000%  | N/A     | $293417.00         | $289.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $45000.00          | $160.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.5000%  | N/A     | $25000.00          | $758.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-10-20      | 5.0000%  | N/A     | $20000.00          | $1563.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 7.0000%  | N/A     | $100000.00         | $74.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 7.0000%  | N/A     | $205931.00         | $8.62              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.5000%  | N/A     | $150330.00         | $1486.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-15      | 5.0000%  | N/A     | $33000.00          | $599.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-15      | 7.0000%  | N/A     | $29000.00          | $244.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 6.5000%  | N/A     | $30000.00          | $31.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 7.0000%  | N/A     | $25026.00          | $123.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-20      | 6.0000%  | N/A     | $246566.00         | $680.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-15      | 5.0000%  | N/A     | $15000.00          | $266.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $21000.00          | $21081.13          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-11-20      | 4.0000%  | N/A     | $50000.00          | $852.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-15      | 5.0000%  | N/A     | $81129.00          | $1427.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $25000.00          | $484.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $82145.00          | $415.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-04-20      | 4.0000%  | N/A     | $8500.00           | $394.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 5.5000%  | N/A     | $25000.00          | $234.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.5000%  | N/A     | $103377.00         | $1911.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-02-20      | 3.5000%  | N/A     | $20000.00          | $540.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $35000.00          | $190.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | 6.5000%  | N/A     | $45000.00          | $38.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | 6.5000%  | N/A     | $353050.00         | $621.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | 4.5000%  | N/A     | $90000.00          | $2233.90           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | 7.0000%  | N/A     | $38000.00          | $487.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-05-15      | 4.0000%  | N/A     | $20803.00          | $1467.74           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $50000.00          | $78.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.0000%  | N/A     | $30000.00          | $40.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-12-20      | 6.0000%  | N/A     | $15000.00          | $1176.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-20      | 6.5000%  | N/A     | $391985.00         | $525.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-07-20      | 4.5000%  | N/A     | $5000.00           | $48.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 6.0000%  | N/A     | $11448.00          | $17.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $15000.00          | $17.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $50000.00          | $19.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-15      | 6.0000%  | N/A     | $25000.00          | $50.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-15      | 4.5000%  | N/A     | $75000.00          | $702.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-10-15      | 7.5000%  | N/A     | $70000.00          | $70.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-20      | 7.0000%  | N/A     | $1212334.00        | $738.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-20      | 5.5000%  | N/A     | $35000.00          | $545.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.0000%  | N/A     | $34000.00          | $205.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-20      | 5.0000%  | N/A     | $207000.00         | $2656.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-15      | 6.5000%  | N/A     | $110000.00         | $143.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $107500.00         | $533.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | 5.5000%  | N/A     | $119000.00         | $867.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $153745.00         | $484.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $6000.00           | $754.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-15      | 6.0000%  | N/A     | $15000.00          | $201.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-20      | 4.5000%  | N/A     | $125000.00         | $2951.42           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | 5.0000%  | N/A     | $61541.00          | $378.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.5000%  | N/A     | $25000.00          | $290.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-12-15      | 7.0000%  | N/A     | $25000.00          | $70.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | 6.0000%  | N/A     | $25000.00          | $466.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | 4.0000%  | N/A     | $137500.00         | $1684.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-04-20      | 8.5000%  | N/A     | $25107.00          | $3.40              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 6.5000%  | N/A     | $25000.00          | $20.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | 6.5000%  | N/A     | $25000.00          | $272.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 5.5000%  | N/A     | $218842.00         | $807.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $25000.00          | $172.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 7.0000%  | N/A     | $15000.00          | $4.29              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 4.5000%  | N/A     | $25000.00          | $280.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.5000%  | N/A     | $25000.00          | $0.17              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.0000%  | N/A     | $25000.00          | $217.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.5000%  | N/A     | $25000.00          | $153.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-15      | 5.5000%  | N/A     | $57000.00          | $150.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $25146.00          | $324.84            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.0000%  | N/A     | $64000.00          | $662.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 7.0000%  | N/A     | $28000.00          | $25.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-20      | 6.0000%  | N/A     | $90000.00          | $962.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 7.5000%  | N/A     | $75000.00          | $27.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-15      | 6.5000%  | N/A     | $109000.00         | $153.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 6.5000%  | N/A     | $50000.00          | $763.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-20      | 7.5000%  | N/A     | $160718.00         | $98.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | 6.0000%  | N/A     | $25000.00          | $405.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $75150.00          | $176.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-20      | 4.5000%  | N/A     | $63000.00          | $766.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | 5.0000%  | N/A     | $60000.00          | $315.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $55000.00          | $831.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-15      | 6.7500%  | N/A     | $175000.00         | $94.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $201000.00         | $338.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 6.0000%  | N/A     | $698377.00         | $1051.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-01-15      | 5.0000%  | N/A     | $14000.00          | $178.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $30000.00          | $19.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-05-20      | 3.0000%  | N/A     | $1000.00           | $483.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | 7.5000%  | N/A     | $330500.00         | $41.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | 6.5000%  | N/A     | $57000.00          | $154.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | 7.0000%  | N/A     | $368000.00         | $155.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-20      | 6.0000%  | N/A     | $935522.00         | $2470.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $125150.00         | $1340.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $107000.00         | $1184.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-06-20      | 7.0000%  | N/A     | $52000.00          | $765.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $37216.00          | $9.90              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | 7.0000%  | N/A     | $380000.00         | $254.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-15      | 5.5000%  | N/A     | $50111.00          | $203.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 6.0000%  | N/A     | $230000.00         | $495.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-20      | 6.0000%  | N/A     | $25000.00          | $285.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $85000.00          | $145.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.0000%  | N/A     | $25000.00          | $56.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-12-20      | 7.0000%  | N/A     | $75000.00          | $58.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $100000.00         | $88.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $75000.00          | $212.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-10-20      | 4.0000%  | N/A     | $18000.00          | $211.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-20      | 7.0000%  | N/A     | $405000.00         | $429.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-12-20      | 6.0000%  | N/A     | $149000.00         | $3191.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-20      | 6.0000%  | N/A     | $35000.00          | $641.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-20      | 7.0000%  | N/A     | $85000.00          | $192.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-20      | 6.5000%  | N/A     | $55000.00          | $10.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 7.0000%  | N/A     | $75000.00          | $126.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-20      | 8.0000%  | N/A     | $297000.00         | $39.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 5.5000%  | N/A     | $210000.00         | $2525.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-15      | 5.5000%  | N/A     | $83000.00          | $734.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 7.0000%  | N/A     | $773319.00         | $603.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 7.0000%  | N/A     | $150000.00         | $211.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $105000.00         | $2080.19           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 7.0000%  | N/A     | $249432.00         | $141.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 6.0000%  | N/A     | $25000.00          | $287.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 5.0000%  | N/A     | $81000.00          | $1172.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-06-20      | 7.5000%  | N/A     | $100000.00         | $13.33             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.5000%  | N/A     | $25000.00          | $37.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-20      | 8.5000%  | N/A     | $47000.00          | $4.66              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 5.5000%  | N/A     | $130050.00         | $195.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-20      | 5.5000%  | N/A     | $33334.00          | $414.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | 6.0000%  | N/A     | $42711.00          | $29.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.0000%  | N/A     | $420000.00         | $511.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-03-20      | 7.0000%  | N/A     | $10000.00          | $388.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 5.5000%  | N/A     | $55980.00          | $39.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-20      | 5.0000%  | N/A     | $26000.00          | $349.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | 5.0000%  | N/A     | $198000.00         | $1908.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | 6.5000%  | N/A     | $50000.00          | $22.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | 7.0000%  | N/A     | $25000.00          | $35.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 7.5000%  | N/A     | $48540.00          | $249.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-20      | 5.5000%  | N/A     | $103000.00         | $248.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-10-15      | 5.0000%  | N/A     | $40000.00          | $1750.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.0000%  | N/A     | $35000.00          | $105.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-05-15      | 6.5000%  | N/A     | $105333.00         | $252.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-07-20      | 4.0000%  | N/A     | $45629.00          | $1411.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 8.0000%  | N/A     | $30000.00          | $16.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-20      | 8.0000%  | N/A     | $49000.00          | $1.88              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-20      | 6.0000%  | N/A     | $122500.00         | $219.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-20      | 5.0000%  | N/A     | $5000.00           | $65.30             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-05-20      | 3.0000%  | N/A     | $29000.00          | $1559.42           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-05-20      | 6.5000%  | N/A     | $125000.00         | $38.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-07-15      | 6.5000%  | N/A     | $59768.00          | $431.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 7.5000%  | N/A     | $465336.00         | $22.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.5000%  | N/A     | $145261.00         | $458.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.0000%  | N/A     | $37000.00          | $46.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 5.5000%  | N/A     | $90000.00          | $453.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 6.0000%  | N/A     | $50000.00          | $1485.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-20      | 5.0000%  | N/A     | $406090.00         | $2878.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-20      | 6.0000%  | N/A     | $105000.00         | $1545.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-20      | 6.5000%  | N/A     | $81000.00          | $156.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-15      | 6.0000%  | N/A     | $61000.00          | $217.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.0000%  | N/A     | $25000.00          | $77.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-20      | 5.5000%  | N/A     | $65000.00          | $182.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.5000%  | N/A     | $25487.00          | $41.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.0000%  | N/A     | $50060.00          | $56.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.5000%  | N/A     | $75000.00          | $123.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-15      | 6.0000%  | N/A     | $47000.00          | $839.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $29000.00          | $165.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | 7.5000%  | N/A     | $400000.00         | $98.66             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $275000.00         | $290.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-15      | 7.0000%  | N/A     | $10000.00          | $67.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $150000.00         | $402.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | 5.0000%  | N/A     | $60000.00          | $249.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 7.0000%  | N/A     | $110000.00         | $1038.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | 6.0000%  | N/A     | $50000.00          | $637.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 7.0000%  | N/A     | $80000.00          | $1384.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $50000.00          | $150.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | 5.5000%  | N/A     | $120328.00         | $1379.25           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-10-20      | 7.5000%  | N/A     | $367187.00         | $166.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-20      | 6.0000%  | N/A     | $50000.00          | $534.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-07-15      | 6.0000%  | N/A     | $50000.00          | $339.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 7.5000%  | N/A     | $25000.00          | $14.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.0000%  | N/A     | $10000.00          | $166.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-20      | 7.0000%  | N/A     | $30000.00          | $19.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | 4.5000%  | N/A     | $25000.00          | $188.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-06-20      | 8.0000%  | N/A     | $79000.00          | $51.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | 6.5000%  | N/A     | $65000.00          | $291.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-20      | 6.0000%  | N/A     | $85000.00          | $215.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.0000%  | N/A     | $82667.00          | $68.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 6.0000%  | N/A     | $95000.00          | $67.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.5000%  | N/A     | $163000.00         | $425.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 3.5000%  | N/A     | $25000.00          | $628.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-15      | 6.0000%  | N/A     | $100000.00         | $319.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-15      | 5.5000%  | N/A     | $25000.00          | $82.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-08-20      | 6.0000%  | N/A     | $8765.00           | $225.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 6.5000%  | N/A     | $105000.00         | $835.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-15      | 6.0000%  | N/A     | $50054.00          | $791.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 7.0000%  | N/A     | $11000.00          | $137.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | 5.5000%  | N/A     | $54000.00          | $423.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.5000%  | N/A     | $165000.00         | $237.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 5.5000%  | N/A     | $27000.00          | $67.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2042-08-15      | 4.0000%  | N/A     | $28000.00          | $2295.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 7.0000%  | N/A     | $25000.00          | $15.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $158547.00         | $88.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-20      | 5.0000%  | N/A     | $61431.00          | $742.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.0000%  | N/A     | $11000.00          | $28.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-01-20      | 7.5000%  | N/A     | $525605.00         | $423.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-20      | 6.0000%  | N/A     | $845448.00         | $1012.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-15      | 5.5000%  | N/A     | $70000.00          | $566.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-03-20      | 5.5000%  | N/A     | $33000.00          | $425.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-15      | 7.5000%  | N/A     | $175000.00         | $11.05             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-20      | 6.5000%  | N/A     | $125000.00         | $2.51              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-12-15      | 6.0000%  | N/A     | $26000.00          | $242.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.0000%  | N/A     | $37000.00          | $11.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-15      | 6.5000%  | N/A     | $70000.00          | $36.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-20      | 4.5000%  | N/A     | $74500.00          | $629.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 6.0000%  | N/A     | $50000.00          | $661.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-20      | 5.5000%  | N/A     | $217000.00         | $1634.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-20      | 7.5000%  | N/A     | $230000.00         | $1.71              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $772579.00         | $1705.75           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-02-20      | 5.2500%  | N/A     | $97000.00          | $3529.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | 5.5000%  | N/A     | $188000.00         | $1222.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-15      | 7.0000%  | N/A     | $87000.00          | $1.25              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.5000%  | N/A     | $138675.00         | $2057.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-15      | 6.0000%  | N/A     | $155000.00         | $378.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.5000%  | N/A     | $25000.00          | $188.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2044-11-20      | 3.5000%  | N/A     | $7000.00           | $176.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.0000%  | N/A     | $76000.00          | $83.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 6.0000%  | N/A     | $130000.00         | $33.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.5000%  | N/A     | $25839.00          | $7.88              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-20      | 2.5000%  | N/A     | $1074.00           | $215.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-03-15      | 6.0000%  | N/A     | $110000.00         | $2272.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 5.0000%  | N/A     | $89000.00          | $1398.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $133000.00         | $218.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | 7.0000%  | N/A     | $57000.00          | $32.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-12-15      | 7.5000%  | N/A     | $25000.00          | $1.59              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.0000%  | N/A     | $1646232.00        | $651.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-15      | 4.5000%  | N/A     | $31500.00          | $679.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-12-15      | 7.0000%  | N/A     | $190369.00         | $184.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-10-15      | 6.0000%  | N/A     | $43196.00          | $355.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 6.0000%  | N/A     | $27997.00          | $85.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-15      | 6.0000%  | N/A     | $25000.00          | $574.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 7.5000%  | N/A     | $69500.00          | $52.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $40000.00          | $430.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.0000%  | N/A     | $7000.00           | $85.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-10-15      | 6.5000%  | N/A     | $360000.00         | $64.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 5.5000%  | N/A     | $25000.00          | $471.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-01-20      | 5.5000%  | N/A     | $50000.00          | $788.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.5000%  | N/A     | $25000.00          | $63.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-11-20      | 6.5000%  | N/A     | $30000.00          | $18.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-15      | 6.5000%  | N/A     | $50000.00          | $146.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-11-20      | 5.5000%  | N/A     | $122000.00         | $1113.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-12-15      | 5.5000%  | N/A     | $94073.00          | $728.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-05-20      | 2.5000%  | N/A     | $20000.00          | $698.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | 7.0000%  | N/A     | $863332.00         | $528.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-15      | 5.0000%  | N/A     | $50000.00          | $5052.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.5000%  | N/A     | $90000.00          | $1458.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 6.5000%  | N/A     | $154000.00         | $144.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 4.5000%  | N/A     | $25035.00          | $481.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | 6.5000%  | N/A     | $25000.00          | $67.28             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 7.5000%  | N/A     | $90000.00          | $11.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-02-15      | 7.2500%  | N/A     | $25000.00          | $8.73              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-20      | 7.5000%  | N/A     | $1155000.00        | $282.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 7.0000%  | N/A     | $50000.00          | $127.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 6.0000%  | N/A     | $108000.00         | $322.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.5000%  | N/A     | $27000.00          | $340.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.5000%  | N/A     | $125000.00         | $249.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 2.5000%  | N/A     | $10000.00          | $473.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | 5.0000%  | N/A     | $253394.00         | $3564.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.0000%  | N/A     | $25000.00          | $85.15             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.5000%  | N/A     | $85000.00          | $123.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-20      | 4.5000%  | N/A     | $50000.00          | $457.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-09-20      | 5.5000%  | N/A     | $65000.00          | $734.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $25025.00          | $1.64              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 7.0000%  | N/A     | $144063.00         | $98.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-03-15      | 6.5000%  | N/A     | $25000.00          | $50.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-03-20      | 7.0000%  | N/A     | $182000.00         | $43.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-06-20      | 4.0000%  | N/A     | $100000.00         | $133.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-11-15      | 5.0000%  | N/A     | $98000.00          | $2126.57           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 6.0000%  | N/A     | $694000.00         | $528.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-02-15      | 8.0000%  | N/A     | $36265.00          | $9.32              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | 7.0000%  | N/A     | $159725.00         | $42.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.0000%  | N/A     | $250000.00         | $266.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | 6.0000%  | N/A     | $564853.00         | $1495.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-06-15      | 5.0000%  | N/A     | $70091.00          | $971.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-07-15      | 6.0000%  | N/A     | $30000.00          | $195.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-08-20      | 8.0000%  | N/A     | $565000.00         | $153.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-20      | 6.5000%  | N/A     | $192525.00         | $95.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $50060.00          | $211.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-09-20      | 7.5000%  | N/A     | $346000.00         | $174.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-05-20      | 6.5000%  | N/A     | $276500.00         | $453.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-07-20      | 5.0000%  | N/A     | $125000.00         | $1913.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-08-20      | 5.0000%  | N/A     | $175000.00         | $915.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 6.0000%  | N/A     | $431250.00         | $1513.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-20      | 5.0000%  | N/A     | $180282.00         | $2265.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.2500%  | N/A     | $125000.00         | $99.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-07-15      | 4.5000%  | N/A     | $60874.00          | $1040.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 6.5000%  | N/A     | $35000.00          | $334.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-20      | 6.5000%  | N/A     | $676836.00         | $403.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-02-20      | 6.5000%  | N/A     | $429167.00         | $4.34              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-20      | 6.0000%  | N/A     | $159000.00         | $1927.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-08-15      | 6.0000%  | N/A     | $122000.00         | $2376.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-02-20      | 5.0000%  | N/A     | $114000.00         | $1752.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-20      | 5.5000%  | N/A     | $50834.00          | $367.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-15      | 6.0000%  | N/A     | $65000.00          | $449.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-20      | 7.0000%  | N/A     | $208000.00         | $1688.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-12-20      | 5.5000%  | N/A     | $249214.00         | $1084.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-20      | 5.5000%  | N/A     | $61000.00          | $713.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-15      | 6.0000%  | N/A     | $25000.00          | $306.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | 7.5000%  | N/A     | $305000.00         | $53.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-11-15      | 7.0000%  | N/A     | $400000.00         | $330.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 6.5000%  | N/A     | $250000.00         | $92.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 7.0000%  | N/A     | $10000.00          | $109.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-11-20      | 8.0000%  | N/A     | $35000.00          | $9.19              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-12-20      | 4.5000%  | N/A     | $9666.00           | $747.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 7.5000%  | N/A     | $261160.00         | $3559.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.5000%  | N/A     | $27000.00          | $13.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-04-15      | 5.0000%  | N/A     | $22500.00          | $331.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-20      | 6.5000%  | N/A     | $120000.00         | $257.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $25000.00          | $167.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-06-20      | 6.5000%  | N/A     | $412156.00         | $230.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-12-15      | 5.0000%  | N/A     | $30000.00          | $2069.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-03-15      | 6.5000%  | N/A     | $80000.00          | $35.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $69000.00          | $5.71              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-20      | 5.5000%  | N/A     | $68924.00          | $779.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-09-15      | 7.5000%  | N/A     | $50000.00          | $32.40             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-04-15      | 6.5000%  | N/A     | $75000.00          | $181.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-05-15      | 7.0000%  | N/A     | $25114.00          | $0.26              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-15      | 6.0000%  | N/A     | $40000.00          | $201.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | 5.0000%  | N/A     | $510840.00         | $4483.75           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-08-15      | 6.5000%  | N/A     | $405000.00         | $361.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-04-20      | 6.5000%  | N/A     | $219000.00         | $215.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-11-20      | 7.5000%  | N/A     | $322500.00         | $192.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-09-20      | 7.5000%  | N/A     | $60000.00          | $1521.15           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-20      | 4.0000%  | N/A     | $150000.00         | $2764.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-15      | 5.5000%  | N/A     | $55000.00          | $1177.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-07-15      | 6.5000%  | N/A     | $7500.00           | $5.76              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.0000%  | N/A     | $330000.00         | $221.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-08-15      | 7.5000%  | N/A     | $25736.00          | $1.94              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-01-20      | 5.0000%  | N/A     | $18750.00          | $196.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.0000%  | N/A     | $110000.00         | $61.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | 7.0000%  | N/A     | $92000.00          | $983.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-20      | 6.0000%  | N/A     | $295000.00         | $330.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 6.5000%  | N/A     | $34000.00          | $1.79              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-02-15      | 5.5000%  | N/A     | $100000.00         | $527.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-12-15      | 6.0000%  | N/A     | $100000.00         | $2532.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 7.0000%  | N/A     | $102954.00         | $91.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $30041.00          | $45.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 4.5000%  | N/A     | $15000.00          | $292.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-02-20      | 4.5000%  | N/A     | $13988.00          | $551.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.0000%  | N/A     | $302500.00         | $363.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-11-15      | 7.0000%  | N/A     | $170000.00         | $2.57              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-11-20      | 6.5000%  | N/A     | $37500.00          | $68.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-20      | 7.0000%  | N/A     | $1315528.00        | $12.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 5.0000%  | N/A     | $47000.00          | $409.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-10-20      | 5.5000%  | N/A     | $23333.00          | $133.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-07-15      | 7.0000%  | N/A     | $46666.00          | $42.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $165825.00         | $289.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-20      | 5.5000%  | N/A     | $57500.00          | $313.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-15      | 5.5000%  | N/A     | $25000.00          | $205.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-15      | 7.0000%  | N/A     | $60000.00          | $72.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.0000%  | N/A     | $45000.00          | $42.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-06-20      | 6.5000%  | N/A     | $25667.00          | $92.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | 5.5000%  | N/A     | $36000.00          | $770.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 5.5000%  | N/A     | $45000.00          | $32.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-20      | 6.5000%  | N/A     | $1811000.00        | $1565.06           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-03-20      | 7.0000%  | N/A     | $41000.00          | $1110.19           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-20      | 5.5000%  | N/A     | $46000.00          | $673.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-20      | 4.5000%  | N/A     | $236508.00         | $2842.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-20      | 5.5000%  | N/A     | $221000.00         | $2542.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 7.0000%  | N/A     | $25000.00          | $0.72              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | 5.5000%  | N/A     | $44000.00          | $492.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-02-15      | 6.5000%  | N/A     | $38000.00          | $10.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 5.5000%  | N/A     | $113406.00         | $1302.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.5000%  | N/A     | $80327.00          | $670.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-06-15      | 6.5000%  | N/A     | $60000.00          | $193.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-03-20      | 7.5000%  | N/A     | $205000.00         | $81.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-08-15      | 5.5000%  | N/A     | $35375.00          | $274.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-06-15      | 6.5000%  | N/A     | $90000.00          | $273.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-20      | 6.0000%  | N/A     | $165248.00         | $192.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-10-20      | 4.5000%  | N/A     | $90000.00          | $2230.71           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $30000.00          | $7.29              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 4.5000%  | N/A     | $25000.00          | $352.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.0000%  | N/A     | $50000.00          | $137.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-09-20      | 8.0000%  | N/A     | $348364.00         | $20.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-20      | 6.5000%  | N/A     | $68000.00          | $2874.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-08-20      | 4.5000%  | N/A     | $32000.00          | $233.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-05-20      | 5.5000%  | N/A     | $34000.00          | $277.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-01-20      | 5.0000%  | N/A     | $187484.00         | $1803.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-08-20      | 6.5000%  | N/A     | $78000.00          | $903.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.5000%  | N/A     | $234353.00         | $277.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-11-20      | 5.5000%  | N/A     | $329645.00         | $1583.71           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-12-20      | 6.5000%  | N/A     | $26000.00          | $306.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2043-08-20      | 3.0000%  | N/A     | $18000.00          | $1072.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-20      | 6.0000%  | N/A     | $55000.00          | $105.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-09-20      | 7.5000%  | N/A     | $25000.00          | $5.30              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.0000%  | N/A     | $26000.00          | $1303.46           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-20      | 6.0000%  | N/A     | $110732.00         | $1042.47           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-07-20      | 6.0000%  | N/A     | $576600.00         | $1741.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-01-20      | 7.5000%  | N/A     | $382750.00         | $27.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-09-20      | 5.0000%  | N/A     | $1000.00           | $8.39              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2040-05-20      | 5.0000%  | N/A     | $13667.00          | $462.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 5.0000%  | N/A     | $55000.00          | $195.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-20      | 6.5000%  | N/A     | $119000.00         | $4021.25           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $35000.00          | $1691.65           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 6.5000%  | N/A     | $31539.00          | $1.40              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.0000%  | N/A     | $10000.00          | $1533.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-10-15      | 5.0000%  | N/A     | $50000.00          | $553.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $30000.00          | $152.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-11-20      | 5.5000%  | N/A     | $67242.00          | $995.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 6.0000%  | N/A     | $259500.00         | $3255.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-01-20      | 5.5000%  | N/A     | $75000.00          | $921.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-11-15      | 5.5000%  | N/A     | $52500.00          | $713.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.0000%  | N/A     | $1000.00           | $564.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.5000%  | N/A     | $54277.00          | $755.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-05-15      | 5.0000%  | N/A     | $25000.00          | $559.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2050-05-20      | 3.0000%  | N/A     | $10000.00          | $1698.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.0000%  | N/A     | $25000.00          | $344.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-10-20      | 5.5000%  | N/A     | $428789.00         | $2098.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-01-20      | 5.5000%  | N/A     | $25000.00          | $301.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 6.0000%  | N/A     | $35000.00          | $1929.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-04-15      | 6.5000%  | N/A     | $30000.00          | $128.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-10-15      | 6.0000%  | N/A     | $117000.00         | $210.97            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.5000%  | N/A     | $25000.00          | $562.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-15      | 7.0000%  | N/A     | $71250.00          | $2194.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-01-15      | 6.0000%  | N/A     | $40000.00          | $195.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-03-15      | 6.5000%  | N/A     | $56000.00          | $121.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-20      | 6.0000%  | N/A     | $28000.00          | $427.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 7.0000%  | N/A     | $50000.00          | $118.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-04-15      | 7.0000%  | N/A     | $25614.00          | $20.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-20      | 6.0000%  | N/A     | $762000.00         | $968.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-09-15      | 6.0000%  | N/A     | $45000.00          | $411.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-15      | 6.5000%  | N/A     | $100000.00         | $131.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-01-15      | 6.0000%  | N/A     | $25000.00          | $82.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $100000.00         | $82.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-07-15      | 7.0000%  | N/A     | $127232.00         | $183.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-10-20      | 5.5000%  | N/A     | $63333.00          | $686.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-15      | 5.5000%  | N/A     | $30000.00          | $421.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-03-20      | 5.0000%  | N/A     | $208300.00         | $3433.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-03-15      | 6.0000%  | N/A     | $31000.00          | $44.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-03-15      | 6.5000%  | N/A     | $32000.00          | $1.14              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-09-15      | 6.5000%  | N/A     | $25000.00          | $420.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-06-20      | 4.5000%  | N/A     | $85000.00          | $793.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | 5.0000%  | N/A     | $13000.00          | $203.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2049-06-20      | 3.5000%  | N/A     | $35000.00          | $801.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-15      | 7.0000%  | N/A     | $200000.00         | $128.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-05-15      | 6.0000%  | N/A     | $25000.00          | $271.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2030-10-20      | 8.0000%  | N/A     | $33120.00          | $16.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-15      | 6.5000%  | N/A     | $25000.00          | $19.51             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 7.5000%  | N/A     | $150000.00         | $32.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-15      | 4.5000%  | N/A     | $26179.00          | $315.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-05-20      | 5.5000%  | N/A     | $30000.00          | $417.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 6.0000%  | N/A     | $30000.00          | $148.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-03-20      | 7.5000%  | N/A     | $326666.00         | $62.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-20      | 6.5000%  | N/A     | $605000.00         | $581.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.0000%  | N/A     | $100000.00         | $130.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-06-20      | 5.5000%  | N/A     | $90500.00          | $1122.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-15      | 7.0000%  | N/A     | $65040.00          | $165.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-01-15      | 7.0000%  | N/A     | $75000.00          | $122.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-09-15      | 7.0000%  | N/A     | $40000.00          | $65.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.0000%  | N/A     | $67000.00          | $813.14            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-04-15      | 5.0000%  | N/A     | $43000.00          | $448.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-02-15      | 6.0000%  | N/A     | $40000.00          | $98.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-20      | 7.0000%  | N/A     | $462427.00         | $70.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-08-20      | 4.5000%  | N/A     | $183000.00         | $2280.90           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-04-15      | 5.0000%  | N/A     | $25000.00          | $583.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2026-04-15      | 8.0000%  | N/A     | $160000.00         | $15.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-06-20      | 6.0000%  | N/A     | $160000.00         | $1032.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.0000%  | N/A     | $92291.00          | $799.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-02-20      | 4.5000%  | N/A     | $30000.00          | $639.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-05-15      | 5.0000%  | N/A     | $25000.00          | $368.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-09-20      | 7.0000%  | N/A     | $532500.00         | $411.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-06-20      | 5.5000%  | N/A     | $25000.00          | $292.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-07-20      | 6.5000%  | N/A     | $90000.00          | $1826.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-09-20      | 5.0000%  | N/A     | $217500.00         | $2774.38           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-04-15      | 5.5000%  | N/A     | $6000.00           | $22.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-08-20      | 7.0000%  | N/A     | $40000.00          | $378.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 6.5000%  | N/A     | $29000.00          | $12.41             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-04-20      | 6.5000%  | N/A     | $229166.00         | $5012.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-08-20      | 7.0000%  | N/A     | $615020.00         | $532.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-07-15      | 5.2500%  | N/A     | $50000.00          | $2170.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2034-01-15      | 5.5000%  | N/A     | $77520.00          | $1022.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-20      | 5.5000%  | N/A     | $265301.00         | $1244.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2041-06-20      | 6.0000%  | N/A     | $33000.00          | $1100.90           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-05-20      | 4.0000%  | N/A     | $36000.00          | $1341.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-02-20      | 8.0000%  | N/A     | $50012.00          | $39.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-10-15      | 6.5000%  | N/A     | $51476.00          | $34.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2037-09-20      | 6.0000%  | N/A     | $50000.00          | $450.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-11-20      | 7.0000%  | N/A     | $82500.00          | $1434.47           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.0000%  | N/A     | $1672740.00        | $3012.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-06-15      | 5.5000%  | N/A     | $50000.00          | $450.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2036-10-15      | 6.0000%  | N/A     | $55000.00          | $522.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | 6.5000%  | N/A     | $235500.00         | $113.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2035-09-20      | 6.0000%  | N/A     | $80200.00          | $1629.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2032-02-15      | 7.5000%  | N/A     | $109696.00         | $133.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2045-10-20      | 5.5000%  | N/A     | $9800.00           | $727.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-08-20      | 6.5000%  | N/A     | $205488.00         | $126.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-05-15      | 7.0000%  | N/A     | $564000.00         | $327.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 5.0000%  | N/A     | $73000.00          | $443.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2038-08-20      | 5.5000%  | N/A     | $14000.00          | $161.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2033-08-15      | 5.0000%  | N/A     | $35000.00          | $85.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-12-15      | 7.5000%  | N/A     | $95000.00          | $24.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-08-15      | 6.5000%  | N/A     | $27241.00          | $29.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2031-06-20      | 6.0000%  | N/A     | $386750.00         | $863.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2027-04-15      | 7.2500%  | N/A     | $25000.00          | $18.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-04-20      | 7.5000%  | N/A     | $114500.00         | $60.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2039-07-15      | 4.0000%  | N/A     | $10000.00          | $396.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2029-03-15      | 7.0000%  | N/A     | $50000.00          | $51.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL M | 2028-12-15      | 6.5000%  | N/A     | $452189.00         | $387.87            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $12544900.00       | $12664970.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-03-31      | 3.8750%  | N/A     | $50000000.00       | $50720197.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-15      | 3.3750%  | N/A     | $50000000.00       | $50336791.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 4.7500%  | N/A     | $8605300.00        | $8557763.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-12-31      | 3.8750%  | N/A     | $80000000.00       | $79900000.00       | U.S. Treasuries (including strips) |

### Security 168: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3807035786.56
- **C.18.a - Value (excl. sponsor support):** $3807035786.56
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 169: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $713803308.32
- **C.18.a - Value (excl. sponsor support):** $713803308.32
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 170: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4511944001.76
- **C.18.a - Value (excl. sponsor support):** $4511944001.76
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 171: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YU8, C.4 - ISIN: US912828YU85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $618439698.45
- **C.18.a - Value (excl. sponsor support):** $618439698.45
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 172: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1249275350.00
- **C.18.a - Value (excl. sponsor support):** $1249275350.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 173: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $745966168.15
- **C.18.a - Value (excl. sponsor support):** $745966168.15
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 174: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1348260447.63
- **C.18.a - Value (excl. sponsor support):** $1348260447.63
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 175: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $269156220.30
- **C.18.a - Value (excl. sponsor support):** $269156220.30
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 176: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1309621610.55
- **C.18.a - Value (excl. sponsor support):** $1309621610.55
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 177: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $392897776.00
- **C.18.a - Value (excl. sponsor support):** $392897776.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 178: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TJ6, C.4 - ISIN: US912797TJ68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6473068023.42
- **C.18.a - Value (excl. sponsor support):** $6473068023.42
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 179: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7385130064.06
- **C.18.a - Value (excl. sponsor support):** $7385130064.06
- **C.19 - Percentage of Net Assets:** 2.1500%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 180: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7994626327.34
- **C.18.a - Value (excl. sponsor support):** $7994626327.34
- **C.19 - Percentage of Net Assets:** 2.3200%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 181: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $722121750.00
- **C.18.a - Value (excl. sponsor support):** $722121750.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 182: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $373048671.40
- **C.18.a - Value (excl. sponsor support):** $373048671.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 183: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3146186214.02
- **C.18.a - Value (excl. sponsor support):** $3146186214.02
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 184: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2328466775.18
- **C.18.a - Value (excl. sponsor support):** $2328466775.18
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 185: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $470127783.60
- **C.18.a - Value (excl. sponsor support):** $470127783.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 186: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $728797848.00
- **C.18.a - Value (excl. sponsor support):** $728797848.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SF5, C.4 - ISIN: US912797SF55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3073201622.82
- **C.18.a - Value (excl. sponsor support):** $3073201622.82
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 188: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4620207695.00
- **C.18.a - Value (excl. sponsor support):** $4620207695.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 189: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2560757830.96
- **C.18.a - Value (excl. sponsor support):** $2560757830.96
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 190: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4748843266.20
- **C.18.a - Value (excl. sponsor support):** $4748843266.20
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TG2, C.4 - ISIN: US912797TG20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3246039002.04
- **C.18.a - Value (excl. sponsor support):** $3246039002.04
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 192: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $653588090.73
- **C.18.a - Value (excl. sponsor support):** $653588090.73
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 193: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1472292036.09
- **C.18.a - Value (excl. sponsor support):** $1472292036.09
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 194: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199471100.00
- **C.18.a - Value (excl. sponsor support):** $199471100.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 195: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $8504257457.75
- **C.18.a - Value (excl. sponsor support):** $8504257457.75
- **C.19 - Percentage of Net Assets:** 2.4700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 196: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3148692601.76
- **C.18.a - Value (excl. sponsor support):** $3148692601.76
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 197: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5577216843.89
- **C.18.a - Value (excl. sponsor support):** $5577216843.89
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 198: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $497395835.00
- **C.18.a - Value (excl. sponsor support):** $497395835.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 199: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1588914344.80
- **C.18.a - Value (excl. sponsor support):** $1588914344.80
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 200: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1218624720.25
- **C.18.a - Value (excl. sponsor support):** $1218624720.25
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 201: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SH1, C.4 - ISIN: US912797SH12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6384291840.00
- **C.18.a - Value (excl. sponsor support):** $6384291840.00
- **C.19 - Percentage of Net Assets:** 1.8600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 202: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7621592534.55
- **C.18.a - Value (excl. sponsor support):** $7621592534.55
- **C.19 - Percentage of Net Assets:** 2.2100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 203: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.4 - ISIN: US912797TL15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3607288904.50
- **C.18.a - Value (excl. sponsor support):** $3607288904.50
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 204: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SG3, C.4 - ISIN: US912797SG39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5782648478.66
- **C.18.a - Value (excl. sponsor support):** $5782648478.66
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 205: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3074347872.75
- **C.18.a - Value (excl. sponsor support):** $3074347872.75
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 206: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $706327941.36
- **C.18.a - Value (excl. sponsor support):** $706327941.36
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 207: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3007345965.12
- **C.18.a - Value (excl. sponsor support):** $3007345965.12
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 208: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YD6, C.4 - ISIN: US912828YD60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $394359376.00
- **C.18.a - Value (excl. sponsor support):** $394359376.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 209: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1510533559.00
- **C.18.a - Value (excl. sponsor support):** $1510533559.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 210: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2943292077.50
- **C.18.a - Value (excl. sponsor support):** $2943292077.50
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 211: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2906079176.05
- **C.18.a - Value (excl. sponsor support):** $2906079176.05
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 212: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $918493207.75
- **C.18.a - Value (excl. sponsor support):** $918493207.75
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 213: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1601119360.00
- **C.18.a - Value (excl. sponsor support):** $1601119360.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 214: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1628020252.87
- **C.18.a - Value (excl. sponsor support):** $1628020252.87
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 215: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1298034442.26
- **C.18.a - Value (excl. sponsor support):** $1298034442.26
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 216: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198420312.00
- **C.18.a - Value (excl. sponsor support):** $198420312.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 217: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7529385798.29
- **C.18.a - Value (excl. sponsor support):** $7529385798.29
- **C.19 - Percentage of Net Assets:** 2.1900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 218: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3774016823.28
- **C.18.a - Value (excl. sponsor support):** $3774016823.28
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 219: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286L9, C.4 - ISIN: US9128286L99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $398684376.00
- **C.18.a - Value (excl. sponsor support):** $398684376.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 220: WELLS FARGO BANK N.A. (REPO)

- **C.1 - Title:** WELLS FARGO BANK N.A. (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0WFC02KT9
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $1262204.00        | $1294742.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-07-20      | 4.0000%  | N/A     | $50000000.00       | $36560868.89       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1267021.00        | $1320881.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $3411060.00        | $3560538.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $1326212.00        | $1388417.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-05-20      | 2.5000%  | N/A     | $25000000.00       | $13009195.37       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1736493.00        | $1801569.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.0000%  | N/A     | $1779596.00        | $1828265.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $5614878.00        | $5765296.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $836435.00         | $870731.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $1038996.00        | $1076930.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.0000%  | N/A     | $658366.00         | $684933.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1024203.00        | $1061621.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-07-20      | 3.5000%  | N/A     | $196163000.00      | $23539489.46       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $612679.00         | $637772.29         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1152352.00        | $1183223.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.0000%  | N/A     | $5602987.00        | $5763754.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $3547872.00        | $3678650.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $896010.00         | $925870.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1065103.00        | $1098426.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $7722272.00        | $7978746.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $1434994.00        | $1471641.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $4619419.00        | $4844020.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $200000000.00      | $200407110.46      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.0000%  | N/A     | $6026967.00        | $6077824.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.0000%  | N/A     | $4653784.00        | $4785842.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.0000%  | N/A     | $1397922.00        | $1431802.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $9525955.00        | $9781158.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.0000%  | N/A     | $6683186.00        | $6870534.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $230000000.00      | $232460844.26      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 5.5000%  | N/A     | $74436000.00       | $63917090.22       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-08-20      | 3.0000%  | N/A     | $43480000.00       | $12606280.55       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $3143634.00        | $3217964.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.0000%  | N/A     | $4045146.00        | $4159065.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $1133312.00        | $1161858.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $3134187.00        | $3284722.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $723731.00         | $753648.11         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $1067865.00        | $1095309.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $10195787.00       | $10568532.82       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $2341181.00        | $2355269.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $3952145.00        | $4058020.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $2014657.00        | $2067990.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $12522453.00       | $12857921.16       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $2620546.00        | $2704489.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $2966930.00        | $3108704.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $1394682.00        | $1433080.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-05-20      | 4.0000%  | N/A     | $2140580205.00     | $1535318651.16     | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $10590514.00       | $11197953.10       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1112245.00        | $1169362.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $14500492.00       | $14732852.71       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $2446014.00        | $2573861.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1055955.00        | $1101553.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.0000%  | N/A     | $1711688.00        | $1752535.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1661267.00        | $1722507.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-10-20      | 5.0000%  | N/A     | $4453953.00        | $3951548.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1493830.00        | $1533848.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $691274.00         | $710908.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $102426574.00      | $104147374.55      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.5000%  | N/A     | $700000000.00      | $521145723.22      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-06-20      | 3.5000%  | N/A     | $1000025000.00     | $99681604.09       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.5000%  | N/A     | $9240224.00        | $9653726.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $228821.00         | $229038.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $493278.00         | $513511.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.0000%  | N/A     | $1630320.00        | $1152303.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $2060325.00        | $2160770.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1498064.00        | $1538194.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $459830.00         | $478237.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $505648.00         | $525813.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $1015074.00        | $926773.83         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $82247000.00       | $56591582.53       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.0000%  | N/A     | $3060884.00        | $3140871.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1569085.00        | $1624951.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1243011.00        | $1276310.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $2628878.00        | $2716188.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $6464423.00        | $6637600.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.0000%  | N/A     | $1717488.00        | $1762768.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $2595811.00        | $2658763.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $166515.00         | $170684.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.5000%  | N/A     | $1592509.00        | $1631235.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $462638.00         | $479765.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-10-20      | 3.0000%  | N/A     | $25000000.00       | $14566453.90       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.0000%  | N/A     | $4994578.00        | $5150431.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1640777.00        | $1684733.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $13760327.00       | $14071553.79       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1121369.00        | $1183678.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-03-20      | 3.0000%  | N/A     | $17392000.00       | $6836933.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $16594360.00       | $17038911.84       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $1318359.00        | $1327186.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $448540.00         | $462911.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.0000%  | N/A     | $119344.00         | $123141.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $11860272.00       | $12178012.64       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $867577.00         | $891577.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $18456517.00       | $18950973.24       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1223864.00        | $1276802.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $6011151.00        | $6172185.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-12-20      | 6.0000%  | N/A     | $5448306.00        | $5631192.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $8383511.00        | $8547535.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $2366370.00        | $1729852.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $1320733.00        | $1365334.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 5.0000%  | N/A     | $270000000.00      | $265232630.03      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $730124.00         | $722976.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 6.0000%  | N/A     | $2258285.00        | $1961281.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.0000%  | N/A     | $1027754.00        | $1049139.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1286994.00        | $1342530.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.5000%  | N/A     | $600000000.00      | $585919531.71      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-07-20      | 5.5000%  | N/A     | $390000000.00      | $294388971.73      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $1208687.00        | $1241066.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-03-20      | 2.5000%  | N/A     | $440000000.00      | $210809086.77      | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008SJ7
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2041-09-20      | 4.5000%  | N/A     | $6789597.00        | $317379.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 3.0000%  | N/A     | $54878075.00       | $27361982.34       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-07-20      | 3.0000%  | N/A     | $159883981.00      | $17305090.32       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $89303000.00       | $76954774.88       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 4.5000%  | N/A     | $47829350.00       | $40475799.69       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $1787746.00        | $1667863.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 7.0000%  | N/A     | $2035879.00        | $1946501.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-01-20      | 4.0000%  | N/A     | $13200000.00       | $3608572.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 6.0000%  | N/A     | $311241.00         | $185361.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 6.5000%  | N/A     | $1049979.00        | $678407.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-02-20      | 4.0000%  | N/A     | $7352973.00        | $638368.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $5083914.00        | $5256974.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | 4.5000%  | N/A     | $1978488.00        | $154023.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-05-20      | 4.0000%  | N/A     | $4461000.00        | $414211.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-01-20      | 4.0000%  | N/A     | $42598589.00       | $3270157.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $14842252.00       | $15264224.47       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $2101375.00        | $2157669.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5000%  | N/A     | $48182372.00       | $41451238.57       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-09-20      | 6.5000%  | N/A     | $70000.00          | $4219.42           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.0000%  | N/A     | $4859167.00        | $4922510.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-10-20      | 8.5000%  | N/A     | $114614468.00      | $36287.27          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-03-20      | 4.5000%  | N/A     | $3931016.00        | $292236.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 7.0000%  | N/A     | $542430.00         | $269181.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-10-20      | 7.0000%  | N/A     | $646757.00         | $505.13            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-11-20      | 2.0000%  | N/A     | $326625.00         | $51284.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 7.0000%  | N/A     | $1922193.00        | $989452.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-01-20      | 4.0000%  | N/A     | $6950423.00        | $581113.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-03-20      | 3.5000%  | N/A     | $1466028.00        | $327441.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1137636.00        | $1196134.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1878586.00        | $1973598.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-03-20      | 4.0000%  | N/A     | $28907631.00       | $1483560.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-03-20      | 4.0000%  | N/A     | $616019.00         | $61983.07          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | 4.5000%  | N/A     | $2255545.00        | $319025.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-07-20      | 2.0000%  | N/A     | $72737.00          | $25757.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.5000%  | N/A     | $25365000.00       | $13508396.42       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2051-08-20      | 3.0000%  | N/A     | $1789619.00        | $954932.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 3.0000%  | N/A     | $888509.00         | $349279.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.5000%  | N/A     | $1004971.00        | $209227.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.5000%  | N/A     | $3395697.00        | $3243313.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-09-20      | 2.5000%  | N/A     | $19257486.00       | $3448943.35        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-02-20      | 7.0000%  | N/A     | $30110471.00       | $16507838.79       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $1001618.00        | $980011.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.5000%  | N/A     | $1590000.00        | $1096409.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $1710464.00        | $1763139.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-12-20      | 7.0000%  | N/A     | $117788.00         | $23499.13          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-20      | 3.5000%  | N/A     | $12724390.00       | $2768561.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 6.0000%  | N/A     | $2592853.00        | $1376928.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $3514103.00        | $3620226.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 5.5000%  | N/A     | $6842961.00        | $586344.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-08-20      | 3.5000%  | N/A     | $60000.00          | $40921.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 4.5000%  | N/A     | $11400000.00       | $9439706.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-05-20      | 4.5000%  | N/A     | $6763227.00        | $2133096.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.5000%  | N/A     | $3330284.00        | $2541447.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-20      | 3.5000%  | N/A     | $2324447.00        | $511219.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-20      | 3.0000%  | N/A     | $2355739.00        | $475000.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-05-20      | 5.0000%  | N/A     | $1599636.00        | $89159.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-10-20      | 2.5000%  | N/A     | $200000.00         | $35379.37          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $3347083.00        | $3381757.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.5000%  | N/A     | $10161147.00       | $10383322.73       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-02-20      | 7.0000%  | N/A     | $28305134.00       | $24021.70          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 5.5000%  | N/A     | $1100000.00        | $491528.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-06-20      | 3.0000%  | N/A     | $773000.00         | $519560.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2026-12-20      | 3.5000%  | N/A     | $245000.00         | $1361.44           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-04-20      | 4.0000%  | N/A     | $7196835.00        | $380432.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $1255260.00        | $1288414.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $10053181.00       | $10343509.13       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.5000%  | N/A     | $2000000.00        | $229979.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-06-20      | 1.5000%  | N/A     | $20972476.00       | $11777367.89       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 4.0000%  | N/A     | $126776099.00      | $119226659.37      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | 1.5000%  | N/A     | $12150149.00       | $6746191.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-20      | 5.5000%  | N/A     | $123542.00         | $17369.48          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-04-20      | 4.5000%  | N/A     | $3192959.00        | $219488.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 1.5000%  | N/A     | $70287741.00       | $36942326.35       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.0000%  | N/A     | $67041.00          | $51294.74          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.0000%  | N/A     | $2374924.00        | $2384070.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | 7.0000%  | N/A     | $79451.00          | $21392.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $1085723.00        | $1110457.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 4.0000%  | N/A     | $2774756.00        | $1840169.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.5000%  | N/A     | $1327862.00        | $1345519.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 6.5000%  | N/A     | $2636984.00        | $2524849.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-20      | 3.5000%  | N/A     | $466836.00         | $174664.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-20      | 4.0000%  | N/A     | $43819.00          | $8372.73           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-07-20      | 4.0000%  | N/A     | $4825120.00        | $418224.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $2517071.00        | $2651126.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $5461812.00        | $5737227.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 7.0000%  | N/A     | $2789412.00        | $2899270.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-08-20      | 4.0000%  | N/A     | $746042.00         | $111231.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $1764831.00        | $1825072.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.0000%  | N/A     | $1339329.00        | $349675.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | 4.0000%  | N/A     | $1630000.00        | $1026850.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-05-20      | 4.5000%  | N/A     | $62354909.00       | $38953464.41       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-07-20      | 4.0000%  | N/A     | $178462771.00      | $15932253.06       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-09-20      | 5.0000%  | N/A     | $17844178.00       | $1354316.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-06-20      | 5.5000%  | N/A     | $50000.00          | $585.07            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.5000%  | N/A     | $129934.00         | $92084.30          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-08-20      | 3.5000%  | N/A     | $60000000.00       | $6839781.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | 3.0000%  | N/A     | $21607483.00       | $3400757.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $2668417.00        | $2768506.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 4.0000%  | N/A     | $9296084.00        | $8315201.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-01-20      | 3.0000%  | N/A     | $23438581.00       | $3385617.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-09-20      | 4.0000%  | N/A     | $111603.00         | $3139.83           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 2.5000%  | N/A     | $161629586.00      | $101755808.22      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-06-20      | 4.0000%  | N/A     | $355435.00         | $40682.01          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-12-20      | 4.5000%  | N/A     | $285000.00         | $10770.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 7.0000%  | N/A     | $1243618.00        | $1205333.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-01-20      | 4.0000%  | N/A     | $52435000.00       | $4795327.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-04-20      | 4.5000%  | N/A     | $4690687.00        | $852122.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 7.0000%  | N/A     | $1623836.00        | $982337.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-06-20      | 7.0000%  | N/A     | $2754994.00        | $2595628.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-05-20      | 3.0000%  | N/A     | $8431965.00        | $5650036.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 7.0000%  | N/A     | $1823667.00        | $1158633.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | 3.5000%  | N/A     | $5613817.00        | $505813.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 4.0000%  | N/A     | $121179130.00      | $112760872.88      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 7.0000%  | N/A     | $1631877.00        | $1706544.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-07-20      | 3.0000%  | N/A     | $16131438.00       | $2171096.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-02-20      | 3.0000%  | N/A     | $59000000.00       | $7170563.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 5.0000%  | N/A     | $262379855.00      | $263330369.84      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-07-20      | 4.0000%  | N/A     | $50000.00          | $2017.28           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-12-20      | 3.5000%  | N/A     | $1426062.00        | $979159.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.0000%  | N/A     | $800000.00         | $541818.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 2.5000%  | N/A     | $36705356.00       | $14232931.10       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-05-20      | 7.0000%  | N/A     | $2590693.00        | $2342044.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-02-20      | 3.5000%  | N/A     | $1521065.00        | $527332.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.0000%  | N/A     | $1177193.00        | $1046013.12        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-03-20      | 3.5000%  | N/A     | $225000.00         | $29451.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 5.5000%  | N/A     | $13603971.00       | $10207090.27       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-04-20      | 3.0000%  | N/A     | $2973556.00        | $90971.80          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-08-20      | 4.5000%  | N/A     | $587965.00         | $54704.03          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-08-20      | 5.5000%  | N/A     | $208069.00         | $8882.72           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $9602528.00        | $10180677.39       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-01-20      | 3.0000%  | N/A     | $56407639.00       | $6338770.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-02-16      | 4.5000%  | N/A     | $50000000.00       | $4657053.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.5000%  | N/A     | $4824993.00        | $3353130.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-10-20      | 4.0000%  | N/A     | $267813347.00      | $20069987.46       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-04-20      | 4.5000%  | N/A     | $51650.00          | $7761.14           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $7285234.00        | $7649024.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-06-20      | 2.5000%  | N/A     | $4388652.00        | $1267174.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-10-20      | 3.5000%  | N/A     | $189000.00         | $20103.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-10-20      | 3.0000%  | N/A     | $189550.00         | $20021.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.0000%  | N/A     | $8052235.00        | $7449708.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1053430.00        | $1100947.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $2146225.00        | $2205115.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $2930998.00        | $3025787.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-02-20      | 5.5000%  | N/A     | $6000.00           | $515.50            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-03-20      | 2.5000%  | N/A     | $300000.00         | $203791.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-01-20      | 3.0000%  | N/A     | $390000.00         | $44895.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-06-20      | 2.0000%  | N/A     | $152354.00         | $60844.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.0000%  | N/A     | $710000.00         | $518334.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-02-20      | 3.0000%  | N/A     | $2788176.00        | $388935.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.0000%  | N/A     | $295000.00         | $202454.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 7.0000%  | N/A     | $619118.00         | $188473.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | 3.0000%  | N/A     | $13769891.00       | $6157891.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.5000%  | N/A     | $10000000.00       | $8103595.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 6.0000%  | N/A     | $1145332.00        | $382274.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | 2.5000%  | N/A     | $13759707.00       | $4743109.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-09-20      | 3.0000%  | N/A     | $4118885.00        | $2324906.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 7.0000%  | N/A     | $1450214.00        | $1516206.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $1537104.00        | $1636170.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-04-20      | 3.0000%  | N/A     | $965000.00         | $125379.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.0000%  | N/A     | $2453240.00        | $1796330.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1203148.00        | $1274509.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-03-20      | 4.0000%  | N/A     | $125904522.00      | $10211369.76       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-07-20      | 5.0000%  | N/A     | $1263705.00        | $81821.69          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 3.5000%  | N/A     | $2643704.00        | $2348633.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-08-20      | 4.5000%  | N/A     | $1783910.00        | $80310.43          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-04-20      | 6.5000%  | N/A     | $2924969.00        | $1255771.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $100000000.00      | $81093017.42       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2048-01-20      | 3.5000%  | N/A     | $505929.00         | $144403.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-04-20      | 6.5000%  | N/A     | $1874697.00        | $1131915.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.5000%  | N/A     | $1000968.00        | $455520.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 6.0000%  | N/A     | $2772239.00        | $1639658.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $3576684.00        | $3664845.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $1129721.00        | $1187156.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2031-08-20      | 7.0000%  | N/A     | $692384.00         | $1278.46           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2036-11-20      | 6.0000%  | N/A     | $100000000.00      | $1031149.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.5000%  | N/A     | $7073748.00        | $4486078.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1171749.00        | $1229467.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-02-20      | 6.0000%  | N/A     | $250681.00         | $39950.70          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-11-20      | 3.0000%  | N/A     | $750000.00         | $181429.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-05-20      | 4.0000%  | N/A     | $95000.00          | $3539.34           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-04-20      | 1.5000%  | N/A     | $57079728.00       | $30952936.57       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 4.5000%  | N/A     | $20678358.00       | $16174521.41       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $2474960.00        | $2503572.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $2233269.00        | $2357702.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-04-20      | 7.0000%  | N/A     | $4440928.00        | $3854959.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 3.0000%  | N/A     | $115859.00         | $78718.41          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 7.0000%  | N/A     | $1012379.00        | $776024.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-06-20      | 3.5000%  | N/A     | $500000.00         | $53397.74          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-05-20      | 6.0000%  | N/A     | $6501689.00        | $472184.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-03-20      | 6.5000%  | N/A     | $1781599.00        | $1691241.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 7.0000%  | N/A     | $1477151.00        | $1544369.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $6165581.00        | $6222049.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-10-20      | 3.5000%  | N/A     | $2999998.00        | $165643.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $1817912.00        | $1861399.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 7.0000%  | N/A     | $4169935.00        | $4338774.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-08-20      | 4.0000%  | N/A     | $250000.00         | $15970.42          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-09-20      | 4.5000%  | N/A     | $852034.00         | $638880.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-11-20      | 3.5000%  | N/A     | $2585846.00        | $342841.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-01-20      | 2.5000%  | N/A     | $275624318.00      | $173000426.76      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 4.5000%  | N/A     | $319589.00         | $266028.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.0000%  | N/A     | $1191837.00        | $1233845.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-09-20      | 4.0000%  | N/A     | $1180250.00        | $80027.50          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-10-20      | 4.0000%  | N/A     | $924132.00         | $59538.19          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 7.0000%  | N/A     | $350000000.00      | $165672866.05      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $4076940.00        | $4212991.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-07-20      | 1.5000%  | N/A     | $1667945.00        | $986936.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $3097116.00        | $3126243.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.0000%  | N/A     | $2373400.00        | $2444548.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-06-20      | 4.0000%  | N/A     | $262527.00         | $14820.38          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2030-09-20      | 3.0000%  | N/A     | $160000.00         | $8556.93           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-02-20      | 7.0000%  | N/A     | $107500.00         | $2995.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 6.5000%  | N/A     | $1117328.00        | $1001389.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-04-20      | 3.5000%  | N/A     | $584419.00         | $142723.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-02-20      | 7.0000%  | N/A     | $120890.00         | $40502.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 3.5000%  | N/A     | $5715142.00        | $1277144.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-06-20      | 3.5000%  | N/A     | $1775000.00        | $150918.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $2252016.00        | $2331828.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-05-20      | 4.0000%  | N/A     | $10292138.00       | $565719.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-11-20      | 2.5000%  | N/A     | $108566.00         | $14097.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.0000%  | N/A     | $1832703.00        | $1017164.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | 7.0000%  | N/A     | $316746.00         | $13306.45          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $1813504.00        | $1910963.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.0000%  | N/A     | $87793190.00       | $55365156.63       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-07-20      | 2.5000%  | N/A     | $255205.00         | $80724.93          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-04-20      | 4.0000%  | N/A     | $4327689.00        | $925794.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 7.0000%  | N/A     | $2254658.00        | $2176765.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-11-20      | 2.5000%  | N/A     | $347572.00         | $298358.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2032-09-20      | 3.0000%  | N/A     | $400000.00         | $39340.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-11-20      | 3.5000%  | N/A     | $1522090.00        | $668646.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-07-20      | 5.5000%  | N/A     | $512061.00         | $62424.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-01-20      | 2.5000%  | N/A     | $48893220.00       | $21431843.71       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $4090301.00        | $4269048.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-03-20      | 3.0000%  | N/A     | $90654.00          | $75036.43          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-09-20      | 3.5000%  | N/A     | $64231662.00       | $7407997.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-08-20      | 2.5000%  | N/A     | $8639141.00        | $4933208.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | 2.5000%  | N/A     | $2700000.00        | $530050.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.0000%  | N/A     | $1941934.00        | $976345.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-12-20      | 3.0000%  | N/A     | $20797263.00       | $2336682.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-02-20      | 4.0000%  | N/A     | $400000.00         | $100739.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $4292963.00        | $4509400.25        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-01-20      | 3.5000%  | N/A     | $1164859.00        | $433479.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-09-20      | 2.5000%  | N/A     | $50050000.00       | $8313617.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-06-20      | 6.5000%  | N/A     | $1406036.00        | $391047.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2044-06-20      | 4.5000%  | N/A     | $369000.00         | $24345.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-05-20      | 3.0000%  | N/A     | $5931000.00        | $837073.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-04-20      | 3.5000%  | N/A     | $3627907.00        | $705358.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $1638032.00        | $1365212.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-03-20      | 3.0000%  | N/A     | $3597129.00        | $2021293.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-01-20      | 7.0000%  | N/A     | $1410885.00        | $902539.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2029-09-20      | 7.0000%  | N/A     | $37842104.00       | $29235.71          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $2379758.00        | $2504144.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1517732.00        | $1587375.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.0000%  | N/A     | $29680722.00       | $25447723.91       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.0000%  | N/A     | $5246845.00        | $157630.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 3.5000%  | N/A     | $508147.00         | $115036.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2043-01-20      | 4.0000%  | N/A     | $2704169.00        | $248790.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $4306614.00        | $4541719.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-12-20      | 3.0000%  | N/A     | $134533000.00      | $22963134.50       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-12-20      | 7.0000%  | N/A     | $228000.00         | $85936.06          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.5000%  | N/A     | $27477752.00       | $22815650.60       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-10-20      | 1.5000%  | N/A     | $258826649.00      | $149669284.48      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2040-06-20      | 4.0000%  | N/A     | $638071.00         | $613447.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $130000.00         | $42004.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-09-20      | 3.5000%  | N/A     | $1546872.00        | $99282.47          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $242195337.00      | $249628692.59      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2047-07-20      | 6.0000%  | N/A     | $233000.00         | $32892.45          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-08-20      | 6.0000%  | N/A     | $1679386.00        | $17477.45          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 7.0000%  | N/A     | $1107821.00        | $911612.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-03-20      | 4.0000%  | N/A     | $19450000.00       | $1900298.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.0000%  | N/A     | $150000.00         | $1820.46           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $2367805.00        | $2490311.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2049-02-20      | 4.5000%  | N/A     | $1075926.00        | $289513.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.5000%  | N/A     | $1823895.00        | $1902512.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-08-20      | 5.5000%  | N/A     | $27460.00          | $22622.04          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-02-20      | 2.5000%  | N/A     | $412183.00         | $260154.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-05-20      | 4.0000%  | N/A     | $26009874.00       | $2228215.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2042-01-20      | 5.0000%  | N/A     | $1044633.00        | $570961.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2053-12-20      | 6.5000%  | N/A     | $1504364.00        | $873748.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2041-03-20      | 4.5000%  | N/A     | $7153075.00        | $793096.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-08-20      | 2.0000%  | N/A     | $202795904.00      | $87203926.50       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-04-20      | 4.0000%  | N/A     | $2065000.00        | $178225.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 1.5000%  | N/A     | $13218119.00       | $7804151.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2045-07-20      | 4.0000%  | N/A     | $50478358.00       | $4056135.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2035-02-20      | 3.5000%  | N/A     | $143992.00         | $116726.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2051-12-20      | 3.5000%  | N/A     | $955000.00         | $609583.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2052-05-20      | 3.5000%  | N/A     | $5536906.00        | $3819614.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $8706933.00        | $8776223.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2034-08-20      | 4.5000%  | N/A     | $339017.00         | $65977.10          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2046-07-20      | 3.0000%  | N/A     | $38462799.00       | $4541466.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2048-06-20      | 4.0000%  | N/A     | $67957760.00       | $6020158.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $1744902.00        | $1822266.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 5.5000%  | N/A     | $1739332.00        | $1763353.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-07-20      | 7.0000%  | N/A     | $4250792.00        | $4638172.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2028-04-20      | 2.0000%  | N/A     | $2000000.00        | $60889.51          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1497446.00        | $1570641.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2039-11-20      | 3.5000%  | N/A     | $1434247.00        | $1309241.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2050-10-20      | 3.5000%  | N/A     | $2410000.00        | $748221.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2037-12-20      | 6.0000%  | N/A     | $165246.00         | $57677.24          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL M | 2054-10-20      | 7.0000%  | N/A     | $1223611.00        | $1162396.86        | Agency Mortgage-Backed Securities         |

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

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008SM0
- **C.18 - Value (incl. sponsor support):** $656000000.00
- **C.18.a - Value (excl. sponsor support):** $656000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2029-02-28      | 1.8750%  | N/A     | $32.80             | $31.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 1.2500%  | N/A     | $262.40            | $248.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 0.0000%  | N/A     | $3490576.00        | $1637219.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-11-15      | 0.0000%  | N/A     | $679616.00         | $157878.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 1.3750%  | N/A     | $32.80             | $30.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 0.0000%  | N/A     | $970224.00         | $448398.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 0.0000%  | N/A     | $9047552.00        | $6385192.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 0.0000%  | N/A     | $6560.00           | $4233.36           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $2870328.00        | $2781233.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $5002000.00        | $1215921.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-05-15      | 0.0000%  | N/A     | $602864.00         | $185423.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 0.7500%  | N/A     | $44552338.40       | $42275634.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 0.0000%  | N/A     | $173840.00         | $141393.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 0.0000%  | N/A     | $2246144.00        | $1926681.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-08-15      | 0.0000%  | N/A     | $4824880.00        | $1263119.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.6250%  | N/A     | $32.80             | $28.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 0.0000%  | N/A     | $320.65            | $286.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 0.0000%  | N/A     | $7262805.60        | $5514045.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-15      | 0.0000%  | N/A     | $5842992.00        | $5765397.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | 4.8750%  | N/A     | $3726637.60        | $3893087.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $3624400.00        | $1552899.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 2.3750%  | N/A     | $2682613.60        | $2603349.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 2.7500%  | N/A     | $664068.80         | $478174.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 4.1250%  | N/A     | $160129.60         | $163299.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 0.0000%  | N/A     | $36408.00          | $30327.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 0.0000%  | N/A     | $164.00            | $38.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-02-15      | 0.0000%  | N/A     | $3698528.00        | $1092763.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-02-15      | 0.0000%  | N/A     | $47254304.00       | $33748693.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 0.0000%  | N/A     | $36408.00          | $34750.42          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-05-15      | 0.0000%  | N/A     | $2636136.00        | $696685.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 0.0000%  | N/A     | $1667.22           | $805.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $2984472.00        | $1484933.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-15      | 1.5000%  | N/A     | $466252.00         | $431574.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 1.2500%  | N/A     | $65.60             | $62.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 0.0000%  | N/A     | $36408.00          | $35329.41          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 0.0000%  | N/A     | $10335280.00       | $9145213.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $411968.00         | $234903.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 2.2500%  | N/A     | $486358.40         | $483797.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 0.0000%  | N/A     | $10104040.00       | $9204699.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-08-15      | 0.0000%  | N/A     | $14925836.80       | $9366589.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 4.6250%  | N/A     | $137235.20         | $145351.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 0.0000%  | N/A     | $884944.00         | $447652.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 1.2500%  | N/A     | $98.40             | $94.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-31      | 0.3750%  | N/A     | $284736.80         | $284368.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-02-15      | 0.0000%  | N/A     | $4911472.00        | $1778979.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 3.3750%  | N/A     | $67502.40          | $56310.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-10-31      | 0.0000%  | N/A     | $36408.00          | $34134.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-11-15      | 0.0000%  | N/A     | $434928.00         | $130208.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 4.6250%  | N/A     | $16400426.40       | $16193514.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-31      | 1.7500%  | N/A     | $154160.00         | $147319.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-31      | 4.6250%  | N/A     | $4887.20           | $5117.12           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 1.5000%  | N/A     | $1160070.40        | $1151743.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-12-31      | 1.7500%  | N/A     | $32.80             | $32.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-11-15      | 0.0000%  | N/A     | $895440.00         | $297018.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-10-31      | 3.7500%  | N/A     | $22205.60          | $22168.94          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-15      | 0.0000%  | N/A     | $1609824.00        | $1351962.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 4.6250%  | N/A     | $32.80             | $33.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 4.2500%  | N/A     | $23714.40          | $24700.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-11-15      | 0.0000%  | N/A     | $1257880.00        | $341061.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 0.0000%  | N/A     | $4077040.00        | $2802744.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 3.5000%  | N/A     | $295.20            | $291.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-05-31      | 4.8750%  | N/A     | $31783.20          | $32077.19          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 0.0000%  | N/A     | $5855128.00        | $5433102.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-02-28      | 4.0000%  | N/A     | $32.80             | $33.72             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 0.5000%  | N/A     | $12398.40          | $12353.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 0.0000%  | N/A     | $36408.00          | $30983.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 4.0000%  | N/A     | $1202644.80        | $1220938.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-15      | 0.1250%  | N/A     | $2860520.80        | $3342527.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-02-15      | 0.0000%  | N/A     | $6097848.00        | $1494552.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-08-15      | 0.0000%  | N/A     | $5151896.00        | $1291863.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-05-15      | 0.0000%  | N/A     | $314552.00         | $107112.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-05-15      | 0.0000%  | N/A     | $5420200.00        | $1576513.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-05-15      | 4.6250%  | N/A     | $165180.80         | $161105.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 1.3750%  | N/A     | $3069948.80        | $2686534.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-05-15      | 0.0000%  | N/A     | $605160.00         | $167787.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 2.2500%  | N/A     | $32.80             | $32.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 0.8750%  | N/A     | $98.40             | $96.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $4271216.00        | $1859670.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 0.0000%  | N/A     | $260104.00         | $109898.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 0.0000%  | N/A     | $13563784.00       | $4553755.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-08-15      | 2.7500%  | N/A     | $50563463.20       | $36863166.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 0.0000%  | N/A     | $6686280.00        | $6371924.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-02-15      | 0.0000%  | N/A     | $2186448.00        | $586790.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 3.8750%  | N/A     | $939424.80         | $948743.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-11-15      | 0.0000%  | N/A     | $5074488.00        | $2977115.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.8750%  | N/A     | $32.80             | $28.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | 4.2500%  | N/A     | $1608774.40        | $1649186.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 0.0000%  | N/A     | $2482632.00        | $752726.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-08-15      | 0.0000%  | N/A     | $9563824.00        | $9031233.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 0.0000%  | N/A     | $17770384.00       | $16039157.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-11-15      | 0.0000%  | N/A     | $55432.00          | $22723.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 2.7500%  | N/A     | $32.80             | $31.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-09-30      | 0.3750%  | N/A     | $98.40             | $93.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 0.0000%  | N/A     | $36408.00          | $32273.73          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-11-15      | 0.0000%  | N/A     | $2639088.00        | $655232.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-08-15      | 2.2500%  | N/A     | $1429883.20        | $914496.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 0.0000%  | N/A     | $17279696.00       | $13889955.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 0.0000%  | N/A     | $63960.00          | $34287.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-02-15      | 0.0000%  | N/A     | $4548704.00        | $1490228.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.8750%  | N/A     | $65.60             | $66.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $15647896.00       | $8024288.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-08-15      | 0.0000%  | N/A     | $15130968.00       | $8501031.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 1.1250%  | N/A     | $65.60             | $58.15             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-19      | 0.0000%  | N/A     | $499970.40         | $497515.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 0.0000%  | N/A     | $7167128.00        | $5502369.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 4.0000%  | N/A     | $3870.40           | $3400.23           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 4.0000%  | N/A     | $115993920.00      | $118083735.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-08-15      | 0.0000%  | N/A     | $7638464.00        | $7469042.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 0.0000%  | N/A     | $36408.00          | $33535.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2048-08-15      | 0.0000%  | N/A     | $15081112.00       | $4822215.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-31      | 4.1250%  | N/A     | $32.80             | $33.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-31      | 4.1250%  | N/A     | $76424.00          | $78215.39          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-15      | 0.0000%  | N/A     | $5994856.00        | $5966812.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-08-15      | 0.0000%  | N/A     | $3496480.00        | $959650.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-02-15      | 0.0000%  | N/A     | $5000360.00        | $1280242.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-02-15      | 0.0000%  | N/A     | $1820072.00        | $435210.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-08-15      | 0.0000%  | N/A     | $8083888.00        | $2325079.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-15      | 0.0000%  | N/A     | $9122945.41        | $7991043.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-05-15      | 0.0000%  | N/A     | $3647032.00        | $2444342.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-08-15      | 0.0000%  | N/A     | $10137168.00       | $6025025.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2050-11-15      | 0.0000%  | N/A     | $2807024.00        | $798160.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 0.0000%  | N/A     | $4923280.00        | $2239984.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 1.2500%  | N/A     | $80128432.00       | $75683574.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 0.0000%  | N/A     | $9123976.00        | $6354101.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.6250%  | N/A     | $2952.00           | $2991.87           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-09-30      | 3.5000%  | N/A     | $6068.00           | $6117.43           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-30      | 1.2500%  | N/A     | $32.80             | $31.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-05-15      | 0.0000%  | N/A     | $353912.00         | $84043.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-15      | 4.1250%  | N/A     | $295888.80         | $302481.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 3.5000%  | N/A     | $186927.20         | $188873.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2051-02-15      | 0.0000%  | N/A     | $1188672.00        | $333423.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-04-30      | 0.0000%  | N/A     | $48216.00          | $47644.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-07-15      | 1.8750%  | N/A     | $32.80             | $33.54             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-11-15      | 0.0000%  | N/A     | $10382840.00       | $6426905.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $72160.00          | $52162.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-04-30      | 3.7500%  | N/A     | $1699696.00        | $1716215.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-08-15      | 3.8750%  | N/A     | $131.20            | $132.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-05-15      | 4.3750%  | N/A     | $26896.00          | $26482.48          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2038-11-15      | 0.0000%  | N/A     | $81344.00          | $45032.93          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-02-15      | 0.0000%  | N/A     | $5207656.00        | $2102039.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-08-15      | 0.0000%  | N/A     | $7743424.00        | $3219313.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 1.5000%  | N/A     | $820.00            | $775.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 3.8750%  | N/A     | $153996.00         | $155663.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 2.7500%  | N/A     | $4502029.60        | $4396871.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 0.0000%  | N/A     | $9374568.00        | $6366428.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-01-15      | 4.0000%  | N/A     | $674860.00         | $690480.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 2.3750%  | N/A     | $65.60             | $63.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-02-28      | 2.5000%  | N/A     | $9807.20           | $9869.33           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-15      | 0.0000%  | N/A     | $3090416.00        | $2624591.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 4.5000%  | N/A     | $79736.80          | $83052.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-15      | 0.0000%  | N/A     | $6383536.00        | $5305312.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 3.7500%  | N/A     | $131.20            | $132.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-02-28      | 1.1250%  | N/A     | $82951.20          | $81044.35          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $6947368.00        | $2582663.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2047-02-15      | 0.0000%  | N/A     | $5533688.00        | $1903527.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $4856860.00        | $1715292.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 0.0000%  | N/A     | $36408.00          | $31632.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 0.0000%  | N/A     | $157112.00         | $69340.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 0.0000%  | N/A     | $11850312.00       | $9310707.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2054-11-15      | 0.0000%  | N/A     | $1139144.00        | $275001.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 0.0000%  | N/A     | $5512597.60        | $4132921.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 0.0000%  | N/A     | $55202.40          | $36543.77          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2044-05-15      | 0.0000%  | N/A     | $1727576.00        | $688542.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $1993584.00        | $1202334.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2052-11-15      | 0.0000%  | N/A     | $819344.00         | $212141.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-08-15      | 0.0000%  | N/A     | $2648928.00        | $1400382.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2055-08-15      | 0.0000%  | N/A     | $1894528.00        | $444683.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-30      | 3.7500%  | N/A     | $9840.00           | $9788.38           | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $11622024.00       | $5208956.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $2524714.40        | $2659469.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2053-05-15      | 0.0000%  | N/A     | $2623016.00        | $664939.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 0.0000%  | N/A     | $29903169.60       | $23241730.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $547432.00         | $200853.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 0.0000%  | N/A     | $2489520.00        | $2046290.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 4.2500%  | N/A     | $14432754.40       | $14715933.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $5237176.00        | $1628971.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2045-05-15      | 0.0000%  | N/A     | $7423952.00        | $2802883.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2046-05-15      | 0.0000%  | N/A     | $7702096.00        | $2756880.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-31      | 3.5000%  | N/A     | $3539513.60        | $3593128.84        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008SN8
- **C.18 - Value (incl. sponsor support):** $2700000000.00
- **C.18.a - Value (excl. sponsor support):** $2700000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.0000%  | N/A     | $2715766.00        | $2104187.65        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $65205550.00       | $61137383.77       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 6.0000%  | N/A     | $23000.00          | $14438.12          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-04-01      | 5.5000%  | N/A     | $1238625.00        | $1177003.09        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $1635000.00        | $1462140.96        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $1677350.00        | $1719108.19        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $55250.00          | $23829.25          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $66036926.00       | $50942928.70       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $19647550.00       | $16262777.35       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.0000%  | N/A     | $2163200.00        | $2174039.07        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 5.5000%  | N/A     | $6764613.00        | $6934461.16        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $18821330.00       | $16717813.53       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-09-01      | 6.5000%  | N/A     | $1487700.00        | $27085.83          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.0000%  | N/A     | $14180787.00       | $12987840.92       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $5617123.00        | $5775528.47        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $2000000.00        | $1583134.02        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-11-01      | 6.0000%  | N/A     | $1667569.00        | $1074816.91        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.0000%  | N/A     | $925000.00         | $833503.80         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 3.0000%  | N/A     | $380002.00         | $329180.93         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $2478341.00        | $2518995.96        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-12-01      | 7.0000%  | N/A     | $44680.00          | $2358.80           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.5000%  | N/A     | $360000.00         | $255546.37         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.0000%  | N/A     | $1442196.00        | $1505654.17        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $3250000.00        | $2801126.73        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $16273433.00       | $15931921.14       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.0000%  | N/A     | $3226827.00        | $2829954.11        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2044-03-01      | 5.0000%  | N/A     | $25000.00          | $19460.01          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 5.5000%  | N/A     | $13864504.00       | $13141073.39       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.5000%  | N/A     | $2000.00           | $1258.93           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $1300000.00        | $1029412.90        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $3525584.00        | $3599128.86        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 6.0000%  | N/A     | $4099697.00        | $4232915.65        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.0000%  | N/A     | $1325649.00        | $1383541.03        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $1900000.00        | $1378613.28        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $148173.00         | $127084.94         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.0000%  | N/A     | $211294.00         | $170784.34         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $74552938.00       | $57833104.11       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-07-01      | 6.5000%  | N/A     | $173099210.00      | $165775613.51      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 4.5000%  | N/A     | $270784.00         | $265543.61         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-02-01      | 6.0000%  | N/A     | $25508674.00       | $21793252.71       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 3.0000%  | N/A     | $44000.00          | $22663.44          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $20050138.00       | $15692728.22       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 4.5000%  | N/A     | $1000.00           | $863.40            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-06-01      | 5.5000%  | N/A     | $1050400.00        | $1058996.10        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.0000%  | N/A     | $5751486.00        | $5018303.55        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $1112088.00        | $1146549.75        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-10-01      | 5.0000%  | N/A     | $2055001.00        | $1350693.43        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2038-01-01      | 6.0000%  | N/A     | $2015000.00        | $7795.67           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $25119042.00       | $26806882.54       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $4401754.00        | $4516619.24        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $31373.00          | $20059.20          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2034-08-01      | 3.5000%  | N/A     | $2601210.00        | $315167.67         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $427859.00         | $360231.11         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $2267233.00        | $1646013.50        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 5.0000%  | N/A     | $1023568.00        | $1030101.79        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $23300000.00       | $16834527.97       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 5.0000%  | N/A     | $27000.00          | $18384.71          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $1100.00           | $855.50            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-12-01      | 4.0000%  | N/A     | $122315.00         | $103364.11         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.0000%  | N/A     | $47971207.00       | $41977914.24       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2042-05-01      | 3.0000%  | N/A     | $5071221.00        | $657784.99         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 2.5000%  | N/A     | $2530000.00        | $398350.27         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $266968740.00      | $265165022.19      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-04-01      | 5.5000%  | N/A     | $6288634.00        | $5051531.30        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 4.5000%  | N/A     | $54076725.00       | $42702963.14       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.0000%  | N/A     | $330000.00         | $271478.35         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $200000.00         | $153635.80         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.0000%  | N/A     | $13904667.00       | $11304578.74       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $11025442.00       | $9410994.07        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.5000%  | N/A     | $900000.00         | $719727.09         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $52142722.00       | $40944548.18       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 6.0000%  | N/A     | $1132964.00        | $1164597.90        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-10-01      | 2.5000%  | N/A     | $3486954.00        | $1302152.74        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $26000000.00       | $25472612.07       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $1208312.00        | $1258131.76        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-08-01      | 5.0000%  | N/A     | $44152488.00       | $40095308.45       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2040-09-01      | 5.5000%  | N/A     | $5189958.00        | $4866959.04        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $871000.00         | $599035.16         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.0000%  | N/A     | $767998.00         | $639780.09         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.0000%  | N/A     | $1324966.00        | $798389.10         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.5000%  | N/A     | $1087315227.00     | $1090953752.38     | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $132414545.00      | $112276946.18      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2039-06-01      | 5.5000%  | N/A     | $41797219.00       | $26019614.91       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MOR | 2035-09-01      | 2.0000%  | N/A     | $390000.00         | $186811.82         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASUR | 2031-04-30      | 4.6250%  | N/A     | $108012500.00      | $113533397.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 4.1250%  | N/A     | $8291100.00        | $8524874.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 4.1250%  | N/A     | $247004300.00      | $255101134.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 1.7500%  | N/A     | $49323100.00       | $46220221.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-03-31      | 0.7500%  | N/A     | $583300.00         | $580328.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-08-31      | 3.1250%  | N/A     | $50664900.00       | $50405078.64       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** WELLS FARGO SECURITIES LLC (REPO)
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: OQB008SO6
- **C.18 - Value (incl. sponsor support):** $7000000000.00
- **C.18.a - Value (excl. sponsor support):** $7000000000.00
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL M | 2051-05-20      | 1.5000%  | N/A     | $724554.00         | $392630.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $1392946.00        | $1425744.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-03-20      | 2.5000%  | N/A     | $4943029.00        | $2368262.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-12-20      | 4.0000%  | N/A     | $1552916.00        | $474151.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-11-20      | 3.5000%  | N/A     | $613954.00         | $137990.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $5598039.00        | $5397807.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-08-20      | 6.5000%  | N/A     | $5154450.00        | $3733168.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 4.5000%  | N/A     | $12014138.00       | $11691348.45       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2035-10-20      | 5.5000%  | N/A     | $1124000.00        | $94282.34          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-04-20      | 3.5000%  | N/A     | $3114160.00        | $206781.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.0000%  | N/A     | $2145783.00        | $2213643.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-10-20      | 3.5000%  | N/A     | $3074135.00        | $2023016.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-07-20      | 4.5000%  | N/A     | $5355867.00        | $405850.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.5000%  | N/A     | $1881624.00        | $486604.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $526293.00         | $411837.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 5.0000%  | N/A     | $1301000.00        | $1178552.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-07-20      | 6.5000%  | N/A     | $1306235.00        | $1178458.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-10-20      | 6.0000%  | N/A     | $314000.00         | $1229.45           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $12782688.00       | $13568607.91       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1118050.00        | $1172378.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-04-20      | 2.5000%  | N/A     | $22000.00          | $2715.60           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-04-20      | 3.5000%  | N/A     | $156384.00         | $78720.49          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-12-20      | 5.5000%  | N/A     | $248000.00         | $1079.12           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-02-20      | 4.5000%  | N/A     | $1279674.00        | $1173004.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-10-20      | 4.0000%  | N/A     | $269250.00         | $51133.99          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $458196325.00      | $469103120.62      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-12-20      | 5.5000%  | N/A     | $1609088.00        | $1056358.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-04-20      | 2.5000%  | N/A     | $1357996.00        | $683764.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.5000%  | N/A     | $1046030.00        | $1072906.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-07-20      | 3.0000%  | N/A     | $453074.00         | $57405.01          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-11-20      | 7.0000%  | N/A     | $5118664.00        | $2723554.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-12-20      | 7.0000%  | N/A     | $143000.00         | $39381.11          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-03-20      | 3.5000%  | N/A     | $4339148.00        | $190522.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-12-20      | 4.0000%  | N/A     | $228684049.00      | $11490518.68       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-08-20      | 2.5000%  | N/A     | $121285362.00      | $69754478.25       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-05-20      | 6.0000%  | N/A     | $50000.00          | $30135.63          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-02-20      | 6.0000%  | N/A     | $319025.00         | $9681.22           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $2023202.00        | $1746076.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-04-20      | 7.0000%  | N/A     | $1385890.00        | $943376.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 7.0000%  | N/A     | $1506220.00        | $782381.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-07-20      | 3.0000%  | N/A     | $178830237.00      | $48105735.38       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-03-20      | 2.5000%  | N/A     | $709095806.00      | $450615743.30      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.5000%  | N/A     | $1025445.00        | $328720.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 6.5000%  | N/A     | $2369511.00        | $726029.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-11-20      | 3.5000%  | N/A     | $2379474.00        | $1139064.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-03-20      | 4.0000%  | N/A     | $2874513.00        | $597082.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-11-20      | 6.0000%  | N/A     | $292745.00         | $157198.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 6.5000%  | N/A     | $1324614.00        | $269416.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-07-20      | 6.0000%  | N/A     | $299783.00         | $189854.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 7.0000%  | N/A     | $1135058.00        | $1174400.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2027-05-20      | 2.5000%  | N/A     | $1500000.00        | $18555.18          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-01-20      | 5.5000%  | N/A     | $78570.00          | $6103.68           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 7.0000%  | N/A     | $1000516.00        | $1043051.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-01-20      | 3.5000%  | N/A     | $5094000.00        | $590103.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-09-20      | 3.5000%  | N/A     | $1050093.00        | $665909.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-12-20      | 2.5000%  | N/A     | $26918803.00       | $11057972.20       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2035-02-20      | 2.5000%  | N/A     | $681536.00         | $116329.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 6.0000%  | N/A     | $1405725.00        | $947934.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.0000%  | N/A     | $32662129.00       | $16269949.74       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-06-20      | 3.0000%  | N/A     | $1270110.00        | $507675.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-08-20      | 3.5000%  | N/A     | $2769383.00        | $656085.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-08-20      | 7.0000%  | N/A     | $1186364.00        | $890115.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-12-20      | 3.5000%  | N/A     | $1263891.00        | $1036199.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 4.5000%  | N/A     | $10979372.00       | $10704609.70       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-10-20      | 3.0000%  | N/A     | $13105000.00       | $7635735.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2035-05-20      | 5.5000%  | N/A     | $100000.00         | $1674.07           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-06-20      | 3.5000%  | N/A     | $2001774.00        | $265875.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $1888841.00        | $1965710.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-07-20      | 5.0000%  | N/A     | $155278.00         | $44731.52          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 5.5000%  | N/A     | $1042597.00        | $925166.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 7.0000%  | N/A     | $1360829.00        | $1417169.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $17807752.00       | $18123222.26       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $2388205.00        | $2513023.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.0000%  | N/A     | $1148497.00        | $915904.61         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 5.0000%  | N/A     | $16279694.00       | $14936779.20       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-06-20      | 4.5000%  | N/A     | $685724.00         | $27646.15          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-06-20      | 5.0000%  | N/A     | $739792.00         | $686767.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.5000%  | N/A     | $7393139.00        | $5435620.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-01-20      | 7.0000%  | N/A     | $234644.00         | $50803.88          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2028-02-20      | 7.0000%  | N/A     | $186402739.00      | $76078.24          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-09-20      | 2.5000%  | N/A     | $23422529.00       | $13712518.97       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-07-20      | 3.5000%  | N/A     | $280484.00         | $64245.75          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-07-20      | 6.0000%  | N/A     | $420000.00         | $12594.57          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-11-20      | 6.5000%  | N/A     | $4196176.00        | $2648038.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 7.0000%  | N/A     | $1308737.00        | $1365685.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | 4.0000%  | N/A     | $1050672.00        | $831966.29         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-11-20      | 5.5000%  | N/A     | $95526.00          | $6351.27           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-02-20      | 4.5000%  | N/A     | $563333.00         | $22334.54          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $3117331.00        | $3181545.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-12-20      | 2.5000%  | N/A     | $425000.00         | $217444.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $10338467.00       | $10262842.85       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-12-20      | 2.0000%  | N/A     | $2974000.00        | $1447631.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.5000%  | N/A     | $3354506.00        | $490842.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1839641.00        | $1932147.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 7.0000%  | N/A     | $2142134.00        | $2242800.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.5000%  | N/A     | $1080211.00        | $648024.60         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $1315973.00        | $1386367.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 6.5000%  | N/A     | $1078217.00        | $894021.23         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.0000%  | N/A     | $2369141.00        | $57850.45          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 5.0000%  | N/A     | $289766565.00      | $273089800.45      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-12-20      | 2.5000%  | N/A     | $190000.00         | $109280.60         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $15145572.00       | $14288269.58       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-06-20      | 4.5000%  | N/A     | $220204.00         | $24120.20          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-11-20      | 3.0000%  | N/A     | $4250000.00        | $424307.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-07-20      | 5.0000%  | N/A     | $1801419.00        | $1679208.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $2779811.00        | $2944462.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-05-20      | 4.5000%  | N/A     | $3100000.00        | $229340.02         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-12-20      | 1.5000%  | N/A     | $5824148.00        | $3581023.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-08-20      | 3.5000%  | N/A     | $953799.00         | $412784.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $25360195.00       | $25529998.42       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.5000%  | N/A     | $11905510.00       | $11759713.74       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-02-20      | 3.5000%  | N/A     | $506469050.00      | $60744051.27       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 6.0000%  | N/A     | $4141514.00        | $2958524.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 7.0000%  | N/A     | $23603673.00       | $25527341.13       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.5000%  | N/A     | $110000.00         | $43795.77          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.0000%  | N/A     | $1017640.00        | $1003061.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-05-20      | 4.0000%  | N/A     | $113898.00         | $8286.73           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.5000%  | N/A     | $1711513.00        | $763233.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.0000%  | N/A     | $284584051.00      | $46587444.17       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $1160926.00        | $1217913.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-09-20      | 4.0000%  | N/A     | $97829.00          | $4876.31           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-07-20      | 6.0000%  | N/A     | $18808135.00       | $216247.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $4091920.00        | $4041632.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1600120.00        | $1699001.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-04-20      | 6.0000%  | N/A     | $10001000.00       | $5642589.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-12-20      | 5.5000%  | N/A     | $1847167.00        | $1713760.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-07-20      | 4.0000%  | N/A     | $7989971.00        | $1577172.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-05-20      | 3.0000%  | N/A     | $2795000.00        | $300161.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-05-20      | 2.5000%  | N/A     | $5100000.00        | $2812379.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $2406077.00        | $2433892.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-03-20      | 4.0000%  | N/A     | $15992759.00       | $871852.97         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1784267.00        | $1783293.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.0000%  | N/A     | $2376560.00        | $2448729.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $270626975.00      | $275200116.90      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2037-10-20      | 6.0000%  | N/A     | $125000.00         | $15091.66          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-02-20      | 2.5000%  | N/A     | $14611284.00       | $6536562.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-11-20      | 2.0000%  | N/A     | $19902243.00       | $9401092.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 5.5000%  | N/A     | $2001260.00        | $2032726.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-06-20      | 4.0000%  | N/A     | $25000.00          | $1185.60           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-10-20      | 4.0000%  | N/A     | $58609.00          | $9755.67           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-08-20      | 2.5000%  | N/A     | $382817.00         | $176786.79         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $3491185.00        | $3416241.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 4.5000%  | N/A     | $2105437.00        | $2061141.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1755798.00        | $1864992.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-10-20      | 5.5000%  | N/A     | $103000.00         | $1331.93           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 7.0000%  | N/A     | $1049210.00        | $660087.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-04-20      | 6.0000%  | N/A     | $12070770.00       | $10460320.69       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-10-20      | 6.0000%  | N/A     | $1500000.00        | $349626.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2037-05-20      | 4.0000%  | N/A     | $192306.00         | $72612.45          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.0000%  | N/A     | $6089267.00        | $6098655.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-09-20      | 4.5000%  | N/A     | $9304057.00        | $1401112.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-07-20      | 2.0000%  | N/A     | $1104108.00        | $813102.80         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-11-20      | 5.5000%  | N/A     | $95069.00          | $991.93            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 6.0000%  | N/A     | $5164761.00        | $4624784.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-11-20      | 3.0000%  | N/A     | $215749.00         | $96120.03          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.5000%  | N/A     | $1128487.00        | $1176220.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $1225712.00        | $1282769.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $1162928.00        | $1200225.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-08-20      | 5.5000%  | N/A     | $784830.00         | $500940.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-01-20      | 3.5000%  | N/A     | $875079.00         | $801763.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $9730328.00        | $10017691.70       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-02-20      | 4.0000%  | N/A     | $25731.00          | $19924.21          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-09-20      | 5.0000%  | N/A     | $25220.00          | $770.02            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-06-20      | 3.5000%  | N/A     | $1557920.00        | $64846.67          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 7.0000%  | N/A     | $1119912.00        | $259390.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1952426.00        | $2047664.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-06-20      | 5.0000%  | N/A     | $1725312.00        | $1617338.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 7.0000%  | N/A     | $2524933.00        | $2752117.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-12-20      | 3.7500%  | N/A     | $1000000.00        | $490013.02         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-07-20      | 7.5000%  | N/A     | $3171508.00        | $1946007.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 6.5000%  | N/A     | $2073961.00        | $799944.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-06-20      | 6.5000%  | N/A     | $2485083.00        | $1568874.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-08-20      | 7.0000%  | N/A     | $250000.00         | $15330.16          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $3748394.00        | $3950695.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $1756318.00        | $1836459.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-07-20      | 3.5000%  | N/A     | $1129100.00        | $85134.74          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.5000%  | N/A     | $23096824.00       | $19493831.09       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 7.0000%  | N/A     | $2325904.00        | $1512435.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.0000%  | N/A     | $4242618.00        | $3378888.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 6.0000%  | N/A     | $1017907.00        | $821800.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-08-20      | 4.0000%  | N/A     | $25000.00          | $955.85            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 7.0000%  | N/A     | $2955267.00        | $2894082.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-02-20      | 6.5000%  | N/A     | $5033135.00        | $3433194.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-04-20      | 6.5000%  | N/A     | $1333566.00        | $1232227.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.5000%  | N/A     | $4350208.00        | $3233067.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $13613832.00       | $13980024.73       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 7.0000%  | N/A     | $1733899.00        | $1725490.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-05-20      | 3.0000%  | N/A     | $2523634.00        | $1736320.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-06-20      | 5.5000%  | N/A     | $108000.00         | $65184.65          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $1361254.00        | $1425831.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $3413575.00        | $3449921.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-06-20      | 6.5000%  | N/A     | $1284592.00        | $492659.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-12-20      | 4.0000%  | N/A     | $1261000.00        | $135039.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.0000%  | N/A     | $2552248.00        | $2679069.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-06-20      | 3.0000%  | N/A     | $163703714.00      | $15898813.66       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $3524557.00        | $3612074.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-04-20      | 6.0000%  | N/A     | $1920570.00        | $1603391.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $10238343.00       | $9700970.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-07-20      | 6.0000%  | N/A     | $125000.00         | $10227.80          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $2714907.00        | $2786330.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-07-20      | 6.5000%  | N/A     | $38076.00          | $27538.83          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-06-20      | 3.0000%  | N/A     | $167498681.00      | $22829664.28       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-06-20      | 6.0000%  | N/A     | $551961.00         | $305660.11         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 6.0000%  | N/A     | $1329872.00        | $1379172.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-04-20      | 4.0000%  | N/A     | $580000.00         | $47089.69          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-01-20      | 4.0000%  | N/A     | $4346273.00        | $342654.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-11-20      | 2.5000%  | N/A     | $1034463.00        | $777789.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-01-20      | 2.5000%  | N/A     | $851731.00         | $624591.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-05-20      | 3.0000%  | N/A     | $15447562.00       | $1712376.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-10-20      | 3.0000%  | N/A     | $962233.00         | $129334.02         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-06-20      | 4.0000%  | N/A     | $580000.00         | $408170.02         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $2105725.00        | $2201908.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 7.0000%  | N/A     | $1162482.00        | $896767.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.0000%  | N/A     | $2182093.00        | $1103905.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-06-20      | 2.5000%  | N/A     | $2075000.00        | $813794.76         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-08-20      | 4.5000%  | N/A     | $53066759.00       | $4622346.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-05-20      | 6.0000%  | N/A     | $113723.00         | $13723.94          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-05-20      | 2.5000%  | N/A     | $5000000.00        | $1992263.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.0000%  | N/A     | $2908166.00        | $914640.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-07-20      | 3.5000%  | N/A     | $500000.00         | $96613.26          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $467695.00         | $464513.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $1177341.00        | $1184425.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-12-20      | 3.5000%  | N/A     | $40828.00          | $3619.87           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-11-20      | 4.5000%  | N/A     | $103431255.00      | $5085234.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.0000%  | N/A     | $2296888.00        | $1408948.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-08-20      | 7.5000%  | N/A     | $5487784.00        | $5906237.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 7.5000%  | N/A     | $1465173.00        | $1573824.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-07-20      | 4.0000%  | N/A     | $5700000.00        | $549519.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.0000%  | N/A     | $1223183.00        | $1282786.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-04-20      | 3.0000%  | N/A     | $20999676.00       | $3150799.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.0000%  | N/A     | $8985682.00        | $6034102.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-02-20      | 3.5000%  | N/A     | $322220.00         | $62244.35          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $9209094.00        | $8779453.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-08-20      | 5.0000%  | N/A     | $1629807.00        | $1568533.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-06-20      | 3.0000%  | N/A     | $13394606.00       | $9303582.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-10-20      | 5.5000%  | N/A     | $4389019.00        | $457264.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-09-20      | 3.5000%  | N/A     | $509215.00         | $84863.15          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.5000%  | N/A     | $1824913.00        | $1972778.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-09-20      | 4.5000%  | N/A     | $258091.00         | $8926.83           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-08-20      | 3.5000%  | N/A     | $2667646.00        | $513489.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-07-20      | 3.0000%  | N/A     | $129896429.00      | $40026135.48       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-03-20      | 5.0000%  | N/A     | $85000.00          | $11322.91          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2030-12-20      | 7.0000%  | N/A     | $677205.00         | $531.47            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 7.0000%  | N/A     | $1040426.00        | $1093185.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-11-20      | 6.5000%  | N/A     | $8101607.00        | $4204338.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 4.5000%  | N/A     | $305116543.00      | $281474834.52      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-11-20      | 5.0000%  | N/A     | $462500.00         | $470429.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-07-20      | 4.5000%  | N/A     | $1451435.00        | $153883.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-05-20      | 4.5000%  | N/A     | $270000.00         | $261624.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-11-20      | 3.5000%  | N/A     | $629160.00         | $42416.96          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-12-20      | 7.0000%  | N/A     | $1096822.00        | $1140404.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-04-20      | 6.5000%  | N/A     | $1908157.00        | $1369608.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-07-20      | 7.0000%  | N/A     | $18021077.00       | $15186638.63       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.0000%  | N/A     | $10225937.00       | $4262318.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1225841.00        | $1287829.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-11-20      | 5.0000%  | N/A     | $263000.00         | $11372.69          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.5000%  | N/A     | $6079701.00        | $6215309.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.0000%  | N/A     | $1208795.00        | $677002.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-02-20      | 2.5000%  | N/A     | $24125000.00       | $4851113.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-12-20      | 7.0000%  | N/A     | $747348.00         | $412320.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.5000%  | N/A     | $1154698.00        | $1198212.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.5000%  | N/A     | $3305163.00        | $2477535.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1003810.00        | $1052474.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-11-20      | 3.5000%  | N/A     | $2027726.00        | $534841.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-04-20      | 3.0000%  | N/A     | $6031688.00        | $929821.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $2893991.00        | $3049179.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-03-20      | 4.0000%  | N/A     | $15330000.00       | $1378352.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1894338.00        | $1995086.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-11-20      | 4.0000%  | N/A     | $54523373.00       | $4968981.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-04-20      | 3.0000%  | N/A     | $532492000.00      | $47203122.72       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $1293841.00        | $1344647.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 7.0000%  | N/A     | $1345142.00        | $1411544.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-10-20      | 7.0000%  | N/A     | $1040028.00        | $443510.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-08-20      | 6.5000%  | N/A     | $515000.00         | $6645.71           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $4018656.00        | $4142801.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 5.5000%  | N/A     | $2463838.00        | $2509128.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-11-20      | 6.5000%  | N/A     | $2221154.00        | $1976040.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-05-20      | 6.0000%  | N/A     | $6443176.00        | $6163411.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-10-20      | 3.0000%  | N/A     | $1531362.00        | $1031366.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-11-20      | 3.5000%  | N/A     | $1000000.00        | $97689.08          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2028-10-20      | 6.5000%  | N/A     | $1084461.00        | $773.11            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-09-20      | 4.5000%  | N/A     | $3804878.00        | $155847.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2037-08-20      | 5.5000%  | N/A     | $15900000.00       | $165677.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2037-11-20      | 5.6000%  | N/A     | $56811.00          | $32741.18          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.5000%  | N/A     | $1278000.00        | $593651.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $2081655.00        | $2167473.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-02-20      | 3.0000%  | N/A     | $6580092.00        | $4678558.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $1530233.00        | $1608910.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-12-20      | 5.0000%  | N/A     | $3485272.00        | $2651834.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $2067087.00        | $2169516.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $3820539.00        | $3934828.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1306456.00        | $1377210.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $17722057.00       | $17548579.65       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-05-20      | 3.0000%  | N/A     | $3509804.00        | $2407204.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 7.0000%  | N/A     | $144359259.00      | $149089585.67      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 7.0000%  | N/A     | $3167179.00        | $2800832.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-06-20      | 6.5000%  | N/A     | $4250713.00        | $3014690.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-03-20      | 5.5000%  | N/A     | $25000.00          | $2991.98           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.5000%  | N/A     | $191653343.00      | $187840974.70      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-08-20      | 4.5000%  | N/A     | $1081155.00        | $53164.75          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.0000%  | N/A     | $1192880.00        | $963106.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.0000%  | N/A     | $18403011.00       | $18803936.40       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-04-20      | 3.5000%  | N/A     | $4605809.00        | $544499.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 6.5000%  | N/A     | $1724210.00        | $945602.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 6.5000%  | N/A     | $13124708.00       | $13069222.26       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $11466474.00       | $12042977.16       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-07-20      | 3.0000%  | N/A     | $985811.00         | $522971.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-12-20      | 2.5000%  | N/A     | $51200000.00       | $9484729.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-08-20      | 5.0000%  | N/A     | $22508282.00       | $3254220.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-05-20      | 4.0000%  | N/A     | $268874.00         | $33539.72          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-01-20      | 3.5000%  | N/A     | $1296644.00        | $843194.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 5.5000%  | N/A     | $3040123.00        | $3119294.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $3863489.00        | $4102023.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-09-20      | 4.0000%  | N/A     | $223961820.00      | $15809774.57       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | 5.0000%  | N/A     | $330662.00         | $284116.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $8533584.00        | $8751782.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-08-20      | 4.0000%  | N/A     | $24715476.00       | $1710405.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-07-20      | 4.5000%  | N/A     | $88000.00          | $65139.53          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-01-20      | 4.0000%  | N/A     | $200000.00         | $48681.06          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-02-20      | 3.5000%  | N/A     | $161951705.00      | $16343710.65       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-12-20      | 1.5000%  | N/A     | $112198.00         | $58085.69          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $5988268.00        | $6277582.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $1568874.00        | $1599988.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-08-20      | 3.5000%  | N/A     | $572000000.00      | $50667088.16       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2037-09-20      | 6.0000%  | N/A     | $210000.00         | $1891.70           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $3175825.00        | $3335119.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-08-20      | 6.5000%  | N/A     | $15208117.00       | $13140188.61       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-08-20      | 7.0000%  | N/A     | $38070975.00       | $32104798.24       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 3.5000%  | N/A     | $115190375.00      | $103125218.99      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-04-20      | 3.0000%  | N/A     | $180227798.00      | $18312343.99       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2035-02-20      | 5.5000%  | N/A     | $361000.00         | $5863.05           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-12-20      | 3.0000%  | N/A     | $3705000.00        | $542772.29         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-02-20      | 4.5000%  | N/A     | $285000.00         | $10763.22          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-03-20      | 7.0000%  | N/A     | $1292024.00        | $964901.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 7.0000%  | N/A     | $10682563.00       | $11156079.57       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-10-20      | 4.0000%  | N/A     | $317848.00         | $15294.66          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.0000%  | N/A     | $430000.00         | $140835.83         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-05-20      | 5.5000%  | N/A     | $100649000.00      | $74932565.57       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.5000%  | N/A     | $7784867.00        | $7826976.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-10-20      | 7.0000%  | N/A     | $1880672.00        | $823816.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.5000%  | N/A     | $1409415.00        | $679839.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.0000%  | N/A     | $3526696.00        | $2511463.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-01-20      | 6.5000%  | N/A     | $130000.00         | $13491.73          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 7.0000%  | N/A     | $3941065.00        | $4292067.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-04-20      | 6.0000%  | N/A     | $40000.00          | $12968.60          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2028-08-20      | 2.0000%  | N/A     | $812282.00         | $35107.66          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $1441427.00        | $1477152.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-04-20      | 5.0000%  | N/A     | $200000.00         | $32818.04          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | 3.0000%  | N/A     | $8169977.00        | $5695226.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-05-20      | 4.0000%  | N/A     | $55151.00          | $4737.66           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-09-20      | 6.0000%  | N/A     | $18150000.00       | $34919.20          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-08-20      | 5.5000%  | N/A     | $23718786.00       | $23968225.88       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.0000%  | N/A     | $1331298.00        | $964067.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $12866803.00       | $13159276.09       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.5000%  | N/A     | $11564528.00       | $6775478.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-05-20      | 3.0000%  | N/A     | $86162295.00       | $41647353.93       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2035-08-20      | 5.5000%  | N/A     | $75000.00          | $3808.81           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.0000%  | N/A     | $6550197.00        | $6748649.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | 7.0000%  | N/A     | $1726539.00        | $1193523.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-09-20      | 3.0000%  | N/A     | $799952.00         | $155013.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-10-20      | 6.5000%  | N/A     | $50000.00          | $563.26            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-02-20      | 3.0000%  | N/A     | $82645732.00       | $9007481.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-01-20      | 4.0000%  | N/A     | $73903022.00       | $3886453.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $6900000.00        | $7260626.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-08-20      | 4.5000%  | N/A     | $6592884.00        | $1111529.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-08-20      | 4.0000%  | N/A     | $1974314.00        | $94108.81          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-03-20      | 4.0000%  | N/A     | $64333.00          | $2606.54           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2026-02-20      | 3.0000%  | N/A     | $6033065.00        | $2507.97           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2029-08-20      | 2.5000%  | N/A     | $215000.00         | $30777.74          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-04-20      | 3.5000%  | N/A     | $200000.00         | $117365.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $6912659.00        | $7118402.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-03-20      | 3.5000%  | N/A     | $21150000.00       | $2439608.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-09-20      | 2.5000%  | N/A     | $162650.00         | $18963.36          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.0000%  | N/A     | $15000000.00       | $14897393.76       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-08-20      | 4.5000%  | N/A     | $2261145.00        | $148630.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-08-20      | 3.5000%  | N/A     | $589736.00         | $188117.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.5000%  | N/A     | $1205924.00        | $581510.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 6.5000%  | N/A     | $2937572.00        | $3029929.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-01-20      | 5.0000%  | N/A     | $5121669.00        | $492135.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $3308675.00        | $3413801.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-11-20      | 4.5000%  | N/A     | $1300000.00        | $996786.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $9977968.00        | $10245271.11       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-09-20      | 4.0000%  | N/A     | $1009940.00        | $390664.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 6.0000%  | N/A     | $4025000.00        | $2904217.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $1641211.00        | $1702948.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $2084403.00        | $2019687.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-02-20      | 5.0000%  | N/A     | $1319141.00        | $1002683.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-01-20      | 3.5000%  | N/A     | $75000.00          | $17600.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.0000%  | N/A     | $1903299.00        | $1022749.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-11-20      | 3.5000%  | N/A     | $2140000.00        | $87019.11          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-11-20      | 5.0000%  | N/A     | $2214537.00        | $1689319.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 6.5000%  | N/A     | $2964049.00        | $1977943.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-06-20      | 3.5000%  | N/A     | $2000000.00        | $309750.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-08-20      | 7.0000%  | N/A     | $1116877.00        | $1091652.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-01-20      | 6.5000%  | N/A     | $2836827.00        | $1796881.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2026-03-20      | 3.5000%  | N/A     | $36301.00          | $30074.50          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-08-20      | 7.0000%  | N/A     | $3080705.00        | $1395496.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-10-20      | 4.0000%  | N/A     | $2895882.00        | $263220.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 7.0000%  | N/A     | $1175349.00        | $726130.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2029-10-20      | 7.0000%  | N/A     | $27855582.00       | $18661.76          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 7.0000%  | N/A     | $1416651.00        | $1484607.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-06-20      | 2.5000%  | N/A     | $532054221.00      | $289420475.80      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2035-10-20      | 5.5000%  | N/A     | $7564195.00        | $130101.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-09-20      | 5.5000%  | N/A     | $199436.00         | $201696.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $1370843.00        | $1431600.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-11-20      | 7.0000%  | N/A     | $5050448.00        | $2366223.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.0000%  | N/A     | $1580378.00        | $1651769.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2030-11-20      | 7.0000%  | N/A     | $6850000.00        | $4145.52           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-04-20      | 4.5000%  | N/A     | $1307829.00        | $1236803.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-07-20      | 5.5000%  | N/A     | $5880000.00        | $4837677.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-05-20      | 5.5000%  | N/A     | $50000.00          | $12867.57          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.5000%  | N/A     | $1034461.00        | $1081390.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1170172.00        | $1238411.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-06-20      | 7.0000%  | N/A     | $4430075.00        | $6583.34           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $20239834.00       | $20361630.58       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2030-10-20      | 8.0000%  | N/A     | $2948504.00        | $1439.59           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-10-20      | 2.0000%  | N/A     | $4143464.00        | $1909729.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 7.0000%  | N/A     | $1082667.00        | $1140942.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-12-20      | 6.0000%  | N/A     | $10026000.00       | $5271820.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-05-20      | 3.0000%  | N/A     | $6341929.00        | $956629.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $1842204.00        | $1921344.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-09-20      | 6.0000%  | N/A     | $290000.00         | $37270.69          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-04-20      | 5.5000%  | N/A     | $25000.00          | $20381.55          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2032-11-20      | 5.5000%  | N/A     | $114000.00         | $547.69            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 7.0000%  | N/A     | $3185872.00        | $1900686.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 3.5000%  | N/A     | $25898918.00       | $23195702.14       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-11-20      | 4.5000%  | N/A     | $10000.00          | $8924.17           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-10-20      | 4.5000%  | N/A     | $91000.00          | $4083.74           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-07-20      | 4.0000%  | N/A     | $154800.00         | $15138.13          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-05-20      | 6.5000%  | N/A     | $9078974.00        | $3228587.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-04-20      | 5.5000%  | N/A     | $280000.00         | $12434.80          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-07-20      | 5.0000%  | N/A     | $211617.00         | $178475.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-09-20      | 3.0000%  | N/A     | $1587375.00        | $1059585.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.0000%  | N/A     | $1365021.00        | $1286576.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-11-20      | 7.0000%  | N/A     | $3048673.00        | $839682.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-07-20      | 6.5000%  | N/A     | $5020121.00        | $1984015.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-09-20      | 4.0000%  | N/A     | $55822115.00       | $46503221.54       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-09-20      | 4.0000%  | N/A     | $2600000.00        | $169973.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-03-20      | 5.5000%  | N/A     | $50000.00          | $612.23            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-11-20      | 3.0000%  | N/A     | $1048000.00        | $108778.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-02-20      | 3.5000%  | N/A     | $600000.00         | $140253.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-01-20      | 3.5000%  | N/A     | $400000.00         | $140522.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 7.0000%  | N/A     | $1294870.00        | $878202.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-02-20      | 4.0000%  | N/A     | $40000.00          | $27071.40          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | 6.0000%  | N/A     | $4059980.00        | $3116422.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $1042732.00        | $1057641.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-05-20      | 5.0000%  | N/A     | $997886.00         | $951247.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 5.5000%  | N/A     | $892558.00         | $769298.29         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.5000%  | N/A     | $3529275.00        | $3812162.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.0000%  | N/A     | $1766374.00        | $1828204.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-08-20      | 6.5000%  | N/A     | $565000.00         | $5087.72           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-10-20      | 6.0000%  | N/A     | $4326819.00        | $2660559.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-05-20      | 6.0000%  | N/A     | $125000.00         | $1515.02           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.0000%  | N/A     | $1865415.00        | $1723134.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 7.0000%  | N/A     | $1543118.00        | $1599326.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-02-20      | 4.0000%  | N/A     | $518924000.00      | $51192464.80       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-03-20      | 4.0000%  | N/A     | $2903489.00        | $232767.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-05-20      | 5.0000%  | N/A     | $65000.00          | $35041.06          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-01-20      | 4.0000%  | N/A     | $11908081.00       | $596990.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-11-20      | 6.0000%  | N/A     | $474524.00         | $5065.92           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-03-20      | 7.0000%  | N/A     | $2087435.00        | $636471.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $1555380.00        | $1571446.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-04-20      | 5.5000%  | N/A     | $6066355.00        | $5078464.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.0000%  | N/A     | $2005920.00        | $2095744.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $4843992.00        | $4969283.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $34234308.00       | $35993016.19       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-10-20      | 5.5000%  | N/A     | $100000.00         | $33188.01          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.0000%  | N/A     | $1687801.00        | $1408250.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 7.5000%  | N/A     | $401198.00         | $419253.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-05-20      | 3.5000%  | N/A     | $12128068.00       | $2347560.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-12-20      | 4.0000%  | N/A     | $187000.00         | $9479.27           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-06-20      | 6.5000%  | N/A     | $702529000.00      | $352468453.12      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-09-20      | 6.0000%  | N/A     | $4901287.00        | $4724340.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-03-20      | 3.5000%  | N/A     | $1307000.00        | $88389.46          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-12-20      | 3.5000%  | N/A     | $287183.00         | $116325.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-01-20      | 2.0000%  | N/A     | $1262876.00        | $902961.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-08-20      | 6.0000%  | N/A     | $25000.00          | $15009.49          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 7.0000%  | N/A     | $1023509.00        | $1060769.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $2806200.00        | $2954962.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 7.0000%  | N/A     | $1706163.00        | $1761292.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $1461801.00        | $1517240.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 4.5000%  | N/A     | $25410000.00       | $23632820.02       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 7.0000%  | N/A     | $2651613.00        | $2778987.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-09-20      | 2.5000%  | N/A     | $6000.00           | $3232.39           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-08-20      | 3.0000%  | N/A     | $1179527429.00     | $167105118.19      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 6.0000%  | N/A     | $1000962.00        | $484960.32         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-11-20      | 3.5000%  | N/A     | $373648.00         | $101579.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2030-03-20      | 7.0000%  | N/A     | $16740381.00       | $37991.37          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 4.0000%  | N/A     | $30000000.00       | $27588247.83       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-10-20      | 7.0000%  | N/A     | $5050106.00        | $1077478.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-11-20      | 3.0000%  | N/A     | $98000.00          | $5911.55           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-08-20      | 3.5000%  | N/A     | $125000.00         | $68090.89          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-12-20      | 4.0000%  | N/A     | $44770.00          | $6612.98           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-04-20      | 4.0000%  | N/A     | $3563319.00        | $834490.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.0000%  | N/A     | $1895000.00        | $1126521.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-11-20      | 3.5000%  | N/A     | $6700000.00        | $2069593.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-08-20      | 3.5000%  | N/A     | $1070000.00        | $740662.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-07-20      | 3.5000%  | N/A     | $396304.00         | $108380.77         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-04-20      | 4.0000%  | N/A     | $14650290.00       | $1389533.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $1855801.00        | $1779789.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-07-20      | 3.5000%  | N/A     | $420002.00         | $128549.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 5.5000%  | N/A     | $1808397.00        | $1841956.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.0000%  | N/A     | $1351452.00        | $1117109.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-09-20      | 5.5000%  | N/A     | $243808.00         | $3168.77           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 5.5000%  | N/A     | $1602916.00        | $1277201.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-02-20      | 4.0000%  | N/A     | $3011060.00        | $1831202.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-11-20      | 6.5000%  | N/A     | $5361935.00        | $3234644.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-03-20      | 3.5000%  | N/A     | $218181.00         | $19278.64          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $3802144.00        | $4006259.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-07-20      | 6.5000%  | N/A     | $390330003.00      | $398966346.63      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $2960787.00        | $2994103.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $1010186.00        | $1035216.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 4.0000%  | N/A     | $1185950.00        | $1109794.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | 4.0000%  | N/A     | $1068208.00        | $799596.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-11-20      | 2.5000%  | N/A     | $187550318.00      | $73974086.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-08-20      | 4.0000%  | N/A     | $372354.00         | $103552.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 6.0000%  | N/A     | $2688098.00        | $2785922.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $24153812.00       | $25331208.85       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 7.0000%  | N/A     | $1378781.00        | $1445031.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-08-20      | 3.0000%  | N/A     | $340516.00         | $38614.48          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 6.0000%  | N/A     | $1078476.00        | $867196.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 7.0000%  | N/A     | $1769904.00        | $1213375.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2035-10-20      | 5.5000%  | N/A     | $3114397.00        | $320684.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-06-20      | 4.5000%  | N/A     | $8030000.00        | $7015631.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.5000%  | N/A     | $4314270.00        | $4529196.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.0000%  | N/A     | $347788.00         | $5786.57           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-10-20      | 3.5000%  | N/A     | $1794555.00        | $1291273.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-11-20      | 5.0000%  | N/A     | $430850.00         | $435382.29         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-10-20      | 4.0000%  | N/A     | $400000.00         | $87184.25          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-07-20      | 4.5000%  | N/A     | $61000.00          | $2204.87           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-05-20      | 6.0000%  | N/A     | $65000.00          | $30444.12          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.5000%  | N/A     | $34375906.00       | $23111982.10       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $2196382.00        | $2250426.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-06-20      | 2.0000%  | N/A     | $413423.00         | $199688.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-10-20      | 7.0000%  | N/A     | $40600240.00       | $32445657.15       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-11-20      | 3.0000%  | N/A     | $4480013.00        | $2073901.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-11-20      | 3.0000%  | N/A     | $1254591.00        | $325094.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-03-20      | 7.0000%  | N/A     | $1910624.00        | $1368388.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-06-20      | 6.5000%  | N/A     | $1429494.00        | $1178275.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-04-20      | 6.5000%  | N/A     | $4522760.00        | $2426020.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-11-20      | 5.5000%  | N/A     | $139245.00         | $1928.37           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 4.0000%  | N/A     | $69058314.00       | $65585601.56       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-09-20      | 4.5000%  | N/A     | $180000.00         | $177705.06         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-08-20      | 7.0000%  | N/A     | $1285653.00        | $1344918.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-04-20      | 3.5000%  | N/A     | $2741209.00        | $198276.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2045-10-20      | 3.5000%  | N/A     | $901044.00         | $81966.75          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.0000%  | N/A     | $2366873.00        | $2391393.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-06-20      | 4.0000%  | N/A     | $2646514.00        | $2379899.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-04-20      | 3.0000%  | N/A     | $22167791.00       | $2943830.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-07-20      | 6.0000%  | N/A     | $102000.00         | $60727.12          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 7.0000%  | N/A     | $1911863.00        | $994609.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2034-04-20      | 6.0000%  | N/A     | $1050000.00        | $12074.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-10-20      | 2.5000%  | N/A     | $800000.00         | $122687.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-05-20      | 6.5000%  | N/A     | $3287078.00        | $2657132.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-04-20      | 6.5000%  | N/A     | $1760593.00        | $1484694.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 7.0000%  | N/A     | $1443785.00        | $1511592.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-06-20      | 3.0000%  | N/A     | $1270000.00        | $138710.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 3.0000%  | N/A     | $1808580.00        | $1635824.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-03-20      | 7.0000%  | N/A     | $1034651.00        | $853061.79         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-10-20      | 4.0000%  | N/A     | $99226.00          | $8133.96           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 5.5000%  | N/A     | $54157577.00       | $55608368.21       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 6.5000%  | N/A     | $1533380.00        | $786497.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-07-20      | 3.0000%  | N/A     | $64907000.00       | $6434780.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 7.0000%  | N/A     | $1361523.00        | $1156710.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-09-20      | 7.0000%  | N/A     | $1460314.00        | $764135.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-03-20      | 6.5000%  | N/A     | $1879033.00        | $1490068.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-03-20      | 4.0000%  | N/A     | $250000.00         | $167862.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 5.5000%  | N/A     | $1984317.00        | $2034742.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-10-20      | 3.0000%  | N/A     | $75837.00          | $7400.74           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2030-11-20      | 8.5000%  | N/A     | $3467287.00        | $1550.62           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-05-20      | 4.5000%  | N/A     | $45000.00          | $540.82            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-07-20      | 5.0000%  | N/A     | $370000.00         | $344759.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-02-20      | 7.0000%  | N/A     | $3978452.00        | $1529470.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $3373174.00        | $3543820.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-03-20      | 3.5000%  | N/A     | $400000.00         | $38551.26          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-03-20      | 3.5000%  | N/A     | $1500000.00        | $228290.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2040-04-20      | 4.0000%  | N/A     | $25000.00          | $1159.18           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2033-12-20      | 4.0000%  | N/A     | $1528813.00        | $139809.22         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2030-06-20      | 7.5000%  | N/A     | $2800000.00        | $1412.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-10-20      | 3.0000%  | N/A     | $1414519.00        | $218667.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $12970286.00       | $13372143.70       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-10-20      | 4.5000%  | N/A     | $2030571.00        | $1553637.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-09-20      | 5.5000%  | N/A     | $19133771.00       | $12612556.29       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 5.0000%  | N/A     | $13000000.00       | $13006251.72       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2028-03-20      | 2.5000%  | N/A     | $205000.00         | $5341.01           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-11-20      | 3.5000%  | N/A     | $1588037.00        | $195528.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-10-20      | 7.5000%  | N/A     | $2240314.00        | $561996.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-02-20      | 6.0000%  | N/A     | $1324050.00        | $1348943.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-03-20      | 4.0000%  | N/A     | $100000.00         | $27088.50          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-12-20      | 6.0000%  | N/A     | $3108306.00        | $3222878.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2044-04-20      | 4.0000%  | N/A     | $1404539.00        | $83891.90          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-02-20      | 4.0000%  | N/A     | $134168.00         | $6360.96           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-11-20      | 3.5000%  | N/A     | $3557489.00        | $1017870.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 7.0000%  | N/A     | $1542696.00        | $1400348.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.0000%  | N/A     | $3768392.00        | $3638609.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2042-05-20      | 3.0000%  | N/A     | $754899.00         | $61053.84          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-07-20      | 3.0000%  | N/A     | $1014036.00        | $116090.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 6.5000%  | N/A     | $2089839.00        | $1126451.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2049-04-20      | 3.5000%  | N/A     | $2030000.00        | $119925.35         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2043-09-20      | 3.0000%  | N/A     | $200824667.00      | $25260916.36       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.5000%  | N/A     | $1847364.00        | $1534181.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2028-11-20      | 6.5000%  | N/A     | $5500000.00        | $4235.23           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-07-20      | 5.0000%  | N/A     | $465000.00         | $20386.19          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-04-20      | 6.0000%  | N/A     | $699792.00         | $559637.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 6.5000%  | N/A     | $1614728.00        | $1706194.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-01-20      | 7.5000%  | N/A     | $1057962.00        | $307180.13         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-06-20      | 1.5000%  | N/A     | $39596309.00       | $22235824.62       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-01-20      | 6.0000%  | N/A     | $931250048.00      | $943902521.08      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2038-12-20      | 6.5000%  | N/A     | $100000.00         | $11380.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-02-20      | 2.5000%  | N/A     | $25000.00          | $5733.41           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2036-02-20      | 6.0000%  | N/A     | $580000.00         | $7788.38           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2047-08-20      | 3.5000%  | N/A     | $432226.00         | $120609.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $262508695.00      | $271778565.92      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2046-07-20      | 3.5000%  | N/A     | $300000.00         | $31942.85          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-11-20      | 7.0000%  | N/A     | $118473331.00      | $123320163.62      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2051-01-20      | 2.0000%  | N/A     | $8090000.00        | $4121741.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-06-20      | 6.0000%  | N/A     | $1849913.00        | $1921304.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2052-04-20      | 3.5000%  | N/A     | $81945.00          | $50475.57          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-04-20      | 7.0000%  | N/A     | $1456027.00        | $1516018.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2041-09-20      | 4.5000%  | N/A     | $3407385.00        | $77360.09          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-01-20      | 6.0000%  | N/A     | $2983156.00        | $2977463.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2028-09-20      | 4.0000%  | N/A     | $1835000.00        | $58089.95          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-05-20      | 6.5000%  | N/A     | $4965137.00        | $5026369.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2050-07-20      | 5.0000%  | N/A     | $518743.00         | $113246.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-02-20      | 6.5000%  | N/A     | $3742324.00        | $2516160.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2048-02-20      | 5.5000%  | N/A     | $6300039.00        | $789317.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-07-20      | 7.0000%  | N/A     | $1238218.00        | $971278.79         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2054-08-20      | 6.0000%  | N/A     | $32679224.00       | $22109841.82       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2055-10-20      | 6.5000%  | N/A     | $1061199.00        | $752000.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2039-06-20      | 4.0000%  | N/A     | $207790.00         | $183699.77         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2053-12-20      | 6.5000%  | N/A     | $3028637.00        | $2305687.67        | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** JPMORGAN TRUST II

**Date:** 2026-01-08

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

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

**Title of Signing Officer:** Treasurer