# EDGAR Filing Document

**Accession Number:** 0000740766
**File Stem:** 0000740766-26-000013
**Filing Date:** 2026-5
**Character Count:** 3147035
**Document Hash:** d35ab822a460f9a3d12e525ae5189ce4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000740766-26-000013.hdr.sgml**: 20260506

**ACCESSION NUMBER**: 0000740766-26-000013

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260506

**DATE AS OF CHANGE**: 20260506

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DREYFUS GOVERNMENT CASH MANAGEMENT FUNDS
- **CENTRAL INDEX KEY:** 0000740766

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03964
- **FILM NUMBER:** 26947893

**BUSINESS ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286
- **BUSINESS PHONE:** 2129226400

**MAIL ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS GOVERNMENT CASH MANAGEMENT Funds
- **DATE OF NAME CHANGE:** 20040720

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS GOVERNMENT CASH MANAGEMENT
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS GOVERNMENT CASH MANAGEMENT INC
- **DATE OF NAME CHANGE:** 19880425

## Series and Classes Contracts Data

### Dreyfus Government Cash Management (Series ID: S000000128)

| Class ID   | Class Name                                                 | Ticker Symbol   |
|:---|:---|:---|
| C000000286 | dreyfus government cash management - Investor Shares       | DGVXX           |
| C000000287 | dreyfus government cash mangement - Institutional Shares   | DGCXX           |
| C000000288 | dreyfus government cash management - Administrative Shares | DAGXX           |
| C000000289 | Dreyfus Government Cash Management - Participant Shares    | DPGXX           |
| C000223301 | Dreyfus Government Cash Management - Service Shares        | DGUXX           |
| C000223302 | Dreyfus Government Cash Management - Wealth Shares         | DGQXX           |
| C000233952 | Dreyfus Government Cash Management - BOLD Shares           | DBLXX           |
| C000243326 | Dreyfus Government Cash Management-SPARK Shares            | SPKXX           |
| C000250287 | Dreyfus Government Cash Management - BOLD Future Shares    | DBFXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000740766

### General Information

**Report for (YYYY-MM-DD):** 2026-04-30

**Registrant Full Name:** Dreyfus Government Cash Management Funds

**CIK Number of Registrant:** 0000740766

**LEI of Registrant:** 549300F7IDB6WRO7VJ11

**Name of Series:** Dreyfus Government Cash Management

**LEI of Series:** 5493000Q69I5Q3QZIA91

**EDGAR Series Identifier:** S000000128

**Total number of share classes in the series:** 9

**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            | BNY Mellon Investment Adviser, Inc.        | 801-08147         |
| Independent Public Accountant | Ernst@Young<br>City: New York<br>State: NY |  |
| Administrator                 | none                                       |  |
| Transfer Agent                | BNY Mellon Transfer Inc<br>CIK: 0001285911 | 084-06102         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 002-89359

- **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:** 52 days

- **WAL:** 107 days

- **Total Value of Portfolio Securities:** $158475943073.71

- **Amortized Cost of Portfolio Securities:** $158477490492.23

- **Cash:** $6451211694.51

- **Total Other Assets:** $317363405.13

- **Total Liabilities:** $1134457248.33

- **Net Assets of Series:** $164111608343.54

- **Number of Shares Outstanding (Series):** 164113432208.0700

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-04-01 | $104334848769.48          | $126303622575.33           | 67.1900%                  | 81.3400%                   |
| 2026-04-02 | $110127880374.88          | $130653292656.28           | 68.7500%                  | 81.5600%                   |
| 2026-04-06 | $113945061398.81          | $135164508299.10           | 69.3900%                  | 82.3200%                   |
| 2026-04-07 | $111082498454.25          | $135147079973.43           | 68.5500%                  | 83.4000%                   |
| 2026-04-08 | $108480977671.65          | $132045682213.90           | 68.2500%                  | 83.0800%                   |
| 2026-04-09 | $111760997691.40          | $136176425256.70           | 68.6800%                  | 83.6800%                   |
| 2026-04-10 | $112214882097.48          | $136630678731.94           | 68.7500%                  | 83.7100%                   |
| 2026-04-13 | $115364560953.62          | $138050825657.38           | 70.2800%                  | 84.1000%                   |
| 2026-04-14 | $114120089941.94          | $136806489159.18           | 69.1200%                  | 82.8600%                   |
| 2026-04-15 | $109503300451.34          | $131838873070.93           | 68.3600%                  | 82.3000%                   |
| 2026-04-16 | $112344477143.52          | $134430184276.59           | 68.6300%                  | 82.1200%                   |
| 2026-04-17 | $114475597403.43          | $132416434118.59           | 70.9500%                  | 82.0700%                   |
| 2026-04-20 | $112239501796.64          | $134430448372.50           | 68.7300%                  | 82.3200%                   |
| 2026-04-21 | $111953577031.73          | $133387633468.27           | 68.9900%                  | 82.2000%                   |
| 2026-04-22 | $109181647442.66          | $129815738328.45           | 68.6300%                  | 81.6000%                   |
| 2026-04-23 | $109467382877.91          | $130399708212.96           | 68.5600%                  | 81.6700%                   |
| 2026-04-24 | $106816449061.31          | $127748808867.61           | 67.8500%                  | 81.1500%                   |
| 2026-04-27 | $118085276316.04          | $137066213584.94           | 70.8800%                  | 82.2700%                   |
| 2026-04-28 | $115230329486.03          | $136211302550.90           | 69.3600%                  | 81.9900%                   |
| 2026-04-29 | $109617575746.43          | $130598584607.28           | 67.8500%                  | 80.8400%                   |
| 2026-04-30 | $113477422240.14          | $135099534917.73           | 68.6700%                  | 81.7600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-04-01 | 3.7000%             |
| 2026-04-02 | 3.7000%             |
| 2026-04-06 | 3.7000%             |
| 2026-04-07 | 3.6900%             |
| 2026-04-08 | 3.6900%             |
| 2026-04-09 | 3.6900%             |
| 2026-04-10 | 3.6800%             |
| 2026-04-13 | 3.6800%             |
| 2026-04-14 | 3.6800%             |
| 2026-04-15 | 3.6900%             |
| 2026-04-16 | 3.6900%             |
| 2026-04-17 | 3.7000%             |
| 2026-04-20 | 3.7000%             |
| 2026-04-21 | 3.7100%             |
| 2026-04-22 | 3.7000%             |
| 2026-04-23 | 3.7000%             |
| 2026-04-24 | 3.7000%             |
| 2026-04-27 | 3.7100%             |
| 2026-04-28 | 3.7100%             |
| 2026-04-29 | 3.7100%             |
| 2026-04-30 | 3.7000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-04-01 | 0.9999                      |
|  |  |
| 2026-04-02 | 0.9999                      |
|  |  |
| 2026-04-06 | 0.9999                      |
|  |  |
| 2026-04-07 | 1.0000                      |
|  |  |
| 2026-04-08 | 0.9999                      |
|  |  |
| 2026-04-09 | 1.0000                      |
|  |  |
| 2026-04-10 | 0.9999                      |
|  |  |
| 2026-04-13 | 1.0000                      |
|  |  |
| 2026-04-14 | 1.0000                      |
|  |  |
| 2026-04-15 | 1.0000                      |
|  |  |
| 2026-04-16 | 1.0000                      |
|  |  |
| 2026-04-17 | 1.0000                      |
|  |  |
| 2026-04-20 | 1.0000                      |
|  |  |
| 2026-04-21 | 0.9999                      |
|  |  |
| 2026-04-22 | 1.0000                      |
|  |  |
| 2026-04-23 | 1.0000                      |
|  |  |
| 2026-04-24 | 1.0000                      |
|  |  |
| 2026-04-27 | 1.0000                      |
|  |  |
| 2026-04-28 | 1.0000                      |
|  |  |
| 2026-04-29 | 0.9999                      |
|  |  |
| 2026-04-30 | 1.0000                      |
|  |  |

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

### Class: Dreyfus Government Cash Management -CLASS A

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $113412222414.78

- **Number of Shares Outstanding:** 113413327079.6800

- **Expense Reimbursement/Waiver:** 3610421.45

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9999          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 0.9999          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 0.9999          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $3981771019.92            | $5375830368.20          |
| 2026-04-02 | $7178721255.89            | $1078436385.26          |
| 2026-04-06 | $4073554126.77            | $1828954616.63          |
| 2026-04-07 | $1215492589.71            | $2445879870.70          |
| 2026-04-08 | $952179205.93             | $3858822710.06          |
| 2026-04-09 | $5084611612.79            | $860706412.47           |
| 2026-04-10 | $2612770765.42            | $2144501723.13          |
| 2026-04-13 | $1695510330.01            | $1496651673.40          |
| 2026-04-14 | $2170395695.62            | $2362955996.32          |
| 2026-04-15 | $1498804136.25            | $6759987950.47          |
| 2026-04-16 | $4917063888.75            | $1067960621.72          |
| 2026-04-17 | $977177888.94             | $2511119960.07          |
| 2026-04-20 | $4357308491.80            | $2560821429.54          |
| 2026-04-21 | $1814924983.56            | $2126240526.98          |
| 2026-04-22 | $871845404.14             | $4181211340.15          |
| 2026-04-23 | $4213474553.01            | $2469814147.55          |
| 2026-04-24 | $2207687101.61            | $4733553095.83          |
| 2026-04-27 | $8886153981.80            | $701189815.42           |
| 2026-04-28 | $1946646329.79            | $2410271850.57          |
| 2026-04-29 | $1091684902.63            | $6965661300.13          |
| 2026-04-30 | $6774915161.66            | $1728718814.83          |

**Total Gross Subscriptions (Month):** $68522693426.00

**Total Gross Redemptions (Month):** $59669290609.43

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5300%           |
| 2026-04-02 | 3.5300%           |
| 2026-04-06 | 3.5300%           |
| 2026-04-07 | 3.5300%           |
| 2026-04-08 | 3.5300%           |
| 2026-04-09 | 3.5200%           |
| 2026-04-10 | 3.5100%           |
| 2026-04-13 | 3.5100%           |
| 2026-04-14 | 3.5100%           |
| 2026-04-15 | 3.5200%           |
| 2026-04-16 | 3.5200%           |
| 2026-04-17 | 3.5300%           |
| 2026-04-20 | 3.5300%           |
| 2026-04-21 | 3.5300%           |
| 2026-04-22 | 3.5300%           |
| 2026-04-23 | 3.5300%           |
| 2026-04-24 | 3.5400%           |
| 2026-04-27 | 3.5400%           |
| 2026-04-28 | 3.5400%           |
| 2026-04-29 | 3.5400%           |
| 2026-04-30 | 3.5300%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                                               |  | 0.0000%          | 10.9000%             |
| Depository institution or other banking institution                         |  | 0.0000%          | 66.4000%             |
| Insurance company                                                           |  | 0.0000%          | 0.0400%              |
| Non-financial corporation                                                   |  | 0.0000%          | 17.7600%             |
| Non-profit                                                                  |  | 0.0000%          | 0.1600%              |
| Other                                                                       | Other            | 0.0000%          | 3.4400%              |
| Pension plan                                                                |  | 0.0000%          | 0.3900%              |
| Registered investment company                                               |  | 0.0000%          | 0.5400%              |
| Retail investor                                                             |  | 0.0000%          | 0.2700%              |
| State or municipal government entity (excluding governmental pension plans) |  | 0.0000%          | 0.1500%              |

### Class: Dreyfus Government Cash Management -CLASS B

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $17171640302.18

- **Number of Shares Outstanding:** 17171865497.4500

- **Expense Reimbursement/Waiver:** 551368.97

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9999          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 0.9999          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 0.9999          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $571446890.69             | $33674121.46            |
| 2026-04-02 | $174621582.75             | $35665924.41            |
| 2026-04-06 | $289767058.82             | $17279185.48            |
| 2026-04-07 | $11198975.30              | $521944773.10           |
| 2026-04-08 | $86863124.10              | $187625709.06           |
| 2026-04-09 | $46800542.51              | $60381553.20            |
| 2026-04-10 | $105612970.06             | $31287699.19            |
| 2026-04-13 | $141486747.70             | $119800996.81           |
| 2026-04-14 | $63111215.44              | $64864886.75            |
| 2026-04-15 | $38704208.65              | $68102728.48            |
| 2026-04-16 | $137561928.34             | $93419945.41            |
| 2026-04-17 | $47008152.06              | $122161384.00           |
| 2026-04-20 | $98149868.44              | $30152565.21            |
| 2026-04-21 | $192466630.66             | $32651067.02            |
| 2026-04-22 | $67147027.91              | $31050653.26            |
| 2026-04-23 | $8213967.35               | $57837097.85            |
| 2026-04-24 | $56082740.98              | $22804586.70            |
| 2026-04-27 | $145138973.32             | $132425711.47           |
| 2026-04-28 | $31266019.12              | $106060825.19           |
| 2026-04-29 | $70671211.61              | $79786716.72            |
| 2026-04-30 | $450479808.43             | $54908590.93            |

**Total Gross Subscriptions (Month):** $2833799644.24

**Total Gross Redemptions (Month):** $1903886721.70

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.2800%           |
| 2026-04-02 | 3.2900%           |
| 2026-04-06 | 3.2800%           |
| 2026-04-07 | 3.2800%           |
| 2026-04-08 | 3.2800%           |
| 2026-04-09 | 3.2800%           |
| 2026-04-10 | 3.2600%           |
| 2026-04-13 | 3.2600%           |
| 2026-04-14 | 3.2700%           |
| 2026-04-15 | 3.2700%           |
| 2026-04-16 | 3.2700%           |
| 2026-04-17 | 3.2800%           |
| 2026-04-20 | 3.2800%           |
| 2026-04-21 | 3.2800%           |
| 2026-04-22 | 3.2800%           |
| 2026-04-23 | 3.2800%           |
| 2026-04-24 | 3.2900%           |
| 2026-04-27 | 3.2900%           |
| 2026-04-28 | 3.2900%           |
| 2026-04-29 | 3.2900%           |
| 2026-04-30 | 3.2900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 0.0000%          | 87.6500%             |
| Depository institution or other banking institution |  | 0.0000%          | 12.0600%             |
| Non-financial corporation                           |  | 0.0000%          | 0.0400%              |
| Non-profit                                          |  | 0.0000%          | 0.0100%              |
| Other                                               | Other            | 0.0000%          | 0.2700%              |
| Pension plan                                        |  | 0.0000%          | 0.1700%              |
| Retail investor                                     |  | 0.0100%          | 0.0300%              |

### Class: Dreyfus Government Cash Management -CLASS C

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3889771865.45

- **Number of Shares Outstanding:** 3889879349.0100

- **Expense Reimbursement/Waiver:** 134520.13

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9999          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 0.9999          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 0.9999          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $56937197.55              | $111253218.37           |
| 2026-04-02 | $64650115.27              | $32906197.15            |
| 2026-04-06 | $68122108.68              | $30516567.34            |
| 2026-04-07 | $67492349.85              | $25363385.02            |
| 2026-04-08 | $22551694.15              | $35583748.55            |
| 2026-04-09 | $19968562.05              | $29653472.36            |
| 2026-04-10 | $71346651.21              | $29659846.78            |
| 2026-04-13 | $45014932.97              | $31666459.52            |
| 2026-04-14 | $26596526.11              | $69452725.15            |
| 2026-04-15 | $23556936.18              | $76906703.49            |
| 2026-04-16 | $50427064.27              | $25913714.86            |
| 2026-04-17 | $34081984.31              | $33911636.43            |
| 2026-04-20 | $20762854.88              | $31684848.54            |
| 2026-04-21 | $17940696.57              | $82041598.43            |
| 2026-04-22 | $16234512.78              | $117500229.91           |
| 2026-04-23 | $28812354.88              | $49233143.35            |
| 2026-04-24 | $30083047.27              | $30029632.98            |
| 2026-04-27 | $33733184.13              | $31388235.79            |
| 2026-04-28 | $22664927.22              | $18699810.05            |
| 2026-04-29 | $18272707.70              | $87764203.39            |
| 2026-04-30 | $29226394.95              | $33372493.75            |

**Total Gross Subscriptions (Month):** $768476802.98

**Total Gross Redemptions (Month):** $1014501871.21

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.4300%           |
| 2026-04-02 | 3.4300%           |
| 2026-04-06 | 3.4300%           |
| 2026-04-07 | 3.4300%           |
| 2026-04-08 | 3.4300%           |
| 2026-04-09 | 3.4200%           |
| 2026-04-10 | 3.4100%           |
| 2026-04-13 | 3.4100%           |
| 2026-04-14 | 3.4100%           |
| 2026-04-15 | 3.4200%           |
| 2026-04-16 | 3.4200%           |
| 2026-04-17 | 3.4300%           |
| 2026-04-20 | 3.4300%           |
| 2026-04-21 | 3.4300%           |
| 2026-04-22 | 3.4300%           |
| 2026-04-23 | 3.4300%           |
| 2026-04-24 | 3.4400%           |
| 2026-04-27 | 3.4400%           |
| 2026-04-28 | 3.4400%           |
| 2026-04-29 | 3.4400%           |
| 2026-04-30 | 3.4300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 0.0000%          | 69.8300%             |
| Depository institution or other banking institution |  | 0.0000%          | 28.1300%             |
| Non-financial corporation                           |  | 0.0000%          | 0.0000%              |
| Other                                               | Other            | 0.0000%          | 2.2000%              |
| Pension plan                                        |  | 0.0000%          | 0.0400%              |
| Retail investor                                     |  | 0.0000%          | 0.0100%              |

### Class: Dreyfus Government Cash Management -CLASS R

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $4990959839.96

- **Number of Shares Outstanding:** 4990988546.6700

- **Expense Reimbursement/Waiver:** 127099.43

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9999          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 0.9999          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 0.9999          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $85084253.59              | $54327479.18            |
| 2026-04-02 | $66501168.85              | $46143492.08            |
| 2026-04-06 | $41458400.17              | $44330454.09            |
| 2026-04-07 | $1586944.21               | $55320197.57            |
| 2026-04-08 | $23170.86                 | $26266879.25            |
| 2026-04-09 | $28269231.77              | $29449682.66            |
| 2026-04-10 | $2306262.36               | $66888617.12            |
| 2026-04-13 | $110686025.87             | $2033719.62             |
| 2026-04-14 | $229332862.87             | $30853775.11            |
| 2026-04-15 | $888273.31                | $47615863.38            |
| 2026-04-16 | $3483573.69               | $105387090.90           |
| 2026-04-17 | $9176672.40               | $54405279.22            |
| 2026-04-20 | $12715992.58              | $27657848.04            |
| 2026-04-21 | $14304570.76              | $105365156.63           |
| 2026-04-22 | $276630.80                | $43540572.10            |
| 2026-04-23 | $59031247.13              | $2878833.80             |
| 2026-04-24 | $250614621.21             | $7783198.26             |
| 2026-04-27 | $133092363.66             | $9910706.36             |
| 2026-04-28 | $96416881.45              | $48296450.20            |
| 2026-04-29 | $129857276.06             | $0.00                   |
| 2026-04-30 | $774414446.91             | $18592395.15            |

**Total Gross Subscriptions (Month):** $2049520870.51

**Total Gross Redemptions (Month):** $827047690.72

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.1300%           |
| 2026-04-02 | 3.1400%           |
| 2026-04-06 | 3.1300%           |
| 2026-04-07 | 3.1300%           |
| 2026-04-08 | 3.1300%           |
| 2026-04-09 | 3.1300%           |
| 2026-04-10 | 3.1100%           |
| 2026-04-13 | 3.1100%           |
| 2026-04-14 | 3.1200%           |
| 2026-04-15 | 3.1200%           |
| 2026-04-16 | 3.1300%           |
| 2026-04-17 | 3.1300%           |
| 2026-04-20 | 3.1300%           |
| 2026-04-21 | 3.1300%           |
| 2026-04-22 | 3.1300%           |
| 2026-04-23 | 3.1300%           |
| 2026-04-24 | 3.1400%           |
| 2026-04-27 | 3.1400%           |
| 2026-04-28 | 3.1400%           |
| 2026-04-29 | 3.1400%           |
| 2026-04-30 | 3.1400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 0.0000%          | 29.1300%             |
| Depository institution or other banking institution |  | 0.0000%          | 69.7700%             |
| Insurance company                                   |  | 0.0000%          | 0.0200%              |
| Non-financial corporation                           |  | 0.0000%          | 0.0300%              |
| Other                                               | Other            | 0.0000%          | 1.0900%              |
| Pension plan                                        |  | 0.0000%          | 0.0100%              |
| Retail investor                                     |  | 0.0000%          | 0.0300%              |

### Class: Dreyfus Government Cash Management -CLASS E

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $6347551463.43

- **Number of Shares Outstanding:** 6347655152.1300

- **Expense Reimbursement/Waiver:** 209816.57

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9999          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 0.9999          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 0.9999          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $72860722.89              | $25387353.10            |
| 2026-04-02 | $46047174.86              | $62137541.23            |
| 2026-04-06 | $88873003.19              | $8301764.48             |
| 2026-04-07 | $32824024.13              | $67893147.84            |
| 2026-04-08 | $42467927.70              | $0.00                   |
| 2026-04-09 | $267044297.00             | $37543638.26            |
| 2026-04-10 | $29340487.93              | $65579437.50            |
| 2026-04-13 | $12434032.32              | $45388965.54            |
| 2026-04-14 | $17191651.83              | $224020522.15           |
| 2026-04-15 | $29719118.71              | $108598998.22           |
| 2026-04-16 | $42012124.38              | $16945033.02            |
| 2026-04-17 | $67363198.71              | $41864403.06            |
| 2026-04-20 | $39095641.65              | $23121358.59            |
| 2026-04-21 | $73935682.38              | $5777000.13             |
| 2026-04-22 | $23553124.88              | $184361393.55           |
| 2026-04-23 | $44233290.18              | $17766914.50            |
| 2026-04-24 | $33877102.81              | $45099286.63            |
| 2026-04-27 | $5017354.90               | $72384151.24            |
| 2026-04-28 | $31710947.16              | $4536224.47             |
| 2026-04-29 | $16654422.75              | $30358255.32            |
| 2026-04-30 | $187472555.46             | $77901265.99            |

**Total Gross Subscriptions (Month):** $1203727885.82

**Total Gross Redemptions (Month):** $1164966654.82

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 2.7300%           |
| 2026-04-02 | 2.7400%           |
| 2026-04-06 | 2.7300%           |
| 2026-04-07 | 2.7300%           |
| 2026-04-08 | 2.7300%           |
| 2026-04-09 | 2.7300%           |
| 2026-04-10 | 2.7100%           |
| 2026-04-13 | 2.7100%           |
| 2026-04-14 | 2.7200%           |
| 2026-04-15 | 2.7200%           |
| 2026-04-16 | 2.7300%           |
| 2026-04-17 | 2.7300%           |
| 2026-04-20 | 2.7300%           |
| 2026-04-21 | 2.7300%           |
| 2026-04-22 | 2.7300%           |
| 2026-04-23 | 2.7300%           |
| 2026-04-24 | 2.7400%           |
| 2026-04-27 | 2.7400%           |
| 2026-04-28 | 2.7400%           |
| 2026-04-29 | 2.7400%           |
| 2026-04-30 | 2.7400%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer   |  | 0.0000%          | 100.0000%            |
| Other           | Other            | 0.0000%          | 0.0100%              |
| Retail investor |  | 0.0000%          | 0.0000%              |

### Class: Dreyfus Government Cash Management -CLASS W

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $10602622207.38

- **Number of Shares Outstanding:** 10602751179.9400

- **Expense Reimbursement/Waiver:** 353884.59

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9999          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 0.9999          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 0.9999          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $37967305.60              | $45194444.05            |
| 2026-04-02 | $43436875.47              | $4472044.02             |
| 2026-04-06 | $52312611.16              | $67541994.62            |
| 2026-04-07 | $29329820.21              | $2518787.95             |
| 2026-04-08 | $27957609.28              | $59366824.75            |
| 2026-04-09 | $22428652.16              | $141594922.06           |
| 2026-04-10 | $33411674.21              | $47052652.30            |
| 2026-04-13 | $1088113.78               | $88463655.15            |
| 2026-04-14 | $4593579.56               | $106620777.41           |
| 2026-04-15 | $7212619.87               | $85474149.41            |
| 2026-04-16 | $33143977.64              | $10735768.87            |
| 2026-04-17 | $32503296.22              | $58879486.97            |
| 2026-04-20 | $859562.35                | $142990190.87           |
| 2026-04-21 | $28542031.22              | $10027072.34            |
| 2026-04-22 | $23488074.46              | $39899259.42            |
| 2026-04-23 | $5750894.92               | $30236843.37            |
| 2026-04-24 | $48315778.60              | $16651027.91            |
| 2026-04-27 | $12382648.64              | $38045323.16            |
| 2026-04-28 | $21258592.24              | $16979768.92            |
| 2026-04-29 | $96035080.96              | $18215801.28            |
| 2026-04-30 | $33990020.66              | $207898132.74           |

**Total Gross Subscriptions (Month):** $596008819.21

**Total Gross Redemptions (Month):** $1238858927.57

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.2800%           |
| 2026-04-02 | 3.2900%           |
| 2026-04-06 | 3.2800%           |
| 2026-04-07 | 3.2800%           |
| 2026-04-08 | 3.2800%           |
| 2026-04-09 | 3.2800%           |
| 2026-04-10 | 3.2600%           |
| 2026-04-13 | 3.2600%           |
| 2026-04-14 | 3.2700%           |
| 2026-04-15 | 3.2700%           |
| 2026-04-16 | 3.2700%           |
| 2026-04-17 | 3.2800%           |
| 2026-04-20 | 3.2800%           |
| 2026-04-21 | 3.2800%           |
| 2026-04-22 | 3.2800%           |
| 2026-04-23 | 3.2800%           |
| 2026-04-24 | 3.2900%           |
| 2026-04-27 | 3.2900%           |
| 2026-04-28 | 3.2900%           |
| 2026-04-29 | 3.2900%           |
| 2026-04-30 | 3.2900%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                                               |  | 0.0000%          | 99.3200%             |
| Depository institution or other banking institution                         |  | 0.0000%          | 0.0300%              |
| Non-financial corporation                                                   |  | 0.0700%          | 0.0000%              |
| Non-profit                                                                  |  | 0.0000%          | 0.0000%              |
| Other                                                                       | Other            | 0.0200%          | 0.0000%              |
| Pension plan                                                                |  | 0.4500%          | 0.0200%              |
| Retail investor                                                             |  | 0.3500%          | 0.0200%              |
| State or municipal government entity (excluding governmental pension plans) |  | 0.0000%          | 0.0000%              |

### Class: Dreyfus Government Cash Management -CLASS O

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $5366968974.63

- **Number of Shares Outstanding:** 5367069784.6500

- **Expense Reimbursement/Waiver:** 186087.39

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9999          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 0.9999          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 0.9999          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $379702143.19             | $2691648.81             |
| 2026-04-02 | $2767502.53               | $227564937.88           |
| 2026-04-06 | $286455006.70             | $427800.09              |
| 2026-04-07 | $457300486.16             | $78314593.77            |
| 2026-04-08 | $113025092.23             | $175910929.98           |
| 2026-04-09 | $32747634.48              | $114173978.48           |
| 2026-04-10 | $304998228.10             | $144912899.42           |
| 2026-04-13 | $4172369.07               | $278245766.53           |
| 2026-04-14 | $206488849.52             | $4396404.00             |
| 2026-04-15 | $75044601.77              | $355856292.54           |
| 2026-04-16 | $226318925.66             | $17173531.60            |
| 2026-04-17 | $250049672.70             | $104897037.01           |
| 2026-04-20 | $37784389.19              | $276017329.82           |
| 2026-04-21 | $148729684.61             | $282424.31              |
| 2026-04-22 | $500000.00                | $75621732.12            |
| 2026-04-23 | $281831561.13             | $467395206.93           |
| 2026-04-24 | $44668419.76              | $106887644.04           |
| 2026-04-27 | $36734997.72              | $66129202.53            |
| 2026-04-28 | $56573524.77              | $303231.30              |
| 2026-04-29 | $33252.00                 | $187315551.75           |
| 2026-04-30 | $87060886.39              | $99247834.24            |

**Total Gross Subscriptions (Month):** $3032987227.68

**Total Gross Redemptions (Month):** $2783765977.15

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5300%           |
| 2026-04-02 | 3.5400%           |
| 2026-04-06 | 3.5300%           |
| 2026-04-07 | 3.5300%           |
| 2026-04-08 | 3.5300%           |
| 2026-04-09 | 3.5300%           |
| 2026-04-10 | 3.5100%           |
| 2026-04-13 | 3.5100%           |
| 2026-04-14 | 3.5200%           |
| 2026-04-15 | 3.5200%           |
| 2026-04-16 | 3.5300%           |
| 2026-04-17 | 3.5300%           |
| 2026-04-20 | 3.5300%           |
| 2026-04-21 | 3.5300%           |
| 2026-04-22 | 3.5300%           |
| 2026-04-23 | 3.5300%           |
| 2026-04-24 | 3.5400%           |
| 2026-04-27 | 3.5400%           |
| 2026-04-28 | 3.5400%           |
| 2026-04-29 | 3.5400%           |
| 2026-04-30 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 0.0000%          | 1.5700%              |
| Depository institution or other banking institution |  | 0.0000%          | 91.0000%             |
| Non-financial corporation                           |  | 0.0000%          | 7.4200%              |
| Other                                               | Other            | 0.0000%          | 0.0600%              |

### Class: Dreyfus Government Cash Management -CLASS S

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $2323182256.57

- **Number of Shares Outstanding:** 2323206616.4300

- **Expense Reimbursement/Waiver:** 94581.72

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9999          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 0.9999          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 0.9999          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $253692397.31             | $648386770.35           |
| 2026-04-02 | $0.00                     | $189469352.87           |
| 2026-04-06 | $0.00                     | $18275300.54            |
| 2026-04-07 | $0.00                     | $12878250.86            |
| 2026-04-08 | $59999000.00              | $2829325.15             |
| 2026-04-09 | $5471029.56               | $125000000.00           |
| 2026-04-10 | $39896787.50              | $234628089.71           |
| 2026-04-13 | $0.00                     | $34055506.85            |
| 2026-04-14 | $0.00                     | $7957839.76             |
| 2026-04-15 | $248095044.30             | $0.00                   |
| 2026-04-16 | $390134613.79             | $0.00                   |
| 2026-04-17 | $101323360.49             | $120392755.11           |
| 2026-04-20 | $3783946.00               | $0.00                   |
| 2026-04-21 | $0.00                     | $175355781.19           |
| 2026-04-22 | $0.00                     | $112023133.78           |
| 2026-04-23 | $0.00                     | $412312836.20           |
| 2026-04-24 | $0.00                     | $159199229.81           |
| 2026-04-27 | $160395623.14             | $0.00                   |
| 2026-04-28 | $0.00                     | $1262478.12             |
| 2026-04-29 | $28070846.66              | $120545354.36           |
| 2026-04-30 | $0.00                     | $188915608.43           |

**Total Gross Subscriptions (Month):** $1290862648.75

**Total Gross Redemptions (Month):** $2563487613.09

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5300%           |
| 2026-04-02 | 3.5400%           |
| 2026-04-06 | 3.5300%           |
| 2026-04-07 | 3.5300%           |
| 2026-04-08 | 3.5300%           |
| 2026-04-09 | 3.5300%           |
| 2026-04-10 | 3.5100%           |
| 2026-04-13 | 3.5200%           |
| 2026-04-14 | 3.5200%           |
| 2026-04-15 | 3.5200%           |
| 2026-04-16 | 3.5300%           |
| 2026-04-17 | 3.5300%           |
| 2026-04-20 | 3.5300%           |
| 2026-04-21 | 3.5300%           |
| 2026-04-22 | 3.5300%           |
| 2026-04-23 | 3.5300%           |
| 2026-04-24 | 3.5400%           |
| 2026-04-27 | 3.5400%           |
| 2026-04-28 | 3.5400%           |
| 2026-04-29 | 3.5400%           |
| 2026-04-30 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 0.0000%          | 0.0000%              |
| Depository institution or other banking institution |  | 0.0000%          | 95.6900%             |
| Non-financial corporation                           |  | 0.0000%          | 4.3000%              |

### Class: Dreyfus Government Cash Management -CLASS I

- **Minimum Initial Investment:** $25000.00

- **Net Assets of Class:** $6689019.16

- **Number of Shares Outstanding:** 6689002.1100

- **Expense Reimbursement/Waiver:** 309.59

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9999          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 0.9999          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 0.9999          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $16493.72                 | $212.89                 |
| 2026-04-02 | $99996.50                 | $0.00                   |
| 2026-04-06 | $191000.08                | $0.00                   |
| 2026-04-07 | $0.00                     | $0.00                   |
| 2026-04-08 | $0.00                     | $0.00                   |
| 2026-04-09 | $0.00                     | $0.00                   |
| 2026-04-10 | $0.00                     | $0.00                   |
| 2026-04-13 | $0.00                     | $0.00                   |
| 2026-04-14 | $0.00                     | $0.00                   |
| 2026-04-15 | $0.00                     | $0.00                   |
| 2026-04-16 | $0.00                     | $0.00                   |
| 2026-04-17 | $0.00                     | $0.00                   |
| 2026-04-20 | $0.00                     | $0.00                   |
| 2026-04-21 | $0.00                     | $0.00                   |
| 2026-04-22 | $0.00                     | $0.00                   |
| 2026-04-23 | $0.00                     | $0.00                   |
| 2026-04-24 | $0.00                     | $0.00                   |
| 2026-04-27 | $0.00                     | $0.00                   |
| 2026-04-28 | $0.00                     | $0.00                   |
| 2026-04-29 | $0.00                     | $0.00                   |
| 2026-04-30 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $307490.30

**Total Gross Redemptions (Month):** $212.89

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.2300%           |
| 2026-04-02 | 3.2300%           |
| 2026-04-06 | 3.2300%           |
| 2026-04-07 | 3.2300%           |
| 2026-04-08 | 3.2300%           |
| 2026-04-09 | 3.2200%           |
| 2026-04-10 | 3.2100%           |
| 2026-04-13 | 3.2100%           |
| 2026-04-14 | 3.2100%           |
| 2026-04-15 | 3.2200%           |
| 2026-04-16 | 3.2200%           |
| 2026-04-17 | 3.2300%           |
| 2026-04-20 | 3.2300%           |
| 2026-04-21 | 3.2300%           |
| 2026-04-22 | 3.2300%           |
| 2026-04-23 | 3.2300%           |
| 2026-04-24 | 3.2400%           |
| 2026-04-27 | 3.2400%           |
| 2026-04-28 | 3.2400%           |
| 2026-04-29 | 3.2400%           |
| 2026-04-30 | 3.2300%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 24.7100%             |
| Other         | Other            | 0.0000%          | 75.5500%             |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN AMRO BANK NV

- **C.1 - Title:** ABN AMRO BANK NV
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM73JBC3, C.4 - ISIN: 1867, C.3 - LEI: 894500815LOLO4M5QL67
- **C.18 - Value (incl. sponsor support):** $284000000.00
- **C.18.a - Value (excl. sponsor support):** $284000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 1.2500%  | 1.2500% | $43526767.73       | $41288882.49       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 1.2500%  | 1.2500% | $17185408.00       | $16974777.56       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-30      | 3.8750%  | 3.8750% | $757333.33         | $766341.70         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-01-15      | 1.1250%  | 1.1250% | $2312933.86        | $2466995.46        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-08-15      | 3.8750%  | 3.8750% | $2121101.33        | $2086784.60        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 4.8750%  | 4.8750% | $50476.26          | $51568.57          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-11-15      | 4.5000%  | 4.5000% | $23000440.53       | $23802129.14       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3750%  | 4.3750% | $5352320.79        | $5503839.85        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-15      | 4.3750%  | 4.3750% | $6626666.66        | $6761010.09        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-31      | 3.7500%  | 3.7500% | $2214253.33        | $2230286.60        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 4.0000%  | 4.0000% | $1704000.00        | $1726699.34        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 4.0000%  | 4.0000% | $2454025.06        | $2480759.83        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-02-15      | 4.0000%  | 4.0000% | $1645439.20        | $1626758.19        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 4.1250%  | 4.1250% | $520818.13         | $526532.71         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-28      | 4.2500%  | 4.2500% | $16623.46          | $16869.07          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 4.2500%  | 4.2500% | $1049569.33        | $1065045.06        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-03-31      | 4.1250%  | 4.1250% | $493194.39         | $495942.05         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-31      | 4.1250%  | 4.1250% | $1400650.13        | $1411618.83        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-04-30      | 4.6250%  | 4.6250% | $2294852.53        | $2350709.24        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 4.6250%  | 4.6250% | $3713224.26        | $3781696.12        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-05-15      | 4.3750%  | 4.3750% | $4544000.00        | $4655065.15        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 4.5000%  | 4.5000% | $4018278.13        | $4128034.82        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-31      | 4.5000%  | 4.5000% | $18.93             | $19.57             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-31      | 4.6250%  | 4.6250% | $2840000.00        | $2963727.79        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-15      | 4.6250%  | 4.6250% | $2968595.19        | $3044998.58        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-08-15      | 3.8750%  | 3.8750% | $3045464.53        | $2973108.16        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-11-15      | 4.2500%  | 4.2500% | $1824434.93        | $1847092.50        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-30      | 3.8750%  | 3.8750% | $604408.79         | $601175.21         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-05-15      | 4.2500%  | 4.2500% | $1704000.00        | $1720833.73        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-15      | 3.8750%  | 3.8750% | $3502666.66        | $3536851.43        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-08-15      | 4.2500%  | 4.2500% | $26317.33          | $26262.27          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-11-15      | 4.0000%  | 4.0000% | $337108.00         | $332702.85         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8750%  | 2.8750% | $38777681.86       | $38096360.78       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-15      | 2.6250%  | 2.6250% | $41039022.39       | $39824514.47       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-15      | 0.6250%  | 0.6250% | $42250604.26       | $36664974.00       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-31      | 0.7500%  | 0.7500% | $33590289.33       | $31849033.31       | U.S. Treasuries (including strips) |

### Security 2: BANCO SANTANDER S.A.

- **C.1 - Title:** BANCO SANTANDER S.A.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM73JCB4, C.4 - ISIN: 37904, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 Treasury-U.S. Treasuries (including strips)                          | 2028-04-30      | 3.7500%  | 3.7500% | $58901300.00       | $58742266.49       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2033-02-15      | 3.5000%  | 3.5000% | $1448700.00        | $1399382.91        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-08-15      | 1.6250%  | 1.6250% | $28345400.00       | $26442369.86       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-06-18      | 0.0000%  | 0.0000% | $1518600.00        | $1511310.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-03-20      | 4.5000%  | 4.5000% | $1590056.00        | $1371485.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-04-20      | 4.5000%  | 4.5000% | $18718000.00       | $17169066.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-04-20      | 1.9500%  | 1.9500% | $75889480.00       | $7608046.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-04-20      | 4.5490%  | 4.5490% | $31423372.00       | $31461453.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-04-20      | 4.5000%  | 4.5000% | $59074404.00       | $57356992.92       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-04-20      | 1.3500%  | 1.3500% | $128109000.00      | $9318776.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-10-20      | 4.5000%  | 4.5000% | $8921402.00        | $8840565.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-02-20      | 4.5000%  | 4.5000% | $636052.00         | $553023.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 6.0400%  | 6.0400% | $5315030.00        | $4777429.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 5.4400%  | 5.4400% | $1000.00           | $863.77            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 5.3250%  | 5.3250% | $5389304.00        | $4194572.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-01-16      | 4.5000%  | 4.5000% | $490799.00         | $479557.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 0.0100%  | 0.0100% | $10919840.00       | $7687447.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 6.2600%  | 6.2600% | $3823775.00        | $3683180.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-09-16      | 3.0000%  | 3.0000% | $1000.00           | $706.85            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-02-20      | 5.5000%  | 5.5000% | $4842336.00        | $4880331.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 6.5000%  | 6.5000% | $219760.00         | $228919.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-05-20      | 6.5000%  | 6.5000% | $856647.00         | $813047.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-08-20      | 6.5000%  | 6.5000% | $3366.00           | $3194.60           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 6.5000%  | 6.5000% | $2928727.00        | $2994983.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-04-20      | 5.5000%  | 5.5000% | $519844.00         | $524825.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 5.5000%  | 5.5000% | $1674038.00        | $1685939.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-04-20      | 5.5000%  | 5.5000% | $1403000.00        | $1414342.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-04-20      | 5.5000%  | 5.5000% | $1574129.00        | $1586181.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 5.0000%  | 5.0000% | $82032.00          | $81878.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-01-20      | 4.5000%  | 4.5000% | $64018.00          | $59091.89          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-04-01      | 3.5000%  | 3.5000% | $113386.00         | $108335.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-11-01      | 5.7420%  | 5.7420% | $717954.00         | $5500.00           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-03-25      | 4.2120%  | 4.2120% | $1000.00           | $999.48            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2035-12-25      | 4.3840%  | 4.3840% | $35337455.00       | $34625488.71       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-01-25      | 4.5000%  | 4.5000% | $9022.00           | $8721.48           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2028-11-25      | 3.8590%  | 3.8590% | $999990.00         | $992909.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-03-25      | 4.5000%  | 4.5000% | $5043003.00        | $4452104.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-06-25      | 0.0100%  | 0.0100% | $30338857.00       | $19977908.50       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-03-25      | 5.5000%  | 5.5000% | $1500000.00        | $928163.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-07-01      | 4.0000%  | 4.0000% | $38728.00          | $1.55              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-09-01      | 3.5000%  | 3.5000% | $1447.00           | $161.02            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-08-01      | 3.5000%  | 3.5000% | $1000.00           | $102.61            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-07-01      | 4.0000%  | 4.0000% | $181971.00         | $7.30              | Agency Collateralized Mortgage Obligation |

### Security 3: BANCO SANTANDER S.A.

- **C.1 - Title:** BANCO SANTANDER S.A.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM73JB58, C.4 - ISIN: 37904, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.5000%  | 5.5000% | $1000.00           | $925.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.0000%  | 5.0000% | $1000.00           | $974.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 7.0000%  | 7.0000% | $1008.00           | $632.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.0000%  | 5.0000% | $1000.00           | $974.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.5000%  | 6.5000% | $2000.00           | $1614.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 5.5000%  | 5.5000% | $1000.00           | $857.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 7.0000%  | 7.0000% | $1000.00           | $737.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 5.5000%  | 5.5000% | $2016.00           | $1794.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.5000%  | 6.5000% | $1000.00           | $890.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.0000%  | 6.0000% | $2000.00           | $1649.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.0000%  | 6.0000% | $2000.00           | $1904.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 6.0000%  | 6.0000% | $1000.00           | $1029.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.5000%  | 5.5000% | $1016.00           | $955.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.5000%  | 5.5000% | $1024.00           | $897.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.5000%  | 6.5000% | $2048.00           | $1843.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.5000%  | 6.5000% | $1000.00           | $868.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.0000%  | 6.0000% | $4076.00           | $3739.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.5000%  | 6.5000% | $1000.00           | $1029.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.0000%  | 6.0000% | $1000.00           | $803.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 7.0000%  | 7.0000% | $1000.00           | $857.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.0000%  | 6.0000% | $2024.00           | $1894.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.5000%  | 6.5000% | $1000.00           | $949.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.5000%  | 6.5000% | $1006.00           | $1006.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.5000%  | 6.5000% | $1000.00           | $990.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.5000%  | 6.5000% | $1000.00           | $658.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.0000%  | 6.0000% | $1000.00           | $923.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 5.5000%  | 5.5000% | $12593.00          | $12276.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $1039.00           | $876.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.5000%  | 6.5000% | $2000.00           | $2102.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $1008.00           | $959.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $992.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $1019.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.5000%  | 6.5000% | $1003.00           | $1045.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.5000%  | 6.5000% | $2000.00           | $1469.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 5.5000%  | 5.5000% | $2000.00           | $1939.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 5.0000%  | 5.0000% | $1000.00           | $978.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.5000%  | 6.5000% | $4204.00           | $4394.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.5000%  | 6.5000% | $1000.00           | $707.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $1001.00           | $990.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.5000%  | 6.5000% | $1000.00           | $1044.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $2000.00           | $2042.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.0000%  | 5.0000% | $1000.00           | $980.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | 5.5000% | $493097.00         | $458747.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $1000.00           | $909.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $5300.00           | $4534.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.0000%  | 5.0000% | $1040.00           | $1021.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.0000%  | 6.0000% | $2000.00           | $2047.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.5000%  | 6.5000% | $1001.00           | $1063.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.5000%  | 6.5000% | $1000.00           | $1059.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 6.5000%  | 6.5000% | $1000.00           | $1022.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.0000%  | 5.0000% | $3000.00           | $2912.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.5000%  | 5.5000% | $1000.00           | $981.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 6.0000%  | 6.0000% | $1000.00           | $976.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 4.5000%  | 4.5000% | $1004.00           | $969.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 5.0000%  | 5.0000% | $1000.00           | $987.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-03-01      | 6.0000%  | 6.0000% | $1024.00           | $852.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 5.0000%  | 5.0000% | $1024.00           | $847.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 6.5000%  | 6.5000% | $1000.00           | $831.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-03-01      | 6.0000%  | 6.0000% | $1000.00           | $859.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 6.0000%  | 6.0000% | $1024.00           | $850.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.5000%  | 5.5000% | $1000.00           | $921.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 4.5000%  | 4.5000% | $2016.00           | $1819.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 6.0000%  | 6.0000% | $1000.00           | $772.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.0000%  | 5.0000% | $1000.00           | $852.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-02-01      | 3.0000%  | 3.0000% | $1000.00           | $109.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-04-01      | 4.5000%  | 4.5000% | $1008.00           | $106.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-07-01      | 1.5000%  | 1.5000% | $1000.00           | $353.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-10-01      | 2.5000%  | 2.5000% | $1008.00           | $593.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-04-01      | 4.5000%  | 4.5000% | $1000.00           | $146.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-08-01      | 3.0000%  | 3.0000% | $1000.00           | $104.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-05-01      | 2.5000%  | 2.5000% | $1000.00           | $206.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-06-01      | 2.5000%  | 2.5000% | $1000.00           | $323.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-08-01      | 2.0000%  | 2.0000% | $1000.00           | $413.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-08-01      | 2.0000%  | 2.0000% | $1000.00           | $438.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-10-01      | 2.0000%  | 2.0000% | $1000.00           | $361.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-03-01      | 2.0000%  | 2.0000% | $1000.00           | $458.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-04-01      | 2.0000%  | 2.0000% | $1000.00           | $558.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 3.0000%  | 3.0000% | $1000.00           | $635.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-04-01      | 3.0000%  | 3.0000% | $1000.00           | $531.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 4.5000%  | 4.5000% | $2144.00           | $1557.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 4.5000%  | 4.5000% | $6105.00           | $4428.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-12-01      | 5.0000%  | 5.0000% | $7898189.00        | $5923205.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-12-01      | 5.5000%  | 5.5000% | $1000.00           | $713.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-01-01      | 6.0000%  | 6.0000% | $1024.00           | $563.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 6.0000%  | 6.0000% | $1000.00           | $590.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 4.0000%  | 4.0000% | $1000.00           | $791.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 4.5000%  | 4.5000% | $1040.00           | $829.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 6.0000%  | 6.0000% | $1000.00           | $626.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 5.0000%  | 5.0000% | $750924.00         | $596006.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-09-01      | 5.5000%  | 5.5000% | $1000.00           | $714.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-12-01      | 4.5000%  | 4.5000% | $1000.00           | $848.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-07-01      | 5.5000%  | 5.5000% | $1000.00           | $580.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 5.5000%  | 5.5000% | $1001.00           | $744.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-01-01      | 5.0000%  | 5.0000% | $1000.00           | $705.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-01-01      | 5.5000%  | 5.5000% | $1000.00           | $691.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.0000%  | 5.0000% | $1589186.00        | $1454461.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.5000%  | 5.5000% | $1043.00           | $837.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-06-01      | 4.5000%  | 4.5000% | $1000.00           | $755.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.5000%  | 5.5000% | $1000.00           | $876.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-08-01      | 4.5000%  | 4.5000% | $1000.00           | $907.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-09-01      | 5.0000%  | 5.0000% | $1000.00           | $864.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 7.0000%  | 7.0000% | $189348.00         | $163732.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-12-01      | 5.0000%  | 5.0000% | $2016.00           | $1875.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-01-01      | 5.0000%  | 5.0000% | $1000.00           | $965.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-04-01      | 4.0000%  | 4.0000% | $1000.00           | $969.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-04-01      | 5.5000%  | 5.5000% | $1000.00           | $1025.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-10-01      | 8.5000%  | 8.5000% | $1001.00           | $33.71             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-04-01      | 5.5000%  | 5.5000% | $1025.00           | $53.20             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-03-01      | 5.5000%  | 5.5000% | $3184.00           | $183.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-11-01      | 4.0000%  | 4.0000% | $1024.00           | $74.83             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 5.5000%  | 5.5000% | $2000.00           | $1998.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 6.0000%  | 6.0000% | $1000.00           | $619.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 4.5000%  | 4.5000% | $1038.00           | $992.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.5000%  | 5.5000% | $2000.00           | $1693.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.0000%  | 6.0000% | $1024.00           | $850.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 7.0000%  | 7.0000% | $1000.00           | $581.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.0000%  | 6.0000% | $6000.00           | $4846.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.5000%  | 6.5000% | $1000.00           | $847.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.0000%  | 6.0000% | $1008.00           | $783.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.5000%  | 6.5000% | $1000.00           | $889.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.5000%  | 5.5000% | $1008.00           | $933.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.0000%  | 6.0000% | $1040.00           | $1063.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 7.0000%  | 7.0000% | $1000.00           | $949.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.0000%  | 6.0000% | $1000.00           | $710.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.0000%  | 6.0000% | $1000.00           | $767.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.0000%  | 5.0000% | $1000.00           | $860.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.0000%  | 6.0000% | $1000.00           | $613.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.5000%  | 5.5000% | $2008.00           | $1576.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-09-20      | 4.0000%  | 4.0000% | $1000.00           | $167.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-10-20      | 3.0000%  | 3.0000% | $1000.00           | $122.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-10-15      | 3.0000%  | 3.0000% | $1000.00           | $99.81             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-10-15      | 3.0000%  | 3.0000% | $7626.00           | $774.15            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-12-20      | 3.0000%  | 3.0000% | $23894.00          | $3602.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2026-08-15      | 1.6590%  | 1.6590% | $1004.00           | $27.89             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-02-20      | 2.5000%  | 2.5000% | $1000.00           | $127.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-03-20      | 3.5000%  | 3.5000% | $3000.00           | $255.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-04-20      | 4.0000%  | 4.0000% | $188555.00         | $9490.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-05-20      | 4.0000%  | 4.0000% | $1000.00           | $51.99             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-06-20      | 3.5000%  | 3.5000% | $25266.00          | $1790.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-07-20      | 3.5000%  | 3.5000% | $1000.00           | $71.75             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-07-20      | 4.0000%  | 4.0000% | $1000.00           | $55.99             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-11-20      | 2.5000%  | 2.5000% | $236040.00         | $3561.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-12-20      | 2.5000%  | 2.5000% | $1000.00           | $15.81             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-12-20      | 3.0000%  | 3.0000% | $1002.00           | $102.06            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-12-20      | 3.5000%  | 3.5000% | $1000.00           | $91.07             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-02-20      | 4.5000%  | 4.5000% | $1000.00           | $64.13             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-04-20      | 4.0000%  | 4.0000% | $1000.00           | $76.75             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-03-20      | 3.5000%  | 3.5000% | $1000.00           | $96.54             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-09-20      | 4.0000%  | 4.0000% | $1000.00           | $53.37             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-10-20      | 3.5000%  | 3.5000% | $1017.00           | $19.88             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-12-20      | 5.5000%  | 5.5000% | $3001.00           | $143.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-03-20      | 3.5000%  | 3.5000% | $2000.00           | $140.87            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-07-20      | 3.5000%  | 3.5000% | $1951.00           | $126.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-10-20      | 4.5000%  | 4.5000% | $1000.00           | $61.68             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-10-20      | 3.5000%  | 3.5000% | $13544.00          | $942.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-10-20      | 4.0000%  | 4.0000% | $1002.00           | $62.07             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-11-20      | 3.5000%  | 3.5000% | $2010.00           | $60.38             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-03-20      | 3.0000%  | 3.0000% | $2000.00           | $199.30            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-03-20      | 3.5000%  | 3.5000% | $226000.00         | $20847.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-03-20      | 4.0000%  | 4.0000% | $1000.00           | $81.16             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-04-20      | 3.0000%  | 3.0000% | $2000.00           | $193.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-04-20      | 3.5000%  | 3.5000% | $1000.00           | $69.33             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-04-20      | 4.0000%  | 4.0000% | $1000.00           | $83.04             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-05-20      | 3.0000%  | 3.0000% | $1000.00           | $88.35             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-10-20      | 4.0000%  | 4.0000% | $1000.00           | $71.96             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-12-20      | 2.5000%  | 2.5000% | $1000.00           | $54.72             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-01-20      | 3.5000%  | 3.5000% | $1000.00           | $93.14             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-01-20      | 4.0000%  | 4.0000% | $990893.00         | $79749.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-02-20      | 3.5000%  | 3.5000% | $1000.00           | $92.66             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-04-20      | 3.0000%  | 3.0000% | $1000.00           | $142.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-04-20      | 4.0000%  | 4.0000% | $1024.00           | $86.65             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-04-20      | 5.0000%  | 5.0000% | $309000.00         | $26314.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-05-20      | 3.0000%  | 3.0000% | $3002.00           | $317.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-06-20      | 3.5000%  | 3.5000% | $1007.00           | $102.86            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-07-20      | 4.0000%  | 4.0000% | $1000.00           | $89.87             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-06-20      | 5.5000%  | 5.5000% | $1636.00           | $96.08             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-08-20      | 3.0000%  | 3.0000% | $1000.00           | $115.34            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-07-20      | 4.0000%  | 4.0000% | $1000.00           | $94.26             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-09-20      | 4.5000%  | 4.5000% | $2000.00           | $177.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-09-20      | 3.0000%  | 3.0000% | $1000.00           | $119.96            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-01-20      | 3.0000%  | 3.0000% | $3007.00           | $400.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-02-20      | 3.5000%  | 3.5000% | $1049000.00        | $84291.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-02-20      | 4.5000%  | 4.5000% | $1000.00           | $91.04             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-03-20      | 4.0000%  | 4.0000% | $1000.00           | $83.50             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-07-20      | 4.0000%  | 4.0000% | $1000.00           | $85.57             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-08-20      | 5.0000%  | 5.0000% | $1000.00           | $42.31             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-06-20      | 4.0000%  | 4.0000% | $7906.00           | $728.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-06-20      | 4.5000%  | 4.5000% | $1017.00           | $84.72             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-06-20      | 5.5000%  | 5.5000% | $1000.00           | $81.86             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-07-20      | 4.0000%  | 4.0000% | $1024.00           | $93.94             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-07-20      | 4.5000%  | 4.5000% | $1024.00           | $87.13             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-09-20      | 4.5000%  | 4.5000% | $1000.00           | $86.16             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 5.5000%  | 5.5000% | $3072.00           | $2764.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.5000%  | 5.5000% | $1000.00           | $942.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 4.5000%  | 4.5000% | $2000.00           | $1764.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.5000%  | 5.5000% | $4160.00           | $3872.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.5000%  | 5.5000% | $2000.00           | $1909.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.0000%  | 5.0000% | $4032.00           | $3894.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.5000%  | 6.5000% | $1024.00           | $902.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 6.0000%  | 6.0000% | $2008.00           | $1611.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 7.0000%  | 7.0000% | $1000.00           | $842.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 6.0000%  | 6.0000% | $1008.00           | $779.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 3.0000%  | 3.0000% | $1024.00           | $851.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 5.5000%  | 5.5000% | $2000.00           | $1723.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.5000%  | 5.5000% | $2000.00           | $1728.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 5.5000%  | 5.5000% | $1000.00           | $985.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 5.0000%  | 5.0000% | $1024.00           | $997.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.0000%  | 5.0000% | $2060.00           | $2016.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-05-25      | 2.1540%  | 2.1540% | $10713080.00       | $191163.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 6.0000%  | 6.0000% | $1000.00           | $730.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 6.0000%  | 6.0000% | $4024.00           | $2931.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.0000%  | 5.0000% | $2080.00           | $2036.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 6.0000%  | 6.0000% | $1055.00           | $1037.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.5000%  | 5.5000% | $10888643.00       | $10884143.74       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.0000%  | 5.0000% | $4088.00           | $3797.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-06-01      | 5.5000%  | 5.5000% | $1000.00           | $751.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 5.0000%  | 5.0000% | $1000.00           | $986.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.0000%  | 5.0000% | $1000.00           | $991.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.0000%  | 5.0000% | $1000.00           | $991.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.5000%  | 5.5000% | $1000.00           | $1011.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.5000%  | 5.5000% | $2014.00           | $2028.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 6.0000%  | 6.0000% | $1001.00           | $1033.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.5000%  | 5.5000% | $2000.00           | $2020.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.5000%  | 5.5000% | $1000.00           | $1006.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.5000%  | 5.5000% | $1008.00           | $1022.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.5000%  | 5.5000% | $1000.00           | $922.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-04-20      | 4.5000%  | 4.5000% | $2000.00           | $129.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-05-15      | 3.5000%  | 3.5000% | $1000.00           | $153.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-07-20      | 4.0000%  | 4.0000% | $185968.00         | $8575.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-02-20      | 4.0000%  | 4.0000% | $315311.00         | $29459.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-11-15      | 4.0000%  | 4.0000% | $1000.00           | $116.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-09-15      | 4.5000%  | 4.5000% | $5915.00           | $331.94            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-10-15      | 4.5000%  | 4.5000% | $2000.00           | $182.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-06-15      | 4.5000%  | 4.5000% | $1000.00           | $209.86            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-09-15      | 4.5000%  | 4.5000% | $1599396.00        | $165392.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-11-15      | 4.0000%  | 4.0000% | $10908.00          | $2381.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-01-15      | 4.0000%  | 4.0000% | $4002.00           | $280.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-05-20      | 4.0000%  | 4.0000% | $1000.00           | $123.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-11-20      | 4.0000%  | 4.0000% | $2002.00           | $306.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-02-15      | 3.5000%  | 3.5000% | $1000.00           | $132.86            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-02-15      | 3.0000%  | 3.0000% | $576969.00         | $2405.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-02-15      | 4.0000%  | 4.0000% | $64499.00          | $4924.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-04-15      | 3.5000%  | 3.5000% | $2225.00           | $86.76             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-06-15      | 2.5000%  | 2.5000% | $1000.00           | $8.55              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-12-15      | 4.0000%  | 4.0000% | $6869810.00        | $904450.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-09-15      | 3.5000%  | 3.5000% | $1002.00           | $472.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-03-15      | 3.5000%  | 3.5000% | $2002.00           | $189.95            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-04-20      | 3.0000%  | 3.0000% | $1004.00           | $180.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-10-20      | 3.0000%  | 3.0000% | $1806.00           | $495.30            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-11-15      | 3.0000%  | 3.0000% | $1000.00           | $124.28            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-01-15      | 3.0000%  | 3.0000% | $2563.00           | $455.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-02-15      | 3.0000%  | 3.0000% | $2000.00           | $272.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-05-15      | 3.5000%  | 3.5000% | $2690.00           | $614.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-05-15      | 2.5000%  | 2.5000% | $32883.00          | $653.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-08-20      | 4.0000%  | 4.0000% | $1000.00           | $127.06            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-09-20      | 4.0000%  | 4.0000% | $2003.00           | $353.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2035-04-20      | 2.5000%  | 2.5000% | $1000.00           | $84.93             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-04-20      | 4.5000%  | 4.5000% | $2000.00           | $347.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-10-20      | 6.0000%  | 6.0000% | $10000.00          | $2189.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-05-20      | 4.5000%  | 4.5000% | $1000.00           | $183.52            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-05-20      | 5.5000%  | 5.5000% | $9001.00           | $2262.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-06-20      | 3.0000%  | 3.0000% | $205988.00         | $49125.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-08-20      | 4.5000%  | 4.5000% | $1000.00           | $219.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 4.5000%  | 4.5000% | $1000.00           | $229.43            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 2.0000%  | 2.0000% | $332581.00         | $143914.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 3.5000%  | 3.5000% | $1024.00           | $280.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-12-20      | 3.5000%  | 3.5000% | $2784028.00        | $907156.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-12-20      | 4.0000%  | 4.0000% | $2641171.00        | $795106.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-11-20      | 4.5000%  | 4.5000% | $1000.00           | $239.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-04-20      | 4.0000%  | 4.0000% | $1088.00           | $727.47            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-04-20      | 6.0000%  | 6.0000% | $20000.00          | $10240.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-05-20      | 1.5000%  | 1.5000% | $2000.00           | $1149.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-05-20      | 3.0000%  | 3.0000% | $1000.00           | $645.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-05-20      | 4.0000%  | 4.0000% | $1000.00           | $684.30            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-05-20      | 5.0000%  | 5.0000% | $2000.00           | $1246.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-03-20      | 2.0000%  | 2.0000% | $1000.00           | $380.28            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-03-20      | 3.5000%  | 3.5000% | $1120.00           | $420.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-04-20      | 3.0000%  | 3.0000% | $271780.00         | $116361.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-03-20      | 3.5000%  | 3.5000% | $3048.00           | $1203.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-05-20      | 2.5000%  | 2.5000% | $58147.00          | $29118.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-05-20      | 3.0000%  | 3.0000% | $3048.00           | $1411.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-05-20      | 3.5000%  | 3.5000% | $2048.00           | $905.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-06-20      | 3.0000%  | 3.0000% | $3773.00           | $1805.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-04-20      | 4.5000%  | 4.5000% | $1000.00           | $776.65            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-02-20      | 6.0000%  | 6.0000% | $1000.00           | $530.84            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-08-15      | 4.0000%  | 4.0000% | $1000.00           | $458.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-02-20      | 3.5000%  | 3.5000% | $1000.00           | $223.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-10-20      | 4.5000%  | 4.5000% | $1000.00           | $215.47            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-01-15      | 5.5990%  | 5.5990% | $1000.00           | $1027.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 6.5000%  | 6.5000% | $1000.00           | $523.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-02-20      | 5.0000%  | 5.0000% | $1000.00           | $997.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 5.5000%  | 5.5000% | $1000.00           | $1018.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-12-20      | 7.0000%  | 7.0000% | $1000.00           | $1047.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.5000%  | 6.5000% | $1000.00           | $1056.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 5.5000%  | 5.5000% | $1000.00           | $1023.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 5.5000%  | 5.5000% | $1000.00           | $1022.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-02-20      | 5.5000%  | 5.5000% | $1000.00           | $1009.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-03-20      | 6.5000%  | 6.5000% | $1000.00           | $841.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 6.5000%  | 6.5000% | $1000.00           | $1055.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-11-20      | 7.0000%  | 7.0000% | $1000.00           | $1043.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-04-20      | 6.0000%  | 6.0000% | $1000.00           | $1054.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-04-20      | 5.0000%  | 5.0000% | $1000.00           | $999.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-10-20      | 3.0000%  | 3.0000% | $1000.00           | $271.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-06-15      | 4.5000%  | 4.5000% | $1000.00           | $286.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-11-20      | 7.0000%  | 7.0000% | $25024.00          | $47.02             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-04-20      | 5.5000%  | 5.5000% | $1008.00           | $19.54             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-06-20      | 4.5000%  | 4.5000% | $1004.00           | $26.01             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-06-20      | 5.5000%  | 5.5000% | $1000.00           | $43.65             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-02-20      | 6.0000%  | 6.0000% | $1000.00           | $10.81             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-07-20      | 5.5000%  | 5.5000% | $1024.00           | $2.88              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-03-20      | 3.5000%  | 3.5000% | $1000.00           | $24.65             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-01-20      | 4.5000%  | 4.5000% | $1000.00           | $35.25             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-06-20      | 4.5000%  | 4.5000% | $1000.00           | $33.82             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-09-20      | 6.0000%  | 6.0000% | $1000.00           | $25.55             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-01-20      | 4.0000%  | 4.0000% | $1000.00           | $47.51             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-01-20      | 6.0000%  | 6.0000% | $1000.00           | $36.63             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-05-20      | 4.5000%  | 4.5000% | $1000.00           | $106.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-08-15      | 4.5000%  | 4.5000% | $1000.00           | $30.86             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-09-15      | 4.0000%  | 4.0000% | $1000.00           | $59.32             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-12-15      | 5.0000%  | 5.0000% | $1000.00           | $34.58             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-10-20      | 3.0000%  | 3.0000% | $220246.00         | $27973.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-10-20      | 3.5000%  | 3.5000% | $1000.00           | $113.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-10-20      | 4.0000%  | 4.0000% | $1000.00           | $103.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-10-20      | 4.5000%  | 4.5000% | $1000.00           | $82.87             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-11-20      | 3.0000%  | 3.0000% | $1000.00           | $126.53            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-11-20      | 3.5000%  | 3.5000% | $2000.00           | $236.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-12-20      | 4.0000%  | 4.0000% | $1000.00           | $102.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-01-20      | 3.0000%  | 3.0000% | $2030.00           | $272.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-12-20      | 4.0000%  | 4.0000% | $1000.00           | $96.43             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-02-20      | 3.0000%  | 3.0000% | $1003.00           | $131.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-02-20      | 4.0000%  | 4.0000% | $1000.00           | $93.93             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-04-20      | 3.0000%  | 3.0000% | $282334.00         | $41254.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-04-20      | 4.5000%  | 4.5000% | $1000.00           | $72.54             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-05-20      | 4.5000%  | 4.5000% | $1000.00           | $70.81             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-05-20      | 5.5000%  | 5.5000% | $4750.00           | $339.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-06-20      | 4.0000%  | 4.0000% | $1013.00           | $85.55             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-10-20      | 3.5000%  | 3.5000% | $2000.00           | $118.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-08-20      | 4.5000%  | 4.5000% | $3319.00           | $370.66            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-09-20      | 5.5000%  | 5.5000% | $1000.00           | $120.65            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-11-20      | 3.0000%  | 3.0000% | $2008.00           | $161.53            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-11-20      | 3.5000%  | 3.5000% | $1492998.00        | $115079.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-10-20      | 5.0000%  | 5.0000% | $2000.00           | $255.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-09-20      | 4.0000%  | 4.0000% | $3335224.00        | $296960.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-02-20      | 6.0000%  | 6.0000% | $1000.00           | $162.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-10-20      | 4.0000%  | 4.0000% | $6981.00           | $607.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-10-20      | 4.5000%  | 4.5000% | $1000.00           | $73.01             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-11-20      | 4.0000%  | 4.0000% | $1000.00           | $109.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-11-20      | 3.5000%  | 3.5000% | $1000.00           | $114.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-11-20      | 4.0000%  | 4.0000% | $1000.00           | $87.27             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-11-20      | 4.5000%  | 4.5000% | $1000.00           | $70.59             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-11-20      | 5.0000%  | 5.0000% | $1106.00           | $63.48             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-11-20      | 6.5000%  | 6.5000% | $46000.00          | $7144.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-12-20      | 4.5000%  | 4.5000% | $2572.00           | $164.79            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-12-20      | 5.0000%  | 5.0000% | $1999.00           | $118.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-12-20      | 4.5000%  | 4.5000% | $1038.00           | $25.22             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-01-20      | 4.5000%  | 4.5000% | $1114.00           | $17.22             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-02-20      | 4.0000%  | 4.0000% | $1000.00           | $75.29             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-04-20      | 3.0000%  | 3.0000% | $1000.00           | $127.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-04-20      | 4.5000%  | 4.5000% | $2000.00           | $161.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-03-20      | 5.5000%  | 5.5000% | $3000.00           | $250.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-05-20      | 3.5000%  | 3.5000% | $2028.00           | $34.11             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-05-20      | 3.5000%  | 3.5000% | $1000.00           | $92.22             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-05-20      | 4.0000%  | 4.0000% | $1000.00           | $78.07             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-05-20      | 4.5000%  | 4.5000% | $1039.00           | $94.47             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-06-20      | 4.5000%  | 4.5000% | $1628332.00        | $165027.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-06-20      | 5.0000%  | 5.0000% | $12637.00          | $956.20            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-06-20      | 5.5000%  | 5.5000% | $9013.00           | $908.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-07-20      | 3.0000%  | 3.0000% | $2000.00           | $242.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-07-20      | 3.5000%  | 3.5000% | $1995770.00        | $63227.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-05-20      | 5.5000%  | 5.5000% | $45000.00          | $3800.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-07-20      | 6.0000%  | 6.0000% | $40000.00          | $4434.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-07-20      | 3.0000%  | 3.0000% | $875000.00         | $112596.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-09-20      | 3.0000%  | 3.0000% | $1000.00           | $59.39             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-01-20      | 2.5000%  | 2.5000% | $1000.00           | $340.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-01-20      | 2.5000%  | 2.5000% | $1003.00           | $422.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-01-20      | 3.0000%  | 3.0000% | $1024.00           | $358.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-01-20      | 3.5000%  | 3.5000% | $2048.00           | $720.52            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-12-20      | 2.5000%  | 2.5000% | $1000.00           | $92.77             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-12-20      | 3.0000%  | 3.0000% | $1000.00           | $163.20            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-01-20      | 5.0000%  | 5.0000% | $1000.00           | $135.55            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-02-20      | 4.0000%  | 4.0000% | $1000.00           | $134.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-03-20      | 2.5000%  | 2.5000% | $1000.00           | $82.81             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-04-20      | 5.0000%  | 5.0000% | $1000.00           | $68.98             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-07-20      | 4.5000%  | 4.5000% | $1000.00           | $128.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 5.5000%  | 5.5000% | $1000.00           | $938.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 5.0000%  | 5.0000% | $618748.00         | $486268.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 6.0000%  | 6.0000% | $7000.00           | $4621.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 5.0000%  | 5.0000% | $1000.00           | $752.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 5.5000%  | 5.5000% | $1000.00           | $773.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 6.5000%  | 6.5000% | $1000.00           | $382.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 5.5000%  | 5.5000% | $1024.00           | $660.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 6.0000%  | 6.0000% | $1000.00           | $631.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-11-01      | 5.5000%  | 5.5000% | $1000.00           | $824.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 5.0000%  | 5.0000% | $1008.00           | $780.05            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 5.0000%  | 5.0000% | $1000.00           | $776.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | 5.0000% | $3000.00           | $1905.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | 5.0000% | $2000.00           | $1130.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | 5.0000% | $2008.00           | $1257.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 4.5000%  | 4.5000% | $1000.00           | $573.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 5.0000%  | 5.0000% | $5133.00           | $3711.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | 5.0000% | $1000.00           | $757.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | 5.0000% | $1000.00           | $719.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 4.0000%  | 4.0000% | $1000.00           | $729.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 5.0000%  | 5.0000% | $2008.00           | $1396.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 5.0000%  | 5.0000% | $1008.00           | $828.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 3.5000%  | 3.5000% | $1000.00           | $665.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 5.0000%  | 5.0000% | $1000.00           | $781.74            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 4.0000%  | 4.0000% | $1000.00           | $625.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 3.5000%  | 3.5000% | $1046.00           | $728.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 3.0000%  | 3.0000% | $1000.00           | $700.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 3.5000%  | 3.5000% | $7232.00           | $4835.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-02-01      | 3.0000%  | 3.0000% | $1008.00           | $743.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | 2.0000% | $2000.00           | $1319.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | 2.0000% | $5072.00           | $3399.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | 2.0000% | $2000.00           | $1348.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | 2.0000% | $5000.00           | $3226.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | 2.0000% | $1024.00           | $681.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | 2.0000% | $6120.00           | $4243.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | 2.0000% | $6128.00           | $4056.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-12-01      | 5.0000%  | 5.0000% | $1111.00           | $454.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-10-01      | 2.5000%  | 2.5000% | $1000.00           | $469.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-08-01      | 2.0000%  | 2.0000% | $1000.00           | $458.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-02-01      | 3.5000%  | 3.5000% | $1000.00           | $263.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-05-01      | 3.5000%  | 3.5000% | $3104.00           | $731.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-05-01      | 4.5000%  | 4.5000% | $2016.00           | $421.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-12-01      | 3.5000%  | 3.5000% | $1028.00           | $243.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-07-01      | 4.0000%  | 4.0000% | $2052.00           | $535.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-02-01      | 3.5000%  | 3.5000% | $23860.00          | $5496.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-03-01      | 3.0000%  | 3.0000% | $1000.00           | $73.51             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-04-01      | 4.5000%  | 4.5000% | $10000.00          | $1875.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-03-01      | 4.0000%  | 4.0000% | $3072.00           | $476.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-07-01      | 4.0000%  | 4.0000% | $17493.00          | $2592.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-02-01      | 4.5000%  | 4.5000% | $5301.00           | $828.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-05-01      | 4.0000%  | 4.0000% | $35887.00          | $4672.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-07-01      | 3.0000%  | 3.0000% | $1000.00           | $181.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-09-01      | 4.0000%  | 4.0000% | $1816.00           | $423.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-06-01      | 4.5000%  | 4.5000% | $1000.00           | $121.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-07-01      | 5.0000%  | 5.0000% | $1002.00           | $72.33             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-07-01      | 5.0000%  | 5.0000% | $10000.00          | $769.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.0000%  | 6.0000% | $4337.00           | $3283.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.5000%  | 6.5000% | $5000.00           | $3570.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 2.5000%  | 2.5000% | $1000.00           | $680.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-08-01      | 5.5000%  | 5.5000% | $4000.00           | $2901.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-08-01      | 5.5000%  | 5.5000% | $1000.00           | $826.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.0000%  | 5.0000% | $1000.00           | $920.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 7.0000%  | 7.0000% | $1000.00           | $514.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 4.5000%  | 4.5000% | $2057.00           | $1805.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 6.0000%  | 6.0000% | $1024.00           | $639.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-08-01      | 3.0000%  | 3.0000% | $1000.00           | $438.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-03-01      | 2.5000%  | 2.5000% | $1000.00           | $633.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-10-01      | 6.0000%  | 6.0000% | $1000.00           | $753.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-08-01      | 5.5000%  | 5.5000% | $1024.00           | $847.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-08-01      | 5.5000%  | 5.5000% | $2008.00           | $1491.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-07-01      | 6.0000%  | 6.0000% | $1000.00           | $849.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-07-01      | 5.5000%  | 5.5000% | $1024.00           | $766.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 5.5000%  | 5.5000% | $1040.00           | $855.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-09-01      | 6.5000%  | 6.5000% | $1024.00           | $832.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-09-01      | 5.5000%  | 5.5000% | $1000.00           | $819.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 5.0000%  | 5.0000% | $1000.00           | $750.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 5.5000%  | 5.5000% | $1024.00           | $752.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 5.5000%  | 5.5000% | $17070.00          | $12575.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-11-01      | 5.0000%  | 5.0000% | $1024.00           | $778.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | 5.0000% | $3000.00           | $2041.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | 5.0000% | $3048.00           | $2221.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 5.0000%  | 5.0000% | $10232.00          | $7282.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 5.0000%  | 5.0000% | $1000.00           | $717.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 4.5000%  | 4.5000% | $1000.00           | $711.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 4.5000%  | 4.5000% | $2048.00           | $1383.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 4.5000%  | 4.5000% | $5032.00           | $3462.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-03-01      | 3.5000%  | 3.5000% | $1000.00           | $683.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 3.5000%  | 3.5000% | $1000.00           | $699.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 3.5000%  | 3.5000% | $1000.00           | $688.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-04-01      | 2.0000%  | 2.0000% | $1000.00           | $535.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-11-01      | 2.5000%  | 2.5000% | $1000.00           | $420.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-11-01      | 2.5000%  | 2.5000% | $1000.00           | $432.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-10-01      | 2.0000%  | 2.0000% | $1000.00           | $572.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-08-01      | 2.0000%  | 2.0000% | $1000.00           | $459.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-02-01      | 3.5000%  | 3.5000% | $5007.00           | $4142.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-03-01      | 3.0000%  | 3.0000% | $1000.00           | $692.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 5.5000%  | 5.5000% | $1000.00           | $855.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 4.5000%  | 4.5000% | $1000.00           | $866.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 5.5000%  | 5.5000% | $1024.00           | $952.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 5.5000%  | 5.5000% | $1024.00           | $787.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 6.5000%  | 6.5000% | $2000.00           | $1474.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 7.0000%  | 7.0000% | $2000.00           | $2140.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.5000%  | 5.5000% | $1000.00           | $993.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 5.0000%  | 5.0000% | $1000.00           | $801.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.0000%  | 5.0000% | $1000.00           | $907.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 5.5000%  | 5.5000% | $1000.00           | $815.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 5.5000%  | 5.5000% | $1000.00           | $595.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 6.5000%  | 6.5000% | $2008.00           | $1116.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 5.5000%  | 5.5000% | $1000.00           | $892.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 6.0000%  | 6.0000% | $2000.00           | $1922.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-01-01      | 6.5000%  | 6.5000% | $1000.00           | $1030.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 6.0000%  | 6.0000% | $1000.00           | $911.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.0000%  | 6.0000% | $1000.00           | $659.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.5000%  | 6.5000% | $1000.00           | $644.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-09-01      | 4.5000%  | 4.5000% | $1006.00           | $860.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-08-01      | 6.0000%  | 6.0000% | $2000.00           | $1998.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-09-01      | 5.5000%  | 5.5000% | $1011.00           | $863.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-08-01      | 5.5000%  | 5.5000% | $1000.00           | $788.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-07-01      | 5.5000%  | 5.5000% | $1024.00           | $650.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 6.0000%  | 6.0000% | $1120.00           | $782.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 6.0000%  | 6.0000% | $1024.00           | $729.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 6.0000%  | 6.0000% | $1000.00           | $725.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 6.0000%  | 6.0000% | $1008.00           | $497.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 5.0000%  | 5.0000% | $1000.00           | $750.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 6.0000%  | 6.0000% | $1000.00           | $756.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-04-01      | 5.5000%  | 5.5000% | $7010.00           | $4708.88           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 6.0000%  | 6.0000% | $1000.00           | $658.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-03-01      | 5.5000%  | 5.5000% | $221963.00         | $187051.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 6.0000%  | 6.0000% | $2003.00           | $1408.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-01-01      | 4.0000%  | 4.0000% | $353438.00         | $78519.39          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-10-01      | 4.5000%  | 4.5000% | $164041.00         | $32778.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-05-01      | 2.5000%  | 2.5000% | $1004.00           | $123.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-09-01      | 2.5000%  | 2.5000% | $4004.00           | $599.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-06-01      | 3.5000%  | 3.5000% | $1000.00           | $74.14             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-02-01      | 4.5000%  | 4.5000% | $2257288.00        | $607013.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-06-01      | 4.0000%  | 4.0000% | $1024.00           | $88.75             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-09-01      | 4.0000%  | 4.0000% | $1412.00           | $198.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-09-01      | 3.5000%  | 3.5000% | $5022.00           | $697.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-04-01      | 3.0000%  | 3.0000% | $1503.00           | $12.77             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-02-01      | 3.5000%  | 3.5000% | $1004.00           | $136.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-02-01      | 4.0000%  | 4.0000% | $1000.00           | $141.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-11-01      | 3.5000%  | 3.5000% | $1127.00           | $238.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-05-01      | 4.5000%  | 4.5000% | $1000.00           | $150.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-06-01      | 4.5000%  | 4.5000% | $10086.00          | $2239.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-03-01      | 3.5000%  | 3.5000% | $1120.00           | $111.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-05-01      | 4.5000%  | 4.5000% | $1477.00           | $1.09              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-07-01      | 6.0000%  | 6.0000% | $95401.00          | $289.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-06-01      | 5.0000%  | 5.0000% | $2520260.00        | $73415.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-03-01      | 5.0000%  | 5.0000% | $4082.00           | $311.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-04-01      | 3.5000%  | 3.5000% | $1221.00           | $172.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-12-01      | 4.0000%  | 4.0000% | $49501.00          | $3537.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-02-01      | 5.0000%  | 5.0000% | $1001.00           | $93.48             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-11-01      | 3.5000%  | 3.5000% | $3033.00           | $352.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-08-01      | 4.0000%  | 4.0000% | $6606.00           | $694.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-03-01      | 7.0000%  | 7.0000% | $21448.00          | $794.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-08-01      | 4.0000%  | 4.0000% | $16552.00          | $2443.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-12-01      | 4.5000%  | 4.5000% | $9936.00           | $579.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-09-01      | 5.5000%  | 5.5000% | $4139.00           | $10.79             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-11-01      | 6.0000%  | 6.0000% | $15780.00          | $370.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-05-01      | 6.0000%  | 6.0000% | $1105.00           | $10.72             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-11-01      | 6.0000%  | 6.0000% | $91974.00          | $1142.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-03-01      | 8.0000%  | 8.0000% | $2507.00           | $29.95             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-01-01      | 5.0000%  | 5.0000% | $3951.00           | $126.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-03-01      | 6.0000%  | 6.0000% | $1929.00           | $8.22              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-12-01      | 5.5000%  | 5.5000% | $26766.00          | $1027.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-01-01      | 5.0000%  | 5.0000% | $139841.00         | $2470.13           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2033-08-15      | 3.8750%  | 3.8750% | $3137500.00        | $3092411.83        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2053-11-15      | 4.7500%  | 4.7500% | $5008700.00        | $4926896.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 4.9400%  | 4.9400% | $1000.00           | $870.16            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 2.3590%  | 2.3590% | $99662812.00       | $2657090.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 4.6900%  | 4.6900% | $1024.00           | $838.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.9590%  | 2.9590% | $100864.00         | $2661.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-10-16      | 1.0440%  | 1.0440% | $40901760.00       | $3410946.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 4.9600%  | 4.9600% | $2511530.00        | $2240720.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 4.9000%  | 4.9000% | $2000.00           | $1906.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-10-15      | 6.5000%  | 6.5000% | $1000.00           | $7.93              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-07-15      | 6.5000%  | 6.5000% | $1000.00           | $43.95             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-01-20      | 2.5000%  | 2.5000% | $1000.00           | $461.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-05-20      | 5.5000%  | 5.5000% | $1000.00           | $36.11             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-08-15      | 6.5000%  | 6.5000% | $1000.00           | $17.65             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-12-20      | 4.5000%  | 4.5000% | $1000.00           | $24.93             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-11-15      | 7.0000%  | 7.0000% | $1000.00           | $20.49             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2034-09-15      | 6.5000%  | 6.5000% | $1000.00           | $8.87              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-09-20      | 4.5000%  | 4.5000% | $1000.00           | $950.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-07-20      | 3.0000%  | 3.0000% | $1000.00           | $584.55            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-08-20      | 3.0000%  | 3.0000% | $1000.00           | $434.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-09-20      | 3.5000%  | 3.5000% | $1000.00           | $171.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-02-20      | 3.5000%  | 3.5000% | $1000.00           | $251.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-09-15      | 4.0000%  | 4.0000% | $1000.00           | $81.09             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-12-20      | 4.0000%  | 4.0000% | $1000.00           | $115.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-07-15      | 4.5000%  | 4.5000% | $1000.00           | $35.96             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-01-20      | 6.0000%  | 6.0000% | $1000.00           | $30.57             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-12-15      | 4.0000%  | 4.0000% | $1000.00           | $84.78             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 6.0000%  | 6.0000% | $1008.00           | $612.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 5.5000%  | 5.5000% | $1024.00           | $764.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 6.0000%  | 6.0000% | $2000.00           | $1226.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.0000%  | 6.0000% | $2040.00           | $1253.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 5.5000%  | 5.5000% | $2000.00           | $1420.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-11-01      | 5.0000%  | 5.0000% | $10848254.00       | $8246980.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 4.5000%  | 4.5000% | $3000.00           | $2222.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 5.0000%  | 5.0000% | $1000.00           | $692.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.5000%  | 2.5000% | $4076.00           | $2517.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-06-01      | 3.5000%  | 3.5000% | $1000.00           | $364.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.5000%  | 5.5000% | $3919599.00        | $3552410.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 6.0000%  | 6.0000% | $1000.00           | $814.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 5.0000%  | 5.0000% | $1024.00           | $777.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 4.0000%  | 4.0000% | $3072.00           | $2185.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.0000%  | 6.0000% | $1024.00           | $826.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.0000%  | 6.0000% | $1000.00           | $888.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.0000%  | 6.0000% | $1000.00           | $901.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.0000%  | 6.0000% | $138729.00         | $110673.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-10-01      | 2.5000%  | 2.5000% | $1001.00           | $408.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-06-01      | 3.5000%  | 3.5000% | $3000.00           | $595.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 4.5000%  | 4.5000% | $1000.00           | $867.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 5.0000%  | 5.0000% | $1024.00           | $962.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 5.0000%  | 5.0000% | $1024.00           | $910.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 4.5000%  | 4.5000% | $1000.00           | $869.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | 6.0000% | $1000.00           | $889.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-08-01      | 3.5000%  | 3.5000% | $3000.00           | $2437.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 5.0000%  | 5.0000% | $1000.00           | $830.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.5000%  | 5.5000% | $1000.00           | $959.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 6.0000%  | 6.0000% | $1024.00           | $940.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 6.0000%  | 6.0000% | $1024.00           | $807.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 3.5000%  | 3.5000% | $1210000.00        | $975556.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | 6.0000% | $1024.00           | $823.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | 6.0000% | $2908.00           | $2339.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | 6.0000% | $1413.00           | $1120.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 3.5000%  | 3.5000% | $1000.00           | $759.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 7.0000%  | 7.0000% | $1000.00           | $728.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 5.5000%  | 5.5000% | $2000.00           | $1667.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 5.5000%  | 5.5000% | $8112.00           | $6388.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 6.0000%  | 6.0000% | $6865.00           | $5492.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-03-01      | 6.0000%  | 6.0000% | $2070.00           | $1622.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 6.5000%  | 6.5000% | $555728.00         | $414892.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 6.5000%  | 6.5000% | $1024.00           | $702.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 5.5000%  | 5.5000% | $52707.00          | $39837.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 6.5000%  | 6.5000% | $1000.00           | $742.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-02-01      | 2.5000%  | 2.5000% | $1008.00           | $636.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 6.0000%  | 6.0000% | $1000.00           | $826.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 5.5000%  | 5.5000% | $6995.00           | $4591.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-03-01      | 5.5000%  | 5.5000% | $3755.00           | $2656.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 6.5000%  | 6.5000% | $124557.00         | $92332.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 3.0000%  | 3.0000% | $1054.00           | $690.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 5.5000%  | 5.5000% | $2026.00           | $1657.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 6.0000%  | 6.0000% | $1041.00           | $633.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 5.5000%  | 5.5000% | $1000.00           | $778.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 5.0000%  | 5.0000% | $1000.00           | $836.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | 5.0000% | $655663.00         | $485751.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 3.5000%  | 3.5000% | $12705.00          | $8781.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 5.0000%  | 5.0000% | $1001.00           | $725.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 2.5000%  | 2.5000% | $1008.00           | $638.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-03-01      | 3.5000%  | 3.5000% | $428026.00         | $156713.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 3.0000%  | 3.0000% | $1000.00           | $582.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-12-01      | 2.0000%  | 2.0000% | $1000.00           | $598.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-10-01      | 1.5000%  | 1.5000% | $1403.00           | $746.74            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-12-01      | 4.5000%  | 4.5000% | $37791.00          | $37681.78          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-05-01      | 5.5000%  | 5.5000% | $1216054.00        | $1257731.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-09-01      | 3.0000%  | 3.0000% | $677744.00         | $142864.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-03-01      | 3.5000%  | 3.5000% | $1000.00           | $192.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-11-01      | 3.0000%  | 3.0000% | $1000.00           | $165.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-11-01      | 3.0000%  | 3.0000% | $1029.00           | $164.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-11-01      | 3.0000%  | 3.0000% | $79131.00          | $12724.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-11-01      | 3.0000%  | 3.0000% | $8577.00           | $2026.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-11-01      | 3.0000%  | 3.0000% | $1000.00           | $216.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-11-01      | 3.5000%  | 3.5000% | $1024.00           | $235.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-12-01      | 3.0000%  | 3.0000% | $1000.00           | $290.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-12-01      | 3.0000%  | 3.0000% | $1024.00           | $261.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2026-12-01      | 2.0000%  | 2.0000% | $1011.00           | $11.12             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-01-01      | 3.5000%  | 3.5000% | $1000.00           | $201.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-02-01      | 3.0000%  | 3.0000% | $1000.00           | $197.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-06-01      | 4.5000%  | 4.5000% | $14402.00          | $3590.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-04-01      | 4.5000%  | 4.5000% | $2048.00           | $398.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-05-01      | 4.0000%  | 4.0000% | $3023.00           | $642.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-07-01      | 3.5000%  | 3.5000% | $194144.00         | $27234.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-04-01      | 3.0000%  | 3.0000% | $2000.00           | $470.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-06-01      | 4.0000%  | 4.0000% | $2000.00           | $274.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-07-01      | 3.5000%  | 3.5000% | $1000.00           | $207.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-07-01      | 3.5000%  | 3.5000% | $1000.00           | $97.77             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-09-01      | 3.5000%  | 3.5000% | $4008.00           | $891.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-02-01      | 4.5000%  | 4.5000% | $2000.00           | $269.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-08-01      | 3.5000%  | 3.5000% | $10110.00          | $436.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-03-01      | 3.0000%  | 3.0000% | $1000.00           | $402.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-06-01      | 3.5000%  | 3.5000% | $1000.00           | $188.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-07-01      | 4.0000%  | 4.0000% | $3010.00           | $297.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-02-01      | 6.0000%  | 6.0000% | $2057.00           | $10.05             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-06-01      | 5.0000%  | 5.0000% | $1006.00           | $8.60              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-07-01      | 5.0000%  | 5.0000% | $3031.00           | $26.81             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-02-01      | 5.5000%  | 5.5000% | $1000.00           | $5.14              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 7.5000%  | 7.5000% | $1000.00           | $567.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 6.5000%  | 6.5000% | $1000.00           | $422.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 6.5000%  | 6.5000% | $1000.00           | $699.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 6.5000%  | 6.5000% | $1000.00           | $989.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 5.0000%  | 5.0000% | $1000.00           | $923.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 6.0000%  | 6.0000% | $1001.00           | $675.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-03-01      | 5.5000%  | 5.5000% | $2175.00           | $1978.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 6.0000%  | 6.0000% | $1000.00           | $1009.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 5.0000%  | 5.0000% | $1000.00           | $851.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 6.5000%  | 6.5000% | $1000.00           | $660.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 5.5000%  | 5.5000% | $1000.00           | $799.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 7.0000%  | 7.0000% | $1000.00           | $913.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 4.5000%  | 4.5000% | $1000.00           | $952.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 6.5000%  | 6.5000% | $1000.00           | $745.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 5.5000%  | 5.5000% | $1002.00           | $902.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 7.5000%  | 7.5000% | $2049.00           | $1255.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 5.5000%  | 5.5000% | $1000.00           | $854.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 6.5000%  | 6.5000% | $1000.00           | $676.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-03-01      | 4.5000%  | 4.5000% | $1000.00           | $938.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.5000%  | 6.5000% | $220282.00         | $179023.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 6.5000%  | 6.5000% | $1000.00           | $1038.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 4.0000%  | 4.0000% | $1000.00           | $911.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 7.0000%  | 7.0000% | $1000.00           | $827.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.5000%  | 6.5000% | $2000.00           | $1419.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.5000%  | 6.5000% | $4000.00           | $3906.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.5000%  | 6.5000% | $1000.00           | $1043.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 7.0000%  | 7.0000% | $1000.00           | $1047.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.0000%  | 6.0000% | $1014.00           | $962.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 6.5000%  | 6.5000% | $1000.00           | $803.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 5.5000%  | 5.5000% | $1000.00           | $857.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-09-01      | 4.5000%  | 4.5000% | $1000.00           | $755.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 5.5000%  | 5.5000% | $1000.00           | $723.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 5.0000%  | 5.0000% | $6000.00           | $4889.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 7.5000%  | 7.5000% | $2000.00           | $560.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-12-01      | 3.0000%  | 3.0000% | $10131.00          | $5400.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-10-01      | 3.0000%  | 3.0000% | $1002.00           | $195.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.5000%  | 6.5000% | $1000.00           | $689.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-03-01      | 6.0000%  | 6.0000% | $2000.00           | $1463.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 5.0000%  | 5.0000% | $1008.00           | $792.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-03-01      | 5.5000%  | 5.5000% | $1000.00           | $745.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 5.5000%  | 5.5000% | $2000.00           | $1600.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | 6.0000% | $2024.00           | $1371.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 6.0000%  | 6.0000% | $5040.00           | $3393.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-10-01      | 4.5000%  | 4.5000% | $2000.00           | $1722.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-05-01      | 5.0000%  | 5.0000% | $1000.00           | $1019.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-09-25      | 4.6950%  | 4.6950% | $2064.00           | $2013.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-08-25      | 4.7950%  | 4.7950% | $11598.00          | $11324.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-12-25      | 4.8450%  | 4.8450% | $2962.00           | $2869.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-03-25      | 1.3540%  | 1.3540% | $100352.00         | $2494.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-02-01      | 4.5000%  | 4.5000% | $1000.00           | $103.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-02-25      | 2.5000%  | 2.5000% | $3003.00           | $1807.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-09-25      | 4.7450%  | 4.7450% | $8353641.00        | $8186020.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-10-25      | 4.7450%  | 4.7450% | $114708.00         | $106638.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-10-01      | 8.0000%  | 8.0000% | $3677.00           | $1.39              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-01-01      | 3.5000%  | 3.5000% | $20902.00          | $1133.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-11-01      | 4.0000%  | 4.0000% | $1000.00           | $45.57             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-02-01      | 3.5000%  | 3.5000% | $22698499.00       | $1337361.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-03-01      | 5.0000%  | 5.0000% | $7013.00           | $726.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-03-01      | 3.5000%  | 3.5000% | $1024.00           | $70.72             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-02-01      | 4.5000%  | 4.5000% | $2022.00           | $146.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-04-01      | 4.0000%  | 4.0000% | $3304.00           | $487.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 3.5000%  | 3.5000% | $1009.00           | $148.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-01-01      | 4.5000%  | 4.5000% | $1000.00           | $41.54             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-10-01      | 2.5000%  | 2.5000% | $1000.00           | $218.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-06-01      | 3.5000%  | 3.5000% | $1024.00           | $163.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-09-01      | 4.5000%  | 4.5000% | $1000.00           | $115.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-03-01      | 3.5000%  | 3.5000% | $1025.00           | $180.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-08-01      | 3.5000%  | 3.5000% | $1022.00           | $92.63             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-09-01      | 3.5000%  | 3.5000% | $1281.00           | $150.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-10-01      | 4.0000%  | 4.0000% | $1002.00           | $103.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-12-01      | 2.5000%  | 2.5000% | $1000.00           | $20.17             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 6.0000%  | 6.0000% | $1000.00           | $596.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-02-01      | 3.5000%  | 3.5000% | $1000.00           | $177.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-01-01      | 2.5000%  | 2.5000% | $1001.00           | $167.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-02-01      | 3.0000%  | 3.0000% | $2171.00           | $388.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-10-01      | 4.0000%  | 4.0000% | $1000.00           | $130.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-11-01      | 3.5000%  | 3.5000% | $1000.00           | $27.93             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-09-01      | 3.0000%  | 3.0000% | $2000.00           | $101.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-01-01      | 4.5000%  | 4.5000% | $1000.00           | $147.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-01-01      | 4.5000%  | 4.5000% | $1001.00           | $150.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-04-01      | 3.5000%  | 3.5000% | $1023.00           | $235.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-05-01      | 3.5000%  | 3.5000% | $1035281.00        | $85599.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-11-01      | 3.5000%  | 3.5000% | $2024.00           | $386.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-08-01      | 3.5000%  | 3.5000% | $1024.00           | $153.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-09-01      | 3.5000%  | 3.5000% | $1000.00           | $179.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-10-01      | 3.5000%  | 3.5000% | $1024.00           | $47.11             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-02-01      | 4.0000%  | 4.0000% | $1024.00           | $150.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-03-01      | 3.5000%  | 3.5000% | $4160.00           | $928.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-09-01      | 3.0000%  | 3.0000% | $1024.00           | $233.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-10-01      | 3.0000%  | 3.0000% | $1024.00           | $268.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-10-01      | 3.0000%  | 3.0000% | $1000.00           | $214.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-05-01      | 3.0000%  | 3.0000% | $1008.00           | $120.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-06-01      | 3.5000%  | 3.5000% | $1000.00           | $106.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-07-01      | 3.0000%  | 3.0000% | $21611360.00       | $3055362.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-08-01      | 3.5000%  | 3.5000% | $8857143.00        | $2045208.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-09-01      | 3.0000%  | 3.0000% | $1024.00           | $214.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-09-01      | 3.0000%  | 3.0000% | $1121.00           | $248.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | 5.5000% | $1000.00           | $901.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.0000%  | 5.0000% | $1000.00           | $985.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $2000.00           | $2039.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 7.0000%  | 7.0000% | $1000.00           | $785.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.5000%  | 6.5000% | $1000.00           | $315.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $4000.00           | $4117.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $3000.00           | $2745.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | 5.5000% | $1008.00           | $1012.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000% | $1000.00           | $928.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000% | $1000.00           | $1030.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000% | $1000.00           | $1030.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $1008.00           | $931.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.5000%  | 6.5000% | $3000.00           | $3173.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $3000.00           | $3038.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $1000.00           | $1007.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.5000%  | 6.5000% | $1000.00           | $1054.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | 5.5000% | $2000.00           | $2008.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $1000.00           | $1031.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 6.5000%  | 6.5000% | $1000.00           | $1040.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.5000%  | 6.5000% | $1000.00           | $1069.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000% | $1000.00           | $874.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000% | $1000.00           | $1032.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.5000%  | 6.5000% | $1000.00           | $1051.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.5000%  | 6.5000% | $3675.00           | $3851.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 6.5000%  | 6.5000% | $1000.00           | $1065.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 6.0000%  | 6.0000% | $1000.00           | $1036.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.0000%  | 5.0000% | $1000.00           | $598.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.0000%  | 5.0000% | $1000.00           | $984.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 4.5000%  | 4.5000% | $1000.00           | $963.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 4.5000%  | 4.5000% | $1000.00           | $964.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.0000%  | 5.0000% | $1000.00           | $986.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.0000%  | 5.0000% | $1000.00           | $986.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 6.0000%  | 6.0000% | $1000.00           | $1029.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 6.0000%  | 6.0000% | $3000.00           | $3067.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 6.0000%  | 6.0000% | $1000.00           | $1031.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 6.0000%  | 6.0000% | $1000.00           | $1037.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | 5.0000% | $1000.00           | $996.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.5000%  | 5.5000% | $1000.00           | $1013.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.5000%  | 5.5000% | $1000.00           | $1015.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 6.0000%  | 6.0000% | $1000.00           | $1021.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.5000%  | 5.5000% | $1000.00           | $1019.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | 5.0000% | $1000.00           | $990.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 6.0000%  | 6.0000% | $1000.00           | $1048.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.5000%  | 5.5000% | $1000.00           | $1020.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-11-01      | 6.0000%  | 6.0000% | $1000.00           | $842.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.5000%  | 5.5000% | $1000.00           | $1018.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 6.5000%  | 6.5000% | $4033.00           | $4284.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | 5.0000% | $1276665.00        | $1259815.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 4.5000%  | 4.5000% | $1000.00           | $962.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | 5.0000% | $1000.00           | $985.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | 5.0000% | $1000.00           | $988.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.5000%  | 5.5000% | $1008.00           | $1014.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | 5.0000% | $3024.00           | $2983.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-05-01      | 3.0000%  | 3.0000% | $1000.00           | $236.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-09-01      | 3.0000%  | 3.0000% | $1000.00           | $168.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-10-01      | 3.0000%  | 3.0000% | $1000.00           | $191.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-01-01      | 3.5000%  | 3.5000% | $1506.00           | $352.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-11-01      | 3.0000%  | 3.0000% | $1000.00           | $289.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-04-01      | 4.0000%  | 4.0000% | $1000.00           | $540.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-11-01      | 3.0000%  | 3.0000% | $1000.00           | $255.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-06-01      | 4.5000%  | 4.5000% | $2048.00           | $413.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 4.5000%  | 4.5000% | $1008.00           | $319.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-08-01      | 3.5000%  | 3.5000% | $2176.00           | $606.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2057-02-01      | 3.5000%  | 3.5000% | $1023.00           | $285.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 4.5000%  | 4.5000% | $1000.00           | $949.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 4.5000%  | 4.5000% | $1000.00           | $866.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 6.0000%  | 6.0000% | $1000.00           | $778.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 6.5000%  | 6.5000% | $1000.00           | $694.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 5.0000%  | 5.0000% | $1000.00           | $971.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 4.5000%  | 4.5000% | $1000.00           | $882.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 6.5000%  | 6.5000% | $1000.00           | $1037.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 6.0000%  | 6.0000% | $5000.00           | $3108.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 7.0000%  | 7.0000% | $2000.00           | $2118.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 6.5000%  | 6.5000% | $2001.00           | $1578.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.5000%  | 5.5000% | $2010.00           | $1662.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 6.0000%  | 6.0000% | $1000.00           | $799.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 5.0000%  | 5.0000% | $2000.00           | $1942.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 6.0000%  | 6.0000% | $1001.00           | $675.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 6.5000%  | 6.5000% | $1000.00           | $899.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-02-01      | 6.0000%  | 6.0000% | $1000.00           | $830.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.5000%  | 6.5000% | $1000.00           | $1029.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.5000%  | 6.5000% | $1000.00           | $757.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 6.0000%  | 6.0000% | $1000.00           | $725.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 5.5000%  | 5.5000% | $1000.00           | $973.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $1000.00           | $860.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 7.0000%  | 7.0000% | $1000.00           | $1066.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.5000%  | 6.5000% | $1000.00           | $794.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.5000%  | 6.5000% | $1000.00           | $672.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 6.5000%  | 6.5000% | $1000.00           | $580.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.0000%  | 6.0000% | $1000.00           | $908.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.5000%  | 6.5000% | $2000.00           | $685.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.5000%  | 5.5000% | $1000.00           | $804.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000% | $2000.00           | $2061.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.5000%  | 5.5000% | $3024.00           | $2205.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.5000%  | 6.5000% | $1001.00           | $768.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 7.0000%  | 7.0000% | $1000.00           | $1085.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.5000%  | 6.5000% | $1004.00           | $1043.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $1000.00           | $690.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.5000%  | 5.5000% | $1000.00           | $884.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 6.0000%  | 6.0000% | $1008.00           | $948.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.5000%  | 6.5000% | $1000.00           | $1047.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $1000.00           | $857.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $1019.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.5000%  | 5.5000% | $2000.00           | $1868.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $3000.00           | $3059.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 6.5000%  | 6.5000% | $1000.00           | $1049.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 6.5000%  | 6.5000% | $1000.00           | $820.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-06-01      | 6.0000%  | 6.0000% | $2000.00           | $1881.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 5.5000%  | 5.5000% | $1000.00           | $756.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 7.0000%  | 7.0000% | $1000.00           | $1059.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000% | $1000.00           | $1034.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.0000%  | 5.0000% | $1000.00           | $979.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $1024.00           | $941.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $954.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $1008.00           | $954.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $2004.00           | $1715.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 6.0000%  | 6.0000% | $2017.00           | $2069.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 6.0000%  | 6.0000% | $2000.00           | $2035.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 6.0000%  | 6.0000% | $2000.00           | $1484.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $2000.00           | $1815.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.5000%  | 6.5000% | $1020.00           | $1056.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $1008.00           | $897.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $3001.00           | $2094.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 5.5000%  | 5.5000% | $2000.00           | $2025.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 5.0000%  | 5.0000% | $1000.00           | $979.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.5000%  | 6.5000% | $1000.00           | $704.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.5000%  | 6.5000% | $1000.00           | $1053.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 5.5000%  | 5.5000% | $1000.00           | $1011.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-08-01      | 2.0000%  | 2.0000% | $1220.00           | $529.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-08-01      | 2.0000%  | 2.0000% | $1000.00           | $493.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-09-01      | 2.0000%  | 2.0000% | $1024.00           | $551.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-09-01      | 2.5000%  | 2.5000% | $1000.00           | $404.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-02-01      | 2.0000%  | 2.0000% | $1000.00           | $556.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-04-01      | 2.0000%  | 2.0000% | $1024.00           | $582.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-05-01      | 2.5000%  | 2.5000% | $1000.00           | $506.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-08-01      | 2.5000%  | 2.5000% | $1024.00           | $612.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-08-01      | 2.5000%  | 2.5000% | $1000.00           | $597.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-04-01      | 2.0000%  | 2.0000% | $1000.00           | $571.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-05-01      | 2.5000%  | 2.5000% | $1000.00           | $557.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-07-01      | 2.0000%  | 2.0000% | $2000.00           | $749.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-10-01      | 3.0000%  | 3.0000% | $1009.00           | $452.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-10-01      | 2.0000%  | 2.0000% | $1000.00           | $614.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-11-01      | 2.0000%  | 2.0000% | $1024.00           | $590.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-10-01      | 3.0000%  | 3.0000% | $1016.00           | $491.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 6.0000%  | 6.0000% | $2017.00           | $1132.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.5000%  | 5.5000% | $2000.00           | $1739.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 6.0000%  | 6.0000% | $1000.00           | $958.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.5000%  | 6.5000% | $5097.00           | $3757.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-10-01      | 2.0000%  | 2.0000% | $1000.00           | $720.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 2.5000%  | 2.5000% | $1000.00           | $642.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-12-01      | 3.5000%  | 3.5000% | $1000.00           | $845.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 3.5000%  | 3.5000% | $1000.00           | $704.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.5000%  | 5.5000% | $1000.00           | $999.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 5.5000%  | 5.5000% | $1000.00           | $971.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 2.0000%  | 2.0000% | $257597.00         | $188327.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 6.5000%  | 6.5000% | $5004.00           | $5161.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 6.0000%  | 6.0000% | $1000.00           | $1002.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 5.0000%  | 5.0000% | $1000.00           | $978.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.5000%  | 6.5000% | $3568.00           | $2661.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 4.5000%  | 4.5000% | $1000.00           | $958.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 4.5000%  | 4.5000% | $1000.00           | $963.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 5.0000%  | 5.0000% | $7152.00           | $5095.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 5.0000%  | 5.0000% | $2000.00           | $1564.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 4.5000%  | 4.5000% | $1025.00           | $753.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 5.0000%  | 5.0000% | $3000.00           | $1911.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 5.0000%  | 5.0000% | $1000.00           | $741.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.5000%  | 4.5000% | $1019.00           | $759.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 4.5000%  | 4.5000% | $7168.00           | $5570.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 5.0000%  | 5.0000% | $5000.00           | $4738.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 5.0000%  | 5.0000% | $9016.00           | $6508.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 5.0000%  | 5.0000% | $3020.00           | $1563.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 5.0000%  | 5.0000% | $2090.00           | $1471.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 4.5000%  | 4.5000% | $1000.00           | $810.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 4.5000%  | 4.5000% | $1000.00           | $667.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-01-01      | 5.5000%  | 5.5000% | $1000.00           | $799.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 5.0000%  | 5.0000% | $1000.00           | $731.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 5.5000%  | 5.5000% | $2000.00           | $1163.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 5.5000%  | 5.5000% | $1000.00           | $705.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 5.0000%  | 5.0000% | $10184.00          | $6414.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 5.0000%  | 5.0000% | $1008.00           | $796.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 4.5000%  | 4.5000% | $1000.00           | $736.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-12-01      | 6.5000%  | 6.5000% | $1000.00           | $899.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-01-01      | 6.0000%  | 6.0000% | $1000.00           | $481.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.0000%  | 5.0000% | $5032.00           | $4363.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 5.5000%  | 5.5000% | $1000.00           | $753.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 5.0000%  | 5.0000% | $1024.00           | $818.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 6.0000%  | 6.0000% | $5408.00           | $2396.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.5000%  | 5.5000% | $7006.00           | $5232.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 4.5000%  | 4.5000% | $1011.00           | $901.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 6.0000%  | 6.0000% | $4000.00           | $3221.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 5.5000%  | 5.5000% | $6080.00           | $4772.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.5000%  | 5.5000% | $1000.00           | $982.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2057-01-01      | 4.0000%  | 4.0000% | $5849343.00        | $1924355.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 3.5000%  | 3.5000% | $1024.00           | $345.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 4.0000%  | 4.0000% | $3216.00           | $972.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-01-01      | 3.5000%  | 3.5000% | $2000.00           | $861.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-02-01      | 3.5000%  | 3.5000% | $3072.00           | $1182.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-05-01      | 4.0000%  | 4.0000% | $3000.00           | $1710.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2062-12-01      | 2.5000%  | 2.5000% | $7129.00           | $4669.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2063-06-01      | 3.5000%  | 3.5000% | $3003.00           | $2089.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2063-06-01      | 4.5000%  | 4.5000% | $1008.00           | $736.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2063-06-01      | 2.5000%  | 2.5000% | $1024.00           | $616.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-04-01      | 3.5000%  | 3.5000% | $1000.00           | $223.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-08-01      | 3.5000%  | 3.5000% | $1025.00           | $148.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-11-01      | 3.5000%  | 3.5000% | $1000.00           | $151.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-08-01      | 3.5000%  | 3.5000% | $9384.00           | $1834.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-11-01      | 4.0000%  | 4.0000% | $1000.00           | $277.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-03-01      | 4.5000%  | 4.5000% | $1000.00           | $249.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-11-01      | 3.5000%  | 3.5000% | $2000.00           | $511.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-01-01      | 4.0000%  | 4.0000% | $2000.00           | $332.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 4.5000%  | 4.5000% | $524492.00         | $65555.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-06-01      | 4.0000%  | 4.0000% | $1280.00           | $123.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-07-01      | 5.0000%  | 5.0000% | $1008.00           | $153.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-05-01      | 2.5000%  | 2.5000% | $1000.00           | $384.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-05-01      | 2.5000%  | 2.5000% | $9344.00           | $4107.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-10-01      | 5.0000%  | 5.0000% | $1000.00           | $311.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-09-01      | 4.5000%  | 4.5000% | $1000.00           | $307.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 4.0000%  | 4.0000% | $1994.00           | $556.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-07-01      | 2.9800%  | 2.9800% | $1000.00           | $893.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-02-01      | 2.9400%  | 2.9400% | $1773796.00        | $1227096.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-04-01      | 3.5000%  | 3.5000% | $203200.00         | $38868.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-09-01      | 3.5000%  | 3.5000% | $1000.00           | $240.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-01-01      | 4.5000%  | 4.5000% | $577000.00         | $96768.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-10-01      | 2.5000%  | 2.5000% | $1000.00           | $106.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-12-01      | 3.0000%  | 3.0000% | $1000.00           | $83.03             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-07-01      | 4.5000%  | 4.5000% | $11000.00          | $2753.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-01-01      | 2.0000%  | 2.0000% | $1000.00           | $102.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 4.0000%  | 4.0000% | $2192.00           | $619.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 4.5000%  | 4.5000% | $303529.00         | $77154.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-11-01      | 3.5000%  | 3.5000% | $1000.00           | $180.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-12-01      | 4.5000%  | 4.5000% | $3073.00           | $440.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-07-01      | 4.0000%  | 4.0000% | $3193.00           | $872.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-02-01      | 5.0000%  | 5.0000% | $1001.00           | $210.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-02-01      | 3.0000%  | 3.0000% | $4154290.00        | $578214.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-07-01      | 4.3600%  | 4.3600% | $22589.00          | $22271.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 3.5000%  | 3.5000% | $1000.00           | $647.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 6.5000%  | 6.5000% | $3024.00           | $1530.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 4.5000%  | 4.5000% | $2000.00           | $277.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-09-01      | 3.5000%  | 3.5000% | $2000.00           | $173.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-09-01      | 4.0000%  | 4.0000% | $1008.00           | $307.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-10-01      | 5.0000%  | 5.0000% | $5676168.00        | $625361.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 4.5000%  | 4.5000% | $1000.00           | $260.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-03-01      | 4.5000%  | 4.5000% | $3000.00           | $948.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-04-01      | 3.5000%  | 3.5000% | $1026.00           | $288.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-05-01      | 3.5000%  | 3.5000% | $1000.00           | $104.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-05-01      | 4.5000%  | 4.5000% | $2008.00           | $593.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-06-01      | 5.5000%  | 5.5000% | $1002.00           | $96.62             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-11-01      | 3.5000%  | 3.5000% | $1008.00           | $288.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-11-01      | 3.0000%  | 3.0000% | $33428129.00       | $11356505.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-03-01      | 5.0000%  | 5.0000% | $1000.00           | $118.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-03-01      | 3.0000%  | 3.0000% | $1000.00           | $263.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-06-01      | 2.5000%  | 2.5000% | $1024.00           | $378.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-06-01      | 2.5000%  | 2.5000% | $8329.00           | $3881.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-08-01      | 3.0000%  | 3.0000% | $1000.00           | $357.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-11-01      | 2.0000%  | 2.0000% | $1000.00           | $497.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-11-01      | 2.0000%  | 2.0000% | $1000.00           | $411.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 6.0000%  | 6.0000% | $1000.00           | $1028.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.5000%  | 5.5000% | $1000.00           | $1023.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 6.0000%  | 6.0000% | $1000.00           | $1048.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.5000%  | 5.5000% | $1000.00           | $976.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 5.5000%  | 5.5000% | $1000.00           | $1017.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-04-01      | 4.5000%  | 4.5000% | $1000.00           | $1001.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.0000%  | 5.0000% | $1000.00           | $992.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 4.5000%  | 4.5000% | $2000.00           | $1933.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-04-01      | 5.0000%  | 5.0000% | $1000.00           | $991.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-04-01      | 5.0000%  | 5.0000% | $1000.00           | $991.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-05-01      | 5.0000%  | 5.0000% | $1000.00           | $991.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-05-01      | 5.0000%  | 5.0000% | $1000.00           | $995.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 5.5000%  | 5.5000% | $1000.00           | $937.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 5.5000%  | 5.5000% | $2048.00           | $1945.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.5000%  | 5.5000% | $1000.00           | $831.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-10-01      | 2.0000%  | 2.0000% | $1000.00           | $749.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 6.5000%  | 6.5000% | $1000.00           | $814.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 5.5000%  | 5.5000% | $2048.00           | $1959.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.5000%  | 5.5000% | $1024.00           | $1004.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 5.0000%  | 5.0000% | $1000.00           | $916.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 2.5000%  | 2.5000% | $2000.00           | $1603.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 5.0000%  | 5.0000% | $2000.00           | $1873.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.5000%  | 6.5000% | $1008.00           | $965.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 5.5000%  | 5.5000% | $1120.00           | $1110.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.5000%  | 5.5000% | $3125.00           | $2955.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.5000%  | 5.5000% | $5494416.00        | $5402620.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.0000%  | 5.0000% | $1022.00           | $1015.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 6.0000%  | 6.0000% | $2000.00           | $1884.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 3.0000%  | 3.0000% | $318076.00         | $277742.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-06-01      | 3.0000%  | 3.0000% | $1000.00           | $540.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-09-01      | 3.0000%  | 3.0000% | $2048.00           | $1056.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 5.0000%  | 5.0000% | $3072.00           | $2267.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-04-01      | 3.0000%  | 3.0000% | $1000.00           | $494.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 6.5000%  | 6.5000% | $13468.00          | $9947.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-08-01      | 4.0000%  | 4.0000% | $3104.00           | $2168.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-09-01      | 6.5000%  | 6.5000% | $1040.00           | $540.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.5000%  | 5.5000% | $2000.00           | $1594.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 5.0000%  | 5.0000% | $1040.00           | $895.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 5.0000%  | 5.0000% | $4088.00           | $3357.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-25      | 6.5000%  | 6.5000% | $1000.00           | $705.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.5000%  | 5.5000% | $1000.00           | $861.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | 5.0000% | $1024.00           | $1003.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | 5.0000% | $1000.00           | $982.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 6.0000%  | 6.0000% | $1000.00           | $1029.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | 5.5000% | $1053.00           | $1034.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000% | $6276.00           | $6383.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.5000%  | 5.5000% | $3096.00           | $3047.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 6.0000%  | 6.0000% | $120326.00         | $124067.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.0000%  | 5.0000% | $1000.00           | $983.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | 5.0000% | $1024.00           | $1016.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | 5.0000% | $3008.00           | $2954.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.5000%  | 5.5000% | $1000.00           | $996.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.0000%  | 5.0000% | $1024.00           | $1014.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-04-01      | 6.5000%  | 6.5000% | $2021.00           | $2126.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 5.5000%  | 5.5000% | $1000.00           | $599.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 7.0000%  | 7.0000% | $1000.00           | $875.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-03-01      | 5.5000%  | 5.5000% | $1024.00           | $804.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-10-01      | 5.0000%  | 5.0000% | $1000.00           | $11.00             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-03-01      | 6.0000%  | 6.0000% | $1025.00           | $7.93              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-08-01      | 6.0000%  | 6.0000% | $1000.00           | $136.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-12-01      | 3.0000%  | 3.0000% | $2000.00           | $310.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-11-01      | 8.0000%  | 8.0000% | $1000.00           | $18.18             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-02-01      | 6.0000%  | 6.0000% | $1020.00           | $2.70              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-09-01      | 6.0000%  | 6.0000% | $2000.00           | $160.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-09-01      | 6.0000%  | 6.0000% | $1009.00           | $14.49             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-06-01      | 4.5000%  | 4.5000% | $1000.00           | $40.63             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-08-01      | 4.5000%  | 4.5000% | $1000.00           | $71.02             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-11-01      | 4.0000%  | 4.0000% | $8410.00           | $441.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-01-01      | 3.0000%  | 3.0000% | $1010.00           | $3.50              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-08-01      | 4.0000%  | 4.0000% | $2177.00           | $116.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-10-01      | 4.5000%  | 4.5000% | $1000.00           | $52.90             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-12-01      | 4.0000%  | 4.0000% | $1000.00           | $44.55             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-07-01      | 3.5000%  | 3.5000% | $1000.00           | $60.99             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-06-01      | 2.5000%  | 2.5000% | $1000.00           | $56.30             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 3.5000%  | 3.5000% | $1000.00           | $89.48             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-05-01      | 3.5000%  | 3.5000% | $1000.00           | $102.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-07-01      | 3.5000%  | 3.5000% | $1024.00           | $104.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-08-01      | 3.0000%  | 3.0000% | $1000.00           | $98.05             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-10-01      | 4.0000%  | 4.0000% | $1000.00           | $113.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-12-01      | 3.5000%  | 3.5000% | $1024.00           | $125.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.0000%  | 5.0000% | $1000.00           | $906.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 6.5000%  | 6.5000% | $1000.00           | $556.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 5.5000%  | 5.5000% | $5013.00           | $4929.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 5.0000%  | 5.0000% | $1000.00           | $896.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-09-01      | 5.5000%  | 5.5000% | $1000.00           | $861.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-08-01      | 4.1790%  | 4.1790% | $1000.00           | $997.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-10-01      | 3.9100%  | 3.9100% | $2694.00           | $2658.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-12-01      | 3.5000%  | 3.5000% | $1027.00           | $145.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-12-01      | 4.0000%  | 4.0000% | $1008.00           | $263.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-07-01      | 4.0000%  | 4.0000% | $1000.00           | $265.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-08-01      | 3.5000%  | 3.5000% | $1176.00           | $250.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-08-01      | 4.0000%  | 4.0000% | $1000.00           | $104.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-09-01      | 4.0000%  | 4.0000% | $1000.00           | $273.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-09-01      | 4.0000%  | 4.0000% | $3000.00           | $682.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-10-01      | 3.5000%  | 3.5000% | $1076.00           | $228.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-10-01      | 3.5000%  | 3.5000% | $1000.00           | $254.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-11-01      | 3.5000%  | 3.5000% | $51989468.00       | $5351753.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-05-01      | 4.0000%  | 4.0000% | $1004.00           | $168.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-03-01      | 4.5000%  | 4.5000% | $1000.00           | $118.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-03-01      | 2.5000%  | 2.5000% | $1000.00           | $188.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-08-01      | 5.0000%  | 5.0000% | $1000.00           | $100.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-10-01      | 4.0000%  | 4.0000% | $1000.00           | $176.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-05-01      | 4.0000%  | 4.0000% | $8744.00           | $2424.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-05-01      | 4.0000%  | 4.0000% | $1000.00           | $195.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-02-01      | 4.5000%  | 4.5000% | $1008.00           | $272.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-03-01      | 5.0000%  | 5.0000% | $14272.00          | $3998.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-04-01      | 4.0000%  | 4.0000% | $5072.00           | $936.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-06-01      | 4.5000%  | 4.5000% | $5200.00           | $1674.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-06-01      | 4.0000%  | 4.0000% | $1000.00           | $191.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-07-01      | 4.0000%  | 4.0000% | $1000.00           | $189.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-07-01      | 4.5000%  | 4.5000% | $1000.00           | $271.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-12-01      | 4.0000%  | 4.0000% | $1000.00           | $275.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-03-01      | 3.0000%  | 3.0000% | $1000.00           | $217.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-04-01      | 2.5000%  | 2.5000% | $2022.00           | $763.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-06-01      | 2.5000%  | 2.5000% | $1024.00           | $394.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-06-01      | 2.0000%  | 2.0000% | $7028.00           | $3295.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-06-01      | 2.0000%  | 2.0000% | $9041.00           | $4230.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-06-01      | 2.0000%  | 2.0000% | $3240.00           | $1310.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-07-01      | 3.0000%  | 3.0000% | $1000.00           | $390.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-07-01      | 2.5000%  | 2.5000% | $1000.00           | $418.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 6.5000%  | 6.5000% | $1000.00           | $1055.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.5000%  | 5.5000% | $1000.00           | $1012.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 5.5000%  | 5.5000% | $3008.00           | $2547.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 5.5000%  | 5.5000% | $1000.00           | $898.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 5.5000%  | 5.5000% | $4128.00           | $3788.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 6.0000%  | 6.0000% | $1000.00           | $790.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 6.5000%  | 6.5000% | $2008.00           | $1571.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 4.5000%  | 4.5000% | $2000.00           | $1660.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 6.5000%  | 6.5000% | $6164.00           | $4372.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 6.0000%  | 6.0000% | $1000.00           | $818.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 6.0000%  | 6.0000% | $5120.00           | $3838.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 6.5000%  | 6.5000% | $1000.00           | $737.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.5000%  | 5.5000% | $3048.00           | $2534.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 4.5000%  | 4.5000% | $1000.00           | $750.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.5000%  | 5.5000% | $1355.00           | $1221.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.5000%  | 5.5000% | $3048.00           | $2747.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.5000%  | 5.5000% | $782066.00         | $682569.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 6.0000%  | 6.0000% | $4112.00           | $2681.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 6.0000%  | 6.0000% | $1000.00           | $722.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.5000%  | 5.5000% | $11120.00          | $7409.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.0000%  | 5.0000% | $387112.00         | $282283.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.5000%  | 5.5000% | $4096.00           | $2840.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 4.5000%  | 4.5000% | $1000.00           | $704.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 5.5000%  | 5.5000% | $1083.00           | $827.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 4.5000%  | 4.5000% | $2016.00           | $1528.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 5.0000%  | 5.0000% | $3048.00           | $2084.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.5000%  | 4.5000% | $4096.00           | $2694.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 5.0000%  | 5.0000% | $2000.00           | $1316.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 5.0000%  | 5.0000% | $1008.00           | $729.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 5.0000%  | 5.0000% | $1000.00           | $687.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-06-01      | 3.5000%  | 3.5000% | $1000.00           | $696.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 5.0000%  | 5.0000% | $1024.00           | $705.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 3.5000%  | 3.5000% | $1000.00           | $739.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-02-01      | 2.5000%  | 2.5000% | $1000.00           | $614.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-01-01      | 2.5000%  | 2.5000% | $1008.00           | $689.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-09-01      | 2.0000%  | 2.0000% | $1000.00           | $507.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-08-01      | 3.0000%  | 3.0000% | $1000.00           | $313.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-08-01      | 2.5000%  | 2.5000% | $1000.00           | $387.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-08-01      | 2.0000%  | 2.0000% | $1200.00           | $581.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-08-01      | 2.5000%  | 2.5000% | $2000.00           | $722.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-07-01      | 4.5000%  | 4.5000% | $2048.00           | $472.17            | Agency Mortgage-Backed Securities |

### Security 4: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM73JBN9, C.4 - ISIN: 37904, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 Treasury-U.S. Treasuries (including strips) | 2033-04-30      | 4.1250%  | 4.1250% | $9030500.00        | $8983044.72        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-02-28      | 3.7500%  | 3.7500% | $678000.00         | $664241.36         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-15      | 3.5000%  | 3.5000% | $1376100.00        | $1380041.04        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-09-30      | 3.6250%  | 3.6250% | $100000.00         | $98764.63          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 3.8750%  | 3.8750% | $40400.00          | $40799.43          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 3.7500%  | 3.7500% | $548500.00         | $554906.99         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-15      | 3.8750%  | 3.8750% | $34100.00          | $34582.54          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-04-30      | 4.0000%  | 4.0000% | $480900.00         | $477455.31         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 3.7500%  | 3.7500% | $55200.00          | $55134.69          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 4.1250%  | 4.1250% | $100200.00         | $101188.43         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-02-15      | 4.6250%  | 4.6250% | $629400.00         | $648593.81         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-30      | 4.1250%  | 4.1250% | $89600.00          | $91622.17          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 4.1250%  | 4.1250% | $182700.00         | $183033.24         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-15      | 3.8750%  | 3.8750% | $48200.00          | $48276.83          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 3.5000%  | 3.5000% | $323500.00         | $324146.95         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-31      | 3.6250%  | 3.6250% | $612400.00         | $610004.80         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-31      | 3.7500%  | 3.7500% | $100800.00         | $99876.07          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-31      | 3.7500%  | 3.7500% | $468600.00         | $471490.80         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-30      | 4.6250%  | 4.6250% | $713200.00         | $725247.72         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 4.2500%  | 4.2500% | $899800.00         | $920876.37         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 4.6250%  | 4.6250% | $13338400.00       | $13599939.34       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-03-31      | 4.1250%  | 4.1250% | $876700.00         | $882834.39         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-15      | 4.2500%  | 4.2500% | $334700.00         | $337844.00         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 4.2500%  | 4.2500% | $144900.00         | $147175.77         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 4.3750%  | 4.3750% | $893700.00         | $903257.55         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-08-15      | 3.8750%  | 3.8750% | $252000.00         | $248378.57         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 4.0000%  | 4.0000% | $633500.00         | $643261.39         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 3.6250%  | 3.6250% | $784300.00         | $791809.49         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-05-15      | 3.3750%  | 3.3750% | $236500.00         | $228088.05         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-31      | 3.5000%  | 3.5000% | $88700.00          | $88877.84          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 3.8750%  | 3.8750% | $92700.00          | $93858.77          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-11-15      | 4.1250%  | 4.1250% | $397000.00         | $403141.09         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 2.7500%  | 2.7500% | $46000.00          | $45528.31          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 2.8750%  | 2.8750% | $756800.00         | $734376.01         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 1.2500%  | 1.2500% | $732000.00         | $725344.97         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 1.1250%  | 1.1250% | $233700.00         | $230662.36         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 1.0000%  | 1.0000% | $643600.00         | $605248.88         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-30      | 0.8750%  | 0.8750% | $659000.00         | $657748.26         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 1.2500%  | 1.2500% | $627600.00         | $595936.73         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 1.1250%  | 1.1250% | $31300.00          | $29841.16          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 0.6250%  | 0.6250% | $652900.00         | $622126.02         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 0.5000%  | 0.5000% | $320000.00         | $304420.79         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-15      | 0.6250%  | 0.6250% | $350200.00         | $304352.38         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 0.5000%  | 0.5000% | $62100.00          | $60062.01          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 0.5000%  | 0.5000% | $700100.00         | $677676.49         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-31      | 0.6250%  | 0.6250% | $4354900.00        | $4235507.34        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-15      | 1.5000%  | 1.5000% | $604200.00         | $554154.29         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-15      | 1.6250%  | 1.6250% | $577800.00         | $539008.13         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 2.8750%  | 2.8750% | $518300.00         | $514698.69         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 2.7500%  | 2.7500% | $55100.00          | $54319.59          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 4.2500%  | 4.2500% | $14493800.00       | $12965817.88       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-11-15      | 4.7500%  | 4.7500% | $13825800.00       | $13599993.82       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-11-15      | 4.2500%  | 4.2500% | $7203400.00        | $6957562.00        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-04      | 0.0000%  | 0.0000% | $474000.00         | $469498.89         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-28      | 0.0000%  | 0.0000% | $143000.00         | $141750.32         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-15      | 0.0000%  | 0.0000% | $648100.00         | $637307.19         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-15      | 0.0000%  | 0.0000% | $200.00            | $193.07            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-23      | 0.0000%  | 0.0000% | $859800.00         | $855224.14         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-09      | 0.0000%  | 0.0000% | $889000.00         | $885540.01         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-16      | 0.0000%  | 0.0000% | $917300.00         | $910343.19         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-01      | 0.0000%  | 0.0000% | $352900.00         | $347534.50         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-03      | 0.0000%  | 0.0000% | $2588700.00        | $2556522.45        | U.S. Treasuries (including strips) |

### Security 5: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM73JB82, C.4 - ISIN: 37904, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $504000000.00
- **C.18.a - Value (excl. sponsor support):** $504000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                       | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-08-01      | 6.0000%  | 6.0000% | $15633160.00       | $15228764.35       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-08-01      | 5.5000%  | 5.5000% | $50168896.00       | $44861141.48       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 5.5000%  | 5.5000% | $1008.00           | $972.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $6571746.00        | $5663688.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-01-01      | 5.5000%  | 5.5000% | $7322245.00        | $6327157.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 5.0000%  | 5.0000% | $8415676.00        | $8201825.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 6.0000%  | 6.0000% | $27350752.00       | $26431419.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 6.5000%  | 6.5000% | $1000.00           | $942.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-03-01      | 5.5000%  | 5.5000% | $1024.00           | $1037.36           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 6.0000%  | 6.0000% | $56261480.00       | $57344893.88       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $1000.00           | $988.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-02-01      | 5.0000%  | 5.0000% | $1024.00           | $998.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-04-01      | 4.5000%  | 4.5000% | $1000.00           | $964.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 6.0000%  | 6.0000% | $1000.00           | $1027.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-04-01      | 5.5000%  | 5.5000% | $1000.00           | $1011.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-02-01      | 5.0000%  | 5.0000% | $1000.00           | $892.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-11-01      | 6.5000%  | 6.5000% | $11310432.00       | $7572376.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-12-01      | 6.5000%  | 6.5000% | $1008.00           | $805.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-02-01      | 6.0000%  | 6.0000% | $10464289.00       | $7641821.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-03-01      | 6.0000%  | 6.0000% | $1024.00           | $776.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $1000.00           | $889.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $2000.00           | $1636.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-07-01      | 6.5000%  | 6.5000% | $1024.00           | $690.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-12-01      | 5.5000%  | 5.5000% | $2016.00           | $1807.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-12-01      | 6.0000%  | 6.0000% | $42000.00          | $38192.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $2048.00           | $1869.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $2000.00           | $1873.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-02-01      | 5.5000%  | 5.5000% | $2000.00           | $1877.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-03-01      | 6.0000%  | 6.0000% | $3084160.00        | $2819756.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-03-01      | 6.5000%  | 6.5000% | $2000.00           | $1946.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-04-01      | 6.0000%  | 6.0000% | $1040.00           | $825.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-06-01      | 5.5000%  | 5.5000% | $1024.00           | $983.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-08-01      | 4.0000%  | 4.0000% | $1000.00           | $904.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-08-01      | 4.5000%  | 4.5000% | $1000.00           | $952.41            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 5.5000%  | 5.5000% | $1008.00           | $993.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 5.5000%  | 5.5000% | $15586.00          | $15274.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 4.5000%  | 4.5000% | $2048.00           | $1967.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 5.5000%  | 5.5000% | $2000.00           | $2011.88           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 6.0000%  | 6.0000% | $1024.00           | $992.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-01-01      | 4.5000%  | 4.5000% | $32377400.00       | $31192215.58       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-03-01      | 5.5000%  | 5.5000% | $1024.00           | $1039.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-02-13      | 5.5000%  | 5.5000% | $2048.00           | $2051.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 6.0000%  | 6.0000% | $22399.00          | $22171.96          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-04-01      | 5.0000%  | 5.0000% | $1000.00           | $990.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-04-01      | 5.0000%  | 5.0000% | $18055424.00       | $17871742.16       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-07-01      | 5.0000%  | 5.0000% | $13819866.00       | $12860817.06       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-08-01      | 6.0000%  | 6.0000% | $249322.00         | $247423.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-08-01      | 6.0000%  | 6.0000% | $1187730.00        | $1210803.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $2255700.00        | $1656910.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-08-01      | 5.5000%  | 5.5000% | $2163672.00        | $2098510.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 5.0000%  | 5.0000% | $1000.00           | $978.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-08-01      | 6.0000%  | 6.0000% | $18262624.00       | $13468842.45       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $1000.00           | $866.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 5.0000%  | 5.0000% | $80203.00          | $78703.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $2186024.00        | $1547620.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.5000%  | 6.5000% | $1344211.00        | $1010230.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $1000.00           | $1021.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 6.0000%  | 6.0000% | $8188447.00        | $7983712.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 6.5000%  | 6.5000% | $3724228.00        | $3135895.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 6.0000%  | 6.0000% | $1465462.00        | $1414628.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $1415040.00        | $1448634.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 6.5000%  | 6.5000% | $694697.00         | $735836.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 5.5000%  | 5.5000% | $1008.00           | $1012.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-07-01      | 4.5000%  | 4.5000% | $2521372.00        | $2414388.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-10-01      | 6.0000%  | 6.0000% | $260323.00         | $268617.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 5.5000%  | 5.5000% | $1500322.00        | $1517993.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 4.5000%  | 4.5000% | $1074868.00        | $1037763.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-03-01      | 6.0000%  | 6.0000% | $27127384.00       | $22588268.82       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-03-01      | 6.0000%  | 6.0000% | $7062248.00        | $6072835.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-02-01      | 5.0000%  | 5.0000% | $1000.00           | $890.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-09-01      | 6.0000%  | 6.0000% | $25124235.00       | $20865072.15       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-12-01      | 6.0000%  | 6.0000% | $2409.00           | $2046.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-05-01      | 6.0000%  | 6.0000% | $1024.00           | $905.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-07-01      | 6.0000%  | 6.0000% | $24617000.00       | $19027460.60       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-12-01      | 6.0000%  | 6.0000% | $9249034.00        | $8063101.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-05-01      | 5.0000%  | 5.0000% | $1024.00           | $1001.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-06-01      | 6.5000%  | 6.5000% | $1008.00           | $790.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-10-01      | 6.5000%  | 6.5000% | $28175949.00       | $25433974.71       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $8772640.00        | $8264365.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-01-01      | 4.5000%  | 4.5000% | $6800208.00        | $5999572.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-05-01      | 6.0000%  | 6.0000% | $1000.00           | $735.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-05-01      | 6.0000%  | 6.0000% | $49988000.00       | $39754383.39       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-06-01      | 5.5000%  | 5.5000% | $3504184.00        | $3345474.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-06-01      | 6.0000%  | 6.0000% | $1000.00           | $948.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-06-01      | 6.5000%  | 6.5000% | $24086657.00       | $21235838.24       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-11-01      | 6.0000%  | 6.0000% | $30198400.00       | $26298859.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-02-01      | 5.5000%  | 5.5000% | $1324102.00        | $1221424.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-05-01      | 6.0000%  | 6.0000% | $10108267.00       | $8111436.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-09-01      | 6.0000%  | 6.0000% | $9725354.00        | $7524383.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-06-01      | 5.5000%  | 5.5000% | $1008.00           | $916.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-06-01      | 3.0000%  | 3.0000% | $1000.00           | $831.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $5588456.00        | $4854109.86        | Agency Mortgage-Backed Securities |

### Security 6: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM73JDB3, C.4 - ISIN: 108444, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-03-25      | 5.5000%  | 5.5000% | $100000.00         | $18885.89          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-04-25      | 5.5000%  | 5.5000% | $2727272.00        | $528238.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 3.2040%  | 3.2040% | $23116400.00       | $1595759.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-09-25      | 2.2900%  | 2.2900% | $67482958.00       | $2447313.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-11-25      | 2.2900%  | 2.2900% | $61023860.00       | $1317627.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-08-25      | 3.0000%  | 3.0000% | $75593750.00       | $7615740.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-08-25      | 3.5000%  | 3.5000% | $29027034.00       | $21670222.21       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-09-25      | 1.6540%  | 1.6540% | $200000000.00      | $6458195.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-06-25      | 2.7040%  | 2.7040% | $81760575.00       | $1592039.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-07-25      | 6.5000%  | 6.5000% | $24961538.00       | $3020973.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2049-03-15      | 2.2450%  | 2.2450% | $30959344.00       | $2310142.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 1.0540%  | 1.0540% | $135827942.00      | $2740490.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-03-25      | 1.4040%  | 1.4040% | $205000000.00      | $3235710.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 2.2040%  | 2.2040% | $76849463.00       | $3471042.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 0.0500%  | 0.0500% | $290500000.00      | $149617.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 0.0500%  | 0.0500% | $190500000.00      | $87222.31          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 0.0500%  | 0.0500% | $190500000.00      | $71303.52          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-02-25      | 1.5040%  | 1.5040% | $225000000.00      | $3577765.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-01-25      | 1.7540%  | 1.7540% | $150000000.00      | $5150380.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-01-25      | 1.7540%  | 1.7540% | $100000000.00      | $3935188.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-07-25      | 5.0000%  | 5.0000% | $1445007.00        | $127684.99         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-08-25      | 1.8040%  | 1.8040% | $25000000.00       | $1187771.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-08-25      | 6.5000%  | 6.5000% | $4686000.00        | $1410775.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-08-25      | 6.0000%  | 6.0000% | $25346417.00       | $3706054.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-01-25      | 6.0000%  | 6.0000% | $250000.00         | $27692.32          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-03-25      | 6.0000%  | 6.0000% | $2708459.00        | $439468.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-11-25      | 6.0000%  | 6.0000% | $708333.00         | $71267.36          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-09-25      | 3.4040%  | 3.4040% | $32122363.00       | $2966379.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-09-25      | 0.0500%  | 0.0500% | $25000000.00       | $39697.07          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-09-25      | 5.2500%  | 5.2500% | $656627.00         | $563498.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-05-25      | 6.0000%  | 6.0000% | $447916.00         | $62417.35          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-10-25      | 3.4540%  | 3.4540% | $128883000.00      | $10697660.82       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-01-25      | 6.0000%  | 6.0000% | $6895000.00        | $729083.36         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-07-25      | 5.5000%  | 5.5000% | $7079126.00        | $680602.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-11-25      | 2.9040%  | 2.9040% | $62467855.00       | $4371505.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-11-25      | 2.9040%  | 2.9040% | $42754489.00       | $3832892.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-05-25      | 6.0000%  | 6.0000% | $4583333.00        | $517609.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-11-25      | 3.4540%  | 3.4540% | $75000000.00       | $6246927.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-11-25      | 2.1040%  | 2.1040% | $27000000.00       | $1371847.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-11-25      | 0.0500%  | 0.0500% | $62467855.00       | $128029.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-07-25      | 5.5000%  | 5.5000% | $13372480.00       | $1135845.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-12-25      | 2.9540%  | 2.9540% | $3750000.00        | $346407.99         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2036-10-25      | 5.5000%  | 5.5000% | $2958545.00        | $548293.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-12-25      | 1.8040%  | 1.8040% | $84063488.00       | $4387249.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-01-25      | 1.7540%  | 1.7540% | $57733661.00       | $1247090.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-02-25      | 0.1000%  | 0.1000% | $70000000.00       | $288993.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2048-08-25      | 5.5000%  | 5.5000% | $1281817.00        | $130332.53         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-02-25      | 5.5000%  | 5.5000% | $28448544.00       | $5430876.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-02-25      | 0.2540%  | 0.2540% | $190000000.00      | $2427225.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-02-25      | 3.1540%  | 3.1540% | $23750000.00       | $2444654.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-02-25      | 0.0500%  | 0.0500% | $50000000.00       | $101733.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2036-08-25      | 6.0000%  | 6.0000% | $5871802.00        | $930461.36         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-02-25      | 5.5000%  | 5.5000% | $4068183.00        | $775013.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-03-25      | 5.5000%  | 5.5000% | $7096307.00        | $898497.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-03-25      | 5.5000%  | 5.5000% | $5745681.00        | $1135919.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-03-25      | 4.7500%  | 4.7500% | $135000.00         | $95572.96          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-03-25      | 2.0040%  | 2.0040% | $100000000.00      | $5223461.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-03-25      | 1.4240%  | 1.4240% | $180641681.00      | $7438305.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-03-25      | 0.6040%  | 0.6040% | $50000000.00       | $899913.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-01-25      | 2.0040%  | 2.0040% | $162262630.00      | $6078353.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-03-25      | 0.0500%  | 0.0500% | $75000000.00       | $102320.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-04-25      | 5.5000%  | 5.5000% | $8456357.00        | $1058239.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-04-25      | 1.7540%  | 1.7540% | $81509670.00       | $3479859.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-04-25      | 0.1800%  | 0.1800% | $217275508.00      | $1356402.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-06-25      | 3.0000%  | 3.0000% | $8100736.00        | $1016011.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-10-25      | 2.4400%  | 2.4400% | $117305846.00      | $2287352.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-09-25      | 2.2900%  | 2.2900% | $78844345.00       | $2978615.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-03-25      | 2.5000%  | 2.5000% | $35649200.00       | $3675558.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-11-25      | 4.0000%  | 4.0000% | $93952418.00       | $10108878.44       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-11-25      | 3.0000%  | 3.0000% | $52605499.00       | $5055549.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-09-25      | 1.6540%  | 1.6540% | $310000000.00      | $10700014.70       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-11-25      | 1.1040%  | 1.1040% | $101315018.00      | $1713981.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-06-25      | 3.3540%  | 3.3540% | $250000000.00      | $8848850.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 6.5000%  | 6.5000% | $29508844.00       | $2663281.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 2.3040%  | 2.3040% | $109383481.00      | $3587646.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-01-25      | 3.3540%  | 3.3540% | $57048000.00       | $1320265.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-06-25      | 2.2540%  | 2.2540% | $75000000.00       | $1740196.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-08-25      | 2.2040%  | 2.2040% | $49499688.00       | $1188281.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-08-25      | 0.7540%  | 0.7540% | $50000000.00       | $686290.88         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-08-25      | 3.3540%  | 3.3540% | $12600000.00       | $731029.96         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-08-25      | 0.2000%  | 0.2000% | $25200000.00       | $142702.15         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-08-25      | 6.0000%  | 6.0000% | $45189500.00       | $6569441.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-11-25      | 2.9540%  | 2.9540% | $36703385.00       | $2760336.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-04-25      | 5.5000%  | 5.5000% | $9495636.00        | $703638.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-11-25      | 5.5000%  | 5.5000% | $2219377.00        | $403089.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-12-25      | 2.9540%  | 2.9540% | $6250000.00        | $594477.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-12-25      | 2.9540%  | 2.9540% | $21955400.00       | $2259842.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-12-25      | 2.9540%  | 2.9540% | $7500000.00        | $652999.95         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-09-25      | 0.0200%  | 0.0200% | $32000000.00       | $24367.71          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-02-25      | 6.0000%  | 6.0000% | $1770895.00        | $260684.15         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-09-25      | 0.8540%  | 0.8540% | $76000000.00       | $1041885.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-09-25      | 1.4040%  | 1.4040% | $30500000.00       | $1316925.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-09-25      | 0.0500%  | 0.0500% | $51000000.00       | $69465.11          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-02-25      | 6.0000%  | 6.0000% | $416667.00         | $43771.65          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-10-25      | 3.4040%  | 3.4040% | $15483059.00       | $1511742.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-10-25      | 0.0500%  | 0.0500% | $15483058.00       | $22364.34          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-05-25      | 6.0000%  | 6.0000% | $864958.00         | $174760.15         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-08-25      | 6.0000%  | 6.0000% | $5043752.00        | $1053139.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-10-25      | 3.4540%  | 3.4540% | $43508274.00       | $4308802.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-10-25      | 2.1040%  | 2.1040% | $25000000.00       | $1276525.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-08-25      | 6.0000%  | 6.0000% | $7000000.00        | $1440474.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-08-25      | 6.0000%  | 6.0000% | $5031250.00        | $1043367.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-08-25      | 6.0000%  | 6.0000% | $4352416.00        | $887232.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-10-25      | 3.4540%  | 3.4540% | $124365670.00      | $13050341.94       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 5.5000%  | 5.5000% | $5735032.00        | $936219.94         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-09-25      | 5.5000%  | 5.5000% | $636364.00         | $95545.24          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-10-25      | 5.5000%  | 5.5000% | $1447201.00        | $258658.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-11-25      | 5.5000%  | 5.5000% | $10100000.00       | $854829.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-01-25      | 0.4020%  | 0.4020% | $50000000.00       | $804718.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-02-25      | 6.0000%  | 6.0000% | $11291000.00       | $2492731.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-02-25      | 1.0040%  | 1.0040% | $104701778.00      | $3018432.40        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-03-25      | 6.0000%  | 6.0000% | $21963152.00       | $4075156.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-03-25      | 6.0000%  | 6.0000% | $22593954.00       | $12124317.13       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-03-25      | 4.5000%  | 4.5000% | $352609.00         | $262166.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-03-25      | 0.9240%  | 0.9240% | $96982544.00       | $2807867.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-03-25      | 0.9240%  | 0.9240% | $300000000.00      | $6086352.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-04-25      | 6.0000%  | 6.0000% | $4100833.00        | $602422.01         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-04-25      | 0.7540%  | 0.7540% | $60000000.00       | $1122589.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-04-25      | 0.6540%  | 0.6540% | $120419886.00      | $1820820.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-04-25      | 5.0000%  | 5.0000% | $250719.00         | $190039.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-04-25      | 1.0540%  | 1.0540% | $345357425.00      | $9462165.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-04-25      | 0.0500%  | 0.0500% | $50000000.00       | $80186.56          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-04-25      | 0.1000%  | 0.1000% | $200000000.00      | $638905.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-04-25      | 4.5000%  | 4.5000% | $7777.00           | $5371.88           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-04-25      | 4.2500%  | 4.2500% | $12453.00          | $8222.19           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-04-25      | 4.7500%  | 4.7500% | $340919.00         | $245187.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-07-25      | 5.5000%  | 5.5000% | $3950409.00        | $447099.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-04-25      | 0.2000%  | 0.2000% | $10000000.00       | $65499.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.5000%  | 3.5000% | $30000000.00       | $3682424.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.5000%  | 3.5000% | $41000000.00       | $11457329.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 0.0000%  | 0.0000% | $50000000.00       | $347829.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 2.6290%  | 2.6290% | $50013993.00       | $1752327.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-10-20      | 1.0720%  | 1.0720% | $58665655.00       | $4685483.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-04-20      | 4.5000%  | 4.5000% | $10060000.00       | $4845072.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 0.0000%  | 0.0000% | $85000000.00       | $193630.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-05-20      | 0.0000%  | 0.0000% | $100000000.00      | $639010.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 2.5590%  | 2.5590% | $44444445.00       | $1924722.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.6590%  | 2.6590% | $48016843.00       | $1739211.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.1090%  | 2.1090% | $42550629.00       | $1789082.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 1.9090%  | 1.9090% | $100000000.00      | $1365010.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 2.3090%  | 2.3090% | $100000000.00      | $1814521.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 2.3090%  | 2.3090% | $75000000.00       | $1683030.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 3.0590%  | 3.0590% | $80000000.00       | $1616936.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 1.7590%  | 1.7590% | $100000000.00      | $928660.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-09-20      | 2.8090%  | 2.8090% | $153709668.00      | $5639273.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 2.0590%  | 2.0590% | $100000000.00      | $1618351.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 2.0590%  | 2.0590% | $100000000.00      | $1621781.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 2.3590%  | 2.3590% | $100000000.00      | $1858443.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 2.0590%  | 2.0590% | $100000000.00      | $1621781.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 3.2590%  | 3.2590% | $75000000.00       | $1356164.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 2.3090%  | 2.3090% | $100000000.00      | $2326833.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 3.4090%  | 3.4090% | $60000000.00       | $1910812.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 2.3490%  | 2.3490% | $28000000.00       | $1759605.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 2.3590%  | 2.3590% | $100000000.00      | $4110089.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.8090%  | 1.8090% | $200000000.00      | $5627319.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.7090%  | 1.7090% | $122495781.00      | $2062253.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 3.5090%  | 3.5090% | $73861909.00       | $2871282.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 3.5590%  | 3.5590% | $50000000.00       | $1934928.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 2.3590%  | 2.3590% | $133333334.00      | $6322019.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 2.3590%  | 2.3590% | $41666065.00       | $2039338.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-09-20      | 2.2590%  | 2.2590% | $100000000.00      | $4110150.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 1.7590%  | 1.7590% | $100000000.00      | $1911418.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 1.6090%  | 1.6090% | $180000000.00      | $2123198.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 1.6090%  | 1.6090% | $200000000.00      | $2703937.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.9090%  | 2.9090% | $70000000.00       | $1635341.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 1.6590%  | 1.6590% | $100000000.00      | $4787979.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 1.5090%  | 1.5090% | $95000000.00       | $2827540.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 1.8090%  | 1.8090% | $100000000.00      | $5373154.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-01-20      | 1.9390%  | 1.9390% | $125000000.00      | $7976666.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-01-20      | 1.4090%  | 1.4090% | $79999993.00       | $3507401.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-04-25      | 5.5000%  | 5.5000% | $24644545.00       | $4156784.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-04-25      | 4.7500%  | 4.7500% | $372470.00         | $267697.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-04-25      | 1.3340%  | 1.3340% | $145760886.00      | $3511686.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-04-25      | 1.1240%  | 1.1240% | $358075153.00      | $10640678.85       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-04-25      | 0.2500%  | 0.2500% | $75000000.00       | $296751.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-04-25      | 0.1500%  | 0.1500% | $50000000.00       | $191553.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-04-25      | 0.0500%  | 0.0500% | $250000000.00      | $310488.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-04-25      | 0.0540%  | 0.0540% | $50000000.00       | $188673.96         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-08-15      | 2.1310%  | 2.1310% | $109608489.00      | $6630703.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-04-25      | 4.5000%  | 4.5000% | $631759.00         | $579543.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-04-25      | 0.0000%  | 0.0000% | $180000000.00      | $953953.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-04-25      | 0.0000%  | 0.0000% | $30000000.00       | $50595.82          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-04-25      | 0.0500%  | 0.0500% | $100000000.00      | $143351.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-07-16      | 2.5000%  | 2.5000% | $18402207.00       | $3968178.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-04-20      | 2.5520%  | 2.5520% | $13000000.00       | $53095.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-08-20      | 4.5000%  | 4.5000% | $29426005.00       | $8977131.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-12-16      | 4.5000%  | 4.5000% | $35241929.00       | $9629191.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-01-20      | 3.0000%  | 3.0000% | $35000000.00       | $3292728.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-12-20      | 2.3560%  | 2.3560% | $15068715.00       | $132737.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-05-20      | 1.2510%  | 1.2510% | $35000000.00       | $862290.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-07-20      | 2.1620%  | 2.1620% | $50000000.00       | $1783856.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-03-20      | 0.4160%  | 0.4160% | $37155000.00       | $872252.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-11-20      | 2.4210%  | 2.4210% | $21500000.00       | $1118446.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-12-20      | 2.3240%  | 2.3240% | $91000000.00       | $1494039.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-11-20      | 1.6760%  | 1.6760% | $72500000.00       | $2340534.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 3.0000%  | 3.0000% | $7569437.00        | $658212.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.0000%  | 2.0000% | $30001019.00       | $3531159.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-02-20      | 2.0000%  | 2.0000% | $9308962.00        | $2624885.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.5000%  | 3.5000% | $36469061.00       | $4005962.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 0.0000%  | 0.0000% | $148687743.00      | $69448.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 0.0000%  | 0.0000% | $100000000.00      | $18392.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 4.0000%  | 4.0000% | $45331651.00       | $4911811.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 0.0000%  | 0.0000% | $50000000.00       | $16559.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 2.5000%  | 2.5000% | $54750000.00       | $4054540.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-16      | 4.2500%  | 4.2500% | $25500000.00       | $1859486.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 2.5000%  | 2.5000% | $9484378.00        | $3831825.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-07-20      | 0.1710%  | 0.1710% | $64199705.00       | $1149795.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-07-20      | 0.0990%  | 0.0990% | $74679076.00       | $1734782.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-10-20      | 0.4570%  | 0.4570% | $40000000.00       | $1531402.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-03-20      | 0.8090%  | 0.8090% | $101114450.00      | $5029464.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-01-20      | 0.7940%  | 0.7940% | $105727345.00      | $5270784.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-12-20      | 3.0000%  | 3.0000% | $100821000.00      | $8599749.03        | Agency Collateralized Mortgage Obligation |

### Security 7: BANK OF NOVA SCOTIA

- **C.1 - Title:** BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM73JBA7, C.4 - ISIN: 571, C.3 - LEI: L319ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 Treasury-U.S. Treasuries (including strips) | 2033-01-15      | 1.1250%  | 1.1250% | $1369703.25        | $1460937.44        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-28      | 4.0000%  | 4.0000% | $6509520.00        | $6549361.09        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 1.2500%  | 1.2500% | $2.25              | $2.46              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-07-15      | 1.3750%  | 1.3750% | $97647.75          | $103713.28         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-08-15      | 3.8750%  | 3.8750% | $22.50             | $22.13             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-31      | 4.3750%  | 4.3750% | $15.75             | $16.01             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-15      | 4.6250%  | 4.6250% | $22.50             | $22.63             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 4.8750%  | 4.8750% | $2112048.00        | $2157752.71        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-15      | 2.3750%  | 2.3750% | $346227.75         | $383361.08         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-12-31      | 3.7500%  | 3.7500% | $101650.50         | $101572.32         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 4.0000%  | 4.0000% | $140908.50         | $142785.57         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-15      | 2.1250%  | 2.1250% | $177671.25         | $193342.25         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-04-30      | 4.6250%  | 4.6250% | $2698591.50        | $2764275.21        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 4.6250%  | 4.6250% | $3317445.00        | $3378618.68        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-06-30      | 4.2500%  | 4.2500% | $9126067.50        | $9322354.59        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 4.2500%  | 4.2500% | $6390180.00        | $6531648.34        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-31      | 4.1250%  | 4.1250% | $488936.25         | $494525.56         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-07-15      | 1.8750%  | 1.8750% | $845617.50         | $893884.58         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 3.7500%  | 3.7500% | $24.75             | $24.89             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 3.5000%  | 3.5000% | $6520.50           | $6531.96           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-10-31      | 4.1250%  | 4.1250% | $3387330.00        | $3387736.47        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-15      | 1.6250%  | 1.6250% | $817224.75         | $865939.94         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-11-15      | 4.2500%  | 4.2500% | $547544.25         | $554344.17         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-30      | 4.1250%  | 4.1250% | $495904.50         | $504256.49         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-30      | 4.1250%  | 4.1250% | $3386488.50        | $3458864.36        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 4.2500%  | 4.2500% | $96885.00          | $98567.63          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 4.2500%  | 4.2500% | $13593105.00       | $13846601.38       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-01-31      | 4.3750%  | 4.3750% | $1071.00           | $1094.81           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-01-15      | 2.1250%  | 2.1250% | $710982.00         | $756928.82         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-02-15      | 4.6250%  | 4.6250% | $1127646.00        | $1159800.17        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-03-31      | 4.1250%  | 4.1250% | $72103.50          | $72209.57          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-30      | 3.8750%  | 3.8750% | $31.50             | $31.33             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 3.8750%  | 3.8750% | $728662.50         | $740630.68         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-31      | 4.0000%  | 4.0000% | $7194825.00        | $7307448.52        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-15      | 3.8750%  | 3.8750% | $306139.50         | $310176.87         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 3.7500%  | 3.7500% | $17563.50          | $17761.28          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 3.8750%  | 3.8750% | $8613.00           | $8694.02           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-08-15      | 4.2500%  | 4.2500% | $6156337.50        | $6143457.48        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.6250%  | 3.6250% | $61071.75          | $61223.74          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-31      | 3.6250%  | 3.6250% | $10242.00          | $10133.11          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 3.5000%  | 3.5000% | $1138239.00        | $1144055.08        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 3.3750%  | 3.3750% | $917505.00         | $922570.25         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-12-31      | 3.6250%  | 3.6250% | $280062.00         | $278341.45         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-02-28      | 3.7500%  | 3.7500% | $38.25             | $37.40             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-03-31      | 4.2500%  | 4.2500% | $18.00             | $18.07             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-04-15      | 1.2500%  | 1.2500% | $157.50            | $156.92            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-24      | 0.0000%  | 0.0000% | $2.25              | $2.19              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-20      | 0.0000%  | 0.0000% | $2.25              | $2.22              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-14      | 0.0000%  | 0.0000% | $4.50              | $4.46              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-11      | 0.0000%  | 0.0000% | $38.25             | $37.85             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-02-15      | 4.7500%  | 4.7500% | $2.25              | $2.33              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-05-15      | 5.0000%  | 5.0000% | $4.50              | $4.82              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-08-15      | 4.5000%  | 4.5000% | $4.50              | $4.46              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 0.7500%  | 0.7500% | $312761.25         | $350224.19         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-08-15      | 3.6250%  | 3.6250% | $2.25              | $1.92              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 3.6250%  | 3.6250% | $4.50              | $3.81              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-08-15      | 2.8750%  | 2.8750% | $9.00              | $6.66              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-08-15      | 2.2500%  | 2.2500% | $22.50             | $14.62             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 3.0000%  | 3.0000% | $2.25              | $1.65              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-08-15      | 3.0000%  | 3.0000% | $2.25              | $1.64              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-05-15      | 1.2500%  | 1.2500% | $27.00             | $12.82             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-08-15      | 1.3750%  | 1.3750% | $9.00              | $4.37              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-11-15      | 1.6250%  | 1.6250% | $20.25             | $10.59             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-08-15      | 2.0000%  | 2.0000% | $50985.00          | $28893.62          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 2.2500%  | 2.2500% | $2.25              | $1.34              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.2500%  | 3.2500% | $13.50             | $11.24             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-05-15      | 3.6250%  | 3.6250% | $4.50              | $3.64              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-08-15      | 4.1250%  | 4.1250% | $4.50              | $3.93              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-11-15      | 4.7500%  | 4.7500% | $2301.75           | $2261.88           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 2.1250%  | 2.1250% | $559962.00         | $527209.93         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 4.1250%  | 4.1250% | $6.75              | $6.12              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-11-15      | 4.5000%  | 4.5000% | $20.25             | $19.11             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-08-15      | 4.7500%  | 4.7500% | $4.50              | $4.37              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 0.5000%  | 0.5000% | $3375000.00        | $4452206.40        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8750%  | 2.8750% | $2.25              | $2.21              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 2.2500%  | 2.2500% | $4.50              | $4.46              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-15      | 0.7500%  | 0.7500% | $1134103.50        | $1478579.25        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-15      | 1.5000%  | 1.5000% | $1347.75           | $1234.17           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-31      | 0.6250%  | 0.6250% | $19305.00          | $18769.23          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-15      | 0.6250%  | 0.6250% | $3071.25           | $2665.22           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-31      | 0.7500%  | 0.7500% | $22.50             | $21.33             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 1.2500%  | 1.2500% | $719833.50         | $684998.19         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-31      | 1.1250%  | 1.1250% | $711735.75         | $668551.04         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 1.3750%  | 1.3750% | $22.50             | $21.13             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 1.5000%  | 1.5000% | $129487.50         | $122553.77         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 1.7500%  | 1.7500% | $2.25              | $2.13              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 1.8750%  | 1.8750% | $3375000.00        | $3198008.30        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 3.2500%  | 3.2500% | $2695.50           | $2666.82           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 3.2500%  | 3.2500% | $510059.25         | $511997.21         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-07-15      | 0.6250%  | 0.6250% | $1165288.50        | $1246398.56        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-09-30      | 3.8750%  | 3.8750% | $2233017.00        | $2231825.08        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-11-15      | 4.1250%  | 4.1250% | $133620.75         | $135474.83         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 3.5000%  | 3.5000% | $8795.25           | $8714.64           | U.S. Treasuries (including strips) |

### Security 8: BANK OF NOVA SCOTIA

- **C.1 - Title:** BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM73JB41, C.4 - ISIN: 571, C.3 - LEI: L319ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                       | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-02-01      | 6.0000%  | 6.0000% | $30039000.00       | $30915739.89       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)         | 2029-09-30      | 3.8750%  | 3.8750% | $34122300.00       | $34104086.52       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)         | 2028-02-15      | 4.2500%  | 4.2500% | $78087000.00       | $79183173.22       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)         | 2028-08-15      | 3.6250%  | 3.6250% | $70318800.00       | $70353974.94       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)         | 2027-08-15      | 0.0000%  | 0.0000% | $96137583.12       | $91474141.24       | U.S. Treasuries (including strips) |

### Security 9: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6ZSMT1, C.4 - ISIN: 580, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 5.0000%  | 5.0000% | $1205808.00        | $1213049.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 6.0000%  | 6.0000% | $1008.00           | $1029.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 5.5000%  | 5.5000% | $9522.00           | $9670.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 6.0000%  | 6.0000% | $2743.00           | $2806.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 6.5000%  | 6.5000% | $1024.00           | $1072.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 6.5000%  | 6.5000% | $2031238.00        | $2141949.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2066-03-20      | 6.0000%  | 6.0000% | $22162144.00       | $22813136.83       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 5.5000%  | 5.5000% | $1008.00           | $1040.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 5.0000%  | 5.0000% | $2529248.00        | $2524367.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 5.5000%  | 5.5000% | $4175216.00        | $4267185.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 6.0000%  | 6.0000% | $2580980.00        | $2635074.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 5.0000%  | 5.0000% | $33728.00          | $33881.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2066-04-20      | 6.0000%  | 6.0000% | $4228744.00        | $4355451.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 6.0000%  | 6.0000% | $81468.00          | $83255.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2066-04-20      | 6.0000%  | 6.0000% | $24324992.00       | $25053849.83       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 6.0000%  | 6.0000% | $4177096.00        | $4340061.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 5.0000%  | 5.0000% | $2837239.00        | $2851984.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 5.5000%  | 5.5000% | $1104.00           | $1108.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-20      | 5.5000%  | 5.5000% | $1024.00           | $801.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 4.5000%  | 4.5000% | $162471.00         | $152511.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 5.5000%  | 5.5000% | $2823823.00        | $2214255.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 5.0000%  | 5.0000% | $10785662.00       | $10702486.92       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 6.0000%  | 6.0000% | $4842624.00        | $4969219.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 6.5000%  | 6.5000% | $50000000.00       | $52630805.54       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 6.5000%  | 6.5000% | $499040.00         | $525827.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 7.0000%  | 7.0000% | $2427664.00        | $2537595.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 6.5000%  | 6.5000% | $2127227.00        | $2194156.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 6.5000%  | 6.5000% | $9651.00           | $9954.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 6.5000%  | 6.5000% | $23031872.00       | $23751055.39       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 6.0000%  | 6.0000% | $1048.00           | $1069.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.5000%  | 6.5000% | $14098848.00       | $14527442.36       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 6.5000%  | 6.5000% | $770833.00         | $828303.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 6.0000%  | 6.0000% | $2574473.00        | $2656977.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.0000%  | 6.0000% | $2497359.00        | $2546626.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.0000%  | 6.0000% | $3034468.00        | $3095563.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.5000%  | 6.5000% | $4498302.00        | $4633195.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2066-01-20      | 7.0000%  | 7.0000% | $4000804.00        | $4175499.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 6.0000%  | 6.0000% | $14305.00          | $14638.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 5.0000%  | 5.0000% | $1114415.00        | $1116411.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-11-20      | 3.5000%  | 3.5000% | $1663429.00        | $486030.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-10-15      | 4.5000%  | 4.5000% | $692965.00         | $33603.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-11-15      | 2.5000%  | 2.5000% | $31711.00          | $16308.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-15      | 6.0000%  | 6.0000% | $49949638.00       | $198343.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-07-20      | 6.0000%  | 6.0000% | $4376198.00        | $42222.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-01-20      | 7.5000%  | 7.5000% | $484036.00         | $13575.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-01-20      | 6.0000%  | 6.0000% | $35323.00          | $404.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-02-20      | 4.0000%  | 4.0000% | $213558.00         | $9642.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-02-20      | 4.5000%  | 4.5000% | $138238.00         | $7390.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-08-20      | 5.0000%  | 5.0000% | $12095000.00       | $446937.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-03-20      | 4.0000%  | 4.0000% | $2178981.00        | $111290.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-05-20      | 4.5000%  | 4.5000% | $8995018.00        | $327959.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-06-20      | 4.5000%  | 4.5000% | $2450992.00        | $93136.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-07-20      | 4.0000%  | 4.0000% | $172999.00         | $7022.35           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-09-20      | 4.5000%  | 4.5000% | $7292002.00        | $329606.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-08-15      | 4.0000%  | 4.0000% | $563000.00         | $37381.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-11-15      | 4.0000%  | 4.0000% | $93000.00          | $11003.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-09-15      | 6.0000%  | 6.0000% | $1212.00           | $91.89             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-12-15      | 4.5000%  | 4.5000% | $10056530.00       | $276380.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-09-15      | 4.0000%  | 4.0000% | $21956.00          | $3669.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-01-15      | 4.5000%  | 4.5000% | $2223999.00        | $83903.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-11-15      | 4.5000%  | 4.5000% | $5770521.00        | $258246.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-01-15      | 4.0000%  | 4.0000% | $839251.00         | $91258.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-01-15      | 4.5000%  | 4.5000% | $17556504.00       | $522864.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-08-15      | 4.5000%  | 4.5000% | $3830835.00        | $229102.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-08-01      | 5.5000%  | 5.5000% | $18811.00          | $286.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-04-01      | 3.5000%  | 3.5000% | $587662.00         | $37935.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-03-01      | 6.5000%  | 6.5000% | $1405.00           | $0.59              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-05-01      | 3.5000%  | 3.5000% | $18590513.00       | $1891579.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-03-01      | 5.5000%  | 5.5000% | $3018.00           | $28.03             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-10-01      | 3.0000%  | 3.0000% | $1008.00           | $111.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 5.0000%  | 5.0000% | $122002438.00      | $113125723.47      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 6.0000%  | 6.0000% | $9157922.00        | $7114169.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.5000%  | 5.5000% | $14752004.00       | $12975907.10       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-01-01      | 3.0000%  | 3.0000% | $1006.00           | $197.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-01-01      | 2.5000%  | 2.5000% | $75000000.00       | $42752882.89       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-08-01      | 3.0000%  | 3.0000% | $1088145.00        | $791060.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-09-01      | 7.5000%  | 7.5000% | $13440401.00       | $35973.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-02-01      | 4.5000%  | 4.5000% | $403103078.00      | $11155740.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-07-01      | 4.5000%  | 4.5000% | $33131000.00       | $6203793.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-04-01      | 3.5000%  | 3.5000% | $1000000.00        | $105177.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-07-01      | 6.0000%  | 6.0000% | $2846.00           | $588.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 6.0000%  | 6.0000% | $3958996.00        | $2967700.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.0000%  | 6.0000% | $17608630.00       | $14720927.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.5000%  | 5.5000% | $50586753.00       | $49183914.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 5.5000%  | 5.5000% | $23507858.00       | $23004078.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 6.0000%  | 6.0000% | $15736316.00       | $13433317.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.5000%  | 6.5000% | $26127436.00       | $26401129.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-02-01      | 2.5000%  | 2.5000% | $2101.00           | $60.04             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-11-01      | 4.0000%  | 4.0000% | $1189.00           | $131.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-09-01      | 5.0000%  | 5.0000% | $6875.00           | $325.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $18080093.00       | $17933320.85       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-01-01      | 5.5000%  | 5.5000% | $16374016.00       | $13849557.46       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $5096906.00        | $5091403.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-04-01      | 4.5000%  | 4.5000% | $57146337.00       | $55066027.61       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 5.5000%  | 5.5000% | $15486617.00       | $15646539.06       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-08-20      | 3.5000%  | 3.5000% | $1025.00           | $77.75             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-12-20      | 3.5000%  | 3.5000% | $525000.00         | $46476.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-05-20      | 3.5000%  | 3.5000% | $717666.00         | $68179.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-10-20      | 3.5000%  | 3.5000% | $300000000.00      | $26976816.52       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-11-20      | 3.0000%  | 3.0000% | $1398.00           | $183.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-06-20      | 4.0000%  | 4.0000% | $76996.00          | $7093.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-20      | 3.0000%  | 3.0000% | $480000.00         | $59625.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-20      | 3.5000%  | 3.5000% | $1024.00           | $118.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-20      | 3.0000%  | 3.0000% | $1024.00           | $160.96            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-20      | 3.0000%  | 3.0000% | $1017.00           | $242.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-20      | 2.5000%  | 2.5000% | $19861504.00       | $12127543.74       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-08-20      | 2.0000%  | 2.0000% | $62339785.00       | $33572951.52       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-20      | 2.5000%  | 2.5000% | $386649033.00      | $234900916.75      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-15      | 4.5000%  | 4.5000% | $5274.00           | $434.16            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-01-15      | 4.3490%  | 4.3490% | $8876.00           | $8688.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-15      | 3.5000%  | 3.5000% | $1926059.00        | $198176.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-15      | 3.5000%  | 3.5000% | $1934686.00        | $134340.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-20      | 5.5000%  | 5.5000% | $33069029.00       | $24081625.58       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2059-06-15      | 5.4000%  | 5.4000% | $40600.00          | $41223.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-01-15      | 5.3790%  | 5.3790% | $302050.00         | $306902.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2067-03-15      | 5.7000%  | 5.7000% | $2544667.00        | $2653043.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2059-11-15      | 5.2690%  | 5.2690% | $433000.00         | $436869.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2061-01-15      | 5.0000%  | 5.0000% | $625000.00         | $630606.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2061-01-15      | 5.0000%  | 5.0000% | $625000.00         | $624748.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 5.0000%  | 5.0000% | $2869032.00        | $2869588.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-12-20      | 7.0000%  | 7.0000% | $3747092.00        | $3786632.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 7.0000%  | 7.0000% | $1008.00           | $1050.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2061-04-15      | 5.0990%  | 5.0990% | $21936922.00       | $22142171.14       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.5000%  | 6.5000% | $1833000.00        | $1889636.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.0000%  | 6.0000% | $1364403.00        | $1392153.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.0000%  | 6.0000% | $849671.00         | $866829.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 6.0000%  | 6.0000% | $1676254.00        | $1754428.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 6.0000%  | 6.0000% | $4410992.00        | $4618321.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-03-15      | 4.5000%  | 4.5000% | $376046.00         | $107643.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-02-20      | 3.0000%  | 3.0000% | $5696011.00        | $502858.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-05-15      | 6.5000%  | 6.5000% | $1652842.00        | $86241.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-15      | 5.5000%  | 5.5000% | $1016296.00        | $352572.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-08-15      | 6.5000%  | 6.5000% | $1908336.00        | $11177.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-20      | 3.5000%  | 3.5000% | $1009.00           | $306.58            | Agency Mortgage-Backed Securities |

### Security 10: BMO CAPITAL MARKETS CORP

- **C.1 - Title:** BMO CAPITAL MARKETS CORP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM73JDC1, C.4 - ISIN: 801467, C.3 - LEI: RUC0QBLBRPRCU4W1NE59
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 Treasury-U.S. Treasuries (including strips) | 2033-11-15      | 4.5000%  | 4.5000% | $102342200.00      | $106101675.12      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-02-29      | 4.1250%  | 4.1250% | $114831800.00      | $115639485.06      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-12-31      | 3.6250%  | 3.6250% | $33411700.00       | $33258927.49       | U.S. Treasuries (including strips) |

### Security 11: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM72AE63, C.4 - ISIN: 4080, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Treasury-U.S. Treasuries (including strips) | 2030-02-15      | 1.5000%  | 1.5000% | $17300.00          | $15842.06          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-15      | 0.6250%  | 0.6250% | $25232500.00       | $21896703.55       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 3.2500%  | 3.2500% | $269100.00         | $266237.71         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-09-30      | 3.8750%  | 3.8750% | $4527900.00        | $4525483.14        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-31      | 4.0000%  | 4.0000% | $29000.00          | $29002.32          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-31      | 4.1250%  | 4.1250% | $19446800.00       | $19638305.00       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-10-31      | 4.8750%  | 4.8750% | $1642000.00        | $1697105.51        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-09-30      | 3.6250%  | 3.6250% | $244747000.00      | $241372259.84      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-04-30      | 3.8750%  | 3.8750% | $736837000.00      | $730559148.75      | U.S. Treasuries (including strips) |

### Security 12: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM73PXG6, C.4 - ISIN: 4080, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 Treasury-U.S. Treasuries (including strips) | 2026-06-23      | 0.0000%  | 0.0000% | $700.00            | $696.21            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 4.1250%  | 4.1250% | $108971000.00      | $111347193.93      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 3.7500%  | 3.7500% | $293347200.00      | $296650564.99      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 3.7500%  | 3.7500% | $1600.00           | $1594.36           | U.S. Treasuries (including strips) |

### Security 13: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6ZW678, C.4 - ISIN: 4080, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Treasury-U.S. Treasuries (including strips) | 2040-02-15      | 0.0000%  | 0.0000% | $200.00            | $103.69            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-11-15      | 0.0000%  | 0.0000% | $100.00            | $34.99             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-05-15      | 0.0000%  | 0.0000% | $300.00            | $102.24            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 0.0000%  | 0.0000% | $600.00            | $196.22            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-05-15      | 0.0000%  | 0.0000% | $200.00            | $58.56             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-08-15      | 0.0000%  | 0.0000% | $100.00            | $28.82             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 0.5000%  | 0.5000% | $46653400.00       | $61543871.54       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-15      | 0.2500%  | 0.2500% | $37174000.00       | $46412716.51       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-15      | 4.0000%  | 4.0000% | $261769400.00      | $265948562.85      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 3.5000%  | 3.5000% | $269850900.00      | $268185919.94      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 3.3750%  | 3.3750% | $122642200.00      | $122908069.31      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-08-15      | 0.0000%  | 0.0000% | $7.54              | $5.51              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-02-15      | 0.0000%  | 0.0000% | $130.12            | $92.79             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-02-15      | 0.0000%  | 0.0000% | $10.25             | $6.94              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2036-02-15      | 0.0000%  | 0.0000% | $126.63            | $81.44             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2036-08-15      | 0.0000%  | 0.0000% | $0.79              | $0.49              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 0.0000%  | 0.0000% | $4.74              | $4.73              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-08-15      | 0.0000%  | 0.0000% | $20.85             | $10.94             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 0.0000%  | 0.0000% | $0.09              | $0.03              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-08-15      | 0.0000%  | 0.0000% | $0.57              | $0.20              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-11-15      | 0.0000%  | 0.0000% | $106.93            | $38.57             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-05-15      | 0.0000%  | 0.0000% | $141.38            | $47.17             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-08-15      | 0.0000%  | 0.0000% | $2.85              | $0.94              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 0.0000%  | 0.0000% | $49.28             | $15.81             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 0.0000%  | 0.0000% | $81.51             | $24.84             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 0.0000%  | 0.0000% | $60.74             | $17.64             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-08-15      | 0.0000%  | 0.0000% | $25.89             | $7.32              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-08-15      | 0.0000%  | 0.0000% | $217.09            | $58.43             | U.S. Treasuries (including strips) |

### Security 14: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM73JBZ2, C.4 - ISIN: 4080, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $1530000000.00
- **C.18.a - Value (excl. sponsor support):** $1530000000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 5.5000%  | 5.5000% | $7056.00           | $7023.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 4.5000%  | 4.5000% | $1000.00           | $939.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 6.5000%  | 6.5000% | $716730.00         | $749285.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 7.0000%  | 7.0000% | $370027.00         | $394265.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.5000%  | 6.5000% | $1000.00           | $997.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.0000%  | 6.0000% | $1000.00           | $861.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.0000%  | 6.0000% | $1000.00           | $901.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.0000%  | 6.0000% | $1163500.00        | $1192406.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.0000%  | 6.0000% | $4539743.00        | $4199156.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.0000%  | 6.0000% | $1060150.00        | $816006.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 5.5000%  | 5.5000% | $1734986.00        | $1739763.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.5000%  | 5.5000% | $1101758.00        | $1106843.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.5000%  | 6.5000% | $1000.00           | $1051.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 7.0000%  | 7.0000% | $1001.00           | $1071.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 6.5000%  | 6.5000% | $278381.00         | $293622.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 6.5000%  | 6.5000% | $208954.00         | $219793.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 6.0000%  | 6.0000% | $1194518.00        | $1000590.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 6.0000%  | 6.0000% | $3392.00           | $3461.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-12-01      | 4.1500%  | 4.1500% | $1951980.00        | $1627648.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-05-01      | 0.0000%  | 0.0000% | $19006912.00       | $19715660.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-11-01      | 0.0000%  | 0.0000% | $2186240.00        | $2260755.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-11-01      | 0.0000%  | 0.0000% | $18642112.00       | $19338096.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 4.1840%  | 4.1840% | $18799317.00       | $17181191.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-12-01      | 4.5000%  | 4.5000% | $11619111.00       | $3023100.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-03-01      | 5.6340%  | 5.6340% | $1500000.00        | $431968.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-06-01      | 2.0000%  | 2.0000% | $15000000.00       | $8873063.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.5000%  | 2.5000% | $1000.00           | $493.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.5000%  | 2.5000% | $1000.00           | $597.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 4.5000%  | 4.5000% | $1421789.00        | $1299139.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 4.0000%  | 4.0000% | $1000.00           | $649.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 7.0000%  | 7.0000% | $1723503.00        | $764116.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 7.0000%  | 7.0000% | $1442650.00        | $1531380.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 5.0000%  | 5.0000% | $1000.00           | $652.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 4.5000%  | 4.5000% | $3220679.00        | $2619404.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 5.0000%  | 5.0000% | $109011.00         | $72854.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 6.5000%  | 6.5000% | $1366718.00        | $879704.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-04-01      | 4.7990%  | 4.7990% | $304756.00         | $308732.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-10-01      | 4.2800%  | 4.2800% | $8834499.00        | $8611726.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-08-01      | 4.5000%  | 4.5000% | $1157688.00        | $216127.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-07-01      | 6.0000%  | 6.0000% | $14045065.00       | $1797279.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-09-01      | 3.0000%  | 3.0000% | $159519229.00      | $26501255.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-10-01      | 2.0000%  | 2.0000% | $7354756.00        | $3707149.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-12-01      | 3.0000%  | 3.0000% | $11461652.00       | $5823554.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-01-01      | 2.0000%  | 2.0000% | $1001.00           | $505.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-05-01      | 2.0000%  | 2.0000% | $15000000.00       | $7552649.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-10-01      | 2.5000%  | 2.5000% | $228000.00         | $140725.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-06-01      | 2.5000%  | 2.5000% | $79507968.00       | $40704586.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 2.0000%  | 2.0000% | $1834228.00        | $1180614.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.5000%  | 3.5000% | $1000.00           | $702.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 4.0000%  | 4.0000% | $1000.00           | $662.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 4.0000%  | 4.0000% | $1000.00           | $713.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 4.0000%  | 4.0000% | $8523392.00        | $5797897.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 4.5000%  | 4.5000% | $1000.00           | $706.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 5.0000%  | 5.0000% | $215015.00         | $145733.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 6.0000%  | 6.0000% | $1000.00           | $710.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.5000%  | 5.5000% | $18085277.00       | $13553775.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.5000%  | 5.5000% | $1990000.00        | $1425193.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 6.0000%  | 6.0000% | $3922710.00        | $2565145.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.5000%  | 5.5000% | $5447200.00        | $4091139.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.5000%  | 5.5000% | $20919.00          | $16034.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.5000%  | 5.5000% | $1061926.00        | $1038760.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 6.5000%  | 6.5000% | $50540000.00       | $33390986.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.0000%  | 6.0000% | $500000.00         | $364250.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.0000%  | 5.0000% | $9380000.00        | $8216280.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-10-01      | 5.3360%  | 5.3360% | $600000.00         | $297879.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-10-01      | 6.3230%  | 6.3230% | $5307320.00        | $5399571.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-01-01      | 4.0000%  | 4.0000% | $14978624.00       | $1471981.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips        | 2052-11-15      | 4.5000%  | 4.5000% | $24900000.00       | $4491091.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-12-01      | 3.5000%  | 3.5000% | $1425788.00        | $391484.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-08-01      | 4.0000%  | 4.0000% | $1493.00           | $206.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-10-01      | 5.0000%  | 5.0000% | $33705999.00       | $3449635.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 6.0000%  | 6.0000% | $497999.00         | $333624.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 5.5000%  | 5.5000% | $7854209.00        | $6017953.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 2.0000%  | 2.0000% | $9908256.00        | $6596193.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 5.5000%  | 5.5000% | $1000.00           | $759.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 6.0000%  | 6.0000% | $38562601.00       | $27380510.97       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 6.5000%  | 6.5000% | $655000.00         | $486192.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-02-01      | 1.5000%  | 1.5000% | $1000.00           | $632.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 6.0000%  | 6.0000% | $8497780.00        | $5540869.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 5.0000%  | 5.0000% | $1030.00           | $856.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-04-01      | 3.0000%  | 3.0000% | $9477590.00        | $7402088.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 5.5000%  | 5.5000% | $18000000.00       | $14737069.18       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-01-01      | 2.5000%  | 2.5000% | $2553904.00        | $595979.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.0000%  | 6.0000% | $9193.00           | $8284.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-08-01      | 2.5000%  | 2.5000% | $56837358.00       | $25752242.52       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 5.5000%  | 5.5000% | $755632.00         | $548406.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 5.5000%  | 5.5000% | $19576968.00       | $14595227.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 2.5000%  | 2.5000% | $1868987.00        | $1141161.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 2.5000%  | 2.5000% | $339208.00         | $233936.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 3.0000%  | 3.0000% | $6788224.00        | $4750632.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.5000%  | 5.5000% | $1044.00           | $768.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 5.5000%  | 5.5000% | $5921050.00        | $4417930.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 6.5000%  | 6.5000% | $1024.00           | $718.74            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-03-01      | 3.8300%  | 3.8300% | $25000.00          | $18561.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-08-01      | 4.3390%  | 4.3390% | $136464.00         | $136483.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-05-01      | 4.6200%  | 4.6200% | $150000.00         | $150237.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-07-01      | 3.5000%  | 3.5000% | $9389898.00        | $2709589.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-06-01      | 3.0000%  | 3.0000% | $6600888.00        | $3474876.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 3.0000%  | 3.0000% | $227983.00         | $157011.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 5.5000%  | 5.5000% | $641365.00         | $623818.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 5.0000%  | 5.0000% | $60293504.00       | $46625349.72       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 5.5000%  | 5.5000% | $4522944.00        | $2405791.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.0000%  | 5.0000% | $1000.00           | $961.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 5.0000%  | 5.0000% | $1000.00           | $821.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 5.5000%  | 5.5000% | $1000.00           | $908.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 5.5000%  | 5.5000% | $1008.00           | $823.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 5.5000%  | 5.5000% | $509532.00         | $426693.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 5.5000%  | 5.5000% | $2637412.00        | $2629075.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-07-01      | 3.0000%  | 3.0000% | $2067968.00        | $635811.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-12-01      | 2.0000%  | 2.0000% | $1000.00           | $535.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 3.5000%  | 3.5000% | $1000.00           | $659.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 5.0000%  | 5.0000% | $1024.00           | $641.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 6.0000%  | 6.0000% | $1088.00           | $789.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips        | 2031-03-25      | 4.0000%  | 4.0000% | $45726.00          | $43816.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-25      | 2.5000%  | 2.5000% | $4985000.00        | $3460359.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-07-25      | 2.5000%  | 2.5000% | $7377000.00        | $5392868.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 5.5000%  | 5.5000% | $1587450.00        | $1327310.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-07-01      | 4.5000%  | 4.5000% | $214800.00         | $22142.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-03-01      | 3.5000%  | 3.5000% | $15994959.00       | $2124051.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-04-01      | 3.5090%  | 3.5090% | $2000000.00        | $1819168.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-10-01      | 3.5000%  | 3.5000% | $6975597.00        | $980466.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-02-01      | 4.5000%  | 4.5000% | $1644552.00        | $99588.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 6.5000%  | 6.5000% | $1141060.00        | $1198526.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 5.5000%  | 5.5000% | $287564.00         | $283858.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 5.0000%  | 5.0000% | $2112888.00        | $2042285.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 7.0000%  | 7.0000% | $1002266.00        | $634511.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 5.5000%  | 5.5000% | $368828.00         | $368278.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 6.5000%  | 6.5000% | $97000.00          | $84156.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-04-01      | 4.5000%  | 4.5000% | $14090848.00       | $13597696.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-08-01      | 6.5000%  | 6.5000% | $5240516.00        | $157227.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-10-01      | 4.0000%  | 4.0000% | $2201641.00        | $140195.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips  | 2052-07-01      | 3.0000%  | 3.0000% | $25372670.00       | $3711835.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.0000%  | 6.0000% | $1335849.00        | $1351762.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.5000%  | 5.5000% | $29775.00          | $29583.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 4.5000%  | 4.5000% | $1532612.00        | $1197301.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 5.5000%  | 5.5000% | $544415.00         | $523560.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 5.5000%  | 5.5000% | $863426.00         | $861530.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 7.0000%  | 7.0000% | $3749516.00        | $3066046.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 5.5000%  | 5.5000% | $1000.00           | $864.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.5000%  | 6.5000% | $4911032.00        | $2995937.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 5.5000%  | 5.5000% | $1000.00           | $991.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $2348588.00        | $2366644.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.0000%  | 6.0000% | $2919650.00        | $2564333.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 6.0000%  | 6.0000% | $1920259.00        | $1540922.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.0000%  | 5.0000% | $35360.00          | $32303.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 5.5000%  | 5.5000% | $4241280.00        | $3587362.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 2.5000%  | 2.5000% | $1309026.00        | $1089467.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 5.5000%  | 5.5000% | $13307824.00       | $12446114.55       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $1024.00           | $983.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $2000.00           | $1707.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $1008.00           | $1004.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.5000%  | 6.5000% | $1000.00           | $995.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $10046480.00       | $9866364.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 6.0000%  | 6.0000% | $25116926.00       | $25158461.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.5000%  | 6.5000% | $1000.00           | $1052.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 4.5000%  | 4.5000% | $242321.00         | $205920.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.5000%  | 6.5000% | $1000.00           | $967.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 4.5000%  | 4.5000% | $20402688.00       | $19622176.72       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-04-01      | 5.0000%  | 5.0000% | $93397834.00       | $92373986.20       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.5000%  | 6.5000% | $2245900.00        | $2338514.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 4.5000%  | 4.5000% | $1000.00           | $961.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.5000%  | 5.5000% | $3017720.00        | $3035416.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.5000%  | 5.5000% | $34333720.00       | $33093552.63       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.0000%  | 5.0000% | $17084904.00       | $16453900.83       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.5000%  | 5.5000% | $24805.00          | $24913.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 6.5000%  | 6.5000% | $1038.00           | $1097.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 4.5000%  | 4.5000% | $15004.00          | $14405.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.5000%  | 5.5000% | $1018241.00        | $1033767.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 5.5000%  | 5.5000% | $5044636.00        | $5136283.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 5.0000%  | 5.0000% | $1421710.00        | $1354063.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 5.5000%  | 5.5000% | $319808.00         | $324002.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 5.0000%  | 5.0000% | $5154888.00        | $5048903.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 6.0000%  | 6.0000% | $1001.00           | $1025.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-04-01      | 5.0000%  | 5.0000% | $8015376.00        | $7946534.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-04-01      | 5.5000%  | 5.5000% | $1000.00           | $1018.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-04-01      | 6.0000%  | 6.0000% | $1727285.00        | $1796230.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-04-01      | 5.5000%  | 5.5000% | $2038165.00        | $2061717.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-06-15      | 4.7500%  | 4.7500% | $3685086.00        | $157051.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-11-15      | 3.5000%  | 3.5000% | $1006.00           | $52.03             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-07-20      | 4.0000%  | 4.0000% | $1000.00           | $82.78             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-01-20      | 4.0000%  | 4.0000% | $1000.00           | $57.39             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-03-20      | 4.0000%  | 4.0000% | $1056.00           | $98.51             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-03-20      | 4.5000%  | 4.5000% | $3494317.00        | $214015.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-07-20      | 6.0000%  | 6.0000% | $124000.00         | $5977.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-10-20      | 4.5000%  | 4.5000% | $4807848.00        | $296556.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-03-20      | 3.5000%  | 3.5000% | $1038.00           | $95.74             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-10-20      | 6.5000%  | 6.5000% | $244000.00         | $21235.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-10-20      | 3.0000%  | 3.0000% | $1007.00           | $103.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-12-20      | 3.0000%  | 3.0000% | $1004.00           | $107.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-09-20      | 6.0000%  | 6.0000% | $1000.00           | $97.94             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-02-20      | 4.0000%  | 4.0000% | $296007.00         | $24018.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-20      | 6.0000%  | 6.0000% | $1000.00           | $119.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 6.0000%  | 6.0000% | $1284.00           | $1297.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-04-01      | 5.5000%  | 5.5000% | $1000.00           | $1016.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-04-01      | 5.5000%  | 5.5000% | $3775669.00        | $3837505.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-11-01      | 3.5000%  | 3.5000% | $1552000.00        | $1269709.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 3.5000%  | 3.5000% | $3209208.00        | $2607543.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 6.0000%  | 6.0000% | $1016.00           | $861.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.5000%  | 6.5000% | $10898329.00       | $9344271.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 4.0000%  | 4.0000% | $10823900.00       | $9800292.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.5000%  | 2.5000% | $1000.00           | $833.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.0000%  | 2.0000% | $1064.00           | $848.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-10-01      | 3.5000%  | 3.5000% | $1920.00           | $1737.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.5000%  | 6.5000% | $29035136.00       | $28715865.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 6.0000%  | 6.0000% | $922039.00         | $889519.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 4.5000%  | 4.5000% | $1008.00           | $975.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-06-01      | 5.5000%  | 5.5000% | $4135.00           | $954.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-02-01      | 3.0000%  | 3.0000% | $1000.00           | $172.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-09-01      | 3.0000%  | 3.0000% | $3716542.00        | $900605.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-03-01      | 3.0000%  | 3.0000% | $19104.00          | $6741.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-07-01      | 2.5000%  | 2.5000% | $4231000.00        | $1994638.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 4.5000%  | 4.5000% | $1780.00           | $1211.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 2.0000%  | 2.0000% | $4001000.00        | $2533289.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.0000%  | 3.0000% | $1156000.00        | $754343.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.0000%  | 5.0000% | $2792000.00        | $1654149.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 3.0000%  | 3.0000% | $1000.00           | $674.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-05-01      | 4.0000%  | 4.0000% | $3271228.00        | $2258538.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-05-01      | 2.5000%  | 2.5000% | $1995780.00        | $1383978.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 5.0000%  | 5.0000% | $16065220.00       | $12625389.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 2.5000%  | 2.5000% | $2945000.00        | $2070949.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 3.0000%  | 3.0000% | $1000.00           | $714.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 6.5000%  | 6.5000% | $25095853.00       | $13158224.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-10-01      | 5.0000%  | 5.0000% | $7712416.00        | $5958745.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.0000%  | 6.0000% | $1024.00           | $820.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-08-01      | 5.0000%  | 5.0000% | $2598012.00        | $2185498.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.0000%  | 6.0000% | $1001.00           | $761.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 3.0000%  | 3.0000% | $1000.00           | $793.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.0000%  | 6.0000% | $2610607.00        | $2266063.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.5000%  | 6.5000% | $5392344.00        | $5780982.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.5000%  | 5.5000% | $11597392.00       | $11146645.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 5.5000%  | 5.5000% | $4044240.00        | $4020714.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 5.5000%  | 5.5000% | $37777128.00       | $37744609.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-03-01      | 5.5000%  | 5.5000% | $10978608.00       | $11041936.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-03-01      | 5.5000%  | 5.5000% | $1024.00           | $1032.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-03-01      | 5.5000%  | 5.5000% | $1024.00           | $1037.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-07-01      | 6.0000%  | 6.0000% | $9983331.00        | $211691.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-01-01      | 4.5000%  | 4.5000% | $12870189.00       | $774932.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-07-01      | 3.0000%  | 3.0000% | $3496999.00        | $234759.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-10-01      | 2.5000%  | 2.5000% | $6301950.00        | $1166722.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-06-01      | 3.5000%  | 3.5000% | $194293435.00      | $15820220.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-06-01      | 2.5000%  | 2.5000% | $152321010.00      | $49214151.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-08-01      | 2.5000%  | 2.5000% | $1024.00           | $366.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-04-01      | 2.5000%  | 2.5000% | $11554187.00       | $6111177.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-05-01      | 2.5000%  | 2.5000% | $1000.00           | $532.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 6.0000%  | 6.0000% | $11837608.00       | $7299177.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-01-01      | 2.0000%  | 2.0000% | $8649991.00        | $4711674.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.5000%  | 2.5000% | $1000.00           | $637.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-10-01      | 3.0000%  | 3.0000% | $1000.00           | $621.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-12-01      | 5.0000%  | 5.0000% | $1078.00           | $808.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 5.5000%  | 5.5000% | $878226.00         | $661949.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 5.5000%  | 5.5000% | $4000000.00        | $3052818.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.0000%  | 5.0000% | $1827732.00        | $1566831.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 4.5000%  | 4.5000% | $1072.00           | $969.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 5.5000%  | 5.5000% | $1000.00           | $868.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-03-01      | 5.0000%  | 5.0000% | $1000.00           | $980.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-04-01      | 5.0000%  | 5.0000% | $20693893.00       | $20403459.36       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-08-20      | 6.0000%  | 6.0000% | $1000.00           | $402.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-15      | 7.0000%  | 7.0000% | $1008.00           | $990.57            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-15      | 6.5000%  | 6.5000% | $1016673.00        | $1031236.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-20      | 7.5000%  | 7.5000% | $5490768.00        | $5550851.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-15      | 7.0000%  | 7.0000% | $14171.00          | $14389.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-15      | 7.0000%  | 7.0000% | $1714466.00        | $1580988.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 6.0000%  | 6.0000% | $2823576.00        | $1554829.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-15      | 7.0000%  | 7.0000% | $9193280.00        | $9037385.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-20      | 7.5000%  | 7.5000% | $1000.00           | $666.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-20      | 7.5000%  | 7.5000% | $268055.00         | $287828.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-20      | 5.5000%  | 5.5000% | $1032.00           | $812.16            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-20      | 5.5000%  | 5.5000% | $5841832.00        | $4428586.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-20      | 7.5000%  | 7.5000% | $1107324.00        | $1184529.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-20      | 7.0000%  | 7.0000% | $1000.00           | $1043.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-20      | 7.0000%  | 7.0000% | $2000.00           | $2083.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-20      | 7.5000%  | 7.5000% | $1000.00           | $1051.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-20      | 7.5000%  | 7.5000% | $1000.00           | $1050.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-20      | 5.0000%  | 5.0000% | $5046520.00        | $4899585.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-20      | 7.5000%  | 7.5000% | $175420.00         | $136268.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-20      | 6.5000%  | 6.5000% | $1031902.00        | $1088977.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.5000%  | 6.5000% | $1408035.00        | $1483489.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 7.5000%  | 7.5000% | $1881214.00        | $2006066.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 7.5000%  | 7.5000% | $2602379.00        | $2484990.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-03-20      | 7.0000%  | 7.0000% | $1000.00           | $698.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-10-20      | 6.5000%  | 6.5000% | $1539028.00        | $1025840.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 7.5000%  | 7.5000% | $1000.00           | $1035.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 7.0000%  | 7.0000% | $1000.00           | $1075.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 7.0000%  | 7.0000% | $1000.00           | $1063.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 7.5000%  | 7.5000% | $1000.00           | $1083.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 7.5000%  | 7.5000% | $1000.00           | $1080.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 6.5000%  | 6.5000% | $1000.00           | $1067.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 6.5000%  | 6.5000% | $1000.00           | $1058.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 6.5000%  | 6.5000% | $1000.00           | $1058.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 6.5000%  | 6.5000% | $1071686.00        | $1142258.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 6.5000%  | 6.5000% | $1000.00           | $1060.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 6.5000%  | 6.5000% | $1000.00           | $1062.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 6.5000%  | 6.5000% | $1000.00           | $1058.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 6.5000%  | 6.5000% | $1000.00           | $1058.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 6.0000%  | 6.0000% | $14161314.00       | $14782056.22       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 6.5000%  | 6.5000% | $205881.00         | $217692.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 6.5000%  | 6.5000% | $472233.00         | $499692.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 7.0000%  | 7.0000% | $1000.00           | $1055.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 7.5000%  | 7.5000% | $1000.00           | $1081.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 7.5000%  | 7.5000% | $1000.00           | $1082.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 6.5000%  | 6.5000% | $1000.00           | $1058.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 6.5000%  | 6.5000% | $1000.00           | $1059.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 6.5000%  | 6.5000% | $1072.00           | $1135.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 6.5000%  | 6.5000% | $1000.00           | $1059.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 6.5000%  | 6.5000% | $1000.00           | $1069.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 5.0000%  | 5.0000% | $14946448.00       | $14762582.51       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-20      | 5.5000%  | 5.5000% | $37311.00          | $30130.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-20      | 5.5000%  | 5.5000% | $2808.00           | $1953.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 5.0000%  | 5.0000% | $20419850.00       | $18295395.02       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 5.0000%  | 5.0000% | $5060.00           | $4626.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 5.5000%  | 5.5000% | $1359800.00        | $1066265.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 5.0000%  | 5.0000% | $135126.00         | $124860.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 5.5000%  | 5.5000% | $10391465.00       | $8600981.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 5.5000%  | 5.5000% | $4116536.00        | $3609002.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 5.0000%  | 5.0000% | $1892998.00        | $1846406.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.0000%  | 6.0000% | $70022400.00       | $68781161.69       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 5.0000%  | 5.0000% | $7762386.00        | $7631112.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 4.5000%  | 4.5000% | $1525844.00        | $1502329.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 5.0000%  | 5.0000% | $1000.00           | $985.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 4.5000%  | 4.5000% | $1000.00           | $963.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-04-20      | 4.0000%  | 4.0000% | $1000.00           | $84.62             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-01-20      | 6.5000%  | 6.5000% | $251999.00         | $25151.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-10-20      | 4.5000%  | 4.5000% | $448999.00         | $43511.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-20      | 6.0000%  | 6.0000% | $314366.00         | $39514.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-02-20      | 5.5000%  | 5.5000% | $1530000.00        | $152246.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-01-20      | 4.0000%  | 4.0000% | $971998.00         | $84993.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-11-20      | 6.0000%  | 6.0000% | $1002.00           | $146.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-07-20      | 6.0000%  | 6.0000% | $1000.00           | $124.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-20      | 6.0000%  | 6.0000% | $1000.00           | $111.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-01-20      | 6.5000%  | 6.5000% | $208942.00         | $32449.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-20      | 3.0000%  | 3.0000% | $1013.00           | $135.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-03-20      | 3.5000%  | 3.5000% | $1024.00           | $115.30            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-03-20      | 4.0000%  | 4.0000% | $1000.00           | $85.92             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-20      | 3.5000%  | 3.5000% | $17541654.00       | $1988581.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-20      | 6.0000%  | 6.0000% | $1002.00           | $124.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-12-20      | 6.5000%  | 6.5000% | $388000.00         | $97766.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-20      | 4.5000%  | 4.5000% | $1000.00           | $73.18             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-20      | 4.0000%  | 4.0000% | $1024.00           | $89.37             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-20      | 4.0000%  | 4.0000% | $29543081.00       | $2584221.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-20      | 5.5000%  | 5.5000% | $1516754.00        | $116136.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-20      | 5.0000%  | 5.0000% | $1000.00           | $72.05             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-20      | 6.0000%  | 6.0000% | $932971.00         | $128404.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-06-20      | 2.5000%  | 2.5000% | $997000.00         | $365901.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-20      | 6.0000%  | 6.0000% | $2320.00           | $234.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 3.0000%  | 3.0000% | $1421466.00        | $288519.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-20      | 3.0000%  | 3.0000% | $84978304.00       | $20266191.12       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-09-20      | 6.0000%  | 6.0000% | $103000.00         | $16631.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-20      | 5.0000%  | 5.0000% | $1000.00           | $259.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-20      | 3.5000%  | 3.5000% | $5016824.00        | $3310355.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-20      | 4.0000%  | 4.0000% | $40793536.00       | $27915281.82       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-20      | 3.0000%  | 3.0000% | $4111.00           | $2645.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-04-20      | 2.5000%  | 2.5000% | $1000.00           | $483.79            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-20      | 6.0000%  | 6.0000% | $1487.00           | $348.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-20      | 5.5000%  | 5.5000% | $49998.00          | $15701.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-20      | 2.0000%  | 2.0000% | $1409828.00        | $833991.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-20      | 5.0000%  | 5.0000% | $1000.00           | $776.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-20      | 5.5000%  | 5.5000% | $9581731.00        | $6588619.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-20      | 5.5000%  | 5.5000% | $25193424.00       | $17439004.40       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-20      | 4.5000%  | 4.5000% | $1000.00           | $701.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-20      | 4.0000%  | 4.0000% | $1000.00           | $698.94            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-20      | 4.0000%  | 4.0000% | $1033.00           | $726.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-20      | 5.0000%  | 5.0000% | $4197953.00        | $2950178.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-20      | 4.0000%  | 4.0000% | $11910.00          | $8507.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-20      | 4.5000%  | 4.5000% | $1000.00           | $715.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-09-20      | 5.5000%  | 5.5000% | $1013.00           | $492.57            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-20      | 4.5000%  | 4.5000% | $1000.00           | $732.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-20      | 6.0000%  | 6.0000% | $2075.00           | $992.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-20      | 5.0000%  | 5.0000% | $1024.00           | $742.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-20      | 5.5000%  | 5.5000% | $2000.00           | $1243.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-20      | 5.5000%  | 5.5000% | $121273.00         | $75723.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-20      | 6.0000%  | 6.0000% | $9393792.00        | $4330339.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-20      | 5.5000%  | 5.5000% | $3305210.00        | $2159619.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 6.0000%  | 6.0000% | $17080.00          | $9060.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-20      | 5.5000%  | 5.5000% | $1000.00           | $753.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-20      | 5.5000%  | 5.5000% | $2032.00           | $1474.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-20      | 6.5000%  | 6.5000% | $1000.00           | $391.51            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-20      | 4.5000%  | 4.5000% | $1000.00           | $902.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-20      | 6.5000%  | 6.5000% | $29989824.00       | $11907020.48       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-20      | 5.5000%  | 5.5000% | $1000.00           | $941.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-20      | 4.0000%  | 4.0000% | $1160870.00        | $156702.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 5.0000%  | 5.0000% | $1211586.00        | $752925.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-20      | 4.0000%  | 4.0000% | $425928.00         | $277474.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-20      | 2.5000%  | 2.5000% | $1000.00           | $596.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-04-20      | 4.5000%  | 4.5000% | $1000.00           | $404.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 6.5000%  | 6.5000% | $1002.00           | $1060.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2066-03-20      | 5.5000%  | 5.5000% | $1000.00           | $1010.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2066-03-20      | 6.0000%  | 6.0000% | $5426546.00        | $5589143.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-04-20      | 4.0000%  | 4.0000% | $11319621.00       | $328195.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-09-15      | 5.0000%  | 5.0000% | $877786.00         | $32252.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-03-15      | 6.5000%  | 6.5000% | $1066.00           | $5.86              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-15      | 4.5000%  | 4.5000% | $3765.00           | $996.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-20      | 2.0000%  | 2.0000% | $4440883.00        | $2514520.89        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-08-15      | 6.7500%  | 6.7500% | $1296500.00        | $1325332.01        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2053-05-15      | 3.6250%  | 3.6250% | $900.00            | $728.03            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-10-15      | 3.8750%  | 3.8750% | $276800.00         | $277073.23         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-02-29      | 4.1250%  | 4.1250% | $100.00            | $100.52            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2035-05-15      | 4.2500%  | 4.2500% | $2400.00           | $2423.70           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-07-31      | 3.8750%  | 3.8750% | $223552000.00      | $224311391.32      | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2042-05-15      | 0.0000%  | 0.0000% | $429.99            | $190.64            | Agency Mortgage-Backed Securities |

### Security 15: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6MG1N7, C.4 - ISIN: 4080, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-10-01      | 2.5000%  | 2.5000% | $1022.00           | $402.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-12-01      | 2.0000%  | 2.0000% | $3000.00           | $1607.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-02-01      | 2.5000%  | 2.5000% | $13118018.00       | $5939144.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-09-01      | 2.5000%  | 2.5000% | $777783.00         | $463541.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 5.0000%  | 5.0000% | $13843986.00       | $8668878.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 6.5000%  | 6.5000% | $1059.00           | $585.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 6.0000%  | 6.0000% | $3073.00           | $2229.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 5.0000%  | 5.0000% | $21279.00          | $15994.79          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 6.5000%  | 6.5000% | $1000.00           | $672.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.5000%  | 5.5000% | $9929599.00        | $7883942.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-03-01      | 2.5000%  | 2.5000% | $2905512.00        | $1882064.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-08-01      | 2.5000%  | 2.5000% | $1000.00           | $597.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-10-01      | 6.0000%  | 6.0000% | $1036.00           | $46.98             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-11-01      | 5.9130%  | 5.9130% | $14941.00          | $1528.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-10-01      | 3.0000%  | 3.0000% | $952316.00         | $221525.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-10-01      | 5.6010%  | 5.6010% | $3805.00           | $606.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-04-01      | 3.2400%  | 3.2400% | $49000.00          | $40426.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-02-01      | 4.5000%  | 4.5000% | $9936336.00        | $1277813.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-09-01      | 3.0000%  | 3.0000% | $702189.00         | $143197.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-03-01      | 3.5000%  | 3.5000% | $1000.00           | $280.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-02-01      | 4.5000%  | 4.5000% | $4886448.00        | $399584.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-02-01      | 4.5000%  | 4.5000% | $1303192.00        | $204534.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 6.5000%  | 6.5000% | $5017.00           | $5269.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.0000%  | 5.0000% | $1195242.00        | $846565.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 4.5000%  | 4.5000% | $166744.00         | $155253.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 5.5000%  | 5.5000% | $1850020.00        | $1842815.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.0000%  | 5.0000% | $73162.00          | $71781.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.5000%  | 6.5000% | $123120.00         | $80824.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 4.5000%  | 4.5000% | $1958470.00        | $1860024.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 5.5000%  | 5.5000% | $5800960.00        | $5548239.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.5000%  | 5.5000% | $1000.00           | $972.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.0000%  | 6.0000% | $3113520.00        | $3164973.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $1669824.00        | $1717232.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.5000%  | 6.5000% | $38722.00          | $39626.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.0000%  | 6.0000% | $1166290.00        | $965771.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 7.0000%  | 7.0000% | $1645490.00        | $1624396.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $2000.00           | $1985.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $255944.00         | $261376.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-04-01      | 5.0000%  | 5.0000% | $7553444.00        | $7540503.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 4.5000%  | 4.5000% | $3000.00           | $2864.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.0000%  | 5.0000% | $1526248.00        | $1500413.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $1760828.00        | $1793653.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $1317988.00        | $1338140.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-08-01      | 3.0000%  | 3.0000% | $446059.00         | $101492.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-09-01      | 6.0000%  | 6.0000% | $1206451.00        | $61947.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-12-01      | 4.1500%  | 4.1500% | $47020.00          | $39207.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-06-01      | 3.3700%  | 3.3700% | $33096.00          | $30638.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-03-01      | 4.5000%  | 4.5000% | $12394051.00       | $2212710.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-07-01      | 6.0000%  | 6.0000% | $456962.00         | $117047.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-07-01      | 6.0000%  | 6.0000% | $7321000.00        | $1850147.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-02-01      | 4.0000%  | 4.0000% | $45628929.00       | $6518220.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-05-01      | 4.7640%  | 4.7640% | $6993243.00        | $7007106.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-11-01      | 0.0000%  | 0.0000% | $1000.00           | $1034.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-06-01      | 3.5000%  | 3.5000% | $2702617.00        | $602705.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 2.0000%  | 2.0000% | $40000000.00       | $20390612.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-09-01      | 1.8000%  | 1.8000% | $10902900.00       | $8896643.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-01-01      | 2.2590%  | 2.2590% | $1987690.00        | $1499737.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-07-01      | 4.0890%  | 4.0890% | $20458.00          | $19731.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-05-01      | 2.5000%  | 2.5000% | $1000.00           | $515.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-09-01      | 2.0000%  | 2.0000% | $2378544.00        | $1350149.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 6.5000%  | 6.5000% | $1121884.00        | $1131128.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 6.5000%  | 6.5000% | $346539.00         | $355408.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-02-01      | 2.5000%  | 2.5000% | $43046.00          | $28330.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 4.5000%  | 4.5000% | $6032.00           | $5568.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips        | 2034-12-01      | 5.0000%  | 5.0000% | $174100.00         | $202.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-07-01      | 6.5000%  | 6.5000% | $27697.00          | $343.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 4.8330%  | 4.8330% | $3032.00           | $2754.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-10-01      | 6.3230%  | 6.3230% | $3007.00           | $3059.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-01-01      | 7.0000%  | 7.0000% | $16970455.00       | $173977.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-09-01      | 3.5000%  | 3.5000% | $5388454.00        | $504962.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-07-01      | 4.5000%  | 4.5000% | $8350323.00        | $2266104.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-01-01      | 4.0000%  | 4.0000% | $1000.00           | $452.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-01-01      | 5.0000%  | 5.0000% | $1294.00           | $127.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-12-01      | 2.5000%  | 2.5000% | $1000.00           | $240.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-07-01      | 4.0000%  | 4.0000% | $2170.00           | $323.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-09-01      | 2.5000%  | 2.5000% | $17637051.00       | $11089479.07       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-10-01      | 2.5000%  | 2.5000% | $93428.00          | $56795.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-04-01      | 2.0000%  | 2.0000% | $1148.00           | $830.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 3.0000%  | 3.0000% | $996467.00         | $676493.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 4.5000%  | 4.5000% | $1499000.00        | $929626.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 5.0000%  | 5.0000% | $109995.00         | $88116.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 5.5000%  | 5.5000% | $1031.00           | $814.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-07-01      | 3.5000%  | 3.5000% | $426577.00         | $273099.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 6.0000%  | 6.0000% | $1010.00           | $776.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 5.5000%  | 5.5000% | $1000.00           | $759.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-02-01      | 3.5000%  | 3.5000% | $13589000.00       | $10114620.51       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-02-01      | 1.5000%  | 1.5000% | $3000.00           | $1897.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 5.5000%  | 5.5000% | $31669417.00       | $25717407.97       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 6.0000%  | 6.0000% | $217000.00         | $163732.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 3.5000%  | 3.5000% | $1000.00           | $741.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 5.5000%  | 5.5000% | $12829.00          | $10339.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-07-01      | 2.5000%  | 2.5000% | $18694000.00       | $6373449.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-09-01      | 2.0000%  | 2.0000% | $7685000.00        | $3537320.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-10-01      | 3.0000%  | 3.0000% | $6041.00           | $1862.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-11-01      | 3.0000%  | 3.0000% | $35315200.00       | $11443666.73       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-03-01      | 2.0000%  | 2.0000% | $1009.00           | $546.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-04-01      | 3.0000%  | 3.0000% | $8087760.00        | $3582882.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-06-01      | 2.5000%  | 2.5000% | $115737.00         | $64288.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-09-01      | 2.0000%  | 2.0000% | $2000.00           | $1194.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 2.5000%  | 2.5000% | $1024.00           | $625.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 2.0000%  | 2.0000% | $1000.00           | $619.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 5.0000%  | 5.0000% | $874614.00         | $673893.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 5.0000%  | 5.0000% | $32000.00          | $24326.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 5.5000%  | 5.5000% | $72060311.00       | $56990307.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 6.5000%  | 6.5000% | $19032545.00       | $13358964.37       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 5.5000%  | 5.5000% | $1002.00           | $713.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-03-01      | 2.0000%  | 2.0000% | $1000.00           | $708.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-03-01      | 2.7700%  | 2.7700% | $1003.00           | $788.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-11-01      | 4.2990%  | 4.2990% | $306256.00         | $296992.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-10-01      | 3.5000%  | 3.5000% | $4007.00           | $1639.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-09-01      | 3.0000%  | 3.0000% | $22986016.00       | $14016717.06       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 2.0000%  | 2.0000% | $8294735.00        | $5164994.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 2.5000%  | 2.5000% | $1000.00           | $758.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 5.5000%  | 5.5000% | $1589000.00        | $725795.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 6.0000%  | 6.0000% | $1100500.00        | $803028.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 5.0000%  | 5.0000% | $3510296.00        | $3054288.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 6.5000%  | 6.5000% | $1000.00           | $660.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 5.5000%  | 5.5000% | $199655.00         | $144309.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 7.0000%  | 7.0000% | $1189400.00        | $1272564.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 6.5000%  | 6.5000% | $926220.00         | $790315.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 7.0000%  | 7.0000% | $615944.00         | $542708.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 6.0000%  | 6.0000% | $2021588.00        | $1700943.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 6.5000%  | 6.5000% | $8469376.00        | $7410572.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 6.5000%  | 6.5000% | $14898704.00       | $6811609.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 6.0000%  | 6.0000% | $2033960.00        | $1547015.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 6.0000%  | 6.0000% | $1865225.00        | $1681142.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-12-01      | 2.5000%  | 2.5000% | $61251.00          | $29127.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-07-01      | 3.0000%  | 3.0000% | $99492.00          | $30589.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-11-01      | 2.5000%  | 2.5000% | $23566474.00       | $12564483.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-12-01      | 2.0000%  | 2.0000% | $1475801.00        | $751084.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.5000%  | 2.5000% | $24000000.00       | $14012797.95       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-11-01      | 2.5000%  | 2.5000% | $2270852.00        | $1368073.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 3.0000%  | 3.0000% | $184043.00         | $113790.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-04-01      | 5.0000%  | 5.0000% | $4499000.00        | $1768720.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 3.0000%  | 3.0000% | $5114000.00        | $3263259.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-07-01      | 2.5000%  | 2.5000% | $12564624.00       | $7679025.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 5.0000%  | 5.0000% | $1000.00           | $739.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 6.5000%  | 6.5000% | $58177000.00       | $40800755.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-11-01      | 2.0000%  | 2.0000% | $1000.00           | $674.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 5.5000%  | 5.5000% | $327257.00         | $256924.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-11-01      | 2.5000%  | 2.5000% | $3179019.00        | $2229969.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 2.5000%  | 2.5000% | $782730.00         | $582142.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.5000%  | 6.5000% | $1010.00           | $818.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.5000%  | 6.5000% | $1171394.00        | $938780.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.0000%  | 6.0000% | $25343976.00       | $21999117.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.5000%  | 6.5000% | $21132741.00       | $21121706.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-12-01      | 6.0000%  | 6.0000% | $8249.00           | $120.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-07-01      | 6.5000%  | 6.5000% | $6643209.00        | $154081.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-04-01      | 6.0000%  | 6.0000% | $746026.00         | $24571.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-08-01      | 4.0000%  | 4.0000% | $825837.00         | $46040.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.5000%  | 2.5000% | $1622911.00        | $907394.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-11-01      | 2.5000%  | 2.5000% | $463992.00         | $279870.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-07-01      | 3.0000%  | 3.0000% | $5489.00           | $564.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-06-01      | 3.5000%  | 3.5000% | $30971912.00       | $2521868.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-08-01      | 2.5000%  | 2.5000% | $1000.00           | $358.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-09-01      | 2.5000%  | 2.5000% | $1008.00           | $391.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-01-01      | 2.0000%  | 2.0000% | $1000.00           | $523.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-06-01      | 2.5000%  | 2.5000% | $1011.00           | $458.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 3.0000%  | 3.0000% | $1563692.00        | $914338.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.0000%  | 3.0000% | $1000.00           | $635.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-06-01      | 2.5000%  | 2.5000% | $5530632.00        | $3283800.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-09-01      | 2.5000%  | 2.5000% | $13173404.00       | $8204430.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 5.0000%  | 5.0000% | $983000.00         | $672788.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-10-01      | 2.5000%  | 2.5000% | $645240.00         | $409729.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 5.0000%  | 5.0000% | $77138.00          | $61224.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 5.5000%  | 5.5000% | $19257.00          | $13855.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.0000%  | 5.0000% | $82027900.00       | $70318767.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-12-01      | 5.5000%  | 5.5000% | $14335200.00       | $13181834.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-03-01      | 5.0000%  | 5.0000% | $25398752.00       | $24902600.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-05-01      | 7.0000%  | 7.0000% | $1108692.00        | $84310.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips  | 2054-08-01      | 5.0000%  | 5.0000% | $36464916.00       | $6980602.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 6.0000%  | 6.0000% | $1000.00           | $831.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.5000%  | 6.5000% | $1000.00           | $442.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.5000%  | 6.5000% | $3002.00           | $2398.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.5000%  | 6.5000% | $2480240.00        | $1234470.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 5.0000%  | 5.0000% | $5919408.00        | $5420344.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.0000%  | 6.0000% | $3003.00           | $2278.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 6.0000%  | 6.0000% | $4287923.00        | $3924900.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.5000%  | 6.5000% | $1255436.00        | $1294055.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.5000%  | 6.5000% | $2610229.00        | $2255404.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.5000%  | 6.5000% | $21147717.00       | $16891991.04       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.0000%  | 6.0000% | $475506.00         | $442379.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 5.5000%  | 5.5000% | $1000.00           | $1006.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.5000%  | 6.5000% | $1000.00           | $952.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $1559912.00        | $1373175.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 5.5000%  | 5.5000% | $1925626.00        | $1930060.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 7.0000%  | 7.0000% | $434967.00         | $461229.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.5000%  | 6.5000% | $1012.00           | $1024.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 5.5000%  | 5.5000% | $3202843.00        | $2508108.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $489520.00         | $503650.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.5000%  | 6.5000% | $681305.00         | $668119.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $4659854.00        | $4096371.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-07-01      | 2.5000%  | 2.5000% | $1000.00           | $637.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-07-01      | 2.5000%  | 2.5000% | $1000.00           | $625.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 6.5000%  | 6.5000% | $1289102.00        | $1111057.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 7.0000%  | 7.0000% | $1829.00           | $1545.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 5.5000%  | 5.5000% | $1078526.00        | $1053225.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.0000%  | 5.0000% | $61614.00          | $59067.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 5.5000%  | 5.5000% | $1105403.00        | $1091884.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-09-01      | 4.4190%  | 4.4190% | $19419.00          | $19150.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-04-01      | 4.7400%  | 4.7400% | $8000000.00        | $8069788.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-08-01      | 4.6100%  | 4.6100% | $581003.00         | $588250.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-10-01      | 4.2800%  | 4.2800% | $6708.00           | $6538.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-11-01      | 3.9800%  | 3.9800% | $754466.00         | $745418.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-01-01      | 4.2000%  | 4.2000% | $18090148.00       | $17531439.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-02-01      | 3.5000%  | 3.5000% | $1011.00           | $229.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-04-01      | 4.5000%  | 4.5000% | $13179696.00       | $1878756.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-10-01      | 4.5000%  | 4.5000% | $4000321.00        | $803430.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-09-01      | 3.0000%  | 3.0000% | $1031.00           | $171.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-12-01      | 2.5000%  | 2.5000% | $16190000.00       | $7744844.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-11-01      | 2.5000%  | 2.5000% | $1000.00           | $452.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-06-01      | 2.0000%  | 2.0000% | $57984976.00       | $29520809.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.0000%  | 2.0000% | $1133.00           | $663.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 3.0000%  | 3.0000% | $3474079.00        | $2178331.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 4.0000%  | 4.0000% | $35200.00          | $24895.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 4.0000%  | 4.0000% | $27628000.00       | $19121056.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 4.0000%  | 4.0000% | $498661.00         | $356298.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-07-01      | 2.5000%  | 2.5000% | $2000.00           | $1246.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 5.0000%  | 5.0000% | $1521529.00        | $1446263.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 6.5000%  | 6.5000% | $42626111.00       | $26188900.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 6.0000%  | 6.0000% | $1800000.00        | $1291599.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.5000%  | 6.5000% | $98859900.00       | $60857050.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 4.5000%  | 4.5000% | $1000.00           | $892.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.5000%  | 5.5000% | $1000.00           | $934.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 6.0000%  | 6.0000% | $55264384.00       | $38632606.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 4.5000%  | 4.5000% | $16639360.00       | $15509976.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 4.5000%  | 4.5000% | $1000.00           | $958.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 4.5000%  | 4.5000% | $1000.00           | $961.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 5.0000%  | 5.0000% | $9550512.00        | $9471029.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-04-01      | 5.0000%  | 5.0000% | $5796743.00        | $5756686.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-04-01      | 4.5000%  | 4.5000% | $4891775.00        | $4725107.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-03-01      | 5.5000%  | 5.5000% | $988620.00         | $1003730.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-04-01      | 5.0000%  | 5.0000% | $4000.00           | $3981.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-04-01      | 5.5000%  | 5.5000% | $10389.00          | $10567.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.0000%  | 6.0000% | $1024.00           | $856.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 6.0000%  | 6.0000% | $1411830.00        | $1033788.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 3.5000%  | 3.5000% | $1000.00           | $812.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 6.0000%  | 6.0000% | $28382208.00       | $24068601.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-02-01      | 3.0000%  | 3.0000% | $4383664.00        | $3656248.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.5000%  | 5.5000% | $1261798.00        | $1087019.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.5000%  | 6.5000% | $2561.00           | $2077.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.5000%  | 6.5000% | $4927936.00        | $4225232.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.5000%  | 6.5000% | $2178136.00        | $2043398.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.5000%  | 6.5000% | $7489280.00        | $6844062.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.5000%  | 3.5000% | $30590240.00       | $27039595.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 5.5000%  | 5.5000% | $32012100.00       | $31456011.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-10-01      | 3.5000%  | 3.5000% | $37141184.00       | $33617900.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 6.0000%  | 6.0000% | $15288912.00       | $14922536.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-04-01      | 5.5000%  | 5.5000% | $35375274.00       | $35553439.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-03-01      | 5.5000%  | 5.5000% | $1279104.00        | $1295292.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-04-01      | 5.5000%  | 5.5000% | $43913230.00       | $44623949.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 2.0000%  | 2.0000% | $15909811.00       | $12796740.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-03-01      | 3.0000%  | 3.0000% | $14770978.00       | $4478639.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-09-01      | 3.0000%  | 3.0000% | $7052793.00        | $1709057.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-04-01      | 2.5000%  | 2.5000% | $7432994.00        | $1971372.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-03-01      | 3.0000%  | 3.0000% | $20001.00          | $7057.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-04-20      | 3.0000%  | 3.0000% | $2656876.00        | $256703.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-11-20      | 3.0000%  | 3.0000% | $1001.00           | $110.86            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-01-20      | 4.0000%  | 4.0000% | $1024.00           | $82.41             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-04-20      | 4.0000%  | 4.0000% | $1018.00           | $86.14             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-10-20      | 3.0000%  | 3.0000% | $227394.00         | $28770.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-07-20      | 5.0000%  | 5.0000% | $1000.00           | $65.30             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-06-20      | 4.0000%  | 4.0000% | $1000.00           | $92.12             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-20      | 3.5000%  | 3.5000% | $470996.00         | $54509.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-20      | 3.5000%  | 3.5000% | $1000.00           | $113.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-01-20      | 6.0000%  | 6.0000% | $53000.00          | $6626.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-03-20      | 3.5000%  | 3.5000% | $2569.00           | $289.28            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-20      | 4.0000%  | 4.0000% | $69842186.00       | $6109303.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-20      | 4.5000%  | 4.5000% | $993000.00         | $68639.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-20      | 3.0000%  | 3.0000% | $18510.00          | $2366.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-20      | 6.0000%  | 6.0000% | $1274.00           | $149.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-20      | 6.0000%  | 6.0000% | $1245017.00        | $138013.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-20      | 6.0000%  | 6.0000% | $1001.00           | $118.79            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-20      | 6.0000%  | 6.0000% | $1027.00           | $103.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-20      | 3.0000%  | 3.0000% | $76332160.00       | $18204201.20       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-20      | 4.5000%  | 4.5000% | $30068.00          | $4091.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-20      | 3.5000%  | 3.5000% | $2381926.00        | $1571715.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-20      | 4.0000%  | 4.0000% | $741999.00         | $496129.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-05-20      | 2.5000%  | 2.5000% | $15000.00          | $7511.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-20      | 2.0000%  | 2.0000% | $11006.00          | $5699.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-20      | 2.0000%  | 2.0000% | $913893.00         | $504634.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-20      | 2.5000%  | 2.5000% | $15226.00          | $8789.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-20      | 5.0000%  | 5.0000% | $117000.00         | $48036.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-20      | 2.0000%  | 2.0000% | $604928.00         | $361046.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-20      | 2.0000%  | 2.0000% | $2000.00           | $1210.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-20      | 4.0000%  | 4.0000% | $8000.00           | $5029.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-20      | 5.5000%  | 5.5000% | $19267912.00       | $13337337.63       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-20      | 5.0000%  | 5.0000% | $1157254.00        | $813278.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-20      | 6.0000%  | 6.0000% | $1024.00           | $489.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-20      | 6.0000%  | 6.0000% | $445713.00         | $211020.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-03-20      | 5.5000%  | 5.5000% | $1553374.00        | $725477.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-20      | 5.5000%  | 5.5000% | $39906.00          | $25341.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-20      | 6.0000%  | 6.0000% | $39631081.00       | $18269090.47       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-20      | 5.5000%  | 5.5000% | $1001.00           | $654.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-20      | 5.5000%  | 5.5000% | $1024.00           | $669.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 6.0000%  | 6.0000% | $1000.00           | $530.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-20      | 5.5000%  | 5.5000% | $229149.00         | $172720.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-20      | 5.5000%  | 5.5000% | $28995.00          | $21038.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-20      | 5.5000%  | 5.5000% | $1002.00           | $968.84            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-15      | 4.5000%  | 4.5000% | $1256208.00        | $904700.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 4.0000%  | 4.0000% | $1060028.00        | $712067.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-04-20      | 4.5000%  | 4.5000% | $3569975.00        | $1445609.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-20      | 5.0000%  | 5.0000% | $186624.00         | $65779.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-20      | 5.0000%  | 5.0000% | $1000.00           | $412.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-08-20      | 6.0000%  | 6.0000% | $1000.00           | $402.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-12-20      | 4.0000%  | 4.0000% | $1001.00           | $592.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-20      | 5.5000%  | 5.5000% | $1752488.00        | $1324963.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-15      | 7.0000%  | 7.0000% | $28974.00          | $28473.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-15      | 7.5000%  | 7.5000% | $1000.00           | $913.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-15      | 7.0000%  | 7.0000% | $1651200.00        | $1686721.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-15      | 7.0000%  | 7.0000% | $6602520.00        | $6775203.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-15      | 6.5000%  | 6.5000% | $1000.00           | $1020.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-15      | 7.0000%  | 7.0000% | $1000.00           | $986.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-11-20      | 8.0000%  | 8.0000% | $8539880.00        | $7522913.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 6.0000%  | 6.0000% | $2102032.00        | $1957790.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-15      | 7.0000%  | 7.0000% | $7070.00           | $6950.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-11-15      | 7.0000%  | 7.0000% | $5768700.00        | $5842514.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-20      | 7.5000%  | 7.5000% | $1402113.00        | $1498139.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-20      | 5.5000%  | 5.5000% | $353295.00         | $278037.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-20      | 5.5000%  | 5.5000% | $1000.00           | $812.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $24945855.00       | $23767376.36       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.0000%  | 6.0000% | $1315506.00        | $1155411.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.5000%  | 6.5000% | $3671024.00        | $2924575.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.0000%  | 6.0000% | $1000.00           | $777.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.5000%  | 6.5000% | $11521687.00       | $9575732.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.0000%  | 6.0000% | $2392682.00        | $1891491.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 5.5000%  | 5.5000% | $3279000.00        | $3172963.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 5.5000%  | 5.5000% | $14789670.00       | $12509408.13       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $131496.00         | $126174.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.5000%  | 6.5000% | $5314240.00        | $4782879.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $59053900.00       | $50417209.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $25233512.00       | $24131434.86       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 2.0000%  | 2.0000% | $2286247.00        | $1841204.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.2500%  | 5.2500% | $7945834.00        | $7727928.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 6.0000%  | 6.0000% | $742503.00         | $463967.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 5.5000%  | 5.5000% | $26010388.00       | $23824683.22       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.5000%  | 6.5000% | $1374918.00        | $1030524.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.5000%  | 5.5000% | $18053650.00       | $16592697.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.0000%  | 6.0000% | $11818296.00       | $10230097.41       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 4.5000%  | 4.5000% | $1000.00           | $952.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.0000%  | 5.0000% | $10926864.00       | $10659615.42       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 4.5000%  | 4.5000% | $1000.00           | $962.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.0000%  | 6.0000% | $7753568.00        | $7963650.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.0000%  | 6.0000% | $49210800.00       | $49887975.93       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 5.5000%  | 5.5000% | $911086.00         | $925277.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 5.5000%  | 5.5000% | $49427200.00       | $50113098.44       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 5.5000%  | 5.5000% | $1024.00           | $1027.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 4.5000%  | 4.5000% | $7801896.00        | $7410072.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 5.0000%  | 5.0000% | $961968.00         | $943141.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-04-01      | 4.5000%  | 4.5000% | $16414171.00       | $15816642.69       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-04-01      | 5.0000%  | 5.0000% | $1003154.00        | $988939.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-04-01      | 5.0000%  | 5.0000% | $156029.00         | $154318.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 4.5000%  | 4.5000% | $1000.00           | $960.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 4.5000%  | 4.5000% | $4016388.00        | $3853913.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 4.5000%  | 4.5000% | $831581.00         | $761627.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 4.5000%  | 4.5000% | $1112.00           | $1069.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.5000%  | 5.5000% | $1000.00           | $1005.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 4.5000%  | 4.5000% | $4025920.00        | $3852358.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.0000%  | 6.0000% | $714958.00         | $732591.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 4.5000%  | 4.5000% | $1000.00           | $960.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 5.5000%  | 5.5000% | $1000.00           | $1016.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 5.0000%  | 5.0000% | $8750541.00        | $8625017.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 4.5000%  | 4.5000% | $814168.00         | $781707.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 4.5000%  | 4.5000% | $1000.00           | $939.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 5.0000%  | 5.0000% | $1000.00           | $952.41            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 5.0000%  | 5.0000% | $2016.00           | $1962.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 4.5000%  | 4.5000% | $1010.00           | $973.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 5.0000%  | 5.0000% | $1024.00           | $1002.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 6.0000%  | 6.0000% | $2826.00           | $2896.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 5.0000%  | 5.0000% | $1288000.00        | $1280812.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-04-01      | 5.0000%  | 5.0000% | $2007.00           | $2001.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-04-01      | 5.0000%  | 5.0000% | $4039652.00        | $4006945.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-04-01      | 5.0000%  | 5.0000% | $166380.00         | $165787.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-04-01      | 5.0000%  | 5.0000% | $339085.00         | $338085.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-04-01      | 5.0000%  | 5.0000% | $1000.00           | $996.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-04-01      | 5.5000%  | 5.5000% | $2122532.00        | $2166794.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-04-01      | 5.5000%  | 5.5000% | $1682600.00        | $1722592.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-04-01      | 5.5000%  | 5.5000% | $1000.00           | $1022.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-04-01      | 5.0000%  | 5.0000% | $1007.00           | $1003.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-07-15      | 3.5000%  | 3.5000% | $285000.00         | $19087.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-08-15      | 3.5000%  | 3.5000% | $1000.00           | $64.38             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-02-20      | 4.5000%  | 4.5000% | $1186.00           | $76.05             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-04-20      | 3.5000%  | 3.5000% | $1024.00           | $87.04             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-01-20      | 4.5000%  | 4.5000% | $1310390.00        | $74097.61          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2042-05-15      | 0.0000%  | 0.0000% | $204.80            | $90.80             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2035-11-15      | 0.0000%  | 0.0000% | $7.67              | $5.00              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2054-05-15      | 4.6250%  | 4.6250% | $14341100.00       | $13817342.42       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2046-11-15      | 0.0000%  | 0.0000% | $800.00            | $279.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-12-15      | 6.5000%  | 6.5000% | $102739.00         | $2320.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-01-20      | 6.4500%  | 6.4500% | $3032.00           | $212.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-20      | 2.0000%  | 2.0000% | $8934.00           | $5058.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-03-20      | 7.0000%  | 7.0000% | $2192337.00        | $247125.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-03-15      | 6.5000%  | 6.5000% | $1126.00           | $6.19              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-05-20      | 4.5000%  | 4.5000% | $233341.00         | $7574.35           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-05-20      | 3.0000%  | 3.0000% | $3366.00           | $165.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 7.0000%  | 7.0000% | $234063.00         | $245847.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 5.5000%  | 5.5000% | $4042360.00        | $4103651.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2063-05-20      | 6.5000%  | 6.5000% | $2000.00           | $2095.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-02-20      | 7.0000%  | 7.0000% | $11093.00          | $11527.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-03-20      | 7.0000%  | 7.0000% | $31583.00          | $23678.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-04-20      | 7.0000%  | 7.0000% | $1000.00           | $472.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 6.5000%  | 6.5000% | $1000.00           | $1064.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 3.5000%  | 3.5000% | $3068222.00        | $2959688.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 5.0000%  | 5.0000% | $5332544.00        | $5306202.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 4.5000%  | 4.5000% | $18983582.00       | $18283523.78       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 4.5000%  | 4.5000% | $1140.00           | $1122.43           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 5.0000%  | 5.0000% | $5208520.00        | $5120436.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.5000%  | 6.5000% | $850328.00         | $873251.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.0000%  | 6.0000% | $28533120.00       | $28027333.25       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 5.0000%  | 5.0000% | $1000.00           | $975.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 5.5000%  | 5.5000% | $57592960.00       | $50492243.74       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 5.0000%  | 5.0000% | $24406537.00       | $22971833.05       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 5.0000%  | 5.0000% | $1909300.00        | $1745639.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 5.5000%  | 5.5000% | $15266392.00       | $11542912.08       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-20      | 5.0000%  | 5.0000% | $1000.00           | $901.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 5.0000%  | 5.0000% | $1024.00           | $1011.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 6.5000%  | 6.5000% | $2784304.00        | $2977044.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 6.5000%  | 6.5000% | $299939.00         | $317560.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 6.5000%  | 6.5000% | $2524456.00        | $2673985.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 7.0000%  | 7.0000% | $683655.00         | $721274.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 6.5000%  | 6.5000% | $1002.00           | $1060.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 6.5000%  | 6.5000% | $1000.00           | $1073.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 6.5000%  | 6.5000% | $753836.00         | $798518.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 6.5000%  | 6.5000% | $1152758.00        | $1231337.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 7.5000%  | 7.5000% | $126754.00         | $135897.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-10-20      | 6.5000%  | 6.5000% | $18647104.00       | $12429242.03       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-04-20      | 7.0000%  | 7.0000% | $14843.00          | $1263.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-03-20      | 7.0000%  | 7.0000% | $3161.00           | $2208.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-04-20      | 6.5000%  | 6.5000% | $1355.00           | $916.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 7.0000%  | 7.0000% | $6000.00           | $6325.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 7.0000%  | 7.0000% | $374896.00         | $352842.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 7.5000%  | 7.5000% | $25282.00          | $21683.51          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 6.0000%  | 6.0000% | $1354.00           | $1415.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.0000%  | 6.0000% | $1000.00           | $763.79            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-20      | 7.0000%  | 7.0000% | $1620750.00        | $1719807.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 7.0000%  | 7.0000% | $1000.00           | $1047.35           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2064-09-20      | 7.0000%  | 7.0000% | $1548309.00        | $459092.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-20      | 5.0000%  | 5.0000% | $132228.00         | $128414.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-20      | 5.0000%  | 5.0000% | $16648960.00       | $15701611.89       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-20      | 7.5000%  | 7.5000% | $1863.00           | $1572.83           | Agency Mortgage-Backed Securities |

### Security 16: BOFA SECURITIES INC.

- **C.1 - Title:** BOFA SECURITIES INC.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6WJY61, C.4 - ISIN: 51126, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-12-20      | 6.5000%  | 6.5000% | $3000000.00        | $3149870.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-04-20      | 5.5000%  | 5.5000% | $1677116.00        | $1742264.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-04-20      | 5.5000%  | 5.5000% | $1163279.00        | $1185276.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2076-01-20      | 5.2140%  | 5.2140% | $20082720.00       | $22010120.83       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-04-20      | 5.5000%  | 5.5000% | $1997360.00        | $2045633.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-04-20      | 5.5000%  | 5.5000% | $2309952.00        | $2351652.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2066-01-20      | 2.0000%  | 2.0000% | $192837.00         | $148822.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.0000%  | 6.0000% | $576384.00         | $599960.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2061-04-15      | 4.6600%  | 4.6600% | $27496000.00       | $26701362.54       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-04-20      | 5.5000%  | 5.5000% | $2896032.00        | $2960707.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-04-20      | 5.5000%  | 5.5000% | $1088804.00        | $1108625.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-04-20      | 6.5000%  | 6.5000% | $1605814.00        | $1702445.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-09-20      | 6.0000%  | 6.0000% | $7091968.00        | $4235968.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-11-20      | 3.0000%  | 3.0000% | $224883.00         | $172081.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-02-20      | 4.5000%  | 4.5000% | $50000000.00       | $46628715.27       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 4.5000%  | 4.5000% | $293630.00         | $275888.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 5.0000%  | 5.0000% | $61803000.00       | $56505413.85       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 3.0000%  | 3.0000% | $47113.00          | $40085.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-02-20      | 4.0000%  | 4.0000% | $66877600.00       | $65615460.43       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-02-20      | 6.0000%  | 6.0000% | $2610240.00        | $2702410.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 6.0000%  | 6.0000% | $888758.00         | $924520.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 5.0000%  | 5.0000% | $1505370.00        | $1511409.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.0000%  | 6.0000% | $853941.00         | $891335.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-10-20      | 6.5000%  | 6.5000% | $2618316.00        | $2753999.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2061-03-15      | 5.1500%  | 5.1500% | $2869764.00        | $2947537.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-02-20      | 6.0000%  | 6.0000% | $2951940.00        | $3062228.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-04-20      | 5.0000%  | 5.0000% | $13827888.00       | $13826350.03       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-04-20      | 6.5000%  | 6.5000% | $1480662.00        | $1570658.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-04-20      | 5.5000%  | 5.5000% | $2455252.00        | $2520599.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-04-20      | 6.0000%  | 6.0000% | $834816.00         | $869537.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-04-20      | 6.5000%  | 6.5000% | $1237364.00        | $1311811.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-04-20      | 6.0000%  | 6.0000% | $3999280.00        | $4148146.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 5.5000%  | 5.5000% | $3464720.00        | $3523510.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-04-20      | 5.5000%  | 5.5000% | $4595264.00        | $4773769.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-04-20      | 6.5000%  | 6.5000% | $1786920.00        | $1894449.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-04-20      | 5.0000%  | 5.0000% | $3438784.00        | $3438401.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-11-15      | 5.5000%  | 5.5000% | $750062.00         | $3514.96           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-11-15      | 5.5000%  | 5.5000% | $9987440.00        | $50545.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-05-15      | 5.5000%  | 5.5000% | $6269856.00        | $51361.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-04-15      | 5.5000%  | 5.5000% | $20260800.00       | $221881.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-02-15      | 5.5000%  | 5.5000% | $3170440.00        | $13786.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-04-15      | 5.5000%  | 5.5000% | $3004180.00        | $62516.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-02-15      | 5.5000%  | 5.5000% | $540705.00         | $2596.36           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-01-15      | 5.5000%  | 5.5000% | $95190.00          | $1593.56           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-11-15      | 5.5000%  | 5.5000% | $500742.00         | $1125.52           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-01-15      | 5.5000%  | 5.5000% | $400000.00         | $2724.77           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-10-15      | 5.5000%  | 5.5000% | $709227.00         | $4369.78           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-05-15      | 5.5000%  | 5.5000% | $137903.00         | $670.50            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-11-15      | 5.5000%  | 5.5000% | $1999800.00        | $19652.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-05-15      | 7.0000%  | 7.0000% | $863973.00         | $4525.71           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-02-15      | 5.5000%  | 5.5000% | $19380192.00       | $129727.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-06-15      | 7.0000%  | 7.0000% | $445279.00         | $1541.75           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-11-15      | 5.5000%  | 5.5000% | $1269148.00        | $14506.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-11-15      | 5.5000%  | 5.5000% | $566914.00         | $3185.02           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-04-15      | 5.5000%  | 5.5000% | $3614584.00        | $59766.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-02-15      | 5.5000%  | 5.5000% | $26000000.00       | $163665.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-11-15      | 5.5000%  | 5.5000% | $307200.00         | $194.90            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-02-15      | 5.5000%  | 5.5000% | $357086.00         | $3768.85           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-05-15      | 5.5000%  | 5.5000% | $14422048.00       | $77880.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-05-15      | 5.5000%  | 5.5000% | $1000000.00        | $11453.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-04-15      | 5.5000%  | 5.5000% | $18797504.00       | $91142.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-04-15      | 5.5000%  | 5.5000% | $435510.00         | $1119.65           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-04-15      | 5.5000%  | 5.5000% | $429181.00         | $770.85            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-05-15      | 5.5000%  | 5.5000% | $213785.00         | $1792.72           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-03-25      | 5.5000%  | 5.5000% | $2727272.00        | $529749.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-11-25      | 5.5000%  | 5.5000% | $15421000.00       | $1947175.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 1.0000%  | 1.0000% | $176815.00         | $3606.67           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-06-25      | 6.0000%  | 6.0000% | $2883316.00        | $429335.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-06-25      | 6.0000%  | 6.0000% | $100000.00         | $14644.31          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-06-25      | 5.0000%  | 5.0000% | $2642500.00        | $386334.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-05-25      | 6.0000%  | 6.0000% | $12000000.00       | $2451689.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-05-25      | 6.0000%  | 6.0000% | $30613720.00       | $6004765.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-06-25      | 5.5000%  | 5.5000% | $272727.00         | $51319.19          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 7.0000%  | 7.0000% | $2975416.00        | $507718.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-10-15      | 4.5000%  | 4.5000% | $94872576.00       | $898348.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-11-15      | 3.5000%  | 3.5000% | $29222200.00       | $93653.59          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-07-25      | 2.2630%  | 2.2630% | $9759520.00        | $240167.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-11-25      | 2.5000%  | 2.5000% | $52642100.00       | $4356158.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-09-25      | 3.5000%  | 3.5000% | $21000000.00       | $1268071.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2049-02-25      | 2.7090%  | 2.7090% | $5000000.00        | $527218.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-05-25      | 2.3040%  | 2.3040% | $14495000.00       | $616231.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2028-06-27      | 1.5340%  | 1.5340% | $10000000.00       | $264607.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-12-25      | 1.9560%  | 1.9560% | $10500000.00       | $669121.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-06-25      | 4.5000%  | 4.5000% | $19976608.00       | $1098251.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-07-25      | 3.1080%  | 3.1080% | $19484384.00       | $2174961.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-09-25      | 3.0550%  | 3.0550% | $4605408.00        | $493290.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-09-25      | 3.1210%  | 3.1210% | $5295120.00        | $593454.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2046-09-25      | 2.6970%  | 2.6970% | $6475000.00        | $617460.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2029-04-27      | 2.0140%  | 2.0140% | $16000000.00       | $397381.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2034-10-25      | 2.8290%  | 2.8290% | $8045000.00        | $979144.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-02-25      | 3.0000%  | 3.0000% | $11833328.00       | $705472.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-09-25      | 3.0000%  | 3.0000% | $48730816.00       | $4240148.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 0.0000%  | 0.0000% | $6557672.00        | $3047454.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-03-25      | 6.5000%  | 6.5000% | $14473536.00       | $1654797.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-06-25      | 4.0000%  | 4.0000% | $70282752.00       | $11882514.87       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-03-25      | 7.0000%  | 7.0000% | $18214272.00       | $1876612.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-04-25      | 0.0000%  | 0.0000% | $7255120.00        | $4041821.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2057-05-25      | 5.8610%  | 5.8610% | $13150000.00       | $4836209.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2057-07-25      | 5.8050%  | 5.8050% | $13120400.00       | $3250517.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-01-25      | 0.0000%  | 0.0000% | $8333328.00        | $4396968.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-05-25      | 0.0000%  | 0.0000% | $2047964.00        | $1118793.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-05-25      | 0.0000%  | 0.0000% | $9205952.00        | $5032346.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-06-25      | 7.0000%  | 7.0000% | $758640.00         | $20200.72          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-06-25      | 5.5000%  | 5.5000% | $100000.00         | $7190.19           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2035-12-25      | 6.0000%  | 6.0000% | $3428312.00        | $533892.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2036-01-25      | 6.0000%  | 6.0000% | $18989344.00       | $2940263.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-08-25      | 5.5000%  | 5.5000% | $12939760.00       | $1551589.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-06-25      | 5.5000%  | 5.5000% | $628636.00         | $127175.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-07-25      | 6.0000%  | 6.0000% | $1083332.00        | $194813.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2046-04-25      | 5.5000%  | 5.5000% | $13245808.00       | $1747407.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2044-08-25      | 2.1660%  | 2.1660% | $56098816.00       | $25397.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-03-20      | 2.5000%  | 2.5000% | $137465.00         | $17992.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-11-20      | 3.5000%  | 3.5000% | $1478230.00        | $44411.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-11-20      | 6.0000%  | 6.0000% | $19530.00          | $2114.52           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-01-20      | 4.5000%  | 4.5000% | $25086.00          | $1553.39           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-01-20      | 3.0000%  | 3.0000% | $3998.00           | $675.64            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-10-20      | 5.0000%  | 5.0000% | $460000.00         | $326207.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-08-20      | 6.0000%  | 6.0000% | $6564144.00        | $4195373.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-15      | 4.0000%  | 4.0000% | $442187.00         | $315479.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2064-02-20      | 7.0000%  | 7.0000% | $1810270.00        | $1497199.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2063-11-20      | 7.0000%  | 7.0000% | $1649928.00        | $984979.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2064-08-20      | 7.0000%  | 7.0000% | $1053512.00        | $372835.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-07-15      | 5.8490%  | 5.8490% | $16426.00          | $17264.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 6.0000%  | 6.0000% | $869764.00         | $878755.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-10-15      | 5.1500%  | 5.1500% | $55168.00          | $55475.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-11-15      | 5.5090%  | 5.5090% | $119852.00         | $122866.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-12-15      | 5.0000%  | 5.0000% | $393014.00         | $394504.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2061-04-15      | 5.1500%  | 5.1500% | $7443640.00        | $7568749.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-07-20      | 2.2580%  | 2.2580% | $1100000.00        | $15505.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-09-20      | 2.2090%  | 2.2090% | $13339000.00       | $214119.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-07-20      | 1.8710%  | 1.8710% | $1451000.00        | $4239.63           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-08-20      | 0.2900%  | 0.2900% | $4456447.00        | $391.62            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-10-20      | 1.9500%  | 1.9500% | $12000000.00       | $69350.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-11-20      | 0.1810%  | 0.1810% | $150142976.00      | $28789.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-11-20      | 2.3300%  | 2.3300% | $1225000.00        | $6495.34           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-01-20      | 1.5330%  | 1.5330% | $4832000.00        | $15158.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-06-20      | 2.5770%  | 2.5770% | $1420000.00        | $9023.18           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-06-20      | 1.6810%  | 1.6810% | $8296000.00        | $23757.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-09-20      | 2.6800%  | 2.6800% | $4951000.00        | $34248.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-05-20      | 4.0000%  | 4.0000% | $10502000.00       | $14110.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-07-16      | 1.0070%  | 1.0070% | $12000000.00       | $16016.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-16      | 0.0500%  | 0.0500% | $14073856.00       | $3358.98           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-16      | 0.7980%  | 0.7980% | $100000000.00      | $797031.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2057-07-16      | 0.6660%  | 0.6660% | $100888000.00      | $1026438.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-05-20      | 4.0000%  | 4.0000% | $17923000.00       | $270397.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-12-16      | 0.7320%  | 0.7320% | $140000000.00      | $893429.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2058-08-16      | 0.5680%  | 0.5680% | $1765000.00        | $11574.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-04-16      | 3.5000%  | 3.5000% | $18900992.00       | $488672.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2057-12-16      | 0.8160%  | 0.8160% | $61574000.00       | $421548.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-08-20      | 4.0000%  | 4.0000% | $37500000.00       | $705607.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-06-16      | 0.4520%  | 0.4520% | $70000000.00       | $417984.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2058-04-16      | 0.4570%  | 0.4570% | $135879040.00      | $1358226.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-02-20      | 1.2670%  | 1.2670% | $53984960.00       | $1682734.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-07-20      | 1.5880%  | 1.5880% | $46070336.00       | $1081019.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-03-20      | 0.5310%  | 0.5310% | $32639360.00       | $613040.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-03-20      | 0.5310%  | 0.5310% | $32639360.00       | $613040.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-02-20      | 1.9270%  | 1.9270% | $9147088.00        | $223397.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-04-20      | 0.7500%  | 0.7500% | $31463392.00       | $537944.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-01-20      | 1.6510%  | 1.6510% | $24831232.00       | $628085.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-04-20      | 1.3280%  | 1.3280% | $23122752.00       | $762724.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-05-20      | 1.7840%  | 1.7840% | $41567296.00       | $899462.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-03-20      | 1.7170%  | 1.7170% | $159744.00         | $158.73            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-10-20      | 1.5550%  | 1.5550% | $39830080.00       | $1320474.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-10-20      | 1.8410%  | 1.8410% | $21360672.00       | $635875.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-07-20      | 1.2950%  | 1.2950% | $41074320.00       | $992618.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-06-20      | 1.7330%  | 1.7330% | $64904576.00       | $205739.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-07-20      | 0.8490%  | 0.8490% | $9175040.00        | $4174.29           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-08-20      | 1.4120%  | 1.4120% | $22383296.00       | $391288.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-08-20      | 2.5630%  | 2.5630% | $76651264.00       | $757550.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-09-20      | 1.2990%  | 1.2990% | $30050784.00       | $635783.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-09-20      | 2.0260%  | 2.0260% | $518000.00         | $3611.70           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-10-20      | 1.8080%  | 1.8080% | $30909696.00       | $908883.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-10-20      | 1.9550%  | 1.9550% | $10483000.00       | $73321.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-10-20      | 2.2120%  | 2.2120% | $10914000.00       | $99566.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-09-20      | 0.5230%  | 0.5230% | $48195648.00       | $339543.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-10-20      | 1.7470%  | 1.7470% | $21884128.00       | $443343.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-11-20      | 1.5640%  | 1.5640% | $35430272.00       | $892819.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-12-20      | 1.5160%  | 1.5160% | $150000000.00      | $3416629.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-06-20      | 2.4920%  | 2.4920% | $11327000.00       | $107324.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-10-20      | 0.7760%  | 0.7760% | $98615296.00       | $36134.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-03-20      | 1.4710%  | 1.4710% | $37200000.00       | $886208.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-04-20      | 1.9160%  | 1.9160% | $49909312.00       | $1038988.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-01-20      | 0.8440%  | 0.8440% | $22773984.00       | $340036.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-01-20      | 1.3160%  | 1.3160% | $23938688.00       | $679174.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-06-20      | 1.6490%  | 1.6490% | $138255104.00      | $3791943.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-06-20      | 1.4940%  | 1.4940% | $58519680.00       | $1243264.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-01-20      | 1.5160%  | 1.5160% | $45679200.00       | $1472672.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-06-20      | 0.9720%  | 0.9720% | $19410000.00       | $304416.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-12-20      | 1.6500%  | 1.6500% | $44410368.00       | $912593.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-12-20      | 1.6500%  | 1.6500% | $44410368.00       | $912593.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-08-20      | 1.4820%  | 1.4820% | $75000000.00       | $1802135.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2061-03-16      | 0.7240%  | 0.7240% | $120000000.00      | $1611676.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-05-20      | 7.5000%  | 7.5000% | $630784.00         | $238.76            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-11-20      | 5.5000%  | 5.5000% | $788338.00         | $3397.46           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-06-20      | 6.0000%  | 6.0000% | $67799040.00       | $410534.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-04-20      | 6.0000%  | 6.0000% | $194856448.00      | $1294696.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-04-15      | 5.5000%  | 5.5000% | $4000200.00        | $40517.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-04-15      | 5.5000%  | 5.5000% | $16614752.00       | $159739.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-05-15      | 5.5000%  | 5.5000% | $137918.00         | $2489.03           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-04-15      | 5.5000%  | 5.5000% | $12001200.00       | $29804.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-05-15      | 5.5000%  | 5.5000% | $1849274.00        | $6416.97           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-08-15      | 7.0000%  | 7.0000% | $17158660.00       | $99094.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-08-15      | 7.0000%  | 7.0000% | $2937080.00        | $63037.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-10-15      | 7.0000%  | 7.0000% | $786044.00         | $1027.80           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-07-15      | 5.0000%  | 5.0000% | $4183710.00        | $197100.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-02-15      | 5.5000%  | 5.5000% | $670474.00         | $46146.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-01-15      | 5.5000%  | 5.5000% | $1928576.00        | $16374.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-09-15      | 7.0000%  | 7.0000% | $400000.00         | $4247.18           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-02-15      | 5.5000%  | 5.5000% | $1144636.00        | $36943.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-11-15      | 7.0000%  | 7.0000% | $70000.00          | $757.71            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-11-15      | 5.5000%  | 5.5000% | $40272.00          | $142.33            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-04-15      | 5.5000%  | 5.5000% | $1000100.00        | $1390.04           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-09-15      | 7.0000%  | 7.0000% | $1782958.00        | $4658.86           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-03-15      | 7.0000%  | 7.0000% | $3010820.00        | $5087.65           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-10-15      | 7.0000%  | 7.0000% | $348160.00         | $214.26            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-01-15      | 5.5000%  | 5.5000% | $144218.00         | $1882.98           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-08-15      | 7.0000%  | 7.0000% | $763146.00         | $5274.03           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-05-20      | 5.5000%  | 5.5000% | $298296.00         | $200570.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.0000%  | 6.0000% | $42611456.00       | $42807278.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-04-20      | 5.5000%  | 5.5000% | $55199168.00       | $55140301.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-16      | 1.4500%  | 1.4500% | $295698432.00      | $418.12            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-11-16      | 0.1500%  | 0.1500% | $411041754.00      | $214.81            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-06-20      | 1.2900%  | 1.2900% | $3500000.00        | $21593.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-03-20      | 1.3580%  | 1.3580% | $9998336.00        | $5540.53           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-11-20      | 0.7120%  | 0.7120% | $11681792.00       | $2418.85           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2059-09-20      | 1.8490%  | 1.8490% | $19922940.00       | $236.34            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-03-20      | 2.3370%  | 2.3370% | $5499656.00        | $62936.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-12-20      | 1.9590%  | 1.9590% | $1769472.00        | $205.65            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-10-20      | 1.4430%  | 1.4430% | $28603000.00       | $38677.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2061-01-20      | 1.6840%  | 1.6840% | $3997696.00        | $703.64            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2061-03-20      | 1.3080%  | 1.3080% | $62111744.00       | $48017.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2061-05-20      | 1.2300%  | 1.2300% | $13123584.00       | $8686.83           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-05-20      | 2.2010%  | 2.2010% | $85532672.00       | $34024.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2061-11-20      | 0.8150%  | 0.8150% | $5193728.00        | $757.33            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-10-20      | 1.7470%  | 1.7470% | $12099583.00       | $10298.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-11-16      | 5.5000%  | 5.5000% | $37535744.00       | $32168.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-12-20      | 1.7350%  | 1.7350% | $94142848.00       | $315327.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-12-20      | 2.4500%  | 2.4500% | $75000000.00       | $959882.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-02-20      | 2.3970%  | 2.3970% | $204249344.00      | $2526000.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-01-20      | 2.5110%  | 2.5110% | $110904064.00      | $1457514.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-02-20      | 2.0080%  | 2.0080% | $2012000.00        | $11956.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-01-20      | 2.7230%  | 2.7230% | $11009000.00       | $85259.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-03-20      | 0.5470%  | 0.5470% | $20414464.00       | $2563.48           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-03-20      | 1.5120%  | 1.5120% | $7959000.00        | $9382.02           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-08-20      | 1.4480%  | 1.4480% | $31903264.00       | $139422.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-05-20      | 1.4100%  | 1.4100% | $12500000.00       | $16801.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-07-20      | 1.6410%  | 1.6410% | $46026752.00       | $24206.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-09-20      | 1.6450%  | 1.6450% | $1154000.00        | $4666.09           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2058-04-20      | 0.5550%  | 0.5550% | $14942208.00       | $3533.34           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-01-20      | 1.5930%  | 1.5930% | $16103000.00       | $36876.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-01-20      | 1.9400%  | 1.9400% | $4110000.00        | $22381.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-03-20      | 1.5160%  | 1.5160% | $12783072.00       | $13498.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2038-08-20      | 6.0000%  | 6.0000% | $7915500.00        | $12425.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-08-20      | 6.0000%  | 6.0000% | $67658999.00       | $74701.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-16      | 0.7490%  | 0.7490% | $82636800.00       | $80832.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-04-20      | 1.5030%  | 1.5030% | $25419776.00       | $24241.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-07-20      | 3.0000%  | 3.0000% | $69902976.00       | $6193284.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 2.5000%  | 2.5000% | $45163520.00       | $1507632.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 2.5000%  | 2.5000% | $47521728.00       | $4108871.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-11-20      | 2.5000%  | 2.5000% | $131875000.00      | $10894178.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-11-20      | 2.5000%  | 2.5000% | $91800000.00       | $7671170.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-11-20      | 4.5000%  | 4.5000% | $13286640.00       | $761136.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.0000%  | 3.0000% | $15786656.00       | $1339659.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.5000%  | 3.5000% | $37365568.00       | $5096375.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.5000%  | 3.5000% | $39511552.00       | $3651024.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-04-20      | 0.7820%  | 0.7820% | $49673856.00       | $2838350.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-05-20      | 0.8070%  | 0.8070% | $75321728.00       | $4404089.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-05-20      | 0.6330%  | 0.6330% | $25000000.00       | $1237559.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-11-20      | 0.6360%  | 0.6360% | $125000000.00      | $6504122.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-09-20      | 2.1120%  | 2.1120% | $63356544.00       | $144237.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-09-20      | 0.1170%  | 0.1170% | $126421632.00      | $2965598.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-12-20      | 0.4760%  | 0.4760% | $80000000.00       | $2949129.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-11-20      | 1.0720%  | 1.0720% | $10443000.00       | $640141.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-01-20      | 1.2520%  | 1.2520% | $74000000.00       | $5224412.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-11-20      | 0.5240%  | 0.5240% | $44989888.00       | $162396.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-05-20      | 0.8680%  | 0.8680% | $47214592.00       | $160574.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-01-20      | 0.5350%  | 0.5350% | $23228128.00       | $43988.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-03-20      | 2.3970%  | 2.3970% | $33175296.00       | $1178387.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-01-20      | 0.9270%  | 0.9270% | $154000000.00      | $9866987.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-03-20      | 1.6740%  | 1.6740% | $75045120.00       | $848441.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-04-20      | 2.6810%  | 2.6810% | $6339000.00        | $132839.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-04-20      | 1.1200%  | 1.1200% | $55542016.00       | $2473393.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-04-20      | 1.4300%  | 1.4300% | $20316288.00       | $1266412.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-12-20      | 1.9160%  | 1.9160% | $145020672.00      | $6211415.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-05-20      | 0.5490%  | 0.5490% | $71675648.00       | $3311585.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-05-20      | 2.1210%  | 2.1210% | $25000000.00       | $1067264.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-09-20      | 1.6920%  | 1.6920% | $45197056.00       | $1484099.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 2.5000%  | 2.5000% | $17047200.00       | $1834674.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.5000%  | 3.5000% | $17003680.00       | $2035491.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.5000%  | 3.5000% | $40000000.00       | $3735822.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.5000%  | 3.5000% | $55000000.00       | $3991342.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-11-20      | 1.8270%  | 1.8270% | $22864448.00       | $1159556.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-07-20      | 0.8270%  | 0.8270% | $102038528.00      | $6560654.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-07-20      | 0.7330%  | 0.7330% | $60000000.00       | $3218375.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-04-20      | 1.7250%  | 1.7250% | $37755840.00       | $1950087.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-05-20      | 2.0650%  | 2.0650% | $30571616.00       | $561665.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-09-20      | 0.8300%  | 0.8300% | $50000000.00       | $3655011.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-02-20      | 1.1650%  | 1.1650% | $63047680.00       | $4580898.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-10-20      | 1.0050%  | 1.0050% | $23808928.00       | $1556210.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-03-20      | 0.9870%  | 0.9870% | $48510272.00       | $2529619.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 6.0000%  | 6.0000% | $4737712.00        | $349536.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 6.5000%  | 6.5000% | $22298976.00       | $1191622.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-06-20      | 0.7940%  | 0.7940% | $30843488.00       | $2018833.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-01-20      | 0.8290%  | 0.8290% | $42680256.00       | $2289760.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 6.5000%  | 6.5000% | $553846.00         | $34799.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 0.0000%  | 0.0000% | $8076912.00        | $2614988.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 0.0000%  | 0.0000% | $6295384.00        | $2038507.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 0.9990%  | 0.9990% | $5177616.00        | $37645.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 7.0000%  | 7.0000% | $14285712.00       | $1936237.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 5.5000%  | 5.5000% | $46000000.00       | $7440446.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-11-20      | 0.7250%  | 0.7250% | $80686080.00       | $6830989.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-02-20      | 1.0130%  | 1.0130% | $50432192.00       | $3771601.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-01-20      | 0.8560%  | 0.8560% | $80590464.00       | $7048004.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-05-20      | 2.0240%  | 2.0240% | $96435712.00       | $2513136.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-07-20      | 1.0620%  | 1.0620% | $55913920.00       | $3923696.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-08-20      | 1.0920%  | 1.0920% | $23138480.00       | $1996468.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-08-20      | 1.0920%  | 1.0920% | $23138496.00       | $1996535.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 6.5000%  | 6.5000% | $12017328.00       | $2244429.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 0.9990%  | 0.9990% | $10487584.00       | $85437.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 0.0000%  | 0.0000% | $1156796.00        | $662510.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-06-16      | 0.8470%  | 0.8470% | $54350272.00       | $807971.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2058-09-16      | 0.6100%  | 0.6100% | $94891520.00       | $677613.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-08-16      | 0.6580%  | 0.6580% | $75000000.00       | $563039.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2061-07-16      | 0.6970%  | 0.6970% | $49000000.00       | $969713.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-01-16      | 1.2940%  | 1.2940% | $52464832.00       | $2944442.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-01-20      | 1.3490%  | 1.3490% | $18556000.00       | $396819.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-02-20      | 0.8980%  | 0.8980% | $48273040.00       | $55796.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-05-20      | 1.8010%  | 1.8010% | $48890000.00       | $1511067.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-04-20      | 0.9240%  | 0.9240% | $37801344.00       | $168528.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-06-20      | 1.9160%  | 1.9160% | $82681856.00       | $2908784.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-06-20      | 1.9570%  | 1.9570% | $50000000.00       | $1644424.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-03-20      | 0.4160%  | 0.4160% | $26988000.00       | $633571.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-07-20      | 2.2950%  | 2.2950% | $40130048.00       | $1568870.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-07-20      | 1.6950%  | 1.6950% | $41936256.00       | $1239851.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-06-20      | 2.1350%  | 2.1350% | $50000000.00       | $1728835.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-08-20      | 2.3270%  | 2.3270% | $46659776.00       | $2078341.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-07-20      | 2.5160%  | 2.5160% | $4003000.00        | $50896.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-07-20      | 2.1140%  | 2.1140% | $89001728.00       | $3908207.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-08-20      | 0.7180%  | 0.7180% | $20406272.00       | $10466.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-07-20      | 1.4330%  | 1.4330% | $37930040.00       | $762012.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-04-20      | 1.1520%  | 1.1520% | $11540384.00       | $199191.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-06-20      | 3.1230%  | 3.1230% | $4389000.00        | $36650.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-09-20      | 1.6580%  | 1.6580% | $49834112.00       | $1353948.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-09-20      | 1.6800%  | 1.6800% | $26350400.00       | $1077526.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-09-20      | 1.7510%  | 1.7510% | $142978048.00      | $5766884.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-10-20      | 1.6160%  | 1.6160% | $12495872.00       | $590048.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-10-20      | 1.6770%  | 1.6770% | $102990336.00      | $3820811.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-11-20      | 2.2620%  | 2.2620% | $13975856.00       | $702090.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-11-20      | 1.5670%  | 1.5670% | $103989120.00      | $3503227.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-11-20      | 1.5590%  | 1.5590% | $67161984.00       | $2335031.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-09-20      | 2.2780%  | 2.2780% | $20146000.00       | $725580.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-12-20      | 1.6800%  | 1.6800% | $5067000.00        | $121231.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-04-20      | 0.3480%  | 0.3480% | $236407552.00      | $5659411.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-06-20      | 1.2170%  | 1.2170% | $83505536.00       | $1625945.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-06-20      | 1.2170%  | 1.2170% | $83505536.00       | $1625984.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-09-20      | 1.9590%  | 1.9590% | $40870272.00       | $1496802.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-09-20      | 1.9590%  | 1.9590% | $40870272.00       | $1496823.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-12-20      | 1.8730%  | 1.8730% | $26296416.00       | $163881.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-11-20      | 2.4210%  | 2.4210% | $18775392.00       | $976710.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-12-20      | 1.3260%  | 1.3260% | $33797632.00       | $980946.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-02-20      | 0.7090%  | 0.7090% | $49584192.00       | $1360267.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-02-20      | 0.5360%  | 0.5360% | $10900000.00       | $282233.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-06-16      | 0.9730%  | 0.9730% | $350433280.00      | $18366316.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-03-20      | 1.9010%  | 1.9010% | $2683000.00        | $13487.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-02-20      | 1.9250%  | 1.9250% | $3435000.00        | $9783.39           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2061-06-16      | 0.9850%  | 0.9850% | $29500000.00       | $1867481.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-12-16      | 0.6670%  | 0.6670% | $26600000.00       | $1296393.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2057-07-16      | 0.3950%  | 0.3950% | $200000000.00      | $2703815.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-09-16      | 0.6100%  | 0.6100% | $250000000.00      | $10243366.52       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-01-16      | 0.6430%  | 0.6430% | $275000000.00      | $9352576.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-12-16      | 0.9060%  | 0.9060% | $140326912.00      | $10895246.70       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 4.0000%  | 4.0000% | $16000000.00       | $2898125.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-04-20      | 4.5000%  | 4.5000% | $589878.00         | $72257.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-01-20      | 6.5000%  | 6.5000% | $1239948.00        | $3922.45           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 6.0000%  | 6.0000% | $3143750.00        | $282992.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.0000%  | 3.0000% | $29863712.00       | $4565203.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-03-20      | 4.5000%  | 4.5000% | $4595296.00        | $190995.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-02-20      | 2.4710%  | 2.4710% | $40045696.00       | $513169.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-10-20      | 2.2000%  | 2.2000% | $3315932.00        | $28924.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-11-20      | 1.6760%  | 1.6760% | $47440000.00       | $1531516.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-11-20      | 1.4090%  | 1.4090% | $56078528.00       | $818782.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-03-20      | 1.2540%  | 1.2540% | $79294080.00       | $1698710.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-06-20      | 4.0000%  | 4.0000% | $63611264.00       | $1001137.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 6.0000%  | 6.0000% | $53736832.00       | $2197473.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-10-25      | 6.0000%  | 6.0000% | $5637264.00        | $817311.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-10-25      | 0.8170%  | 0.8170% | $198500864.00      | $10043575.24       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-02-25      | 6.0000%  | 6.0000% | $6250016.00        | $832758.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-05-25      | 6.0000%  | 6.0000% | $3957288.00        | $736420.22         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 0.0000%  | 0.0000% | $250000.00         | $1363.42           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 0.0000%  | 0.0000% | $311296.00         | $117.98            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-11-25      | 0.0000%  | 0.0000% | $8125344.00        | $5539058.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-01-25      | 3.0000%  | 3.0000% | $36592512.00       | $5483627.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-02-25      | 2.5000%  | 2.5000% | $41465088.00       | $4807228.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-03-25      | 0.0000%  | 0.0000% | $2840000.00        | $1651094.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-02-25      | 3.5000%  | 3.5000% | $31414624.00       | $4549878.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-05-25      | 4.5000%  | 4.5000% | $27029152.00       | $3837996.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-07-25      | 0.0000%  | 0.0000% | $3622428.00        | $2084839.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-07-25      | 5.0000%  | 5.0000% | $19929400.00       | $2425769.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-07-25      | 3.0000%  | 3.0000% | $165881088.00      | $16356359.43       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-06-25      | 5.0000%  | 5.0000% | $104551168.00      | $5598824.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-01-25      | 3.5000%  | 3.5000% | $14346336.00       | $724874.82         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-12-25      | 3.0000%  | 3.0000% | $24500000.00       | $126337.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-07-25      | 4.0000%  | 4.0000% | $8095312.00        | $71892.37          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2061-03-25      | 0.0000%  | 0.0000% | $40113024.00       | $19462759.01       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2049-09-25      | 0.0000%  | 0.0000% | $14574896.00       | $12793916.58       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2052-05-25      | 0.0000%  | 0.0000% | $24573952.00       | $23974667.03       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2028-10-25      | 0.0000%  | 0.0000% | $8784000.00        | $6280911.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2049-11-25      | 0.0000%  | 0.0000% | $14655000.00       | $9141437.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-03-20      | 5.5000%  | 5.5000% | $15636352.00       | $2508134.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-03-20      | 5.5000%  | 5.5000% | $45954496.00       | $8163833.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-03-20      | 5.0000%  | 5.0000% | $500000.00         | $95481.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-03-20      | 5.5000%  | 5.5000% | $7376560.00        | $1183230.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-03-20      | 0.0000%  | 0.0000% | $250000.00         | $270.19            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-03-20      | 0.0000%  | 0.0000% | $249856.00         | $198.18            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-06-20      | 5.0000%  | 5.0000% | $2000000.00        | $318053.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-04-20      | 7.0000%  | 7.0000% | $12189728.00       | $1988606.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-04-20      | 7.0000%  | 7.0000% | $7142856.00        | $1022399.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-02-20      | 5.5000%  | 5.5000% | $13636352.00       | $2274689.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 6.5000%  | 6.5000% | $2946840.00        | $385823.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 0.8610%  | 0.8610% | $63945280.00       | $1223034.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 1.1150%  | 1.1150% | $28035552.00       | $980166.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 0.9990%  | 0.9990% | $17493660.00       | $350352.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 1.0000%  | 1.0000% | $3549280.00        | $83631.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 6.0000%  | 6.0000% | $3286100.00        | $409315.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-02-20      | 0.0000%  | 0.0000% | $249982.00         | $916.64            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 5.5000%  | 5.5000% | $1364318.00        | $240244.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 5.5000%  | 5.5000% | $13598720.00       | $2836011.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-01-20      | 6.0000%  | 6.0000% | $9786000.00        | $1672181.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-01-20      | 5.5000%  | 5.5000% | $7400000.00        | $1396531.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-12-20      | 5.5000%  | 5.5000% | $1352272.00        | $242403.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-12-20      | 5.5000%  | 5.5000% | $12272720.00       | $2299944.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-12-20      | 5.5000%  | 5.5000% | $10233408.00       | $1856877.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 6.0000%  | 6.0000% | $833333.00         | $149122.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-12-20      | 6.0000%  | 6.0000% | $6010750.00        | $960568.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-10-20      | 6.0000%  | 6.0000% | $625000.00         | $131009.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 6.0000%  | 6.0000% | $2677664.00        | $549279.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 0.9990%  | 0.9990% | $15548624.00       | $280198.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 0.9990%  | 0.9990% | $10630688.00       | $183360.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 0.0000%  | 0.0000% | $250000.00         | $1189.35           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 6.0000%  | 6.0000% | $4394144.00        | $268541.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 5.5000%  | 5.5000% | $2597664.00        | $453328.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 7.0000%  | 7.0000% | $7142856.00        | $529859.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 7.0000%  | 7.0000% | $21428544.00       | $1648143.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 0.0000%  | 0.0000% | $18181792.00       | $10921423.83       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.0000%  | 3.0000% | $30502080.00       | $4289756.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-12-20      | 5.5000%  | 5.5000% | $2272724.00        | $210138.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 6.5000%  | 6.5000% | $1484726.00        | $124161.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 4.0000%  | 4.0000% | $30729344.00       | $4234889.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-09-20      | 7.0000%  | 7.0000% | $33230144.00       | $4955358.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 7.5000%  | 7.5000% | $12941584.00       | $2276591.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 1.0000%  | 1.0000% | $13007760.00       | $91213.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 6.5000%  | 6.5000% | $100000.00         | $9997.87           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 7.0000%  | 7.0000% | $6568592.00        | $184609.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 7.5000%  | 7.5000% | $10000000.00       | $1415802.11        | Agency Collateralized Mortgage Obligation |

### Security 17: BOFA SECURITIES INC.

- **C.1 - Title:** BOFA SECURITIES INC.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM73JBY5, C.4 - ISIN: 51126, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-02-25      | 5.5000%  | 5.5000% | $19789740.00       | $3803568.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-06-25      | 6.0000%  | 6.0000% | $7333328.00        | $1241145.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-10-25      | 6.5000%  | 6.5000% | $12810512.00       | $2234722.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-08-15      | 0.0000%  | 0.0000% | $139460608.00      | $543.77            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-08-20      | 3.0000%  | 3.0000% | $799999.00         | $96226.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 2.0000%  | 2.0000% | $689999.00         | $298577.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-04-15      | 7.0000%  | 7.0000% | $65861.00          | $118.72            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-04-15      | 5.5000%  | 5.5000% | $2485016.00        | $8842.24           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2029-11-15      | 7.0000%  | 7.0000% | $100000.00         | $299.95            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-16      | 1.4490%  | 1.4490% | $161480704.00      | $228.33            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-16      | 0.1060%  | 0.1060% | $263323648.00      | $14913.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-05-20      | 1.9770%  | 1.9770% | $22631456.00       | $37848.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-08-20      | 1.6810%  | 1.6810% | $22999040.00       | $16388.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-04-20      | 0.5620%  | 0.5620% | $62849024.00       | $2898.65           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-08-20      | 0.7180%  | 0.7180% | $13172736.00       | $2764.10           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-08-20      | 1.4970%  | 1.4970% | $10997760.00       | $7067.21           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-12-20      | 2.1800%  | 2.1800% | $18252992.00       | $95328.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-07-20      | 1.5430%  | 1.5430% | $50003968.00       | $2468.17           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2061-06-20      | 1.5420%  | 1.5420% | $1784000.00        | $2507.40           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-01-20      | 1.3560%  | 1.3560% | $49491200.00       | $51548.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-05-20      | 0.4760%  | 0.4760% | $23134208.00       | $2857.65           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-04-20      | 1.7650%  | 1.7650% | $13080608.00       | $39179.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-04-20      | 0.4950%  | 0.4950% | $21413887.00       | $2745.07           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2061-04-20      | 0.6430%  | 0.6430% | $7471084.00        | $127.92            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-10-20      | 1.7950%  | 1.7950% | $30784192.00       | $104283.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-03-20      | 1.5960%  | 1.5960% | $52097024.00       | $41940.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-10-20      | 1.4510%  | 1.4510% | $35789184.00       | $38154.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2061-12-20      | 0.5790%  | 0.5790% | $5193728.00        | $2561.41           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-10-20      | 0.5340%  | 0.5340% | $12058624.00       | $102.00            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-11-20      | 2.6090%  | 2.6090% | $3817000.00        | $78228.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-11-20      | 2.4850%  | 2.4850% | $6315000.00        | $82905.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-01-20      | 1.9550%  | 1.9550% | $25220256.00       | $147666.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-01-20      | 2.8010%  | 2.8010% | $813000.00         | $10070.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-04-20      | 1.9190%  | 1.9190% | $656000.00         | $4258.38           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-06-20      | 1.8250%  | 1.8250% | $42006272.00       | $240997.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-05-20      | 1.5090%  | 1.5090% | $34473408.00       | $71847.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-08-20      | 1.8470%  | 1.8470% | $12932000.00       | $67852.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-04-20      | 1.4800%  | 1.4800% | $19560000.00       | $89461.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-03-20      | 2.1010%  | 2.1010% | $18930752.00       | $134878.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-05-20      | 1.5450%  | 1.5450% | $98542720.00       | $303497.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-05-20      | 1.4100%  | 1.4100% | $12500000.00       | $16801.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-05-20      | 1.5910%  | 1.5910% | $3281000.00        | $15428.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-09-20      | 1.9110%  | 1.9110% | $2892000.00        | $21010.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-09-20      | 1.8020%  | 1.8020% | $45196992.00       | $307809.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-06-20      | 1.5310%  | 1.5310% | $11993000.00       | $42942.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-06-20      | 1.6300%  | 1.6300% | $25000000.00       | $39734.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-08-20      | 1.4800%  | 1.4800% | $22360360.00       | $39312.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-07-20      | 1.4570%  | 1.4570% | $7032832.00        | $6529.30           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-10-20      | 1.5490%  | 1.5490% | $19319000.00       | $56993.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-09-20      | 1.4830%  | 1.4830% | $3500000.00        | $4313.82           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-10-20      | 1.3750%  | 1.3750% | $8625000.00        | $17710.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-11-20      | 1.7050%  | 1.7050% | $51705152.00       | $243358.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-11-20      | 1.7400%  | 1.7400% | $21818920.00       | $73861.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-11-20      | 1.9030%  | 1.9030% | $1722000.00        | $14882.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-12-20      | 1.4310%  | 1.4310% | $7499776.00        | $5911.47           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-02-20      | 1.7650%  | 1.7650% | $43487680.00       | $83045.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-01-20      | 1.8220%  | 1.8220% | $1436000.00        | $2015.93           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-05-20      | 2.5050%  | 2.5050% | $12122000.00       | $66978.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-11-20      | 1.7900%  | 1.7900% | $52452352.00       | $178322.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-11-20      | 1.4570%  | 1.4570% | $34890112.00       | $63598.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-10-20      | 2.3920%  | 2.3920% | $4863000.00        | $29585.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-11-20      | 2.4630%  | 2.4630% | $23850000.00       | $141986.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-12-20      | 2.5760%  | 2.5760% | $1155000.00        | $5354.04           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-04-20      | 1.5090%  | 1.5090% | $11019000.00       | $55748.80          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-03-25      | 4.5000%  | 4.5000% | $54166656.00       | $64357.94          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2044-07-25      | 3.5000%  | 3.5000% | $32500000.00       | $416732.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-11-25      | 4.0000%  | 4.0000% | $42614016.00       | $430693.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-07-25      | 4.0000%  | 4.0000% | $48352256.00       | $802337.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-05-25      | 1.5750%  | 1.5750% | $4027000.00        | $76667.94          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-03-25      | 1.5980%  | 1.5980% | $2000000.00        | $97483.72          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-06-25      | 5.0000%  | 5.0000% | $58345984.00       | $3124488.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-07-25      | 3.5000%  | 3.5000% | $42139264.00       | $2608755.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-09-25      | 2.0000%  | 2.0000% | $50000000.00       | $3539966.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-12-25      | 2.0000%  | 2.0000% | $39515000.00       | $3645558.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-10-25      | 1.9260%  | 1.9260% | $2060000.00        | $45854.95          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-11-25      | 4.0000%  | 4.0000% | $88218240.00       | $6520239.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-02-25      | 3.5000%  | 3.5000% | $33838656.00       | $2123007.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-02-25      | 3.5000%  | 3.5000% | $40566528.00       | $3110143.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-03-25      | 3.0000%  | 3.0000% | $32910656.00       | $1812239.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-03-25      | 3.0000%  | 3.0000% | $27013824.00       | $1583565.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-03-25      | 3.0000%  | 3.0000% | $53688960.00       | $5863793.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-07-25      | 3.0000%  | 3.0000% | $36789312.00       | $3467524.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-08-25      | 3.0000%  | 3.0000% | $114032128.00      | $8645000.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-12-25      | 1.8220%  | 1.8220% | $130972672.00      | $2174640.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-12-25      | 3.0000%  | 3.0000% | $30000000.00       | $2883787.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-12-25      | 3.0000%  | 3.0000% | $15038784.00       | $1463198.61        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-04-25      | 5.0000%  | 5.0000% | $94763136.00       | $14114338.74       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-06-25      | 4.0000%  | 4.0000% | $14127040.00       | $2394680.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-10-25      | 2.0000%  | 2.0000% | $48308608.00       | $5037119.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 0.0000%  | 0.0000% | $249999.00         | $362.02            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-02-25      | 5.5000%  | 5.5000% | $8048816.00        | $693181.35         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-03-25      | 5.5000%  | 5.5000% | $9847632.00        | $832487.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 6.0000%  | 6.0000% | $31959552.00       | $5014914.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-02-25      | 5.0000%  | 5.0000% | $9750800.00        | $1210540.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-10-25      | 5.5000%  | 5.5000% | $46474048.00       | $5264969.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-06-25      | 2.1670%  | 2.1670% | $26340128.00       | $96593.09          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-08-25      | 2.1260%  | 2.1260% | $15530000.00       | $79289.31          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-12-25      | 1.9630%  | 1.9630% | $20223679.00       | $214100.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2027-03-25      | 0.7200%  | 0.7200% | $1200000.00        | $4272.46           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-11-25      | 2.5000%  | 2.5000% | $44265344.00       | $2899919.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2027-09-25      | 0.8050%  | 0.8050% | $21270000.00       | $169406.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2030-11-25      | 0.9540%  | 0.9540% | $71805000.00       | $2340059.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-10-25      | 2.1270%  | 2.1270% | $8733984.00        | $241684.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-01-25      | 2.3480%  | 2.3480% | $4175000.00        | $228529.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-02-25      | 2.3920%  | 2.3920% | $1750000.00        | $115002.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-05-25      | 2.2190%  | 2.2190% | $29700000.00       | $56463.20          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2028-08-27      | 1.6650%  | 1.6650% | $4000000.00        | $151951.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-03-25      | 1.9740%  | 1.9740% | $3370000.00        | $212385.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2048-01-25      | 4.5000%  | 4.5000% | $30000000.00       | $2000651.30        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-10-25      | 2.5000%  | 2.5000% | $27843008.00       | $1825361.39        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-10-25      | 3.0000%  | 3.0000% | $47000000.00       | $4071652.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-10-25      | 3.0000%  | 3.0000% | $33905000.00       | $2925528.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2026-05-25      | 0.9810%  | 0.9810% | $61272064.00       | $44534.99          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-11-25      | 3.0000%  | 3.0000% | $97401500.00       | $9404862.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-08-25      | 0.0000%  | 0.0000% | $7692304.00        | $3679805.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-10-25      | 0.0000%  | 0.0000% | $4188120.00        | $2212813.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-09-25      | 2.5000%  | 2.5000% | $53439808.00       | $4767800.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 0.0000%  | 0.0000% | $7692304.00        | $3653188.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 0.0000%  | 0.0000% | $9457776.00        | $4635960.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-12-25      | 0.0000%  | 0.0000% | $17757120.00       | $4795710.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-09-25      | 6.0000%  | 6.0000% | $23572840.00       | $3554583.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 6.5000%  | 6.5000% | $21987872.00       | $2232358.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-10-25      | 4.5000%  | 4.5000% | $20755136.00       | $2145392.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-12-25      | 2.5000%  | 2.5000% | $38256064.00       | $4339842.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-05-25      | 0.0000%  | 0.0000% | $785715.00         | $405792.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-12-25      | 0.0000%  | 0.0000% | $1678496.00        | $960413.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 5.5000%  | 5.5000% | $8731680.00        | $1647136.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-01-25      | 5.5000%  | 5.5000% | $12853712.00       | $1599217.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-02-20      | 1.7490%  | 1.7490% | $205000.00         | $447.75            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-04-20      | 1.3830%  | 1.3830% | $108553344.00      | $1668239.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-05-20      | 1.6670%  | 1.6670% | $33643000.00       | $77541.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-02-20      | 1.9210%  | 1.9210% | $551000.00         | $3783.43           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-08-20      | 1.3630%  | 1.3630% | $5872000.00        | $94250.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-08-20      | 1.4260%  | 1.4260% | $47852992.00       | $186520.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-07-20      | 1.5170%  | 1.5170% | $101132288.00      | $2108228.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-07-20      | 2.3230%  | 2.3230% | $1858000.00        | $18527.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-08-20      | 1.3670%  | 1.3670% | $15092608.00       | $330230.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-09-20      | 1.2720%  | 1.2720% | $21866560.00       | $526726.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-10-20      | 1.6640%  | 1.6640% | $26515040.00       | $679354.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-09-20      | 1.8480%  | 1.8480% | $23335500.00       | $483416.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-10-20      | 1.3760%  | 1.3760% | $42231040.00       | $960878.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-11-20      | 1.8890%  | 1.8890% | $19818784.00       | $571206.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-11-20      | 1.8020%  | 1.8020% | $5322000.00        | $139977.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-10-20      | 2.2760%  | 2.2760% | $6513000.00        | $52070.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-11-20      | 2.2540%  | 2.2540% | $5286000.00        | $46350.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-12-20      | 2.5620%  | 2.5620% | $7448000.00        | $71562.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-10-20      | 0.4870%  | 0.4870% | $145694720.00      | $62888.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-12-20      | 1.2990%  | 1.2990% | $47945040.00       | $1036308.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-12-20      | 1.7930%  | 1.7930% | $29583552.00       | $135234.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-11-20      | 1.9130%  | 1.9130% | $37495104.00       | $1280169.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-04-20      | 0.7370%  | 0.7370% | $153124864.00      | $68971.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-05-20      | 1.0870%  | 1.0870% | $31127880.00       | $530684.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-01-20      | 0.9730%  | 0.9730% | $30723800.00       | $809438.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-01-20      | 1.2370%  | 1.2370% | $110059264.00      | $2433418.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-05-20      | 1.2510%  | 1.2510% | $24408544.00       | $601349.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-06-20      | 1.8620%  | 1.8620% | $166058240.00      | $4014916.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-05-20      | 1.4530%  | 1.4530% | $35329920.00       | $643936.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-07-20      | 1.7320%  | 1.7320% | $38004928.00       | $894644.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-01-20      | 0.6160%  | 0.6160% | $31522816.00       | $13751.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-01-20      | 1.6050%  | 1.6050% | $30304064.00       | $146627.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-08-20      | 0.6790%  | 0.6790% | $70066176.00       | $31205.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-02-20      | 2.5740%  | 2.5740% | $15010816.00       | $190817.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-07-20      | 1.9100%  | 1.9100% | $61899776.00       | $324784.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-04-20      | 1.5080%  | 1.5080% | $65056768.00       | $1636767.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2058-06-16      | 0.7030%  | 0.7030% | $94859008.00       | $399925.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2061-02-16      | 0.8750%  | 0.8750% | $82710272.00       | $543380.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-02-20      | 0.8790%  | 0.8790% | $60747456.00       | $1571971.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-07-20      | 1.7300%  | 1.7300% | $57060608.00       | $86451.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 5.9990%  | 5.9990% | $838010.00         | $105464.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 0.0000%  | 0.0000% | $249856.00         | $203.87            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-11-20      | 1.5560%  | 1.5560% | $47657536.00       | $864646.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-06-20      | 3.0000%  | 3.0000% | $80133248.00       | $6035852.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 5.0000%  | 5.0000% | $8241840.00        | $684192.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-01-20      | 2.6830%  | 2.6830% | $7193000.00        | $125584.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-09-20      | 0.8710%  | 0.8710% | $50000000.00       | $3244570.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-07-20      | 0.9920%  | 0.9920% | $49780160.00       | $3353219.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-07-20      | 0.9920%  | 0.9920% | $30000000.00       | $2020843.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-04-16      | 0.7820%  | 0.7820% | $47400000.00       | $2806805.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-07-20      | 0.0000%  | 0.0000% | $4615384.00        | $1397585.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 0.0000%  | 0.0000% | $9446847.00        | $2918998.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 0.0000%  | 0.0000% | $8307680.00        | $2690108.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-09-20      | 0.0000%  | 0.0000% | $43917040.00       | $10596376.13       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 0.0000%  | 0.0000% | $11786864.00       | $4317717.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 0.0000%  | 0.0000% | $3333332.00        | $1764708.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 6.5000%  | 6.5000% | $23443296.00       | $5153942.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 6.0000%  | 6.0000% | $4458328.00        | $891542.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 0.0000%  | 0.0000% | $5912919.00        | $4495590.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-12-20      | 5.0000%  | 5.0000% | $15456500.00       | $1799337.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-03-20      | 1.8160%  | 1.8160% | $19964512.00       | $100266.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-06-20      | 1.7810%  | 1.7810% | $35060544.00       | $137418.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-05-20      | 2.5930%  | 2.5930% | $10094000.00       | $35970.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-10-20      | 1.8340%  | 1.8340% | $11704000.00       | $42855.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-08-20      | 2.2250%  | 2.2250% | $133038080.00      | $2144.75           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-11-20      | 2.4910%  | 2.4910% | $743000.00         | $4205.72           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-10-20      | 1.6670%  | 1.6670% | $9926000.00        | $29641.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-09-20      | 1.9290%  | 1.9290% | $17931000.00       | $81006.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-09-20      | 2.0300%  | 2.0300% | $3732000.00        | $56092.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-10-20      | 1.8550%  | 1.8550% | $1670000.00        | $4206.55           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-12-20      | 2.3100%  | 2.3100% | $7914000.00        | $51232.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-03-20      | 2.1710%  | 2.1710% | $5950000.00        | $36769.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-02-20      | 2.0240%  | 2.0240% | $1425000.00        | $3140.38           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-04-20      | 1.4300%  | 1.4300% | $1416000.00        | $2960.57           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-02-20      | 0.0040%  | 0.0040% | $67076096.00       | $12971.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-01-20      | 1.5990%  | 1.5990% | $97037120.00       | $215193.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-06-20      | 1.9290%  | 1.9290% | $12074000.00       | $47540.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-08-20      | 1.6370%  | 1.6370% | $14620000.00       | $47054.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-01-20      | 1.6700%  | 1.6700% | $62160768.00       | $64790.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-16      | 0.3490%  | 0.3490% | $23860000.00       | $67473.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-08-16      | 0.0710%  | 0.0710% | $9961472.00        | $406.09            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-01-20      | 3.5000%  | 3.5000% | $24812768.00       | $67818.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-01-20      | 3.5000%  | 3.5000% | $37774976.00       | $830925.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-12-20      | 3.5000%  | 3.5000% | $22012512.00       | $123684.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-04-20      | 4.0000%  | 4.0000% | $28828032.00       | $222207.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-16      | 0.5330%  | 0.5330% | $1903130.00        | $3148.53           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-16      | 0.3480%  | 0.3480% | $391920000.00      | $740716.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-12-16      | 4.5000%  | 4.5000% | $3775000.00        | $56282.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-10-20      | 3.5000%  | 3.5000% | $33120256.00       | $13383.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-05-16      | 0.5490%  | 0.5490% | $1517148.00        | $5992.78           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-16      | 0.4630%  | 0.4630% | $261842944.00      | $949190.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-11-16      | 0.6280%  | 0.6280% | $263000000.00      | $1980773.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-16      | 0.4940%  | 0.4940% | $179062528.00      | $454876.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-04-20      | 3.5000%  | 3.5000% | $11929040.00       | $177951.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-08-20      | 5.5000%  | 5.5000% | $12309904.00       | $86947.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2059-11-16      | 0.6620%  | 0.6620% | $161650000.00      | $922801.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2058-09-16      | 0.9640%  | 0.9640% | $160000000.00      | $1217233.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2058-05-16      | 0.7940%  | 0.7940% | $62696384.00       | $500968.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2057-10-16      | 0.6250%  | 0.6250% | $75000000.00       | $620882.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2058-02-16      | 0.5560%  | 0.5560% | $168043008.00      | $494146.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-01-20      | 6.0000%  | 6.0000% | $5708000.00        | $102816.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-09-20      | 4.5000%  | 4.5000% | $9809648.00        | $397232.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2059-05-16      | 0.6030%  | 0.6030% | $118544768.00      | $1119274.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-07-20      | 1.5880%  | 1.5880% | $46070336.00       | $1081019.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-03-20      | 0.4660%  | 0.4660% | $32717320.00       | $451878.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-03-20      | 0.4660%  | 0.4660% | $32717312.00       | $451878.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-02-20      | 1.6240%  | 1.6240% | $6633304.00        | $193612.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-03-20      | 1.5470%  | 1.5470% | $80865792.00       | $1919187.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-03-20      | 2.6570%  | 2.6570% | $8880304.00        | $109538.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-02-20      | 1.9270%  | 1.9270% | $9147088.00        | $223397.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-02-20      | 1.9270%  | 1.9270% | $9147088.00        | $223397.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-02-20      | 1.9270%  | 1.9270% | $9147088.00        | $223397.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-04-20      | 0.7500%  | 0.7500% | $31463392.00       | $537944.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-01-20      | 1.6510%  | 1.6510% | $24831232.00       | $628076.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-03-20      | 1.9050%  | 1.9050% | $18136160.00       | $616141.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-03-20      | 1.9050%  | 1.9050% | $18136160.00       | $552675.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-03-20      | 1.7100%  | 1.7100% | $62193024.00       | $1352151.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-04-20      | 0.4950%  | 0.4950% | $17006592.00       | $6588.54           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-04-20      | 1.5360%  | 1.5360% | $25974208.00       | $114606.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-09-20      | 1.9170%  | 1.9170% | $24500000.00       | $714382.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-03-20      | 2.4930%  | 2.4930% | $854000.00         | $9758.05           | Agency Collateralized Mortgage Obligation |

### Security 18: BOFA SECURITIES INC.

- **C.1 - Title:** BOFA SECURITIES INC.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6S6RG0, C.4 - ISIN: 51126, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield    | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-08-25      | 0.6040%  | 0.6040%  | $135000000.00      | $1342602.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-10-25      | 1.7540%  | 1.7540%  | $100000000.00      | $4357322.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-12-25      | 2.9540%  | 2.9540%  | $138203400.00      | $8479281.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 1.2040%  | 1.2040%  | $30000000.00       | $792941.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 1.0000%  | 1.0000%  | $1592798.00        | $35057.99          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-06-25      | 5.0000%  | 5.0000%  | $26750528.00       | $19644846.43       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-04-25      | 0.2840%  | 0.2840%  | $100000000.00      | $872898.48         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-10-25      | 1.0000%  | 1.0000%  | $13878060.00       | $431835.19         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-05-25      | 1.2500%  | 1.2500%  | $100000000.00      | $3517161.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-04-01      | 3.7200%  | 3.7200%  | $716423.00         | $654239.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-05-01      | 3.5600%  | 3.5600%  | $12334464.00       | $10829631.98       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-07-01      | 3.0000%  | 3.0000%  | $22000000.00       | $1721613.87        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-06-25      | 2.9400%  | 2.9400%  | $54534000.00       | $118548.82         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 4.5000%  | 4.5000%  | $965060.00         | $894496.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 6.0000%  | 6.0000%  | $601511.00         | $512849.09         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000%  | $12150688.00       | $10194846.84       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 7.5000%  | 7.5000%  | $515577.00         | $554006.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000%  | $1036746.00        | $1070696.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-04-01      | 4.5000%  | 4.5000%  | $1025000.00        | $189867.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 6.0000%  | 6.0000%  | $1172000.00        | $940124.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.5000%  | 5.5000%  | $2933192.00        | $2577693.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-12-01      | 3.0000%  | 3.0000%  | $1362216.00        | $1283034.61        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 3.5000%  | 3.5000%  | $97822.00          | $68353.53          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.5000%  | 4.5000%  | $1500000.00        | $1108117.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-04-01      | 6.5000%  | 6.5000%  | $1024106.00        | $1094439.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-04-01      | 6.5000%  | 6.5000%  | $5203976.00        | $5476847.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-04-01      | 3.0000%  | 3.0000%  | $2124120.00        | $590021.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-10-01      | 2.5000%  | 2.5000%  | $28754.00          | $16979.41          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-02-01      | 2.5000%  | 2.5000%  | $4252992.00        | $1934758.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-10-01      | 1.5000%  | 1.5000%  | $27215200.00       | $14832527.68       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.0000%  | 6.0000%  | $199769.00         | $161774.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 4.5000%  | 4.5000%  | $53020.00          | $51022.65          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 7.0000%  | 7.0000%  | $1204812.00        | $1286564.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 6.5000%  | 6.5000%  | $1483726.00        | $1582545.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 6.0000%  | 6.0000%  | $9546336.00        | $6351570.40        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 5.5000%  | 5.5000%  | $13630560.00       | $12682938.99       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-06-01      | 5.0000%  | 5.0000%  | $10328304.00       | $10354075.60       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 3.5000%  | 3.5000%  | $57804720.00       | $52411593.53       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 3.0000%  | 3.0000%  | $83447.00          | $53943.83          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 6.5000%  | 6.5000%  | $99044000.00       | $69328858.89       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-11-01      | 4.5000%  | 4.5000%  | $5549648.00        | $5358861.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 5.0000%  | 5.0000%  | $18861248.00       | $18813034.55       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-08-01      | 3.5000%  | 3.5000%  | $24997.00          | $1643.19           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.5000%  | 5.5000%  | $505000.00         | $487550.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-04-01      | 4.5000%  | 4.5000%  | $48781568.00       | $47074310.68       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-04-01      | 4.0000%  | 4.0000%  | $187264.00         | $182809.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.0000%  | 6.0000%  | $1890304.00        | $1545121.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 6.5000%  | 6.5000%  | $1339980.00        | $1425773.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 5.5000%  | 5.5000%  | $58848128.00       | $57477464.90       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.0000%  | 5.0000%  | $7770000.00        | $7577978.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.0000%  | 6.0000%  | $16029952.00       | $15657644.63       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.5000%  | 6.5000%  | $10346832.00       | $9194830.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000%  | $15019200.00       | $12293663.11       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-09-01      | 3.0000%  | 3.0000%  | $1440176.00        | $1333962.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.0000%  | 5.0000%  | $4009696.00        | $3960708.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 6.5000%  | 6.5000%  | $371543.00         | $391661.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-04-01      | 4.5000%  | 4.5000%  | $787387.00         | $759830.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-05-20      | 4.0000%  | 4.0000%  | $391478.00         | $267890.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-09-20      | 2.0000%  | 2.0000%  | $407443.00         | $230182.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-10-15      | 5.1500%  | 5.1500%  | $40850.00          | $41077.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-04-20      | 5.5000%  | 5.5000%  | $1477877.00        | $1504556.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-02-20      | 6.0000%  | 6.0000%  | $22955000.00       | $13051319.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-04-20      | 5.5000%  | 5.5000%  | $4956080.00        | $5037972.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-05-15      | 7.0000%  | 7.0000%  | $4882423.00        | $2039.11           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2030-12-26      | 12.2660% | 12.2660% | $9213168.00        | $5714172.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-02-01      | 4.5000%  | 4.5000%  | $2000000.00        | $86514.39          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-11-01      | 3.5000%  | 3.5000%  | $1888084.00        | $96252.04          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-05-01      | 3.5000%  | 3.5000%  | $215000.00         | $13680.90          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-11-01      | 1.5000%  | 1.5000%  | $2524180.00        | $1372208.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 4.5000%  | 4.5000%  | $1564000.00        | $1352708.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.5000%  | 5.5000%  | $18243424.00       | $15043202.54       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-08-01      | 4.8490%  | 4.8490%  | $4023032.00        | $3878407.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-07-25      | 2.4400%  | 2.4400%  | $51576832.00       | $49656.59          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-08-25      | 2.3400%  | 2.3400%  | $103399200.00      | $790935.01         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-08-25      | 2.4900%  | 2.4900%  | $25000000.00       | $473879.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-06-25      | 2.2900%  | 2.2900%  | $31982688.00       | $718703.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-01-25      | 2.2900%  | 2.2900%  | $108445952.00      | $1795107.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-09-25      | 1.6540%  | 1.6540%  | $193190400.00      | $6736053.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-10-25      | 1.5540%  | 1.5540%  | $25000000.00       | $791261.23         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-11-25      | 3.2540%  | 3.2540%  | $50000000.00       | $1780761.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-06-25      | 2.2040%  | 2.2040%  | $62844000.00       | $1724079.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 2.7040%  | 2.7040%  | $4000000.00        | $129777.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-11-25      | 1.0000%  | 1.0000%  | $681165.00         | $5556.19           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 1.7040%  | 1.7040%  | $85124352.00       | $2174784.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-11-25      | 0.9540%  | 0.9540%  | $179000000.00      | $2653934.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-11-25      | 1.5690%  | 1.5690%  | $175000000.00      | $2871441.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 2.3040%  | 2.3040%  | $46953856.00       | $1584245.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 1.4540%  | 1.4540%  | $171000000.00      | $2585430.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 0.6540%  | 0.6540%  | $75000000.00       | $764163.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 1.3540%  | 1.3540%  | $40000000.00       | $638386.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 1.4540%  | 1.4540%  | $101000000.00      | $1590813.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 1.0000%  | 1.0000%  | $7575750.00        | $88836.77          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 0.4290%  | 0.4290%  | $100000000.00      | $731566.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-05-25      | 1.5040%  | 1.5040%  | $150000000.00      | $2911064.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-12-25      | 1.1270%  | 1.1270%  | $180000000.00      | $3734358.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-12-25      | 1.8040%  | 1.8040%  | $95000000.00       | $3063645.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-10-25      | 3.5040%  | 3.5040%  | $69834624.00       | $6280938.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-05-25      | 6.0000%  | 6.0000%  | $16557888.00       | $9870974.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-11-25      | 1.5040%  | 1.5040%  | $67072256.00       | $1602553.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-03-25      | 1.4040%  | 1.4040%  | $130000000.00      | $4464522.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-06-25      | 1.3540%  | 1.3540%  | $212458240.00      | $6584367.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2054-06-15      | 2.2450%  | 2.2450%  | $66018944.00       | $1068476.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-12-15      | 2.3450%  | 2.3450%  | $106139904.00      | $768984.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-04-15      | 2.2450%  | 2.2450%  | $46303120.00       | $887870.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-09-25      | 2.3400%  | 2.3400%  | $44937536.00       | $1021837.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-01-25      | 2.2900%  | 2.2900%  | $17678272.00       | $466796.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-07-25      | 2.0000%  | 2.0000%  | $858000.00         | $225223.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-06-25      | 2.3900%  | 2.3900%  | $41463168.00       | $1857268.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2045-03-25      | 1.8400%  | 1.8400%  | $34469888.00       | $1560378.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-09-25      | 1.7040%  | 1.7040%  | $61500000.00       | $3718838.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-09-25      | 1.5340%  | 1.5340%  | $84743808.00       | $3653536.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-12-25      | 1.9540%  | 1.9540%  | $100000000.00      | $2716751.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-11-25      | 2.0540%  | 2.0540%  | $21555680.00       | $1436543.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 5.1750%  | 5.1750%  | $57571000.00       | $25362337.96       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 2.4040%  | 2.4040%  | $100000000.00      | $2184631.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-05-25      | 2.3040%  | 2.3040%  | $103500000.00      | $2899016.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-08-25      | 2.1040%  | 2.1040%  | $150000000.00      | $3387778.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-08-25      | 1.0000%  | 1.0000%  | $15000000.00       | $117184.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-07-25      | 2.2540%  | 2.2540%  | $108000000.00      | $2444000.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 0.8600%  | 0.8600%  | $261135040.00      | $3965893.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 2.2040%  | 2.2040%  | $50000000.00       | $1378058.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 1.6040%  | 1.6040%  | $28500000.00       | $561981.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 3.4040%  | 3.4040%  | $1400000.00        | $88691.51          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 0.4540%  | 0.4540%  | $50000000.00       | $354904.53         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 1.8540%  | 1.8540%  | $72051712.00       | $1752271.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 1.0000%  | 1.0000%  | $12000000.00       | $194792.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 3.5040%  | 3.5040%  | $58524800.00       | $3391222.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-05-25      | 0.2540%  | 0.2540%  | $185000000.00      | $988514.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-03-20      | 0.7450%  | 0.7450%  | $175000000.00      | $2383515.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 2.8590%  | 2.8590%  | $131971328.00      | $9124468.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-02-20      | 2.0590%  | 2.0590%  | $72348000.00       | $5180339.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-12-20      | 0.3090%  | 0.3090%  | $500000000.00      | $3198033.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-01-20      | 1.1590%  | 1.1590%  | $65483392.00       | $1865601.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 2.2590%  | 2.2590%  | $232841216.00      | $11234455.09       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.0590%  | 2.0590%  | $146323456.00      | $4600738.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 0.4090%  | 0.4090%  | $290000000.00      | $2305729.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 1.1590%  | 1.1590%  | $70000000.00       | $1866394.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 2.1090%  | 2.1090%  | $96532096.00       | $5762978.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 1.5090%  | 1.5090%  | $168521728.00      | $5794107.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 1.3590%  | 1.3590%  | $400000000.00      | $6484876.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 2.3090%  | 2.3090%  | $67000000.00       | $4617959.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 1.5590%  | 1.5590%  | $118763264.00      | $2646034.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 1.0000%  | 1.0000%  | $2604356.00        | $56272.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-05-20      | 0.6590%  | 0.6590%  | $78025216.00       | $2103743.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 2.1790%  | 2.1790%  | $175000000.00      | $4289661.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 1.6590%  | 1.6590%  | $315366912.00      | $10219508.43       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 1.7090%  | 1.7090%  | $150000000.00      | $7261794.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 0.6090%  | 0.6090%  | $30000000.00       | $182736.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 3.6090%  | 3.6090%  | $49225152.00       | $5145246.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 1.5510%  | 1.5510%  | $283165760.00      | $6037567.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 4.5900%  | 4.5900%  | $14700000.00       | $10262613.73       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 1.8090%  | 1.8090%  | $88419328.00       | $2968642.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 2.4090%  | 2.4090%  | $56238976.00       | $2295307.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 1.8090%  | 1.8090%  | $333273088.00      | $7094008.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 1.7090%  | 1.7090%  | $100000000.00      | $1780935.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 2.9590%  | 2.9590%  | $200000000.00      | $4518507.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 3.0090%  | 3.0090%  | $150000000.00      | $6770759.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.6590%  | 1.6590%  | $99361536.00       | $2148585.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-05-20      | 1.5090%  | 1.5090%  | $100000000.00      | $1337503.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 2.3090%  | 2.3090%  | $54540032.00       | $1643211.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.8090%  | 1.8090%  | $199403000.00      | $6954293.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 1.5690%  | 1.5690%  | $205000000.00      | $2694936.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 5.5000%  | 5.5000%  | $50000000.00       | $50290927.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 3.4090%  | 3.4090%  | $105300000.00      | $2969113.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 2.8090%  | 2.8090%  | $50000000.00       | $1973377.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 2.6090%  | 2.6090%  | $28556864.00       | $2991048.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 1.9590%  | 1.9590%  | $100000000.00      | $1053611.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 4.9400%  | 4.9400%  | $100000000.00      | $38083590.94       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-06-15      | 7.0000%  | 7.0000%  | $1504612.00        | $2945.99           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-10-15      | 5.5000%  | 5.5000%  | $1156484.00        | $5868.02           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-11-15      | 5.5000%  | 5.5000%  | $1343238.00        | $9392.16           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-03-20      | 7.0000%  | 7.0000%  | $7047631.00        | $12624.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2034-10-20      | 5.0000%  | 5.0000%  | $10000.00          | $860.53            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-05-20      | 3.3900%  | 3.3900%  | $5000000.00        | $89020.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-06-20      | 2.3440%  | 2.3440%  | $20000000.00       | $121659.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-06-20      | 4.2430%  | 4.2430%  | $100000.00         | $3297.35           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-01-20      | 4.7780%  | 4.7780%  | $1300000.00        | $147076.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-08-20      | 1.8240%  | 1.8240%  | $121075000.00      | $976181.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-10-20      | 1.9040%  | 1.9040%  | $33333312.00       | $528118.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-02-20      | 2.3240%  | 2.3240%  | $24630080.00       | $439832.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-09-20      | 2.4240%  | 2.4240%  | $20658816.00       | $496800.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-07-20      | 2.4740%  | 2.4740%  | $29233248.00       | $572447.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 1.6590%  | 1.6590%  | $2735940.00        | $83760.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 2.2300%  | 2.2300%  | $170000000.00      | $7093840.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 0.9890%  | 0.9890%  | $80000000.00       | $1817621.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 18.8490% | 18.8490% | $11538448.00       | $11600858.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2059-06-16      | 4.5000%  | 4.5000%  | $6000000.00        | $5783143.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 0.3390%  | 0.3390%  | $100000000.00      | $992989.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 0.1590%  | 0.1590%  | $32668672.00       | $566620.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 2.5240%  | 2.5240%  | $36622016.00       | $2245628.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 3.0000%  | 3.0000%  | $189439000.00      | $100497810.53      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 0.0000%  | 0.0000%  | $63848448.00       | $42547.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-10-20      | 3.5590%  | 3.5590%  | $65510656.00       | $6692987.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-11-20      | 4.7400%  | 4.7400%  | $500000.00         | $437839.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.7290%  | 1.7290%  | $130000000.00      | $3512601.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-11-20      | 0.9590%  | 0.9590%  | $50000000.00       | $847648.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 0.0000%  | 0.0000%  | $234000000.00      | $640852.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 0.0000%  | 0.0000%  | $250000000.00      | $718985.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-07-20      | 0.2590%  | 0.2590%  | $350000000.00      | $3446410.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-07-20      | 3.7750%  | 3.7750%  | $31350016.00       | $17580859.27       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-06-20      | 0.0000%  | 0.0000%  | $500000000.00      | $854072.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 1.8590%  | 1.8590%  | $80000000.00       | $1079478.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-04-20      | 2.5090%  | 2.5090%  | $91416448.00       | $2654773.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-08-20      | 0.3090%  | 0.3090%  | $250000000.00      | $2591114.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 2.5090%  | 2.5090%  | $75000000.00       | $3131396.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 1.7090%  | 1.7090%  | $25000000.00       | $330594.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 2.4090%  | 2.4090%  | $50000000.00       | $860293.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 2.6090%  | 2.6090%  | $40260160.00       | $2419345.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 1.9090%  | 1.9090%  | $115000000.00      | $2931928.27        | Agency Collateralized Mortgage Obligation |

### Security 19: CANADIAN IMPERIAL BANK

- **C.1 - Title:** CANADIAN IMPERIAL BANK
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM73JBX7, C.4 - ISIN: 495, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 7.5000%  | 7.5000% | $1433408.00        | $1290790.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 6.0000%  | 6.0000% | $1000.00           | $688.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | 6.0000% | $798000.00         | $749897.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 7.0000%  | 7.0000% | $1006480.00        | $725958.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 5.5000%  | 5.5000% | $2908121.00        | $2446824.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 5.5000%  | 5.5000% | $1001.00           | $848.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 5.5000%  | 5.5000% | $1119175.00        | $995078.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-06-25      | 5.0750%  | 5.0750% | $20000000.00       | $15334048.39       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2038-10-15      | 4.1330%  | 4.1330% | $18728894.00       | $1571498.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-07-25      | 4.9450%  | 4.9450% | $30000000.00       | $23537517.35       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-05-25      | 5.2450%  | 5.2450% | $13348300.00       | $8828485.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-08-25      | 5.0450%  | 5.0450% | $10000000.00       | $8748054.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-11-01      | 3.0000%  | 3.0000% | $86802.00          | $16093.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-09-01      | 3.0000%  | 3.0000% | $500000.00         | $72125.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-09-01      | 6.5000%  | 6.5000% | $1212986.00        | $727417.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 7.0000%  | 7.0000% | $999078.00         | $1055448.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 7.0000%  | 7.0000% | $1248284.00        | $1040070.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 5.5000%  | 5.5000% | $1116654.00        | $663773.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 6.0000%  | 6.0000% | $1905408.00        | $1227890.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 6.0000%  | 6.0000% | $1851488.00        | $1398132.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.5000%  | 6.5000% | $1707706.00        | $1328468.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 5.5000%  | 5.5000% | $1026194.00        | $1033841.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 7.0000%  | 7.0000% | $1027482.00        | $942166.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-01-01      | 4.5000%  | 4.5000% | $994224.00         | $805748.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 7.0000%  | 7.0000% | $1558228.00        | $807938.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 7.0000%  | 7.0000% | $1329804.00        | $1014397.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.5000%  | 6.5000% | $1326198.00        | $1284033.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 7.0000%  | 7.0000% | $1103326.00        | $1169491.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 6.5000%  | 6.5000% | $1647536.00        | $1702141.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 6.5000%  | 6.5000% | $1552900.00        | $1607712.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 7.0000%  | 7.0000% | $1075368.00        | $793222.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 7.0000%  | 7.0000% | $997210.00         | $805512.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.5000%  | 6.5000% | $1570982.00        | $1268734.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.5000%  | 6.5000% | $1734660.00        | $1810513.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 7.0000%  | 7.0000% | $1202852.00        | $1080675.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 7.0000%  | 7.0000% | $1557656.00        | $1348759.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 6.5000%  | 6.5000% | $1015259.00        | $1061661.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 7.0000%  | 7.0000% | $1096376.00        | $665376.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 6.0000%  | 6.0000% | $1569.00           | $1285.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000% | $1000.00           | $1028.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 6.0000%  | 6.0000% | $1592157.00        | $1628664.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-04-01      | 5.5000%  | 5.5000% | $1310216.00        | $1327615.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 6.0000%  | 6.0000% | $3010.00           | $3135.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-02-01      | 3.0000%  | 3.0000% | $400000.00         | $47866.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-10-01      | 3.0000%  | 3.0000% | $501213.00         | $68140.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-06-01      | 3.0400%  | 3.0400% | $5000000.00        | $4701591.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-11-01      | 2.3300%  | 2.3300% | $10857620.00       | $9311607.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-01-01      | 2.5000%  | 2.5000% | $234999.00         | $25100.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-06-01      | 4.5000%  | 4.5000% | $27411491.00       | $6497741.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-03-01      | 1.2700%  | 1.2700% | $3146351.00        | $2692992.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-09-01      | 1.6490%  | 1.6490% | $3400290.00        | $2951448.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-10-01      | 1.8500%  | 1.8500% | $3323.00           | $2931.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-11-01      | 1.6590%  | 1.6590% | $3483.00           | $2981.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-01-01      | 1.9800%  | 1.9800% | $1329109.00        | $1177623.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-05-01      | 3.0400%  | 3.0400% | $10451.00          | $10137.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 6.0000%  | 6.0000% | $5935384.00        | $4906679.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.5000%  | 6.5000% | $2788356.00        | $1862941.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-01-01      | 2.5000%  | 2.5000% | $39633000.00       | $22081830.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 2.5000%  | 2.5000% | $462044.00         | $298718.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 5.5000%  | 5.5000% | $43526.00          | $22963.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 4.0000%  | 4.0000% | $1154201.00        | $674958.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 6.0000%  | 6.0000% | $1408376.00        | $931452.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 4.5000%  | 4.5000% | $1014929.00        | $753425.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-01-01      | 5.5000%  | 5.5000% | $1014850.00        | $584381.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-11-01      | 6.0000%  | 6.0000% | $1016000.00        | $407731.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-02-01      | 3.0000%  | 3.0000% | $960310.00         | $306563.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-10-01      | 2.5000%  | 2.5000% | $1676.00           | $945.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 5.5000%  | 5.5000% | $80000.00          | $68645.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 5.5000%  | 5.5000% | $1040.00           | $877.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 5.0000%  | 5.0000% | $2668246.00        | $2351112.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 6.0000%  | 6.0000% | $2334829.00        | $1699658.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 5.5000%  | 5.5000% | $2179424.00        | $1784351.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-09-01      | 5.5000%  | 5.5000% | $11830846.00       | $9962689.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 5.0000%  | 5.0000% | $3498056.00        | $3241897.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.0000%  | 5.0000% | $200000.00         | $185291.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.0000%  | 5.0000% | $899000.00         | $811406.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-06-01      | 3.0000%  | 3.0000% | $1010101.00        | $379933.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-11-01      | 1.5000%  | 1.5000% | $77262320.00       | $40602569.60       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 5.5000%  | 5.5000% | $1024.00           | $764.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 5.5000%  | 5.5000% | $1015.00           | $767.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 5.0000%  | 5.0000% | $1000.00           | $870.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 6.0000%  | 6.0000% | $12749670.00       | $8601971.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.0000%  | 6.0000% | $1000.00           | $676.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 4.0000%  | 4.0000% | $87000.00          | $76232.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.0000%  | 5.0000% | $1000.00           | $886.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-10-01      | 5.0000%  | 5.0000% | $8833240.00        | $6761493.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-10-01      | 6.5000%  | 6.5000% | $534592.00         | $363860.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.5000%  | 6.5000% | $12096875.00       | $8348177.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-09-01      | 3.5000%  | 3.5000% | $2082000.00        | $141998.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-02-01      | 4.2500%  | 4.2500% | $1000000.00        | $999208.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 5.5000%  | 5.5000% | $21818.00          | $14870.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 8.0000%  | 8.0000% | $1053771.00        | $980899.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 7.5000%  | 7.5000% | $1933727.00        | $911912.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 7.0000%  | 7.0000% | $1002.00           | $926.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 6.0000%  | 6.0000% | $122106.00         | $126166.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 6.0000%  | 6.0000% | $6081219.00        | $4167395.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 5.5000%  | 5.5000% | $1001.00           | $833.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 5.5000%  | 5.5000% | $5457175.00        | $4884135.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 5.5000%  | 5.5000% | $2046542.00        | $1614153.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 5.5000%  | 5.5000% | $1008.00           | $899.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 6.0000%  | 6.0000% | $3411036.00        | $1665538.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 5.0000%  | 5.0000% | $1000.00           | $801.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 6.0000%  | 6.0000% | $120000.00         | $94582.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 6.0000%  | 6.0000% | $1000.00           | $948.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 6.5000%  | 6.5000% | $11667987.00       | $8036867.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 4.5000%  | 4.5000% | $1003.00           | $900.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 6.0000%  | 6.0000% | $3458976.00        | $2745304.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.5000%  | 5.5000% | $1278216.00        | $1277467.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 7.5000%  | 7.5000% | $1034339.00        | $946444.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.5000%  | 5.5000% | $1000.00           | $993.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 7.5000%  | 7.5000% | $1308514.00        | $1199878.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 4.0000%  | 4.0000% | $1023917.00        | $952362.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 5.5000%  | 5.5000% | $1036.00           | $851.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 5.0000%  | 5.0000% | $1001.00           | $876.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 5.5000%  | 5.5000% | $1001.00           | $972.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 4.5000%  | 4.5000% | $1194110.00        | $1116689.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 5.0000%  | 5.0000% | $4325391.00        | $3858923.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 6.0000%  | 6.0000% | $1001.00           | $777.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-06-01      | 2.5000%  | 2.5000% | $1128258.00        | $448451.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-11-01      | 2.5000%  | 2.5000% | $54460000.00       | $25547872.93       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.5000%  | 2.5000% | $464341.00         | $286505.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 4.5000%  | 4.5000% | $34685937.00       | $24003707.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-03-01      | 5.0000%  | 5.0000% | $25618000.00       | $19212989.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-08-01      | 5.0000%  | 5.0000% | $22133.00          | $17951.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-01-01      | 2.0000%  | 2.0000% | $1171486.00        | $286646.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-04-01      | 3.0000%  | 3.0000% | $636700.00         | $262376.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 6.0000%  | 6.0000% | $4460988.00        | $3617192.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-03-01      | 6.0000%  | 6.0000% | $9198000.00        | $6455087.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.0000%  | 5.0000% | $1001.00           | $810.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.5000%  | 5.5000% | $1007.00           | $852.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.5000%  | 6.5000% | $3234998.00        | $2551488.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.0000%  | 6.0000% | $23418240.00       | $19446097.99       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.0000%  | 5.0000% | $2632947.00        | $2194875.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 5.5000%  | 5.5000% | $1097677.00        | $1080247.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.0000%  | 6.0000% | $1021.00           | $793.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.0000%  | 6.0000% | $1002.00           | $792.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.0000%  | 5.0000% | $1075575.00        | $1058272.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.0000%  | 6.0000% | $1013.00           | $757.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.5000%  | 6.5000% | $7395743.00        | $4134555.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.0000%  | 5.0000% | $1368025.00        | $1258017.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.5000%  | 6.5000% | $1078796.00        | $1121183.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.5000%  | 6.5000% | $595178.00         | $625362.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.0000%  | 6.0000% | $1003.00           | $712.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.0000%  | 6.0000% | $1086.00           | $856.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.0000%  | 6.0000% | $1000.00           | $806.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.0000%  | 6.0000% | $1007.00           | $773.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.0000%  | 5.0000% | $1000.00           | $860.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.0000%  | 6.0000% | $1000.00           | $1014.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.5000%  | 6.5000% | $1750599.00        | $1471017.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 5.0000%  | 5.0000% | $1022.00           | $980.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.0000%  | 6.0000% | $2234398.00        | $2273014.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.5000%  | 6.5000% | $1000.00           | $890.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.0000%  | 6.0000% | $1000.00           | $827.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 7.0000%  | 7.0000% | $1657594.00        | $1606132.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $538685.00         | $313587.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.5000%  | 6.5000% | $1001.00           | $880.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.5000%  | 6.5000% | $2630985.00        | $2741488.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 6.5000%  | 6.5000% | $1000.00           | $915.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.5000%  | 5.5000% | $3176840.00        | $3144591.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.5000%  | 5.5000% | $1000.00           | $753.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.0000%  | 5.0000% | $1000.00           | $973.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 5.5000%  | 5.5000% | $2466208.00        | $2488877.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $3744759.00        | $3244666.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $1024.00           | $988.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $1001.00           | $910.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.0000%  | 6.0000% | $1000.00           | $938.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.5000%  | 6.5000% | $1000.00           | $1042.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-03-01      | 6.0000%  | 6.0000% | $1029.00           | $856.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $7526676.00        | $6967128.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.0000%  | 6.0000% | $4522151.00        | $4133321.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 6.5000%  | 6.5000% | $1007.00           | $837.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 5.0000%  | 5.0000% | $500000.00         | $447376.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 6.0000%  | 6.0000% | $252517.00         | $214553.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 4.5000%  | 4.5000% | $1008.00           | $909.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | 6.0000% | $1024.00           | $905.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 6.5000%  | 6.5000% | $11410793.00       | $9853788.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.5000%  | 6.5000% | $14440975.00       | $12382151.66       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.0000%  | 5.0000% | $254685.00         | $228261.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 6.0000%  | 6.0000% | $1000.00           | $777.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 6.0000%  | 6.0000% | $10441697.00       | $8480751.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.0000%  | 6.0000% | $1000.00           | $868.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $1024.00           | $946.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 5.5000%  | 5.5000% | $1000.00           | $861.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.5000%  | 5.5000% | $1000.00           | $864.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.0000%  | 6.0000% | $1000.00           | $906.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 6.0000%  | 6.0000% | $17709884.00       | $17834155.04       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 6.5000%  | 6.5000% | $1000.00           | $942.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 6.0000%  | 6.0000% | $1024.00           | $892.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 5.5000%  | 5.5000% | $1000.00           | $968.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 3.0000%  | 3.0000% | $1024.00           | $905.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.5000%  | 5.5000% | $1000.00           | $1010.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 5.0000%  | 5.0000% | $13597516.00       | $13270551.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-04-01      | 4.2750%  | 4.2750% | $7915300.00        | $7934176.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-11-01      | 3.9300%  | 3.9300% | $23181000.00       | $22855859.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-11-01      | 3.9800%  | 3.9800% | $28105000.00       | $27770047.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-11-01      | 3.8990%  | 3.8990% | $30217852.00       | $29755780.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-11-01      | 3.8500%  | 3.8500% | $29640000.00       | $29124275.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-09-01      | 4.0000%  | 4.0000% | $29119885.00       | $3795177.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-06-01      | 4.0000%  | 4.0000% | $1000.00           | $191.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-11-01      | 2.5000%  | 2.5000% | $2991470.00        | $1726494.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-02-01      | 2.5000%  | 2.5000% | $1024.00           | $576.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-06-01      | 3.0000%  | 3.0000% | $8136265.00        | $4820840.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 2.0000%  | 2.0000% | $489712.00         | $332686.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 4.5000%  | 4.5000% | $1799325.00        | $1162728.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 5.5000%  | 5.5000% | $6263016.00        | $4751454.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 4.5000%  | 4.5000% | $11540364.00       | $8754815.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 5.5000%  | 5.5000% | $3651857.00        | $3139444.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 6.0000%  | 6.0000% | $1829334.00        | $1907806.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 6.0000%  | 6.0000% | $2823233.00        | $2940366.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 5.0000%  | 5.0000% | $1475550.00        | $1474278.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.0000%  | 5.0000% | $1139075.00        | $1126264.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-04-01      | 5.0000%  | 5.0000% | $1000.00           | $991.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-05-01      | 5.5000%  | 5.5000% | $5011480.00        | $5113075.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.5000%  | 5.5000% | $1025.00           | $929.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 6.5000%  | 6.5000% | $8870461.00        | $7709094.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.5000%  | 5.5000% | $1000.00           | $929.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.5000%  | 6.5000% | $10932233.00       | $9484150.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 5.5000%  | 5.5000% | $1000.00           | $945.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | 5.5000% | $6372660.00        | $6291350.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-05-01      | 5.5000%  | 5.5000% | $10305160.00       | $10529550.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-05-01      | 3.5000%  | 3.5000% | $1000.00           | $201.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-03-01      | 3.0000%  | 3.0000% | $1678818.00        | $503188.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-04-01      | 5.0000%  | 5.0000% | $35582271.00       | $11861272.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-06-01      | 3.5000%  | 3.5000% | $1246.00           | $357.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 3.0000%  | 3.0000% | $505724.00         | $226276.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 5.0000%  | 5.0000% | $33000000.00       | $25434901.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 5.5000%  | 5.5000% | $1024.00           | $828.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.0000%  | 5.0000% | $31416.00          | $24223.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.5000%  | 5.5000% | $1028.00           | $890.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 6.0000%  | 6.0000% | $11701573.00       | $8763034.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 6.5000%  | 6.5000% | $13327028.00       | $10679631.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-07-01      | 3.0000%  | 3.0000% | $17920167.00       | $14288139.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $8229753.00        | $7691798.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.0000%  | 5.0000% | $6249492.00        | $5923378.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 5.5000%  | 5.5000% | $1010.00           | $967.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.0000%  | 5.0000% | $1022.00           | $1012.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-04-01      | 5.0000%  | 5.0000% | $5979808.00        | $5999043.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-11-01      | 3.5000%  | 3.5000% | $9969063.00        | $2536136.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-10-01      | 3.0000%  | 3.0000% | $2900000.00        | $453595.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 6.0000%  | 6.0000% | $34704128.00       | $21736406.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 4.5000%  | 4.5000% | $18979808.00       | $15413263.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 6.0000%  | 6.0000% | $8785515.00        | $5261615.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 4.5000%  | 4.5000% | $1000.00           | $924.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-12-01      | 6.0000%  | 6.0000% | $221901.00         | $224793.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-04-01      | 5.0000%  | 5.0000% | $238774.00         | $238254.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-04-01      | 4.5000%  | 4.5000% | $1000.00           | $972.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-04-01      | 6.0000%  | 6.0000% | $998150.00         | $1025752.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 4.5000%  | 4.5000% | $3511608.00        | $2988775.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 4.5000%  | 4.5000% | $1001.00           | $854.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 5.5000%  | 5.5000% | $1001.00           | $1000.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 6.5000%  | 6.5000% | $7212308.00        | $7078251.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 7.0000%  | 7.0000% | $2005843.00        | $1631554.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 6.0000%  | 6.0000% | $1001.00           | $756.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 6.0000%  | 6.0000% | $1010.00           | $625.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 5.5000%  | 5.5000% | $1000.00           | $856.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.5000%  | 6.5000% | $1020.00           | $723.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.0000%  | 5.0000% | $1014.00           | $998.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.0000%  | 5.0000% | $1024.00           | $1006.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 4.5000%  | 4.5000% | $1004.00           | $965.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.0000%  | 5.0000% | $1003.00           | $989.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.0000%  | 5.0000% | $1008.00           | $960.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.5000%  | 5.5000% | $1008.00           | $991.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.5000%  | 5.5000% | $1000.00           | $996.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.0000%  | 5.0000% | $1840243.00        | $1823501.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.5000%  | 5.5000% | $1000.00           | $1000.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 6.0000%  | 6.0000% | $1000.00           | $1033.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.5000%  | 5.5000% | $1000.00           | $902.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.0000%  | 5.0000% | $1000.00           | $990.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 6.0000%  | 6.0000% | $1000.00           | $1035.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.5000%  | 5.5000% | $13047711.00       | $13163973.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.0000%  | 5.0000% | $1000.00           | $988.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.0000%  | 5.0000% | $1194836.00        | $1182736.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.0000%  | 5.0000% | $1000.00           | $993.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.0000%  | 5.0000% | $1000.00           | $989.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.5000%  | 5.5000% | $1008.00           | $1022.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 6.5000%  | 6.5000% | $1003.00           | $1061.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.0000%  | 5.0000% | $1000.00           | $994.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 4.5000%  | 4.5000% | $1000.00           | $963.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.5000%  | 5.5000% | $1000.00           | $1014.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.0000%  | 5.0000% | $1000.00           | $994.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.0000%  | 5.0000% | $1000.00           | $981.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.0000%  | 5.0000% | $1055.00           | $1042.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.5000%  | 5.5000% | $1000.00           | $1014.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.0000%  | 5.0000% | $3067284.00        | $3047297.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.0000%  | 5.0000% | $1000.00           | $947.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.0000%  | 5.0000% | $1000.00           | $989.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.0000%  | 5.0000% | $1003.00           | $997.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.0000%  | 5.0000% | $1001.00           | $995.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.0000%  | 5.0000% | $1014.00           | $1004.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.0000%  | 5.0000% | $1003.00           | $1006.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-04-01      | 5.0000%  | 5.0000% | $1001.00           | $993.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.0000%  | 5.0000% | $1000.00           | $994.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-04-01      | 5.5000%  | 5.5000% | $1000.00           | $1009.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-04-01      | 5.0000%  | 5.0000% | $1024.00           | $1012.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-01-20      | 3.5000%  | 3.5000% | $4733.00           | $582.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-10-20      | 2.0000%  | 2.0000% | $11459584.00       | $5080272.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-07-20      | 5.5000%  | 5.5000% | $8601000.00        | $6283915.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2072-10-20      | 6.6660%  | 6.6660% | $3623601.00        | $3180661.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-01-20      | 4.5000%  | 4.5000% | $2655560.00        | $767574.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-10-20      | 4.5000%  | 4.5000% | $1446032.00        | $161693.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2074-07-20      | 6.2980%  | 6.2980% | $3163760.00        | $2537741.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2074-08-20      | 6.2480%  | 6.2480% | $3702240.00        | $3361908.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-01-20      | 6.5000%  | 6.5000% | $1017.00           | $1067.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2075-04-20      | 6.2020%  | 6.2020% | $2502908.00        | $2640232.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 6.0000%  | 6.0000% | $372252.00         | $387343.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 6.0000%  | 6.0000% | $1063544.00        | $1088646.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 6.5000%  | 6.5000% | $485779.00         | $512444.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 5.5000%  | 5.5000% | $438573.00         | $445311.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 5.5000%  | 5.5000% | $727183.00         | $737776.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 6.0000%  | 6.0000% | $761800.00         | $790294.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-08-15      | 5.5000%  | 5.5000% | $734526.00         | $16666.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-10-20      | 4.2580%  | 4.2580% | $1200000.00        | $156013.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-03-20      | 2.3740%  | 2.3740% | $17786251.00       | $395319.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-06-20      | 4.2180%  | 4.2180% | $1234678.00        | $101270.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-09-20      | 4.4280%  | 4.4280% | $2700000.00        | $290811.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-01-20      | 4.5780%  | 4.5780% | $5131731.00        | $461240.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-09-20      | 2.4740%  | 2.4740% | $29542292.00       | $319334.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-02-20      | 4.2450%  | 4.2450% | $1000000.00        | $279508.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-10-20      | 4.4780%  | 4.4780% | $4327843.00        | $2542890.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-10-20      | 4.4780%  | 4.4780% | $2047000.00        | $985431.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.5000%  | 5.5000% | $1040.00           | $1034.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.0000%  | 5.0000% | $1024.00           | $998.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.0000%  | 5.0000% | $1024.00           | $1006.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-04-01      | 5.0000%  | 5.0000% | $1040.00           | $1031.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.0000%  | 5.0000% | $1000.00           | $997.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 5.0000%  | 5.0000% | $13303392.00       | $13225258.22       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.5000%  | 6.5000% | $1836601.00        | $1633359.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.0000%  | 6.0000% | $1008.00           | $893.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 6.5000%  | 6.5000% | $1352450.00        | $633795.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 6.5000%  | 6.5000% | $3077220.00        | $2725159.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 6.5000%  | 6.5000% | $1008.00           | $805.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 6.5000%  | 6.5000% | $3442544.00        | $2701066.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-03-01      | 5.0000%  | 5.0000% | $1000.00           | $735.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-03-01      | 5.5000%  | 5.5000% | $1000.00           | $890.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 6.5000%  | 6.5000% | $15186448.00       | $7066391.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | 6.0000% | $1000.00           | $703.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 6.0000%  | 6.0000% | $1000.00           | $737.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 5.5000%  | 5.5000% | $79875.00          | $72479.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 5.5000%  | 5.5000% | $1000.00           | $928.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 5.0000%  | 5.0000% | $510460.00         | $457923.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 6.0000%  | 6.0000% | $1024.00           | $804.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-15      | 5.5000%  | 5.5000% | $1000.00           | $902.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.5000%  | 5.5000% | $1024.00           | $923.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.5000%  | 6.5000% | $1010.00           | $944.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.0000%  | 6.0000% | $1043.00           | $841.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 4.5000%  | 4.5000% | $1000.00           | $945.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 5.0000%  | 5.0000% | $1000.00           | $885.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.5000%  | 5.5000% | $1024.00           | $917.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.5000%  | 5.5000% | $1000.00           | $911.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.0000%  | 6.0000% | $1024.00           | $776.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.5000%  | 5.5000% | $1280.00           | $1208.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 7.0000%  | 7.0000% | $1008.00           | $485.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $1000.00           | $1000.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 5.5000%  | 5.5000% | $1000.00           | $985.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.0000%  | 5.0000% | $1028.00           | $952.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.5000%  | 5.5000% | $1000.00           | $974.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.0000%  | 5.0000% | $1024.00           | $1014.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.0000%  | 5.0000% | $1024.00           | $1012.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.0000%  | 5.0000% | $2025.00           | $2014.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.5000%  | 5.5000% | $1024.00           | $1033.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-04-01      | 5.5000%  | 5.5000% | $1024.00           | $1042.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 4.5000%  | 4.5000% | $480447.00         | $441425.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 3.5000%  | 3.5000% | $1024.00           | $876.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $1905389.00        | $1488528.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 7.0000%  | 7.0000% | $1024.00           | $762.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 4.5000%  | 4.5000% | $1004.00           | $961.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-04-01      | 6.5000%  | 6.5000% | $1024.00           | $1067.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.5000%  | 5.5000% | $1000.00           | $992.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 7.0000%  | 7.0000% | $5044152.00        | $4543109.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-04-01      | 4.5000%  | 4.5000% | $4599432.00        | $4431997.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-04-01      | 5.5000%  | 5.5000% | $1130.00           | $1130.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-04-01      | 5.0000%  | 5.0000% | $1918.00           | $1896.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-09-01      | 5.0000%  | 5.0000% | $1000.00           | $831.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-06-01      | 5.5000%  | 5.5000% | $1024.00           | $769.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-02-01      | 5.0000%  | 5.0000% | $517798.00         | $499264.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.5000%  | 5.5000% | $7383756.00        | $7259185.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.0000%  | 5.0000% | $1001.00           | $990.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 5.0000%  | 5.0000% | $1000.00           | $989.05            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 5.0000%  | 5.0000% | $1000.00           | $983.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.0000%  | 5.0000% | $1036.00           | $1020.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.0000%  | 5.0000% | $4233504.00        | $4131652.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.5000%  | 5.5000% | $1024.00           | $1025.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.0000%  | 5.0000% | $1000.00           | $986.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.0000%  | 5.0000% | $1010.00           | $997.79            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-09-15      | 3.3750%  | 3.3750% | $1000.00           | $991.24            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-09-15      | 3.3750%  | 3.3750% | $100.00            | $99.12             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-03-15      | 3.8750%  | 3.8750% | $900.00            | $903.30            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2043-11-15      | 4.7500%  | 4.7500% | $400.00            | $400.18            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2040-02-15      | 4.6250%  | 4.6250% | $100.00            | $100.05            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-07-21      | 0.0000%  | 0.0000% | $700.00            | $694.26            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-06-30      | 0.0000%  | 0.0000% | $100.00            | $99.38             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-06-16      | 0.0000%  | 0.0000% | $400.00            | $398.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 4.6900%  | 4.6900% | $17237792.00       | $7637245.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 6.0000%  | 6.0000% | $9000000.00        | $10754872.50       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-08-20      | 4.2900%  | 4.2900% | $1000000.00        | $571222.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-03-20      | 4.3400%  | 4.3400% | $1113212.00        | $937937.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-07-20      | 3.8850%  | 3.8850% | $750000.00         | $315178.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-09-20      | 4.5900%  | 4.5900% | $119353.00         | $113832.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-04-20      | 4.2400%  | 4.2400% | $5178860.00        | $3394199.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-01-20      | 4.5400%  | 4.5400% | $4806349.00        | $4574317.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-09-20      | 4.9400%  | 4.9400% | $1000000.00        | $882951.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-08-20      | 4.9900%  | 4.9900% | $4998010.00        | $4558969.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-10-20      | 4.5400%  | 4.5400% | $5598851.00        | $5470058.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-06-20      | 4.6900%  | 4.6900% | $500000.00         | $484724.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 0.0000%  | 0.0000% | $37500000.00       | $381132.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 0.0000%  | 0.0000% | $28712293.00       | $161221.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-12-20      | 2.2740%  | 2.2740% | $45336730.00       | $1251937.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-02-20      | 5.0580%  | 5.0580% | $3957160.00        | $2996651.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-02-20      | 4.9400%  | 4.9400% | $3981369.00        | $2639556.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-12-20      | 4.9780%  | 4.9780% | $1000000.00        | $737146.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-11-20      | 4.1780%  | 4.1780% | $6910000.00        | $3270206.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-11-20      | 5.0280%  | 5.0280% | $1000000.00        | $664862.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-12-20      | 5.3580%  | 5.3580% | $196526.00         | $53485.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-12-20      | 4.9780%  | 4.9780% | $14804906.00       | $9823460.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-12-20      | 4.9780%  | 4.9780% | $4756851.00        | $2925090.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-12-20      | 4.9980%  | 4.9980% | $1000000.00        | $553656.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-11-20      | 5.3580%  | 5.3580% | $6048733.00        | $1489771.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-04-20      | 5.1400%  | 5.1400% | $1500000.00        | $1171828.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-09-20      | 5.0780%  | 5.0780% | $5000000.00        | $2701863.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-09-20      | 5.0280%  | 5.0280% | $5000000.00        | $2705369.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-04-20      | 5.1400%  | 5.1400% | $1500000.00        | $1340507.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-09-20      | 4.5780%  | 4.5780% | $4969901.00        | $2657958.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-03-20      | 5.1400%  | 5.1400% | $1838377.00        | $1406932.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-06-20      | 4.8280%  | 4.8280% | $5496000.00        | $2989569.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-07-20      | 5.1400%  | 5.1400% | $3380570.00        | $2587190.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-06-20      | 5.1400%  | 5.1400% | $7200000.00        | $5293063.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-05-20      | 4.5400%  | 4.5400% | $1000000.00        | $527235.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-05-20      | 5.1400%  | 5.1400% | $1500000.00        | $1073176.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-05-20      | 5.1400%  | 5.1400% | $1146587.00        | $879687.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-08-20      | 4.7780%  | 4.7780% | $9717879.00        | $5461854.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-08-20      | 4.2780%  | 4.2780% | $2000000.00        | $474112.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-05-20      | 4.3780%  | 4.3780% | $1000000.00        | $238713.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-05-20      | 4.4280%  | 4.4280% | $2000000.00        | $1007246.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-12-20      | 4.2280%  | 4.2280% | $1100000.00        | $104669.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-11-20      | 4.4280%  | 4.4280% | $6129670.00        | $2961304.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-10-20      | 4.4910%  | 4.4910% | $995999.00         | $397028.12         | Agency Mortgage-Backed Securities |

### Security 20: CITIGROUP GLOBAL MARKETS

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM70QSQ1, C.4 - ISIN: 36027, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $2210000000.00
- **C.18.a - Value (excl. sponsor support):** $2210000000.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield    | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-06-25      | 2.5000%  | 2.5000%  | $19464000.00       | $1692639.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-07-25      | 3.5000%  | 3.5000%  | $4446000.00        | $337515.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-05-25      | 0.0000%  | 0.0000%  | $4800000.00        | $879945.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-03-25      | 0.0000%  | 0.0000%  | $13594000.00       | $6258161.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-05-25      | 3.0000%  | 3.0000%  | $84944914.00       | $6338541.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-02-25      | 0.0000%  | 0.0000%  | $318291495.00      | $426564.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-05-25      | 0.2570%  | 0.2570%  | $312526000.00      | $2137625.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-09-25      | 1.8360%  | 1.8360%  | $172730859.00      | $7384738.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-10-25      | 2.5000%  | 2.5000%  | $700000.00         | $95228.03          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-09-25      | 1.6540%  | 1.6540%  | $65225362.00       | $1778956.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-10-25      | 1.9540%  | 1.9540%  | $65000000.00       | $2496451.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-07-25      | 2.3540%  | 2.3540%  | $102069815.00      | $4806314.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-04-25      | 2.0000%  | 2.0000%  | $7354500.00        | $348348.94         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-04-25      | 2.0000%  | 2.0000%  | $50000000.00       | $2215739.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-04-25      | 2.5000%  | 2.5000%  | $154417523.00      | $19778463.07       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-03-25      | 2.7040%  | 2.7040%  | $67728750.00       | $2326617.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-12-25      | 3.5000%  | 3.5000%  | $37983982.00       | $3038116.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 2.1540%  | 2.1540%  | $27000000.00       | $653778.95         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 0.2500%  | 0.2500%  | $32430344.00       | $121776.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 2.2540%  | 2.2540%  | $56495885.00       | $2235173.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 3.3540%  | 3.3540%  | $16606306.00       | $812886.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2057-12-25      | 2.2400%  | 2.2400%  | $149720538.00      | $11324323.20       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-11-25      | 2.2400%  | 2.2400%  | $22833002.00       | $1278131.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-01-25      | 2.3900%  | 2.3900%  | $4733221.00        | $363290.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-11-25      | 4.0000%  | 4.0000%  | $19412925.00       | $2654505.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-10-25      | 2.0540%  | 2.0540%  | $234686628.00      | $5970791.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-11-25      | 0.0000%  | 0.0000%  | $11438462.00       | $4209140.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-06-25      | 4.5000%  | 4.5000%  | $1448382.00        | $164501.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-11-25      | 1.3880%  | 1.3880%  | $105500000.00      | $1475203.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-09-25      | 3.3540%  | 3.3540%  | $40500000.00       | $1744673.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 1.2540%  | 1.2540%  | $50000000.00       | $617866.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 2.0040%  | 2.0040%  | $27593482.00       | $1103190.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-08-25      | 4.0000%  | 4.0000%  | $34917334.00       | $4415870.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 2.8540%  | 2.8540%  | $35968856.00       | $965348.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 3.3540%  | 3.3540%  | $25000000.00       | $1076959.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 0.3000%  | 0.3000%  | $50000000.00       | $173525.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 2.7040%  | 2.7040%  | $9000000.00        | $291998.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 2.7040%  | 2.7040%  | $52000000.00       | $1687101.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-10-25      | 2.5000%  | 2.5000%  | $41426042.00       | $3524109.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 2.7040%  | 2.7040%  | $13000000.00       | $421775.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 2.2040%  | 2.2040%  | $13000000.00       | $321624.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 2.7040%  | 2.7040%  | $13000000.00       | $421775.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 2.1040%  | 2.1040%  | $26000000.00       | $615880.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 0.3000%  | 0.3000%  | $150000000.00      | $520577.09         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-11-25      | 4.0000%  | 4.0000%  | $1500000.00        | $209769.01         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-03-25      | 4.0000%  | 4.0000%  | $15734193.00       | $2023985.86        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 3.5540%  | 3.5540%  | $81000000.00       | $2995669.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 3.4540%  | 3.4540%  | $50000000.00       | $2171237.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-03-25      | 4.5000%  | 4.5000%  | $20506388.00       | $2797759.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-09-25      | 1.6040%  | 1.6040%  | $89071737.00       | $1590279.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-06-25      | 2.0840%  | 2.0840%  | $50000000.00       | $1155527.36        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-06-25      | 0.1000%  | 0.1000%  | $49766702.00       | $59388.81          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 3.4540%  | 3.4540%  | $46584000.00       | $1553748.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-09-25      | 1.5540%  | 1.5540%  | $73249327.00       | $1114203.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 4.0000%  | 4.0000%  | $41250684.00       | $6034275.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-05-25      | 4.5000%  | 4.5000%  | $34509641.00       | $6092365.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-09-25      | 4.2170%  | 4.2170%  | $5613077.00        | $660091.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-10-25      | 3.0000%  | 3.0000%  | $35760399.00       | $4554513.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-02-25      | 3.5000%  | 3.5000%  | $32746014.00       | $3284734.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-08-25      | 1.5040%  | 1.5040%  | $106712043.00      | $2521915.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-09-25      | 1.6040%  | 1.6040%  | $66098103.00       | $1861433.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-10-25      | 6.0000%  | 6.0000%  | $2915577.00        | $425281.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 1.4770%  | 1.4770%  | $74000000.00       | $1471987.27        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 2.3040%  | 2.3040%  | $25000000.00       | $870059.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2049-11-25      | 0.0000%  | 0.0000%  | $9432481.00        | $5883755.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2039-07-25      | 1.3070%  | 1.3070%  | $155860982.00      | $2474995.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-06-25      | 0.5490%  | 0.5490%  | $123517243.00      | $3248009.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-10-25      | 0.8340%  | 0.8340%  | $66385013.00       | $775870.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2052-03-15      | 2.5000%  | 2.5000%  | $2215699.00        | $218804.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-10-25      | 2.6900%  | 2.6900%  | $68294957.00       | $291941.99         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-10-25      | 2.2400%  | 2.2400%  | $80506286.00       | $281498.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-10-25      | 2.6900%  | 2.6900%  | $54900000.00       | $171429.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-03-25      | 2.7400%  | 2.7400%  | $75666666.00       | $356810.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-04-25      | 2.8400%  | 2.8400%  | $135251988.00      | $701856.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-10-25      | 2.3400%  | 2.3400%  | $68789290.00       | $479954.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-11-25      | 0.2400%  | 0.2400%  | $4162902.00        | $1412400.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2033-03-25      | 1.1880%  | 1.1880%  | $802728.00         | $564362.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-07-25      | 0.9530%  | 0.9530%  | $29411503.00       | $344334.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-05-25      | 0.0000%  | 0.0000%  | $7500000.00        | $610660.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-04-25      | 3.0000%  | 3.0000%  | $21128421.00       | $259534.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-02-25      | 0.0000%  | 0.0000%  | $5089535.00        | $1219375.27        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-02-25      | 0.5600%  | 0.5600%  | $12360298.00       | $169515.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-01-25      | 0.0000%  | 0.0000%  | $2251025.00        | $321170.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2038-01-25      | 5.5000%  | 5.5000%  | $41391189.00       | $958416.84         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-08-25      | 2.3400%  | 2.3400%  | $19600000.00       | $149926.94         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-09-25      | 1.9150%  | 1.9150%  | $86914875.00       | $193291.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-10-25      | 3.5000%  | 3.5000%  | $15193293.00       | $187241.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-05-25      | 2.3900%  | 2.3900%  | $114000000.00      | $1930569.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-11-25      | 5.0000%  | 5.0000%  | $61098340.00       | $1361015.82        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-12-25      | 3.0000%  | 3.0000%  | $15358759.00       | $387226.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-11-25      | 3.0000%  | 3.0000%  | $5085551.00        | $134401.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2057-11-25      | 2.3400%  | 2.3400%  | $26682906.00       | $979253.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-11-25      | 2.3900%  | 2.3900%  | $39576276.00       | $1069512.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-12-25      | 2.0830%  | 2.0830%  | $55521365.00       | $323165.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-01-25      | 2.3900%  | 2.3900%  | $10080000.00       | $329106.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-05-25      | 3.0000%  | 3.0000%  | $12250000.00       | $305820.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-05-25      | 2.4400%  | 2.4400%  | $6365487.00        | $205840.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-07-25      | 2.2900%  | 2.2900%  | $61099150.00       | $1563421.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2059-07-25      | 1.9840%  | 1.9840%  | $48223087.00       | $486379.88         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-09-25      | 2.2900%  | 2.2900%  | $66660157.00       | $2687372.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-08-25      | 2.0360%  | 2.0360%  | $83575992.00       | $926143.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-10-25      | 2.2900%  | 2.2900%  | $19675387.00       | $322107.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-03-25      | 0.7040%  | 0.7040%  | $244164091.00      | $2895851.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-07-25      | 1.4010%  | 1.4010%  | $28533106.00       | $644991.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2060-03-25      | 1.9450%  | 1.9450%  | $39101267.00       | $430685.89         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-11-25      | 0.6180%  | 0.6180%  | $22511259.00       | $90492.25          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-07-25      | 0.9320%  | 0.9320%  | $45268251.00       | $1689170.86        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-07-25      | 0.9840%  | 0.9840%  | $48000000.00       | $1406531.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-07-25      | 2.3400%  | 2.3400%  | $48779419.00       | $1823054.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-07-25      | 2.5000%  | 2.5000%  | $12000000.00       | $553278.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-10-25      | 3.0000%  | 3.0000%  | $37949556.00       | $1964672.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-10-25      | 3.0000%  | 3.0000%  | $32056594.00       | $1679566.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2060-10-25      | 2.4400%  | 2.4400%  | $24212379.00       | $1422601.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-06-25      | 0.1430%  | 0.1430%  | $190025278.00      | $865745.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-07-25      | 0.8790%  | 0.8790%  | $123867226.00      | $1042248.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-06-25      | 1.2480%  | 1.2480%  | $180450659.00      | $7783142.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-09-25      | 1.3990%  | 1.3990%  | $13200000.00       | $538523.95         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-08-25      | 0.1920%  | 0.1920%  | $201887262.00      | $891721.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-09-25      | 0.1180%  | 0.1180%  | $75000000.00       | $318285.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-09-25      | 0.2530%  | 0.2530%  | $106597938.00      | $516477.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-12-25      | 2.5000%  | 2.5000%  | $24398360.00       | $2256906.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-01-25      | 2.5000%  | 2.5000%  | $745000.00         | $78436.62          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-01-25      | 2.0000%  | 2.0000%  | $1000000.00        | $58018.33          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-02-25      | 2.5000%  | 2.5000%  | $1100000.00        | $91425.20          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-02-25      | 2.5000%  | 2.5000%  | $1100000.00        | $88548.00          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-01-25      | 2.5000%  | 2.5000%  | $4048700.00        | $433824.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-02-25      | 2.0000%  | 2.0000%  | $24061096.00       | $2435671.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-03-25      | 3.5000%  | 3.5000%  | $445000.00         | $51833.66          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-08-15      | 2.3450%  | 2.3450%  | $56050000.00       | $812028.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-05-15      | 4.0000%  | 4.0000%  | $12375000.00       | $696016.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-07-15      | 2.4450%  | 2.4450%  | $18085000.00       | $281306.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-04-15      | 2.3240%  | 2.3240%  | $56325200.00       | $714553.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2030-02-27      | 0.9740%  | 0.9740%  | $25987144.00       | $759152.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-06-15      | 2.4950%  | 2.4950%  | $35046467.00       | $924814.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2057-08-15      | 2.3450%  | 2.3450%  | $33950000.00       | $1738558.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-08-15      | 4.5000%  | 4.5000%  | $4969307.00        | $233392.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2029-06-25      | 1.0240%  | 1.0240%  | $160933336.00      | $4202479.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-06-15      | 2.2450%  | 2.2450%  | $19596184.00       | $427578.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-12-15      | 2.0970%  | 2.0970%  | $33890354.00       | $437051.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-10-15      | 2.2950%  | 2.2950%  | $14317301.00       | $552164.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2038-06-15      | 2.3720%  | 2.3720%  | $56649678.00       | $1247795.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-01-15      | 4.0000%  | 4.0000%  | $21178156.00       | $1872151.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-04-15      | 4.0000%  | 4.0000%  | $1500000.00        | $183473.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-02-15      | 5.0000%  | 5.0000%  | $12436106.00       | $1166623.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-05-15      | 0.4500%  | 0.4500%  | $8160210.00        | $108221.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-08-15      | 2.1820%  | 2.1820%  | $59673135.00       | $2229868.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2035-05-25      | 7.2500%  | 7.2500%  | $9895921.00        | $354345.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-06-25      | 10.4140% | 10.4140% | $3656000.00        | $117310.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2035-01-15      | 3.4950%  | 3.4950%  | $132760000.00      | $164710.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-07-25      | 11.9610% | 11.9610% | $1572369.00        | $423465.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-07-25      | 17.2010% | 17.2010% | $7692308.00        | $237568.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-06-25      | 13.8010% | 13.8010% | $7692308.00        | $80492.44          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-06-15      | 16.7740% | 16.7740% | $2433000.00        | $115274.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2037-10-15      | 2.6450%  | 2.6450%  | $95938000.00       | $346936.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2039-03-25      | 5.0000%  | 5.0000%  | $62200000.00       | $105737.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-04-25      | 2.6900%  | 2.6900%  | $135714285.00      | $427621.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-04-20      | 3.0000%  | 3.0000%  | $4999000.00        | $3341317.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-20      | 4.0000%  | 4.0000%  | $1516142.00        | $1043524.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-04-20      | 3.0000%  | 3.0000%  | $15148103.00       | $9624767.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-04-20      | 3.5000%  | 3.5000%  | $64423456.00       | $42509866.69       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-04-20      | 4.0000%  | 4.0000%  | $151000.00         | $100964.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-05-20      | 3.0000%  | 3.0000%  | $40397659.00       | $26085127.43       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-05-20      | 3.5000%  | 3.5000%  | $5071258.00        | $3349875.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-05-20      | 4.0000%  | 4.0000%  | $35726533.00       | $24447898.74       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-05-20      | 4.5000%  | 4.5000%  | $549806.00         | $382736.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-05-20      | 2.5000%  | 2.5000%  | $28907469.00       | $17634391.50       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-06-20      | 3.0000%  | 3.0000%  | $154706.00         | $99567.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-06-20      | 3.5000%  | 3.5000%  | $41369175.00       | $27564733.07       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-06-20      | 4.0000%  | 4.0000%  | $87959873.00       | $60302740.06       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-10-20      | 2.5000%  | 2.5000%  | $22202.00          | $12815.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-11-20      | 3.0000%  | 3.0000%  | $57424326.00       | $33333276.52       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-11-20      | 3.5000%  | 3.5000%  | $1063021.00        | $653593.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 3.5000%  | 3.5000%  | $1625000.00        | $993105.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 5.0000%  | 5.0000%  | $311000.00         | $145176.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 2.0000%  | 2.0000%  | $42260050.00       | $24484079.87       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 2.5000%  | 2.5000%  | $5000000.00        | $2963262.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 3.0000%  | 3.0000%  | $4234543.00        | $2499054.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-01-20      | 2.0000%  | 2.0000%  | $66374764.00       | $39264346.95       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-01-20      | 2.5000%  | 2.5000%  | $99950055.00       | $60282312.61       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-01-20      | 3.0000%  | 3.0000%  | $9500000.00        | $5717372.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-01-20      | 3.5000%  | 3.5000%  | $11159732.00       | $6964076.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-20      | 2.0000%  | 2.0000%  | $17523838.00       | $10458977.69       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-20      | 3.5000%  | 3.5000%  | $6920285.00        | $4403564.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-20      | 2.0000%  | 2.0000%  | $34247885.00       | $20724532.32       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-20      | 3.0000%  | 3.0000%  | $4074585.00        | $2517098.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-20      | 3.5000%  | 3.5000%  | $8849617.00        | $5792299.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-20      | 4.0000%  | 4.0000%  | $1576000.00        | $990861.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-20      | 2.0000%  | 2.0000%  | $3011268.00        | $1773472.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-20      | 2.5000%  | 2.5000%  | $21894970.00       | $13390982.72       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-06-20      | 4.5000%  | 4.5000%  | $146000.00         | $102433.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-06-20      | 5.5000%  | 5.5000%  | $289162.00         | $161816.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-20      | 2.5000%  | 2.5000%  | $8624933.00        | $5177693.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 3.4540%  | 3.4540%  | $12000000.00       | $622921.06         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-11-25      | 1.0000%  | 1.0000%  | $50000000.00       | $614102.10         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 1.4540%  | 1.4540%  | $100000000.00      | $1688330.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-12-25      | 2.5000%  | 2.5000%  | $19156678.00       | $2434184.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-11-25      | 1.7540%  | 1.7540%  | $100586844.00      | $2663593.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 1.4040%  | 1.4040%  | $106617472.00      | $2012323.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-09-25      | 3.5540%  | 3.5540%  | $57059863.00       | $4063276.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-11-25      | 0.4000%  | 0.4000%  | $50000000.00       | $431031.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-05-25      | 1.4540%  | 1.4540%  | $3192870.00        | $71035.25          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-03-25      | 1.5540%  | 1.5540%  | $358040417.00      | $8353259.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-03-25      | 3.4540%  | 3.4540%  | $42187540.00       | $2319680.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-11-25      | 12.5950% | 12.5950% | $5472135.00        | $1241800.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 2.3040%  | 2.3040%  | $30000000.00       | $1064443.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 1.6540%  | 1.6540%  | $50000000.00       | $1318864.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 3.4540%  | 3.4540%  | $56375000.00       | $2776544.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 0.5000%  | 0.5000%  | $50000000.00       | $594857.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 2.2540%  | 2.2540%  | $52000000.00       | $2481579.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 0.0500%  | 0.0500%  | $66000000.00       | $64391.85          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 2.2040%  | 2.2040%  | $70000000.00       | $2474165.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 0.6000%  | 0.6000%  | $35611679.00       | $262780.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 1.3540%  | 1.3540%  | $213060287.00      | $3336420.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 0.0500%  | 0.0500%  | $193060287.00      | $109645.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-06-25      | 0.1000%  | 0.1000%  | $50000000.00       | $68191.28          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-06-25      | 0.1000%  | 0.1000%  | $50000000.00       | $68156.34          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-06-25      | 0.0500%  | 0.0500%  | $50000000.00       | $57537.77          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-06-25      | 0.0500%  | 0.0500%  | $50000000.00       | $57467.90          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-03-25      | 3.4040%  | 3.4040%  | $93625698.00       | $4722098.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-04-25      | 1.6540%  | 1.6540%  | $50000000.00       | $1309077.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-09-25      | 6.0000%  | 6.0000%  | $37800000.00       | $4569341.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-04-25      | 1.6040%  | 1.6040%  | $53165215.00       | $986010.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-09-25      | 2.2540%  | 2.2540%  | $161939112.00      | $5637525.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-05-25      | 0.6040%  | 0.6040%  | $125500000.00      | $1145913.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-06-25      | 1.2040%  | 1.2040%  | $50000000.00       | $867296.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 6.0000%  | 6.0000%  | $5563012.00        | $1200237.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-04-25      | 3.0000%  | 3.0000%  | $76171975.00       | $10945380.86       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-08-25      | 1.4540%  | 1.4540%  | $158132909.00      | $3295650.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 0.2800%  | 0.2800%  | $100000000.00      | $736933.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-08-25      | 3.4540%  | 3.4540%  | $49161846.00       | $3235744.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-08-25      | 1.4540%  | 1.4540%  | $321024012.00      | $10091648.50       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-12-25      | 5.5000%  | 5.5000%  | $2900715.00        | $471793.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-10-25      | 0.8170%  | 0.8170%  | $75000000.00       | $3794785.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-10-25      | 6.0000%  | 6.0000%  | $833333.00         | $164062.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 6.0000%  | 6.0000%  | $833333.00         | $147867.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-03-25      | 1.3540%  | 1.3540%  | $87500000.00       | $2144232.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-04-25      | 3.5000%  | 3.5000%  | $39159150.00       | $5659043.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-03-25      | 2.0040%  | 2.0040%  | $150343745.00      | $13119697.81       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-10-25      | 1.4040%  | 1.4040%  | $50000000.00       | $1789870.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-05-25      | 5.5000%  | 5.5000%  | $23198058.00       | $4394374.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-01-15      | 2.3910%  | 2.3910%  | $52013322.00       | $5797322.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-02-15      | 1.6630%  | 1.6630%  | $12132667.00       | $4459115.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-03-15      | 1.5630%  | 1.5630%  | $14000000.00       | $809637.53         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-08-15      | 2.7450%  | 2.7450%  | $86538461.00       | $399163.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-10-15      | 2.8450%  | 2.8450%  | $68027539.00       | $130830.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-01-15      | 5.0000%  | 5.0000%  | $17473965.00       | $70941.66          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-10-15      | 4.0000%  | 4.0000%  | $26669758.00       | $562035.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-10-15      | 4.0000%  | 4.0000%  | $50000000.00       | $462567.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-12-15      | 3.5000%  | 3.5000%  | $37328571.00       | $713124.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-05-15      | 0.9260%  | 0.9260%  | $1152000.00        | $144122.03         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2039-07-15      | 1.0910%  | 1.0910%  | $21949299.00       | $1501065.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-12-15      | 2.3450%  | 2.3450%  | $19371287.00       | $246475.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-12-15      | 1.9510%  | 1.9510%  | $8462701.00        | $166623.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-04-15      | 4.0000%  | 4.0000%  | $29115218.00       | $509984.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-11-15      | 5.0000%  | 5.0000%  | $23125271.00       | $137998.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-06-15      | 2.3450%  | 2.3450%  | $80994279.00       | $690852.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-11-20      | 3.0000%  | 3.0000%  | $300000.00         | $175462.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-20      | 3.0000%  | 3.0000%  | $17899378.00       | $12225897.94       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-20      | 3.0000%  | 3.0000%  | $16387315.00       | $11238718.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-04-20      | 3.0000%  | 3.0000%  | $3295355.00        | $1935371.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-04-20      | 3.0000%  | 3.0000%  | $4100000.00        | $2061644.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-20      | 3.0000%  | 3.0000%  | $500000.00         | $318168.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-06-20      | 3.5000%  | 3.5000%  | $200000.00         | $95971.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-06-20      | 4.0000%  | 4.0000%  | $400000.00         | $280098.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-11-20      | 3.0000%  | 3.0000%  | $6213145.00        | $4144111.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-20      | 3.0000%  | 3.0000%  | $450000.00         | $301842.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-04-20      | 3.0000%  | 3.0000%  | $500000.00         | $343733.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-20      | 3.0000%  | 3.0000%  | $400000.00         | $264769.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-06-20      | 4.0000%  | 4.0000%  | $17856661.00       | $14570141.77       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-20      | 3.0000%  | 3.0000%  | $1780806.00        | $1234472.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-10-20      | 2.5000%  | 2.5000%  | $1000.00           | $725.44            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-06-20      | 4.0000%  | 4.0000%  | $6298740.00        | $5287160.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 4.5000%  | 4.5000%  | $610000.00         | $504842.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-06-20      | 4.0000%  | 4.0000%  | $25314891.00       | $19752259.83       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 2.5000%  | 2.5000%  | $9535349.00        | $6978866.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-06-20      | 4.0000%  | 4.0000%  | $9199137.00        | $6839473.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-05-20      | 3.0000%  | 3.0000%  | $61191000.00       | $52107299.52       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2038-03-20      | 7.0000%  | 7.0000%  | $14285714.00       | $139202.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2035-08-20      | 8.3670%  | 8.3670%  | $3962596.00        | $91359.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-07-16      | 2.7210%  | 2.7210%  | $131297989.00      | $432457.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-12-16      | 4.5000%  | 4.5000%  | $269500000.00      | $883879.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2037-05-20      | 3.0240%  | 3.0240%  | $130000000.00      | $90298.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2037-06-16      | 9.8760%  | 9.8760%  | $5277240.00        | $154036.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-01-20      | 2.8010%  | 2.8010%  | $24837594.00       | $307657.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-12-20      | 2.4680%  | 2.4680%  | $66186619.00       | $853777.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-02-20      | 2.5200%  | 2.5200%  | $33908000.00       | $741551.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-04-20      | 1.9190%  | 1.9190%  | $84305309.00       | $547262.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-06-20      | 2.2550%  | 2.2550%  | $136346184.00      | $1030197.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-07-20      | 1.5800%  | 1.5800%  | $43404196.00       | $238309.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-04-20      | 2.0490%  | 2.0490%  | $18988000.00       | $140182.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-09-20      | 1.9110%  | 1.9110%  | $122489829.00      | $889907.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-07-20      | 2.3030%  | 2.3030%  | $22500000.00       | $95698.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-10-20      | 2.3500%  | 2.3500%  | $115090218.00      | $1255082.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-08-20      | 1.7170%  | 1.7170%  | $160176830.00      | $575775.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-11-20      | 2.5110%  | 2.5110%  | $82368698.00       | $983568.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-05-20      | 2.5050%  | 2.5050%  | $120644359.00      | $666608.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-05-20      | 2.0650%  | 2.0650%  | $50498516.00       | $222392.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-12-20      | 2.3390%  | 2.3390%  | $45000000.00       | $853338.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-08-16      | 2.2210%  | 2.2210%  | $153333333.00      | $163396.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-04-20      | 2.2540%  | 2.2540%  | $43337400.00       | $376069.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-06-20      | 1.6710%  | 1.6710%  | $45839205.00       | $329275.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-09-20      | 1.5250%  | 1.5250%  | $61800000.00       | $399251.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-09-20      | 2.2090%  | 2.2090%  | $46445192.00       | $745544.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-10-20      | 2.7240%  | 2.7240%  | $62741000.00       | $176115.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-10-20      | 2.7480%  | 2.7480%  | $25864000.00       | $176208.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-11-20      | 2.4540%  | 2.4540%  | $70668862.00       | $488341.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-11-20      | 2.7600%  | 2.7600%  | $30000000.00       | $277875.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-11-20      | 2.5870%  | 2.5870%  | $52734805.00       | $448330.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-10-20      | 2.3910%  | 2.3910%  | $49580631.00       | $203425.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-09-20      | 2.4520%  | 2.4520%  | $34531002.00       | $271523.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-10-20      | 2.3700%  | 2.3700%  | $35385683.00       | $167153.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-12-20      | 2.7100%  | 2.7100%  | $31712373.00       | $329008.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-12-20      | 2.3100%  | 2.3100%  | $164959989.00      | $1067885.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-12-20      | 2.1430%  | 2.1430%  | $168998474.00      | $1098326.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-12-20      | 2.4480%  | 2.4480%  | $84223548.00       | $469779.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-01-20      | 2.3730%  | 2.3730%  | $30750871.00       | $362396.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-07-20      | 2.3660%  | 2.3660%  | $92398554.00       | $119911.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-10-20      | 1.3160%  | 1.3160%  | $49769600.00       | $386059.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-03-20      | 1.8090%  | 1.8090%  | $105662843.00      | $449436.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-02-20      | 1.8710%  | 1.8710%  | $31547250.00       | $242642.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-07-20      | 3.0000%  | 3.0000%  | $135041490.00      | $85530251.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-07-20      | 4.0000%  | 4.0000%  | $20036160.00       | $14004151.43       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-07-20      | 4.5000%  | 4.5000%  | $238130853.00      | $168339178.14      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-07-20      | 5.0000%  | 5.0000%  | $914871.00         | $632895.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-06-20      | 6.5000%  | 6.5000%  | $126000.00         | $77070.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-06-20      | 2.5000%  | 2.5000%  | $117503.00         | $69308.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-20      | 2.5000%  | 2.5000%  | $1990953.00        | $1250204.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-20      | 2.5000%  | 2.5000%  | $7956195.00        | $4916161.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-06-20      | 4.5000%  | 4.5000%  | $10744546.00       | $8163303.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-06-20      | 2.5000%  | 2.5000%  | $180166.00         | $112378.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-20      | 2.5000%  | 2.5000%  | $9452983.00        | $5916964.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-04-20      | 2.0000%  | 2.0000%  | $3944353.00        | $2318862.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-11-20      | 2.0000%  | 2.0000%  | $976252.00         | $476142.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-06-20      | 2.0000%  | 2.0000%  | $234350.00         | $157762.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-06-20      | 4.5000%  | 4.5000%  | $2733918.00        | $1071102.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-20      | 3.0000%  | 3.0000%  | $148766.00         | $83679.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-06-15      | 5.0000%  | 5.0000%  | $487125.00         | $431553.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-07-15      | 6.0000%  | 6.0000%  | $147000.00         | $150987.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-06-20      | 4.5000%  | 4.5000%  | $2683496.00        | $1676914.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-06-20      | 4.5000%  | 4.5000%  | $1853652.00        | $849815.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-06-15      | 4.5000%  | 4.5000%  | $426574.00         | $298929.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-01-20      | 3.5000%  | 3.5000%  | $1182211.00        | $694634.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 3.5000%  | 3.5000%  | $1871097.00        | $1580216.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-01-20      | 3.5000%  | 3.5000%  | $14703068.00       | $10258663.53       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-04-15      | 3.5000%  | 3.5000%  | $575933.00         | $488613.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-01-20      | 4.0000%  | 4.0000%  | $1006845.00        | $720825.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-01-20      | 4.0000%  | 4.0000%  | $2069938.00        | $1525389.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-01-20      | 5.0000%  | 5.0000%  | $1202545.00        | $907665.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 4.0000%  | 4.0000%  | $523772.00         | $460607.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 3.5000%  | 3.5000%  | $1806448.00        | $1503353.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 3.5000%  | 3.5000%  | $1347247.00        | $921080.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 3.5000%  | 3.5000%  | $7900015.00        | $6259682.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-11-20      | 2.0000%  | 2.0000%  | $1961936.00        | $1275691.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 4.0000%  | 4.0000%  | $2311251.00        | $748972.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-04-15      | 5.0000%  | 5.0000%  | $1587097.00        | $1023573.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 3.5000%  | 3.5000%  | $2974017.00        | $1482757.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-01-20      | 3.5000%  | 3.5000%  | $1556720.00        | $975403.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 3.5000%  | 3.5000%  | $2998758.00        | $1607619.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-01-20      | 4.0000%  | 4.0000%  | $6840078.00        | $4067376.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-01-20      | 4.0000%  | 4.0000%  | $1759349.00        | $1217560.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-20      | 4.0000%  | 4.0000%  | $2586397.00        | $1338317.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-04-15      | 4.5000%  | 4.5000%  | $1797995.00        | $1634914.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-01-20      | 4.0000%  | 4.0000%  | $1047019.00        | $804709.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-15      | 3.5000%  | 3.5000%  | $277226.00         | $71428.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-15      | 3.5000%  | 3.5000%  | $259157.00         | $214984.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-15      | 4.5000%  | 4.5000%  | $2412403.00        | $1914014.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-15      | 4.5000%  | 4.5000%  | $2381927.00        | $2112189.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-04-20      | 3.0000%  | 3.0000%  | $300000.00         | $154963.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-05-20      | 3.5000%  | 3.5000%  | $2358576.00        | $590954.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-04-15      | 5.0000%  | 5.0000%  | $150000.00         | $125964.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-04-20      | 4.0000%  | 4.0000%  | $7985760.00        | $4783767.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-06-20      | 4.5000%  | 4.5000%  | $1695968.00        | $933662.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-05-15      | 5.0000%  | 5.0000%  | $1832832.00        | $1181236.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-06-15      | 5.5000%  | 5.5000%  | $795332.00         | $588041.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-11-20      | 2.5000%  | 2.5000%  | $2858760.00        | $2162814.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-11-20      | 3.0000%  | 3.0000%  | $7333594.00        | $4545302.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-11-20      | 2.5000%  | 2.5000%  | $300000.00         | $170282.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 2.5000%  | 2.5000%  | $300000.00         | $176352.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 2.5000%  | 2.5000%  | $2000000.00        | $1197205.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 2.5000%  | 2.5000%  | $496997.00         | $290260.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-20      | 3.0000%  | 3.0000%  | $1100000.00        | $679792.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-15      | 4.0000%  | 4.0000%  | $21246063.00       | $13027165.44       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-20      | 3.0000%  | 3.0000%  | $100000.00         | $61587.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-20      | 3.5000%  | 3.5000%  | $100000.00         | $73438.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-08-16      | 1.2370%  | 1.2370%  | $101553292.00      | $436237.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-06-16      | 1.0060%  | 1.0060%  | $37500000.00       | $549572.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-01-16      | 0.9870%  | 0.9870%  | $31000000.00       | $810721.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-09-16      | 1.2700%  | 1.2700%  | $5000000.00        | $374637.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-08-20      | 1.7240%  | 1.7240%  | $201959816.00      | $6650512.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-09-20      | 1.1730%  | 1.1730%  | $15076191.00       | $498545.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-12-20      | 1.4760%  | 1.4760%  | $69071282.00       | $2403793.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-03-20      | 2.7410%  | 2.7410%  | $40521385.00       | $596130.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-02-20      | 0.5360%  | 0.5360%  | $32671236.00       | $845954.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-09-16      | 0.2500%  | 0.2500%  | $110300000.00      | $1294814.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-12-16      | 0.2500%  | 0.2500%  | $164409580.00      | $1239116.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-09-20      | 1.1910%  | 1.1910%  | $28190974.00       | $103125.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-12-20      | 5.0000%  | 5.0000%  | $1534000.00        | $69658.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-03-20      | 2.3040%  | 2.3040%  | $73688000.00       | $691841.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-07-20      | 1.4040%  | 1.4040%  | $54424493.00       | $359172.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-08-20      | 1.3990%  | 1.3990%  | $68850447.00       | $312797.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-10-20      | 0.0640%  | 0.0640%  | $50000000.00       | $101064.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-01-20      | 2.3240%  | 2.3240%  | $30250352.00       | $667593.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-01-20      | 2.3240%  | 2.3240%  | $22067475.00       | $462050.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-01-20      | 2.2740%  | 2.2740%  | $14442000.00       | $189366.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2061-04-16      | 0.2500%  | 0.2500%  | $55000000.00       | $501168.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-02-16      | 0.9870%  | 0.9870%  | $24900000.00       | $1651149.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-10-16      | 0.5640%  | 0.5640%  | $15665691.00       | $324420.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-16      | 0.5000%  | 0.5000%  | $21918996.00       | $233608.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-03-16      | 0.5000%  | 0.5000%  | $20568348.00       | $426047.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-01-16      | 2.5000%  | 2.5000%  | $5212200.00        | $523868.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-05-16      | 2.5000%  | 2.5000%  | $326043.00         | $87116.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-11-16      | 0.9630%  | 0.9630%  | $25223457.00       | $1723905.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-09-16      | 0.7320%  | 0.7320%  | $50000000.00       | $2859931.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2059-08-16      | 0.6740%  | 0.6740%  | $300000000.00      | $8636296.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-06-16      | 0.8290%  | 0.8290%  | $75411759.00       | $4517776.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-10-16      | 0.7460%  | 0.7460%  | $52843906.00       | $3005521.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-11-16      | 0.8400%  | 0.8400%  | $98564000.00       | $5852312.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-11-16      | 0.7340%  | 0.7340%  | $35112034.00       | $2113701.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-01-16      | 0.7480%  | 0.7480%  | $107001558.00      | $7170799.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-03-16      | 0.6770%  | 0.6770%  | $100132000.00      | $6409983.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-04-16      | 0.9490%  | 0.9490%  | $100000000.00      | $6731705.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-07-16      | 0.8800%  | 0.8800%  | $25271278.00       | $1713897.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-02-16      | 0.7560%  | 0.7560%  | $50349118.00       | $2756032.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-10-16      | 0.7480%  | 0.7480%  | $57431784.00       | $3178553.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-12-16      | 1.0760%  | 1.0760%  | $9437951.00        | $695549.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-07-16      | 1.0450%  | 1.0450%  | $30515462.00       | $2538308.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-09-16      | 0.9530%  | 0.9530%  | $81308357.00       | $6600471.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-02-16      | 0.7670%  | 0.7670%  | $60154175.00       | $4068984.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-12-16      | 0.7950%  | 0.7950%  | $75000000.00       | $5167270.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-03-16      | 0.7900%  | 0.7900%  | $50000000.00       | $3537009.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-09-16      | 0.6800%  | 0.6800%  | $78321316.00       | $5028868.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-02-16      | 0.7110%  | 0.7110%  | $50000000.00       | $3363419.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-12-16      | 0.5000%  | 0.5000%  | $7500000.00        | $190134.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-05-16      | 0.6020%  | 0.6020%  | $75000000.00       | $4329185.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-03-16      | 0.7510%  | 0.7510%  | $75000000.00       | $5183447.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 2.3590%  | 2.3590%  | $65879676.00       | $2344433.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 1.6590%  | 1.6590%  | $260399885.00      | $7972106.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 6.4990%  | 6.4990%  | $3577155.00        | $444266.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 5.9990%  | 5.9990%  | $1266822.00        | $159430.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 2.2090%  | 2.2090%  | $42397559.00       | $2666410.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-06-20      | 2.2740%  | 2.2740%  | $128484230.00      | $12465476.31       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 6.0000%  | 6.0000%  | $6250000.00        | $455334.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 1.6590%  | 1.6590%  | $16000000.00       | $689963.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-11-20      | 2.5350%  | 2.5350%  | $75297944.00       | $770033.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-03-20      | 2.2740%  | 2.2740%  | $85616740.00       | $622618.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-07-16      | 0.7830%  | 0.7830%  | $45239194.00       | $3410913.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-03-16      | 0.7130%  | 0.7130%  | $100000000.00      | $7193276.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-05-16      | 0.0000%  | 0.0000%  | $107289396.00      | $8046168.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-02-20      | 1.7520%  | 1.7520%  | $55385800.00       | $335160.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-06-20      | 2.1460%  | 2.1460%  | $50224650.00       | $238024.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-06-20      | 1.9290%  | 1.9290%  | $86468985.00       | $340462.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-07-20      | 2.6930%  | 2.6930%  | $50801857.00       | $518019.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-08-20      | 2.7350%  | 2.7350%  | $114670847.00      | $728056.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-05-20      | 3.5000%  | 3.5000%  | $9835714.00        | $54553.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-02-20      | 1.9040%  | 1.9040%  | $150000000.00      | $373039.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-04-20      | 1.9540%  | 1.9540%  | $200250000.00      | $493397.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-07-20      | 2.7740%  | 2.7740%  | $99725577.00       | $348272.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-09-16      | 2.8210%  | 2.8210%  | $33333333.00       | $444922.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-05-20      | 1.6040%  | 1.6040%  | $154000000.00      | $417985.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-10-16      | 2.3210%  | 2.3210%  | $38948969.00       | $491771.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-11-16      | 2.9210%  | 2.9210%  | $51189624.00       | $545314.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-01-20      | 1.3760%  | 1.3760%  | $135000000.00      | $97122.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-09-20      | 1.0240%  | 1.0240%  | $50000000.00       | $51356.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-08-20      | 2.3240%  | 2.3240%  | $50739057.00       | $789017.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-10-16      | 3.5000%  | 3.5000%  | $13695000.00       | $476933.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-16      | 0.2430%  | 0.2430%  | $103923000.00      | $66892.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-03-20      | 1.2920%  | 1.2920%  | $59421165.00       | $84683.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-05-20      | 1.2270%  | 1.2270%  | $97967676.00       | $115110.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-05-20      | 3.5000%  | 3.5000%  | $9017000.00        | $188604.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-08-20      | 2.3740%  | 2.3740%  | $52410000.00       | $412004.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-16      | 0.6900%  | 0.6900%  | $155038000.00      | $99118.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-11-20      | 1.7740%  | 1.7740%  | $95286104.00       | $436725.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-01-16      | 4.0000%  | 4.0000%  | $20843968.00       | $228806.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-07-16      | 1.8210%  | 1.8210%  | $42500768.00       | $434781.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-07-20      | 1.8240%  | 1.8240%  | $27588059.00       | $521815.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-05-20      | 4.0000%  | 4.0000%  | $29453658.00       | $523203.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-10-16      | 6.0000%  | 6.0000%  | $59818491.00       | $804160.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-08-20      | 1.8740%  | 1.8740%  | $107142857.00      | $1762294.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-08-16      | 2.4710%  | 2.4710%  | $28000000.00       | $565354.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-12-20      | 5.0000%  | 5.0000%  | $6012000.00        | $111570.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2058-09-16      | 0.9640%  | 0.9640%  | $100000000.00      | $760770.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2058-09-16      | 0.6790%  | 0.6790%  | $75000000.00       | $729629.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2058-12-16      | 0.5030%  | 0.5030%  | $94209686.00       | $772688.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2057-01-16      | 0.5570%  | 0.5570%  | $132392642.00      | $753114.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2058-09-16      | 0.7600%  | 0.7600%  | $190495167.00      | $1339499.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-05-20      | 1.2580%  | 1.2580%  | $76062061.00       | $207868.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-11-20      | 2.4240%  | 2.4240%  | $38234932.00       | $770153.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-09-20      | 1.3500%  | 1.3500%  | $51268769.00       | $276412.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-06-16      | 0.5520%  | 0.5520%  | $100000000.00      | $1167347.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2058-02-16      | 0.5960%  | 0.5960%  | $72336027.00       | $337730.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-02-16      | 2.4710%  | 2.4710%  | $11000000.00       | $260247.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-03-20      | 1.3780%  | 1.3780%  | $32018609.00       | $595776.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-09-20      | 1.9170%  | 1.9170%  | $22582626.00       | $658475.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-03-20      | 2.4930%  | 2.4930%  | $49447817.00       | $565005.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-09-20      | 1.6690%  | 1.6690%  | $50427236.00       | $1246799.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-04-20      | 1.8940%  | 1.8940%  | $60523175.00       | $554225.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-06-20      | 2.2020%  | 2.2020%  | $37361377.00       | $286849.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-10-20      | 1.8410%  | 1.8410%  | $27600000.00       | $821610.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-07-20      | 1.9780%  | 1.9780%  | $79853362.00       | $593186.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-10-20      | 1.4900%  | 1.4900%  | $49903469.00       | $1059048.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-09-20      | 2.3990%  | 2.3990%  | $122402019.00      | $1985318.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-11-20      | 2.4760%  | 2.4760%  | $28716935.00       | $302776.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-11-20      | 2.5960%  | 2.5960%  | $38589715.00       | $386976.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-02-20      | 2.1820%  | 2.1820%  | $36796905.00       | $306984.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-11-20      | 1.4880%  | 1.4880%  | $137890203.00      | $355784.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-04-20      | 2.4960%  | 2.4960%  | $40368984.00       | $400150.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-01-20      | 2.1990%  | 2.1990%  | $34503909.00       | $324711.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-03-20      | 2.5540%  | 2.5540%  | $48209126.00       | $395642.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-05-20      | 2.4420%  | 2.4420%  | $56595666.00       | $539728.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-06-20      | 1.6680%  | 1.6680%  | $18056987.00       | $130006.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-11-16      | 0.2000%  | 0.2000%  | $164134453.00      | $89791.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-08-16      | 0.9360%  | 0.9360%  | $50000000.00       | $784843.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-05-20      | 0.6100%  | 0.6100%  | $27780000.00       | $1357217.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-06-20      | 2.6250%  | 2.6250%  | $88435676.00       | $1874715.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-06-20      | 0.8500%  | 0.8500%  | $50000000.00       | $3319757.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-02-20      | 0.7460%  | 0.7460%  | $131872148.00      | $6364151.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-01-20      | 1.3930%  | 1.3930%  | $42088974.00       | $485558.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-07-20      | 0.6690%  | 0.6690%  | $98628823.00       | $5727205.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-07-20      | 0.7640%  | 0.7640%  | $33279341.00       | $1503587.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-09-20      | 0.7840%  | 0.7840%  | $145915612.00      | $8979501.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-08-20      | 0.6390%  | 0.6390%  | $125941392.00      | $6562302.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-09-20      | 0.9640%  | 0.9640%  | $82279844.00       | $6067217.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-10-20      | 0.6920%  | 0.6920%  | $114570222.00      | $6725109.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-10-20      | 0.7290%  | 0.7290%  | $132611160.00      | $7381197.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 1.5590%  | 1.5590%  | $97144991.00       | $2500687.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 1.7090%  | 1.7090%  | $18100000.00       | $598144.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 0.0000%  | 0.0000%  | $20750663.00       | $153986.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 0.0000%  | 0.0000%  | $54906266.00       | $368850.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 0.0000%  | 0.0000%  | $150000000.00      | $253699.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 0.0000%  | 0.0000%  | $30595930.00       | $224586.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 0.0000%  | 0.0000%  | $13613510.00       | $61839.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 0.0000%  | 0.0000%  | $63959920.00       | $115243.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 0.0090%  | 0.0090%  | $41130613.00       | $286891.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 0.0000%  | 0.0000%  | $250000000.00      | $181574.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 2.0000%  | 2.0000%  | $100000000.00      | $3000053.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 1.9090%  | 1.9090%  | $50000000.00       | $647826.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-09-16      | 0.2500%  | 0.2500%  | $25000000.00       | $277956.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-10-20      | 0.3330%  | 0.3330%  | $119121673.00      | $2504653.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-11-20      | 0.8780%  | 0.8780%  | $37279761.00       | $2736997.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-12-20      | 0.8420%  | 0.8420%  | $10631694.00       | $725329.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-01-20      | 0.8860%  | 0.8860%  | $190031326.00      | $15110517.56       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-12-20      | 0.8510%  | 0.8510%  | $100000000.00      | $8610872.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-12-20      | 0.8820%  | 0.8820%  | $39344744.00       | $2289759.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-02-20      | 1.3830%  | 1.3830%  | $107475411.00      | $4646475.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-01-20      | 0.6860%  | 0.6860%  | $34010000.00       | $1910827.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-06-20      | 0.7790%  | 0.7790%  | $9140000.00        | $571978.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-06-20      | 0.5690%  | 0.5690%  | $101269253.00      | $4636709.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-06-20      | 0.5170%  | 0.5170%  | $44659573.00       | $1794313.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-08-20      | 0.9180%  | 0.9180%  | $112355085.00      | $9552658.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-08-20      | 0.9110%  | 0.9110%  | $153062227.00      | $11625672.03       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-03-20      | 1.6650%  | 1.6650%  | $18000000.00       | $846174.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-04-20      | 0.6100%  | 0.6100%  | $26098475.00       | $1429951.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-09-20      | 0.8300%  | 0.8300%  | $119230504.00      | $8715777.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-08-20      | 0.8090%  | 0.8090%  | $255357119.00      | $19045119.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-08-20      | 0.8680%  | 0.8680%  | $2002721.00        | $121079.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-08-20      | 0.8680%  | 0.8680%  | $16810000.00       | $1016286.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-08-20      | 0.8280%  | 0.8280%  | $106520740.00      | $7960903.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-09-20      | 0.6540%  | 0.6540%  | $57054461.00       | $2723708.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-09-20      | 0.7910%  | 0.7910%  | $71306322.00       | $4219102.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-10-20      | 0.8060%  | 0.8060%  | $150034242.00      | $10239522.51       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-11-20      | 0.6910%  | 0.6910%  | $258663185.00      | $17413514.56       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-08-20      | 0.7370%  | 0.7370%  | $16618855.00       | $611602.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-09-20      | 0.8490%  | 0.8490%  | $75943962.00       | $6349156.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-09-20      | 0.8790%  | 0.8790%  | $153245629.00      | $8969504.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-09-20      | 0.8150%  | 0.8150%  | $87945705.00       | $7002384.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-12-20      | 0.8560%  | 0.8560%  | $105282741.00      | $7835223.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-01-20      | 0.8910%  | 0.8910%  | $173057386.00      | $13407829.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-02-20      | 0.7510%  | 0.7510%  | $90434149.00       | $6562991.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-10-20      | 0.7890%  | 0.7890%  | $163517817.00      | $12795356.71       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-06-20      | 0.5230%  | 0.5230%  | $23158643.00       | $428828.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-08-20      | 2.4890%  | 2.4890%  | $51775740.00       | $1541964.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-04-20      | 1.1170%  | 1.1170%  | $77931055.00       | $6642895.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-09-20      | 0.2130%  | 0.2130%  | $51366432.00       | $457412.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-03-20      | 2.4490%  | 2.4490%  | $44813108.00       | $1121044.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-08-20      | 1.4480%  | 1.4480%  | $15480384.00       | $605478.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-01-20      | 1.1140%  | 1.1140%  | $49862311.00       | $1652496.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-01-20      | 1.1720%  | 1.1720%  | $97675293.00       | $2092998.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-04-20      | 2.3240%  | 2.3240%  | $37820831.00       | $661667.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 0.1500%  | 0.1500%  | $65303762.00       | $337350.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-04-20      | 4.5000%  | 4.5000%  | $23498296.00       | $99250.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-05-20      | 0.6940%  | 0.6940%  | $40000000.00       | $238719.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-06-20      | 2.3240%  | 2.3240%  | $28862988.00       | $714844.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-06-20      | 0.0000%  | 0.0000%  | $65207928.00       | $115801.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-06-20      | 1.1370%  | 1.1370%  | $78080820.00       | $514787.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-07-20      | 0.0000%  | 0.0000%  | $130000000.00      | $275105.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-10-20      | 2.2740%  | 2.2740%  | $23561122.00       | $661367.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-12-20      | 4.5000%  | 4.5000%  | $11249982.00       | $147587.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-06-16      | 4.5000%  | 4.5000%  | $2927296.00        | $91512.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-02-20      | 5.0000%  | 5.0000%  | $31592027.00       | $773429.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-01-20      | 3.5000%  | 3.5000%  | $9416164.00        | $192777.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-04-20      | 1.2300%  | 1.2300%  | $32572799.00       | $269799.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-05-20      | 2.2740%  | 2.2740%  | $5856000.00        | $320467.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-06-20      | 4.0000%  | 4.0000%  | $22540510.00       | $540926.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-02-20      | 2.2240%  | 2.2240%  | $18566000.00       | $505228.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 3.5000%  | 3.5000%  | $26643762.00       | $340236.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 2.5000%  | 2.5000%  | $11000000.00       | $167847.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 3.0000%  | 3.0000%  | $4837813.00        | $335676.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 3.0000%  | 3.0000%  | $5000000.00        | $79401.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-07-20      | 2.3740%  | 2.3740%  | $34072324.00       | $2342571.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 3.0000%  | 3.0000%  | $4268994.00        | $362546.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 0.3740%  | 0.3740%  | $39514522.00       | $503430.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 3.0000%  | 3.0000%  | $76683405.00       | $3056874.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-10-20      | 0.0000%  | 0.0000%  | $48426531.00       | $56345.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 0.0000%  | 0.0000%  | $45581644.00       | $60208.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 0.0000%  | 0.0000%  | $31281637.00       | $73873.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | 2.5000%  | $92939032.00       | $8910902.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-16      | 2.5000%  | 2.5000%  | $1200000.00        | $158231.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | 2.5000%  | $1000000.00        | $69523.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-02-20      | 2.5000%  | 2.5000%  | $5000000.00        | $457310.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 2.5740%  | 2.5740%  | $6064222.00        | $480893.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 5.0000%  | 5.0000%  | $13020665.00       | $1200195.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 2.5000%  | 2.5000%  | $3268294.00        | $297698.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 0.0000%  | 0.0000%  | $30000000.00       | $130504.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 3.0000%  | 3.0000%  | $40000000.00       | $3305708.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 2.5240%  | 2.5240%  | $17579799.00       | $628471.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 0.0000%  | 0.0000%  | $102670443.00      | $51014.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 0.0000%  | 0.0000%  | $150000000.00      | $106690.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 0.0000%  | 0.0000%  | $99900000.00       | $132520.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 3.5000%  | 3.5000%  | $8407035.00        | $625616.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.5000%  | 3.5000%  | $1390000.00        | $154181.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-03-20      | 0.9530%  | 0.9530%  | $129750000.00      | $9042164.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-07-20      | 0.0000%  | 0.0000%  | $74657124.00       | $132158.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-03-20      | 0.4820%  | 0.4820%  | $343150000.00      | $12920241.30       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-04-20      | 2.2200%  | 2.2200%  | $115485865.00      | $2358365.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-06-20      | 1.9400%  | 1.9400%  | $37504519.00       | $623604.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-05-20      | 0.6670%  | 0.6670%  | $299874188.00      | $17419272.96       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-06-20      | 0.7130%  | 0.7130%  | $262029452.00      | $16911933.88       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-10-20      | 0.7940%  | 0.7940%  | $19527540.00       | $1114551.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-11-20      | 0.6140%  | 0.6140%  | $123688428.00      | $6680814.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-12-20      | 0.4760%  | 0.4760%  | $168075681.00      | $6195962.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-09-20      | 2.8340%  | 2.8340%  | $36183479.00       | $677071.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-12-20      | 2.7590%  | 2.7590%  | $37012804.00       | $739051.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-02-20      | 2.3180%  | 2.3180%  | $54569049.00       | $926021.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-03-20      | 0.8090%  | 0.8090%  | $33700000.00       | $1676248.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-01-20      | 0.7870%  | 0.7870%  | $117265333.00      | $6415211.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-03-20      | 0.0620%  | 0.0620%  | $49000000.00       | $1185100.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-02-20      | 0.0980%  | 0.0980%  | $345317551.00      | $631792.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-02-20      | 0.9910%  | 0.9910%  | $144543252.00      | $10720031.34       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-04-20      | 0.7630%  | 0.7630%  | $254875473.00      | $13770965.96       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-05-20      | 0.6100%  | 0.6100%  | $149244039.00      | $7291456.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-02-20      | 0.7810%  | 0.7810%  | $93616540.00       | $7357769.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-04-20      | 0.5350%  | 0.5350%  | $34452485.00       | $586899.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-02-20      | 2.5240%  | 2.5240%  | $31122331.00       | $753975.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-08-20      | 0.7150%  | 0.7150%  | $8468640.00        | $194305.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-05-20      | 0.2710%  | 0.2710%  | $55516908.00       | $482947.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-02-20      | 0.7470%  | 0.7470%  | $126771974.00      | $6345301.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-03-20      | 1.9650%  | 1.9650%  | $119892148.00      | $7686427.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-04-20      | 0.8460%  | 0.8460%  | $140241879.00      | $11204974.70       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-09-20      | 0.0600%  | 0.0600%  | $69105905.00       | $72895.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-02-20      | 0.1500%  | 0.1500%  | $183107011.00      | $1040935.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-04-20      | 0.5940%  | 0.5940%  | $234828282.00      | $16880288.60       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-05-20      | 0.7530%  | 0.7530%  | $161775940.00      | $13318519.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-02-20      | 0.7790%  | 0.7790%  | $45713541.00       | $1213264.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-06-20      | 0.6660%  | 0.6660%  | $126607596.00      | $9313932.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-06-20      | 1.0430%  | 1.0430%  | $137773463.00      | $10651280.69       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-07-20      | 0.8870%  | 0.8870%  | $8590000.00        | $560644.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-09-20      | 2.1700%  | 2.1700%  | $89413609.00       | $2581045.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-08-20      | 0.6970%  | 0.6970%  | $160852585.00      | $12967530.05       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-08-20      | 0.9410%  | 0.9410%  | $24416458.00       | $1793313.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-09-20      | 0.8990%  | 0.8990%  | $20751900.00       | $1503906.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-09-20      | 1.4200%  | 1.4200%  | $18443238.00       | $634283.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-03-20      | 0.3140%  | 0.3140%  | $44402914.00       | $454971.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 2.3590%  | 2.3590%  | $100000000.00      | $1967764.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 0.0500%  | 0.0500%  | $129000000.00      | $52147.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.6790%  | 1.6790%  | $18000000.00       | $379349.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 3.5090%  | 3.5090%  | $40000000.00       | $1554946.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 2.0590%  | 2.0590%  | $30000000.00       | $426036.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-06-20      | 0.9630%  | 0.9630%  | $76681385.00       | $6571383.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-09-16      | 0.9530%  | 0.9530%  | $70144550.00       | $5734778.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 2.3590%  | 2.3590%  | $53693987.00       | $3115908.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 0.7090%  | 0.7090%  | $43300000.00       | $548904.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 1.4990%  | 1.4990%  | $50000000.00       | $681868.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 2.3590%  | 2.3590%  | $137833334.00      | $5152975.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 2.0090%  | 2.0090%  | $30000000.00       | $903207.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-07-16      | 0.8010%  | 0.8010%  | $147536343.00      | $11210010.07       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 0.1500%  | 0.1500%  | $100000000.00      | $327635.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 0.1000%  | 0.1000%  | $100000000.00      | $192246.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 1.3590%  | 1.3590%  | $30000000.00       | $555105.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.9390%  | 2.9390%  | $2000000.00        | $95212.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.9090%  | 2.9090%  | $70000000.00       | $1635341.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 2.3090%  | 2.3090%  | $40000000.00       | $2863172.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 1.6590%  | 1.6590%  | $150000000.00      | $5294667.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 2.1590%  | 2.1590%  | $100000000.00      | $3926913.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-04-20      | 1.8590%  | 1.8590%  | $29308925.00       | $523589.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 0.5090%  | 0.5090%  | $50000000.00       | $334946.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 0.1500%  | 0.1500%  | $70000000.00       | $97027.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 0.1500%  | 0.1500%  | $70000000.00       | $97072.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 7.0000%  | 7.0000%  | $857142.00         | $150448.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 0.5590%  | 0.5590%  | $100000000.00      | $659865.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 0.1000%  | 0.1000%  | $133333333.00      | $289648.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 0.6590%  | 0.6590%  | $100000000.00      | $753011.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 0.5990%  | 0.5990%  | $100000000.00      | $667390.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 3.0090%  | 3.0090%  | $72780201.00       | $5259323.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 6.5000%  | 6.5000%  | $21543692.00       | $2093145.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-01-20      | 3.0590%  | 3.0590%  | $68879367.00       | $5876532.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-01-20      | 2.6590%  | 2.6590%  | $99585625.00       | $5603060.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-01-20      | 2.6590%  | 2.6590%  | $127347278.00      | $7156744.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-02-20      | 0.0500%  | 0.0500%  | $70000000.00       | $90660.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-02-20      | 5.0000%  | 5.0000%  | $2500000.00        | $520011.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-02-20      | 2.0590%  | 2.0590%  | $51813298.00       | $3607432.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-03-20      | 5.0000%  | 5.0000%  | $1540877.00        | $325984.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-03-20      | 0.0300%  | 0.0300%  | $116227782.00      | $128568.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-04-20      | 5.5000%  | 5.5000%  | $3824009.00        | $1011165.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-04-20      | 2.0600%  | 2.0600%  | $35759196.00       | $2880956.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-05-20      | 0.9040%  | 0.9040%  | $125401026.00      | $9611363.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-07-20      | 0.8610%  | 0.8610%  | $145141290.00      | $11889680.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-05-20      | 0.7850%  | 0.7850%  | $45294920.00       | $2707755.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-07-20      | 0.9700%  | 0.9700%  | $51900346.00       | $4539972.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-07-20      | 0.8500%  | 0.8500%  | $77419028.00       | $5957799.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-11-20      | 2.6590%  | 2.6590%  | $27500714.00       | $378479.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-11-20      | 8.5790%  | 8.5790%  | $577727.00         | $333399.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 3.0000%  | 3.0000%  | $4675000.00        | $506036.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 0.0000%  | 0.0000%  | $50000000.00       | $53041.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-04-20      | 0.1090%  | 0.1090%  | $58619846.00       | $660500.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-07-20      | 0.3390%  | 0.3390%  | $100000000.00      | $726095.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-07-20      | 0.2390%  | 0.2390%  | $49084287.00       | $454924.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-07-20      | 2.3890%  | 2.3890%  | $11000000.00       | $595089.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-10-20      | 1.0590%  | 1.0590%  | $50000000.00       | $432116.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.2590%  | 1.2590%  | $22426123.00       | $450136.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 6.0000%  | 6.0000%  | $2813676.00        | $280414.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 0.0000%  | 0.0000%  | $570392.00         | $288064.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.1090%  | 2.1090%  | $166970000.00      | $2998442.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 6.5000%  | 6.5000%  | $3548218.00        | $188335.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 6.0000%  | 6.0000%  | $2582919.00        | $188220.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 6.5000%  | 6.5000%  | $2884614.00        | $199469.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-04-20      | 1.0180%  | 1.0180%  | $62595510.00       | $4572351.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 1.4290%  | 1.4290%  | $10000000.00       | $199857.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 1.8090%  | 1.8090%  | $50000000.00       | $637149.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 2.5590%  | 2.5590%  | $50000000.00       | $815569.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 2.5090%  | 2.5090%  | $21012650.00       | $1753924.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 1.7590%  | 1.7590%  | $50000000.00       | $658755.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 2.4590%  | 2.4590%  | $38833331.00       | $1079059.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 1.8590%  | 1.8590%  | $7764911.00        | $167440.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 1.8590%  | 1.8590%  | $60000000.00       | $794266.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-03-20      | 0.4560%  | 0.4560%  | $60209342.00       | $2232933.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 2.4590%  | 2.4590%  | $18845528.00       | $1422190.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 0.1000%  | 0.1000%  | $46848773.00       | $101486.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 1.8890%  | 1.8890%  | $50000000.00       | $519213.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-07-20      | 1.4390%  | 1.4390%  | $40000000.00       | $825821.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 2.2490%  | 2.2490%  | $30000000.00       | $530567.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 3.0000%  | 3.0000%  | $3304881.00        | $390547.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 1.7090%  | 1.7090%  | $25000000.00       | $243322.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 1.8590%  | 1.8590%  | $50000000.00       | $489536.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-07-20      | 2.4090%  | 2.4090%  | $52032447.00       | $654064.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 2.9090%  | 2.9090%  | $50000000.00       | $758614.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 7.5000%  | 7.5000%  | $1426101.00        | $409591.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 2.1090%  | 2.1090%  | $50000000.00       | $528149.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 0.2000%  | 0.2000%  | $84660210.00       | $323539.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 1.8590%  | 1.8590%  | $30000000.00       | $299451.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 7.0000%  | 7.0000%  | $4056048.00        | $681188.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.0000%  | 3.0000%  | $3234000.00        | $421470.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-12-20      | 0.0000%  | 0.0000%  | $876574.00         | $155922.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 6.5000%  | 6.5000%  | $769230.00         | $66168.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 6.5000%  | 6.5000%  | $769230.00         | $66151.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 3.4090%  | 3.4090%  | $30000000.00       | $696476.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 6.0000%  | 6.0000%  | $6250000.00        | $780173.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 6.5000%  | 6.5000%  | $9230769.00        | $528155.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2058-11-20      | 6.0000%  | 6.0000%  | $2247430.00        | $181549.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 3.3590%  | 3.3590%  | $50000000.00       | $3912819.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 2.8090%  | 2.8090%  | $50000000.00       | $554722.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 2.2590%  | 2.2590%  | $50000000.00       | $817697.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-03-20      | 0.0700%  | 0.0700%  | $75000000.00       | $110514.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 0.0500%  | 0.0500%  | $60000000.00       | $66753.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 0.1000%  | 0.1000%  | $100000000.00      | $151585.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 0.1000%  | 0.1000%  | $75000000.00       | $113689.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2076-02-20      | 0.7470%  | 0.7470%  | $41425537.00       | $3427196.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-01-20      | 2.4840%  | 2.4840%  | $44721445.00       | $1566546.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-01-20      | 0.8980%  | 0.8980%  | $103540591.00      | $8662909.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-04-20      | 1.1880%  | 1.1880%  | $127528424.00      | $3229692.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-04-20      | 1.2470%  | 1.2470%  | $272471576.00      | $8267498.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-04-20      | 0.4010%  | 0.4010%  | $100000000.00      | $1260343.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-04-20      | 2.0600%  | 2.0600%  | $49564107.00       | $3745631.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-04-20      | 2.0600%  | 2.0600%  | $80000000.00       | $5645716.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-04-20      | 1.8280%  | 1.8280%  | $25000000.00       | $1012522.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-04-20      | 2.0600%  | 2.0600%  | $40000000.00       | $4022778.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-04-20      | 2.0600%  | 2.0600%  | $46965720.00       | $4723176.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-04-20      | 2.0600%  | 2.0600%  | $42424268.00       | $3417930.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-04-20      | 5.5000%  | 5.5000%  | $10522762.00       | $2466793.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 5.0000%  | 5.0000%  | $4000000.00        | $516103.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-02-20      | 0.4940%  | 0.4940%  | $33575480.00       | $420275.39         | Agency Collateralized Mortgage Obligation |

### Security 21: CITIGROUP GLOBAL MARKETS

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6UGDF2, C.4 - ISIN: 36027, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 1.2500%  | 1.2500% | $119400.00         | $113254.32         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 1.0000%  | 1.0000% | $15002900.00       | $14095052.96       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 4.0000%  | 4.0000% | $2200.00           | $2231.87           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-15      | 3.8750%  | 3.8750% | $100.00            | $101.31            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-15      | 3.8750%  | 3.8750% | $5714700.00        | $5770473.41        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 3.6250%  | 3.6250% | $998590700.00      | $999090216.03      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-10-31      | 3.7500%  | 3.7500% | $953600.00         | $928758.71         | U.S. Treasuries (including strips) |

### Security 22: CREDIT AGRICOLE CIB

- **C.1 - Title:** CREDIT AGRICOLE CIB
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM73JB66, C.4 - ISIN: 4257, C.3 - LEI: 969500TJ5KRTCJQWXH05
- **C.18 - Value (incl. sponsor support):** $1947000000.00
- **C.18.a - Value (excl. sponsor support):** $1947000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 0.2500%  | 0.2500% | $6515493.86        | $4690500.27        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-08-15      | 1.3750%  | 1.3750% | $3009208.61        | $1462868.91        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-11-15      | 1.3750%  | 1.3750% | $12645209.22       | $8159627.88        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-02-15      | 1.8750%  | 1.8750% | $35306890.82       | $19517044.54       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-05-15      | 2.3750%  | 2.3750% | $28531294.97       | $17959048.84       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.2500%  | 3.2500% | $22861186.35       | $19040472.06       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-08-15      | 3.0000%  | 3.0000% | $53606682.87       | $37978865.81       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-11-15      | 4.0000%  | 4.0000% | $315177.34         | $288690.64         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 1.5000%  | 1.5000% | $107.56            | $90.78             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 3.8750%  | 3.8750% | $18394.30          | $16485.15          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-11-15      | 4.7500%  | 4.7500% | $56473.75          | $56499.26          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 2.1250%  | 2.1250% | $4008489.33        | $3774033.59        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 4.5000%  | 4.5000% | $35.85             | $34.28             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-08-15      | 4.2500%  | 4.2500% | $46890716.13       | $41922074.81       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-11-15      | 4.5000%  | 4.5000% | $84954135.85       | $80192911.82       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 4.6250%  | 4.6250% | $10354920.49       | $9858240.72        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 2.3750%  | 2.3750% | $430.27            | $415.24            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 4.7500%  | 4.7500% | $45064731.32       | $44292769.98       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 4.7500%  | 4.7500% | $179.28            | $176.21            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-05-15      | 4.7500%  | 4.7500% | $20547053.14       | $20217720.21       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-11-15      | 4.6250%  | 4.6250% | $6827910.27        | $6666556.94        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2056-02-15      | 2.3750%  | 2.3750% | $28713839.66       | $27020084.56       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-02-15      | 4.6250%  | 4.6250% | $71.71             | $69.12             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 0.0000%  | 0.0000% | $6812.70           | $6225.00           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-15      | 0.0000%  | 0.0000% | $35.85             | $29.84             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-02-15      | 0.0000%  | 0.0000% | $322.70            | $242.33            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-08-15      | 0.0000%  | 0.0000% | $35.85             | $23.85             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 1.5000%  | 1.5000% | $233138.01         | $232298.78         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 0.3750%  | 0.3750% | $150202157.62      | $201096407.55      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 2.2500%  | 2.2500% | $27703515.19       | $27255007.68       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 2.7500%  | 2.7500% | $250.99            | $247.22            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 2.8750%  | 2.8750% | $316324.75         | $313863.96         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8750%  | 2.8750% | $8426.24           | $8278.19           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 3.1250%  | 3.1250% | $1266374.69        | $1259261.60        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-15      | 0.2500%  | 0.2500% | $5593.59           | $6983.74           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-15      | 0.1250%  | 0.1250% | $14954537.67       | $20652272.77       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 0.3750%  | 0.3750% | $444260.22         | $603779.11         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-15      | 1.5000%  | 1.5000% | $3620846.29        | $3315704.17        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 0.6250%  | 0.6250% | $5550922.09        | $4867525.99        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-07-15      | 0.1250%  | 0.1250% | $3068048.89        | $3743836.68        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 0.3750%  | 0.3750% | $10484828.06       | $9979484.27        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-15      | 0.8750%  | 0.8750% | $35.85             | $31.31             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-31      | 0.7500%  | 0.7500% | $35.85             | $33.99             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 1.1250%  | 1.1250% | $3586029.77        | $3415732.12        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 1.2500%  | 1.2500% | $5978007.12        | $5670653.86        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-15      | 1.6250%  | 1.6250% | $35.85             | $32.13             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-31      | 0.7500%  | 0.7500% | $15100257.90       | $15104807.06       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 1.2500%  | 1.2500% | $143.42            | $136.04            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-15      | 0.1250%  | 0.1250% | $1075762.32        | $1233357.87        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 1.0000%  | 1.0000% | $14391270.22       | $13520433.78       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-15      | 0.1250%  | 0.1250% | $11140174.64       | $13461771.53       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-15      | 1.3750%  | 1.3750% | $179.28            | $156.05            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 1.2500%  | 1.2500% | $35.85             | $35.41             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-01-15      | 0.1250%  | 0.1250% | $107.56            | $117.51            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 3.2500%  | 3.2500% | $10039779.00       | $9932990.70        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-07-15      | 0.6250%  | 0.6250% | $107.56            | $115.05            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-31      | 2.6250%  | 2.6250% | $367706.90         | $354996.64         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.1250%  | 3.1250% | $74617.07          | $74244.43          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 4.1250%  | 4.1250% | $41375757.95       | $41632914.39       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-31      | 4.0000%  | 4.0000% | $19909957.45       | $19911550.25       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-01-15      | 1.1250%  | 1.1250% | $15835241.43       | $16890006.82       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-02-15      | 3.5000%  | 3.5000% | $35.85             | $34.57             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 1.2500%  | 1.2500% | $358.56            | $393.04            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 3.5000%  | 3.5000% | $1451536.90        | $1439126.26        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-03      | 0.0000%  | 0.0000% | $250.99            | $247.83            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-23      | 0.0000%  | 0.0000% | $15283053.59       | $15154523.11       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-23      | 0.0000%  | 0.0000% | $10250829.50       | $10195372.51       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 0.0000%  | 0.0000% | $107.56            | $106.38            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 0.0000%  | 0.0000% | $394.41            | $386.55            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 0.0000%  | 0.0000% | $35.85             | $32.76             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-15      | 0.0000%  | 0.0000% | $143.42            | $125.83            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 0.0000%  | 0.0000% | $35.85             | $30.49             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 0.0000%  | 0.0000% | $35.85             | $29.53             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 0.0000%  | 0.0000% | $35.85             | $16.21             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 0.0000%  | 0.0000% | $5952.15           | $2567.11           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-05-15      | 0.0000%  | 0.0000% | $77664.86          | $31159.91          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 0.0000%  | 0.0000% | $71.71             | $28.35             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-11-15      | 0.0000%  | 0.0000% | $403742.54         | $157371.97         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-05-15      | 0.0000%  | 0.0000% | $3047790.05        | $1156252.30        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-02-15      | 0.0000%  | 0.0000% | $1164363.37        | $423933.05         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-08-15      | 0.0000%  | 0.0000% | $228046.40         | $80883.50          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-11-15      | 0.0000%  | 0.0000% | $243249.50         | $85113.00          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-11-15      | 0.0000%  | 0.0000% | $1219.11           | $404.16            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 0.0000%  | 0.0000% | $611709.39         | $200059.55         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-05-15      | 0.0000%  | 0.0000% | $215138.12         | $69448.73          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-11-15      | 0.0000%  | 0.0000% | $38896040.11       | $12230081.89       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-05-15      | 0.0000%  | 0.0000% | $7027.84           | $2153.33           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-05-15      | 0.0000%  | 0.0000% | $53784.53          | $15748.11          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-05-15      | 0.0000%  | 0.0000% | $35.85             | $18.23             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-11-15      | 0.0000%  | 0.0000% | $19685.13          | $5321.87           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 0.0000%  | 0.0000% | $602386.74         | $161048.09         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-11-15      | 0.0000%  | 0.0000% | $111118.83         | $48687.05          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-08-15      | 0.0000%  | 0.0000% | $7872226.57        | $1968135.36        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-11-15      | 0.0000%  | 0.0000% | $286814.97         | $71112.90          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 0.0000%  | 0.0000% | $5320043.03        | $1300218.51        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-08-15      | 0.0000%  | 0.0000% | $709919.94         | $170004.52         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-08-15      | 0.0000%  | 0.0000% | $35.85             | $8.58              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-11-15      | 0.0000%  | 0.0000% | $633259.06         | $150019.07         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 0.0000%  | 0.0000% | $1349812.43        | $316085.57         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-05-15      | 0.0000%  | 0.0000% | $17828567.84       | $4135514.59        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-11-15      | 0.0000%  | 0.0000% | $107.56            | $24.57             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 2.3750%  | 2.3750% | $35.85             | $59.53             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-02-15      | 4.7500%  | 4.7500% | $2782775.74        | $2886920.97        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 1.7500%  | 1.7500% | $5805322.92        | $9240941.15        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-02-15      | 3.5000%  | 3.5000% | $35.85             | $32.35             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-11-15      | 4.3750%  | 4.3750% | $358563.53         | $354047.12         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-02-15      | 2.1250%  | 2.1250% | $92616.96          | $138101.47         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-11-15      | 4.2500%  | 4.2500% | $5208493.92        | $5024290.06        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-08-15      | 3.7500%  | 3.7500% | $35810816.02       | $31933426.62       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 3.1250%  | 3.1250% | $23644289.11       | $19242860.28       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-11-15      | 2.7500%  | 2.7500% | $15957690.88       | $12234003.56       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 3.1250%  | 3.1250% | $6207129.22        | $4966064.14        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 2.8750%  | 2.8750% | $20402408.61       | $15803577.21       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-08-15      | 3.6250%  | 3.6250% | $552295.41         | $471367.68         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 3.6250%  | 3.6250% | $2978479.72        | $2527359.84        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 1.3750%  | 1.3750% | $22979942.59       | $26767091.59       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-05-15      | 3.3750%  | 3.3750% | $179.28            | $147.86            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 3.1250%  | 3.1250% | $489977.07         | $383572.73         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 0.7500%  | 0.7500% | $8964124.25        | $8964105.92        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-08-15      | 2.8750%  | 2.8750% | $35.85             | $26.57             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-08-15      | 2.2500%  | 2.2500% | $43350.33          | $28172.05          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-08-15      | 2.7500%  | 2.7500% | $573701.65         | $405085.89         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-11-15      | 2.7500%  | 2.7500% | $13435554.97       | $9549193.02        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 1.0000%  | 1.0000% | $44403074.03       | $42395191.41       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 1.0000%  | 1.0000% | $223134.08         | $213044.08         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-05-15      | 3.1250%  | 3.1250% | $71.71             | $54.41             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 1.0000%  | 1.0000% | $120477.34         | $111041.31         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-11-15      | 2.3750%  | 2.3750% | $35.85             | $22.98             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-11-15      | 0.0000%  | 0.0000% | $2.11              | $1.52              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-11-15      | 0.0000%  | 0.0000% | $8.60              | $6.21              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-05-15      | 0.0000%  | 0.0000% | $2264609.30        | $1595689.01        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-05-15      | 0.0000%  | 0.0000% | $20.03             | $14.11             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-11-15      | 0.0000%  | 0.0000% | $29760773.48       | $20430770.99       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 0.0000%  | 0.0000% | $147397.85         | $145788.26         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 0.0000%  | 0.0000% | $373129.82         | $369055.24         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 0.0000%  | 0.0000% | $2057258.26        | $2015413.63        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 0.0000%  | 0.0000% | $584.45            | $556.10            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 0.0000%  | 0.0000% | $373129.82         | $355030.03         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 0.0000%  | 0.0000% | $373129.82         | $347701.39         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-11-15      | 0.0000%  | 0.0000% | $1509776.85        | $984374.51         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-11-15      | 0.0000%  | 0.0000% | $55.01             | $35.87             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-11-15      | 0.0000%  | 0.0000% | $193577.81         | $126212.73         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-15      | 0.0000%  | 0.0000% | $31642.35          | $28318.03          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-15      | 0.0000%  | 0.0000% | $97484.10          | $85414.30          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-15      | 0.0000%  | 0.0000% | $17928176.79       | $15708435.43       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-15      | 0.0000%  | 0.0000% | $52285.32          | $46295.04          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-15      | 0.0000%  | 0.0000% | $275780.17         | $236553.75         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-15      | 0.0000%  | 0.0000% | $24095778.03       | $20668442.75       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 0.0000%  | 0.0000% | $373129.82         | $306645.17         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2036-05-15      | 0.0000%  | 0.0000% | $12549719.13       | $7962294.80        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2036-11-15      | 0.0000%  | 0.0000% | $8.60              | $5.30              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-05-15      | 0.0000%  | 0.0000% | $16.21             | $9.73              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-02-15      | 0.0000%  | 0.0000% | $52774.63          | $30307.68          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-02-15      | 0.0000%  | 0.0000% | $5372568.58        | $3085385.54        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-11-15      | 0.0000%  | 0.0000% | $26.87             | $7.14              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-05-15      | 0.0000%  | 0.0000% | $1.46              | $0.82              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-08-15      | 0.0000%  | 0.0000% | $373129.82         | $208012.41         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-08-15      | 0.0000%  | 0.0000% | $1023414.83        | $570533.29         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-02-15      | 0.0000%  | 0.0000% | $4963346.60        | $2685756.18        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-02-15      | 0.0000%  | 0.0000% | $373129.82         | $201907.26         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-02-15      | 0.0000%  | 0.0000% | $2035295.93        | $1101335.26        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 0.0000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 0.0000%  | 0.0000% | $373129.82         | $98166.72          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-05-15      | 0.0000%  | 0.0000% | $143981.18         | $37368.87          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-08-15      | 0.0000%  | 0.0000% | $373129.82         | $95648.09          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-08-15      | 0.0000%  | 0.0000% | $2457278.93        | $629898.88         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-11-15      | 0.0000%  | 0.0000% | $2538651.53        | $1394928.09        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-11-15      | 0.0000%  | 0.0000% | $792235.37         | $435314.32         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-08-15      | 0.0000%  | 0.0000% | $937867.39         | $492089.64         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-08-15      | 0.0000%  | 0.0000% | $52917.29          | $27765.17          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-11-15      | 0.0000%  | 0.0000% | $8.96              | $2.26              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 0.0000%  | 0.0000% | $373129.82         | $93338.42          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 0.0000%  | 0.0000% | $2457241.65        | $614678.99         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-02-15      | 0.0000%  | 0.0000% | $25816574.58       | $13124372.02       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-08-15      | 0.0000%  | 0.0000% | $373129.81         | $91300.76          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-05-15      | 0.0000%  | 0.0000% | $17.92             | $8.97              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-11-15      | 0.0000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-08-15      | 0.0000%  | 0.0000% | $112999.95         | $55697.90          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-08-15      | 0.0000%  | 0.0000% | $373129.82         | $183916.43         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-11-15      | 0.0000%  | 0.0000% | $8.96              | $4.35              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 0.0000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 0.0000%  | 0.0000% | $373129.81         | $89248.92          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-05-15      | 0.0000%  | 0.0000% | $8692228.16        | $3221096.37        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-05-15      | 0.0000%  | 0.0000% | $8.60              | $3.18              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-08-15      | 0.0000%  | 0.0000% | $373129.82         | $172782.99         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 0.0000%  | 0.0000% | $39.44             | $17.71             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 0.0000%  | 0.0000% | $1792817.67        | $794863.64         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-11-15      | 0.0000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 0.0000%  | 0.0000% | $2457278.93        | $1038389.56        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 0.0000%  | 0.0000% | $373129.82         | $157676.08         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-08-15      | 0.0000%  | 0.0000% | $3226807.73        | $1322571.68        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-08-15      | 0.0000%  | 0.0000% | $373129.82         | $152934.71         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-15      | 4.6250%  | 4.6250% | $358527.67         | $361756.66         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-30      | 4.6250%  | 4.6250% | $63886771.16       | $65119848.68       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-15      | 4.6250%  | 4.6250% | $35.85             | $36.07             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-15      | 2.3750%  | 2.3750% | $5111251.49        | $5659439.29        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-11-15      | 4.5000%  | 4.5000% | $23847881.49       | $24679107.96       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 4.6250%  | 4.6250% | $13394786.29       | $13740499.88       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3750%  | 4.3750% | $286.85            | $294.97            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-15      | 4.3750%  | 4.3750% | $272472.43         | $277996.30         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-31      | 3.7500%  | 3.7500% | $250.99            | $252.81            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 4.0000%  | 4.0000% | $394.41            | $398.71            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-28      | 4.2500%  | 4.2500% | $43491175.24       | $44133750.27       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-15      | 4.2500%  | 4.2500% | $26015147.07       | $26256554.62       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 4.5000%  | 4.5000% | $179.28            | $184.17            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-15      | 4.6250%  | 4.6250% | $94911.76          | $97354.53          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-07-15      | 1.8750%  | 1.8750% | $107.56            | $113.70            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-15      | 3.3750%  | 3.3750% | $5976357.73        | $5960034.80        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 3.5000%  | 3.5000% | $35.85             | $35.91             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-15      | 1.6250%  | 1.6250% | $16841872.70       | $17845825.51       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-30      | 4.1250%  | 4.1250% | $10888965.02       | $11072356.43       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-01-31      | 4.3750%  | 4.3750% | $4937957.73        | $5047759.22        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-01-15      | 2.1250%  | 2.1250% | $33633.25          | $35806.79          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-15      | 1.6250%  | 1.6250% | $66613395.85       | $69383210.11       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-06-30      | 3.8750%  | 3.8750% | $5555332.43        | $5593693.68        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 3.7500%  | 3.7500% | $30162077.79       | $30501731.11       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-15      | 3.8750%  | 3.8750% | $29266278.50       | $29551906.87       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-07-31      | 3.8750%  | 3.8750% | $34865068.83       | $34983503.16       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 3.8750%  | 3.8750% | $6166396.40        | $6224403.29        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-07-15      | 1.8750%  | 1.8750% | $23108523.48       | $23657991.47       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-08-15      | 4.2500%  | 4.2500% | $143.42            | $143.12            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.6250%  | 3.6250% | $35.85             | $35.94             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-15      | 3.3750%  | 3.3750% | $1354366.18        | $1342513.79        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-09-30      | 3.6250%  | 3.6250% | $16464233.59       | $16237213.40       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 3.5000%  | 3.5000% | $9856839.88        | $9796023.18        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 3.8330%  | 3.8330% | $13584609.83       | $13596835.98       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-11-30      | 3.7500%  | 3.7500% | $71.71             | $70.91             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-30      | 3.5000%  | 3.5000% | $89949965.74       | $89204211.33       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-15      | 3.5000%  | 3.5000% | $38251271.16       | $38321153.29       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-12-31      | 3.6250%  | 3.6250% | $6738233.53        | $6696837.70        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 3.3750%  | 3.3750% | $44366859.11       | $44463039.60       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-04-30      | 4.1250%  | 4.1250% | $114760769.61      | $113954001.40      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-15      | 0.0000%  | 0.0000% | $13750.11          | $11050.87          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-15      | 0.0000%  | 0.0000% | $0.41              | $0.33              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-02-15      | 0.0000%  | 0.0000% | $19720994.47       | $15482854.15       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-08-15      | 0.0000%  | 0.0000% | $14342541.43       | $11012303.71       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-02-15      | 0.0000%  | 0.0000% | $299288.85         | $224330.76         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-08-15      | 0.0000%  | 0.0000% | $30836392.37       | $22558671.20       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-08-15      | 0.0000%  | 0.0000% | $10.21             | $7.47              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-08-15      | 0.0000%  | 0.0000% | $97483.74          | $71315.20          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-02-15      | 0.0000%  | 0.0000% | $9.30              | $6.63              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-08-15      | 0.0000%  | 0.0000% | $212229.18         | $147592.66         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-08-15      | 0.0000%  | 0.0000% | $10039767.99       | $6982056.25        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-02-15      | 0.0000%  | 0.0000% | $23306593.97       | $15801008.37       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-08-15      | 0.0000%  | 0.0000% | $2.92              | $1.93              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-08-15      | 0.0000%  | 0.0000% | $101.69            | $67.18             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2036-02-15      | 0.0000%  | 0.0000% | $2594752.37        | $1668814.99        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2036-02-15      | 0.0000%  | 0.0000% | $373130.04         | $239978.58         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2036-08-15      | 0.0000%  | 0.0000% | $3.85              | $2.41              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2036-08-15      | 0.0000%  | 0.0000% | $373129.81         | $233393.07         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-02-15      | 0.0000%  | 0.0000% | $33531490.16       | $20399552.67       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-02-15      | 0.0000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-15      | 0.0000%  | 0.0000% | $946396.61         | $769296.46         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-05-15      | 0.0000%  | 0.0000% | $16.57             | $12.88             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-05-15      | 0.0000%  | 0.0000% | $12549723.75       | $9293195.93        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-05-15      | 0.0000%  | 0.0000% | $26.53             | $19.64             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2056-02-15      | 0.0000%  | 0.0000% | $2554479.06        | $576170.41         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2056-02-15      | 0.0000%  | 0.0000% | $1.12              | $0.25              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-05-15      | 0.0000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 0.0000%  | 0.0000% | $10.76             | $2.50              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 0.0000%  | 0.0000% | $373129.82         | $86970.21          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-11-15      | 0.0000%  | 0.0000% | $2142417.12        | $503446.60         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-08-15      | 0.0000%  | 0.0000% | $2554765.08        | $603793.17         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-08-15      | 0.0000%  | 0.0000% | $373129.82         | $88185.50          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-08-15      | 0.0000%  | 0.0000% | $373129.82         | $100439.08         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-08-15      | 0.0000%  | 0.0000% | $2457279.29        | $661450.44         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-05-15      | 0.0000%  | 0.0000% | $1792816.76        | $487933.00         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-05-15      | 0.0000%  | 0.0000% | $1290861.00        | $351320.72         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-02-15      | 0.0000%  | 0.0000% | $2457279.65        | $676833.10         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-02-15      | 0.0000%  | 0.0000% | $893046.94         | $245980.85         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-11-15      | 0.0000%  | 0.0000% | $1792817.67        | $500339.55         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-08-15      | 0.0000%  | 0.0000% | $373129.82         | $105506.18         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-08-15      | 0.0000%  | 0.0000% | $3649502.69        | $1031933.38        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-05-15      | 0.0000%  | 0.0000% | $137834.98         | $39386.34          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 0.0000%  | 0.0000% | $373129.82         | $108416.60         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-08-15      | 0.0000%  | 0.0000% | $373129.82         | $111062.09         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-08-15      | 0.0000%  | 0.0000% | $2219372.03        | $660596.08         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-05-15      | 0.0000%  | 0.0000% | $22.36             | $6.74              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 0.0000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 0.0000%  | 0.0000% | $529657.37         | $161444.86         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-11-15      | 0.0000%  | 0.0000% | $195304.14         | $60338.04          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-11-15      | 0.0000%  | 0.0000% | $1792817.67        | $553880.26         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-05-15      | 0.0000%  | 0.0000% | $588628.35         | $186659.93         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 0.0000%  | 0.0000% | $2456739.65        | $788561.83         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-11-15      | 0.0000%  | 0.0000% | $1792713.09        | $583420.55         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-08-15      | 0.0000%  | 0.0000% | $11648855.40       | $3836003.03        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-08-15      | 0.0000%  | 0.0000% | $11441878.08       | $3767844.78        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-02-15      | 0.0000%  | 0.0000% | $849122.91         | $286740.31         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-11-15      | 0.0000%  | 0.0000% | $1792817.67        | $613269.14         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-08-15      | 0.0000%  | 0.0000% | $2457278.94        | $851562.64         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-08-15      | 0.0000%  | 0.0000% | $1287466.83        | $446167.77         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-02-15      | 0.0000%  | 0.0000% | $2457343.48        | $874293.32         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-02-15      | 0.0000%  | 0.0000% | $1287466.83        | $458065.25         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-11-15      | 0.0000%  | 0.0000% | $429048.16         | $154791.99         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-08-15      | 0.0000%  | 0.0000% | $0.07              | $0.02              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-08-15      | 0.0000%  | 0.0000% | $589827.51         | $215570.16         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 0.0000%  | 0.0000% | $71076.12          | $26710.05          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-11-15      | 0.0000%  | 0.0000% | $1792814.17        | $683632.31         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-11-15      | 0.0000%  | 0.0000% | $164668.09         | $62790.90          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 0.0000%  | 0.0000% | $196545.34         | $75978.53          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-05-15      | 0.0000%  | 0.0000% | $8.60              | $3.37              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 0.0000%  | 0.0000% | $373129.82         | $148495.22         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 0.0000%  | 0.0000% | $2456541.73        | $977634.82         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-11-15      | 0.0000%  | 0.0000% | $26.53             | $10.72             | U.S. Treasuries (including strips) |

### Security 23: CREDIT AGRICOLE CIB

- **C.1 - Title:** CREDIT AGRICOLE CIB
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM73JB33, C.4 - ISIN: 4257, C.3 - LEI: 969500TJ5KRTCJQWXH05
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 6.0000%  | 6.0000% | $1547449.00        | $1619476.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 6.5000%  | 6.5000% | $2003.00           | $2115.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 6.0000%  | 6.0000% | $1000.00           | $1031.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 6.5000%  | 6.5000% | $2367555.00        | $2483671.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-04-01      | 5.0000%  | 5.0000% | $5727.00           | $5698.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-05-01      | 5.0000%  | 5.0000% | $418717.00         | $414146.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.0000%  | 5.0000% | $6726172.00        | $6240314.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 6.0000%  | 6.0000% | $3000.00           | $2712.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 6.0000%  | 6.0000% | $3315276.00        | $2943849.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 6.0000%  | 6.0000% | $18931.00          | $16930.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.5000%  | 6.5000% | $1008.00           | $923.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 3.0000%  | 3.0000% | $11516.00          | $10001.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-01-01      | 4.0000%  | 4.0000% | $10128953.00       | $2241392.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-04-01      | 3.5000%  | 3.5000% | $2000.00           | $579.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-03-01      | 3.5000%  | 3.5000% | $12802048.00       | $2781737.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-11-01      | 2.5000%  | 2.5000% | $1000.00           | $498.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-02-01      | 2.5000%  | 2.5000% | $2000.00           | $1079.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-05-01      | 2.5000%  | 2.5000% | $1024.00           | $469.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-06-01      | 2.5000%  | 2.5000% | $1024.00           | $595.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-06-01      | 6.5000%  | 6.5000% | $1140.00           | $506.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 2.0000%  | 2.0000% | $1024.00           | $722.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $1024.00           | $1020.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.0000%  | 6.0000% | $1024.00           | $935.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.5000%  | 6.5000% | $4805180.00        | $4876419.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | 5.0000% | $151000000.00      | $146843736.62      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-04-01      | 4.0000%  | 4.0000% | $1221.00           | $5.36              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-05-01      | 4.0000%  | 4.0000% | $3000.00           | $280.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-09-01      | 4.0000%  | 4.0000% | $5303649.00        | $130947.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-09-01      | 3.0000%  | 3.0000% | $1009.00           | $296.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-01-01      | 2.0000%  | 2.0000% | $2095000.00        | $1097128.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 5.0000%  | 5.0000% | $2004.00           | $1371.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.0000%  | 5.0000% | $1009.00           | $888.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-04-01      | 6.5000%  | 6.5000% | $1000.00           | $1044.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.5000%  | 5.5000% | $1000.00           | $999.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.5000%  | 5.5000% | $2000.00           | $1906.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 7.0000%  | 7.0000% | $1033517.00        | $941295.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 5.5000%  | 5.5000% | $4136960.00        | $4170054.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 6.5000%  | 6.5000% | $1000.00           | $1050.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.0000%  | 6.0000% | $1000.00           | $898.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 5.0000%  | 5.0000% | $2509252.00        | $2200831.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 5.5000%  | 5.5000% | $1024.00           | $947.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 5.5000%  | 5.5000% | $1000.00           | $928.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-03-01      | 4.5000%  | 4.5000% | $5851518.00        | $5398428.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 6.5000%  | 6.5000% | $1008.00           | $865.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 5.5000%  | 5.5000% | $1003.00           | $916.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.5000%  | 5.5000% | $110828.00         | $103644.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $1024.00           | $946.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.5000%  | 5.5000% | $30498208.00       | $30901200.01       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 5.0000%  | 5.0000% | $1010.00           | $984.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.0000%  | 5.0000% | $1024.00           | $1012.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.0000%  | 5.0000% | $3591552.00        | $3547526.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.0000%  | 5.0000% | $1064.00           | $1042.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.5000%  | 5.5000% | $2500000.00        | $2149047.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 5.5000%  | 5.5000% | $1200.00           | $1077.36           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 5.5000%  | 5.5000% | $1001.00           | $953.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 6.0000%  | 6.0000% | $20716672.00       | $16300697.11       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 5.5000%  | 5.5000% | $547636.00         | $438617.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 6.0000%  | 6.0000% | $8814500.00        | $6825636.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 6.0000%  | 6.0000% | $39831696.00       | $31279514.40       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.5000%  | 6.5000% | $63606.00          | $58659.39          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 6.5000%  | 6.5000% | $5824653.00        | $5406338.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 6.5000%  | 6.5000% | $2918387.00        | $3033065.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 6.5000%  | 6.5000% | $2838806.00        | $2972670.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.5000%  | 5.5000% | $1056.00           | $1066.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Banks-Agency Debentures and Agency Strips                        | 2040-03-12      | 5.4500%  | 5.4500% | $7195000.00        | $7174650.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-10-01      | 2.5000%  | 2.5000% | $1000000.00        | $158114.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-07-01      | 4.5000%  | 4.5000% | $113889893.00      | $24034535.89       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-08-01      | 4.5000%  | 4.5000% | $69054307.00       | $12445056.42       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.5000%  | 2.5000% | $1024.00           | $596.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.5000%  | 2.5000% | $1024.00           | $650.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 4.5000%  | 4.5000% | $1056.00           | $790.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-01-01      | 6.5000%  | 6.5000% | $1000.00           | $546.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-11-01      | 5.0000%  | 5.0000% | $729000.00         | $606230.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 2.5000%  | 2.5000% | $1008.00           | $732.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-01-01      | 4.5000%  | 4.5000% | $10973696.00       | $9522730.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-08-01      | 2.5000%  | 2.5000% | $1024.00           | $580.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-08-01      | 2.5000%  | 2.5000% | $6090000.00        | $3494874.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 2.5000%  | 2.5000% | $2191.00           | $1467.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-08-01      | 6.0000%  | 6.0000% | $2138.00           | $1333.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-06-01      | 4.0000%  | 4.0000% | $15339040.00       | $2939340.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-02-01      | 2.0000%  | 2.0000% | $1024.00           | $614.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-07-01      | 2.5000%  | 2.5000% | $1008.00           | $376.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-02-01      | 1.5000%  | 1.5000% | $1024.00           | $528.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-05-01      | 2.5000%  | 2.5000% | $22508786.00       | $12261066.55       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-06-01      | 2.0000%  | 2.0000% | $1000.00           | $564.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-12-01      | 2.0000%  | 2.0000% | $13997900.00       | $9186545.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-05-01      | 5.5000%  | 5.5000% | $1000.00           | $578.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-01-01      | 6.0000%  | 6.0000% | $1024.00           | $705.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-09-01      | 5.5000%  | 5.5000% | $32462.00          | $27721.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 6.5000%  | 6.5000% | $2016.00           | $1504.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 6.0000%  | 6.0000% | $5605568.00        | $3016519.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-01-01      | 5.0000%  | 5.0000% | $3064.00           | $8.50              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-07-25      | 5.1450%  | 5.1450% | $3412297.00        | $3102837.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-03-01      | 3.2900%  | 3.2900% | $1024.00           | $1011.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 5.0000%  | 5.0000% | $159510.00         | $154204.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 6.5000%  | 6.5000% | $1018875.00        | $1050960.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.5000%  | 6.5000% | $1008.00           | $803.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 7.5000%  | 7.5000% | $2935892.00        | $2888199.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 6.5000%  | 6.5000% | $357870.00         | $375529.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 6.0000%  | 6.0000% | $2459159.00        | $2537804.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 6.5000%  | 6.5000% | $1019.00           | $1066.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-04-01      | 3.5000%  | 3.5000% | $1015.00           | $176.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-06-01      | 4.0000%  | 4.0000% | $46330432.00       | $7438070.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-07-01      | 3.0000%  | 3.0000% | $5826162.00        | $2071725.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-02-01      | 2.0000%  | 2.0000% | $1000.00           | $480.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-03-01      | 2.0000%  | 2.0000% | $1000.00           | $543.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-12-01      | 1.6100%  | 1.6100% | $4140000.00        | $3253178.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 6.5000%  | 6.5000% | $3000.00           | $2129.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 3.0000%  | 3.0000% | $65293938.00       | $47471804.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-02-01      | 2.5000%  | 2.5000% | $1024.00           | $669.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 5.0000%  | 5.0000% | $1000.00           | $743.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 5.0000%  | 5.0000% | $2023291.00        | $1730293.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 6.5000%  | 6.5000% | $1000.00           | $549.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-09-01      | 4.2500%  | 4.2500% | $7955264.00        | $7963550.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-09-01      | 4.2500%  | 4.2500% | $1329.00           | $1330.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-09-01      | 4.2500%  | 4.2500% | $12347700.00       | $12360561.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-07-01      | 2.0000%  | 2.0000% | $1000.00           | $443.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-04-01      | 3.0000%  | 3.0000% | $1000.00           | $630.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-04-01      | 2.0000%  | 2.0000% | $3001.00           | $1637.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-08-01      | 2.5000%  | 2.5000% | $65122178.00       | $37511935.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 4.5000%  | 4.5000% | $3089301.00        | $2057575.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 6.5000%  | 6.5000% | $1024.00           | $719.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 6.5000%  | 6.5000% | $108316.00         | $76771.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 5.0000%  | 5.0000% | $29047904.00       | $24707873.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 5.0000%  | 5.0000% | $31225248.00       | $27973137.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 5.0000%  | 5.0000% | $60320100.00       | $54549918.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 4.5000%  | 4.5000% | $1081.00           | $966.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 6.0000%  | 6.0000% | $1490.00           | $1528.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-05-20      | 5.5000%  | 5.5000% | $2032.00           | $1742.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-06-20      | 6.0000%  | 6.0000% | $87194624.00       | $62887274.65       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-08-20      | 5.0000%  | 5.0000% | $14826200.00       | $14461287.41       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-06-20      | 5.5000%  | 5.5000% | $84049239.00       | $80930753.59       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-08-20      | 6.0000%  | 6.0000% | $1000.00           | $982.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-10-20      | 6.0000%  | 6.0000% | $1000.00           | $997.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 3.5000%  | 3.5000% | $1000.00           | $902.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-02-20      | 4.5000%  | 4.5000% | $1008.00           | $970.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-02-20      | 5.0000%  | 5.0000% | $3136.00           | $3111.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 5.0000%  | 5.0000% | $1024.00           | $1022.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-03-20      | 7.0000%  | 7.0000% | $1008.00           | $914.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-04-20      | 7.0000%  | 7.0000% | $1000.00           | $1065.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-04-20      | 6.5000%  | 6.5000% | $1000.00           | $1060.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-01-20      | 3.5000%  | 3.5000% | $1029.00           | $68.29             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-12-15      | 3.5000%  | 3.5000% | $1216.00           | $52.15             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-10-15      | 3.0000%  | 3.0000% | $2013.00           | $166.79            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-11-20      | 2.5000%  | 2.5000% | $42674.00          | $24595.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-05-20      | 6.5000%  | 6.5000% | $16581.00          | $15737.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 6.5000%  | 6.5000% | $1007.00           | $1053.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-09-15      | 5.0000%  | 5.0000% | $1022.00           | $53.22             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-07-15      | 5.5000%  | 5.5000% | $2145.00           | $185.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-04-16      | 1.8500%  | 1.8500% | $208094.00         | $148784.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 4.8100%  | 4.8100% | $1063.00           | $1012.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 3.0000%  | 3.0000% | $89774.00          | $51183.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.5000%  | 3.5000% | $1000.00           | $704.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-04-20      | 4.5400%  | 4.5400% | $1199.00           | $564.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 4.6200%  | 4.6200% | $4432167.00        | $2262005.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 5.1290%  | 5.1290% | $4166667.00        | $1918162.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 4.8190%  | 4.8190% | $3276600.00        | $1052458.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.8590%  | 2.8590% | $21928808.00       | $853893.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 3.6590%  | 3.6590% | $100208.00         | $5715.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 5.0700%  | 5.0700% | $1000.00           | $625.51            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 4.7400%  | 4.7400% | $78617.00          | $58100.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 4.7000%  | 4.7000% | $8939340.00        | $7111439.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.2890%  | 2.2890% | $9034400.00        | $360561.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 2.3390%  | 2.3390% | $100120.00         | $4289.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-03-20      | 4.5400%  | 4.5400% | $155902.00         | $154915.52         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-07-23      | 0.0000%  | 0.0000% | $743200.00         | $736949.68         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2047-11-15      | 0.0000%  | 0.0000% | $1999600.00        | $662907.39         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2040-05-15      | 0.0000%  | 0.0000% | $430500.00         | $218896.76         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2052-05-15      | 0.0000%  | 0.0000% | $175800.00         | $46407.68          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2039-02-15      | 3.5000%  | 3.5000% | $767400.00         | $692520.71         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2051-02-15      | 1.8750%  | 1.8750% | $300.00            | $165.83            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2041-08-15      | 1.7500%  | 1.7500% | $37100.00          | $24740.40          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2051-11-15      | 1.8750%  | 1.8750% | $400.00            | $220.53            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2041-11-15      | 2.0000%  | 2.0000% | $100.00            | $69.51             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2043-08-15      | 4.3750%  | 4.3750% | $200.00            | $188.82            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2054-02-15      | 2.1250%  | 2.1250% | $100.00            | $94.15             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2054-08-15      | 4.2500%  | 4.2500% | $2451300.00        | $2191554.97        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2055-02-15      | 4.6250%  | 4.6250% | $600.00            | $571.22            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2056-02-15      | 2.3750%  | 2.3750% | $226100.00         | $212762.94         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-08-15      | 1.5000%  | 1.5000% | $16966000.00       | $16904927.46       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-08-15      | 2.8750%  | 2.8750% | $2000.00           | $1964.86           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-05-15      | 1.6250%  | 1.6250% | $462900.00         | $465886.93         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-04-15      | 0.1250%  | 0.1250% | $29298300.00       | $33792816.23       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-09-30      | 4.1250%  | 4.1250% | $1400.00           | $1408.70           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-10-31      | 4.1250%  | 4.1250% | $100.00            | $100.27            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-10-15      | 2.3750%  | 2.3750% | $7854500.00        | $8696904.47        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-01-31      | 4.0000%  | 4.0000% | $100.00            | $101.08            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-02-28      | 4.2500%  | 4.2500% | $6649200.00        | $6747440.84        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-06-15      | 4.6250%  | 4.6250% | $16682600.00       | $17111963.74       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2034-08-15      | 3.8750%  | 3.8750% | $100.00            | $97.62             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2035-07-15      | 1.8750%  | 1.8750% | $100.00            | $102.37            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2032-02-15      | 0.0000%  | 0.0000% | $271872.84         | $213446.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.0000%  | 5.0000% | $72467656.00       | $71952976.28       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.5000%  | 6.5000% | $1024.00           | $678.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 6.5000%  | 6.5000% | $1000.00           | $1063.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 6.5000%  | 6.5000% | $1000.00           | $1059.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 6.5000%  | 6.5000% | $1000.00           | $1042.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-04-01      | 5.5000%  | 5.5000% | $3565500.00        | $3607017.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-04-01      | 5.0000%  | 5.0000% | $1006896.00        | $998465.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-10-20      | 4.0000%  | 4.0000% | $1023.00           | $89.03             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-02-20      | 2.5000%  | 2.5000% | $4538163.00        | $1954201.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-12-20      | 3.5000%  | 3.5000% | $1024.00           | $333.66            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-04-20      | 3.5000%  | 3.5000% | $14739801.00       | $9726068.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-07-20      | 3.0000%  | 3.0000% | $1024.00           | $520.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 2.0000%  | 2.0000% | $3747600.00        | $2171235.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-20      | 3.0000%  | 3.0000% | $2048.00           | $1265.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-08-20      | 4.5000%  | 4.5000% | $1000.00           | $706.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-10-20      | 3.5000%  | 3.5000% | $1000.00           | $699.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-04-20      | 5.5000%  | 5.5000% | $2048.00           | $1338.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-08-20      | 6.0000%  | 6.0000% | $78175126.00       | $43691356.62       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-01-20      | 2.5000%  | 2.5000% | $1024.00           | $645.16            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-10-20      | 2.5000%  | 2.5000% | $1008.00           | $698.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-04-20      | 3.5000%  | 3.5000% | $2047.00           | $1459.58           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-02-20      | 6.0000%  | 6.0000% | $1024.00           | $543.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-04-20      | 6.5000%  | 6.5000% | $1000.00           | $397.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-05-20      | 7.0000%  | 7.0000% | $2048.00           | $646.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-08-20      | 3.0000%  | 3.0000% | $1000.00           | $333.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-09-20      | 4.0000%  | 4.0000% | $2001.00           | $985.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-06-20      | 4.5000%  | 4.5000% | $5744338.00        | $2837601.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-05-20      | 4.5000%  | 4.5000% | $5427423.00        | $4882523.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-10-20      | 5.0000%  | 5.0000% | $1152.00           | $1008.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-08-15      | 3.0000%  | 3.0000% | $1007.00           | $19.17             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-09-20      | 7.5000%  | 7.5000% | $2000.00           | $1647.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-08-20      | 7.0000%  | 7.0000% | $1000.00           | $1042.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-09-20      | 7.0000%  | 7.0000% | $2008.00           | $1525.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-08-20      | 7.0000%  | 7.0000% | $1000.00           | $537.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-09-20      | 7.0000%  | 7.0000% | $2000.00           | $1712.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-09-20      | 7.0000%  | 7.0000% | $1000.00           | $828.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-10-20      | 7.0000%  | 7.0000% | $1000.00           | $934.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-10-20      | 7.0000%  | 7.0000% | $4319048.00        | $3519831.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-06-20      | 6.5000%  | 6.5000% | $1000.00           | $381.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-07-20      | 6.5000%  | 6.5000% | $1015.00           | $410.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-09-20      | 7.0000%  | 7.0000% | $1000.00           | $793.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-09-20      | 7.0000%  | 7.0000% | $1000.00           | $742.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-09-20      | 7.0000%  | 7.0000% | $1008.00           | $834.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-10-20      | 6.5000%  | 6.5000% | $1000.00           | $953.20            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-10-20      | 7.0000%  | 7.0000% | $1008.00           | $609.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-10-20      | 6.5000%  | 6.5000% | $1000.00           | $503.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-01-20      | 8.0000%  | 8.0000% | $1000.00           | $484.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-09-20      | 7.0000%  | 7.0000% | $1000.00           | $1048.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-03-20      | 7.5000%  | 7.5000% | $1000.00           | $967.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 6.5000%  | 6.5000% | $1000.00           | $1073.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 6.5000%  | 6.5000% | $97934.00          | $103872.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-09-20      | 7.0000%  | 7.0000% | $1024.00           | $1065.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 7.0000%  | 7.0000% | $1000.00           | $1054.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-10-20      | 7.0000%  | 7.0000% | $1000.00           | $1048.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 7.0000%  | 7.0000% | $1712.00           | $1789.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-10-20      | 7.0000%  | 7.0000% | $925704.00         | $969081.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 6.5000%  | 6.5000% | $1022.00           | $1091.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 7.0000%  | 7.0000% | $1000.00           | $1055.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-04-20      | 6.5000%  | 6.5000% | $1000.00           | $1060.77           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-04-20      | 6.5000%  | 6.5000% | $1000.00           | $1069.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-04-20      | 6.5000%  | 6.5000% | $1000.00           | $1069.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-10-20      | 3.5000%  | 3.5000% | $50771.00          | $44149.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-01-20      | 6.0000%  | 6.0000% | $2232000.00        | $1263787.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-05-20      | 5.5000%  | 5.5000% | $2000.00           | $1655.39           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2034-08-15      | 0.0000%  | 0.0000% | $153122.01         | $106487.17         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2034-05-15      | 0.0000%  | 0.0000% | $39.14             | $27.57             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-08-15      | 0.0000%  | 0.0000% | $10.06             | $9.95              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2035-11-15      | 0.0000%  | 0.0000% | $42.86             | $27.95             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2039-02-15      | 0.0000%  | 0.0000% | $271872.00         | $147114.83         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2053-02-15      | 0.0000%  | 0.0000% | $4.09              | $1.02              | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2040-02-15      | 0.0000%  | 0.0000% | $271873.00         | $138212.07         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2043-08-15      | 0.0000%  | 0.0000% | $271872.98         | $111432.58         | Agency Mortgage-Backed Securities |

### Security 24: DAIWA CAPITAL MARKETS

- **C.1 - Title:** DAIWA CAPITAL MARKETS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM73JC99, C.4 - ISIN: 36977, C.3 - LEI: M67H5PRC0NQKM73ZAS82
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2034-02-15      | 4.0000%  | 4.0000% | $14046282.35       | $13913162.86       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-28      | 4.2500%  | 4.2500% | $31341.17          | $31855.91          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 4.2500%  | 4.2500% | $374823.52         | $380710.44         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-15      | 4.2500%  | 4.2500% | $564.70            | $570.01            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-03-31      | 4.1250%  | 4.1250% | $33715694.11       | $33951607.80       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 4.5000%  | 4.5000% | $3470117.64        | $3565980.89        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-31      | 4.5000%  | 4.5000% | $50937600.00       | $52723807.54       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-31      | 4.6250%  | 4.6250% | $156635.29         | $163703.16         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 4.2500%  | 4.2500% | $746188.23         | $763666.49         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-30      | 4.6250%  | 4.6250% | $423.52            | $430.68            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-31      | 4.0000%  | 4.0000% | $1954376.47        | $1977340.89        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-07-15      | 1.8750%  | 1.8750% | $2956447.05        | $3130086.24        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-08-15      | 3.8750%  | 3.8750% | $121058.82         | $118400.40         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-31      | 3.6250%  | 3.6250% | $19905.88          | $19828.02          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-15      | 3.3750%  | 3.3750% | $28658.82          | $28595.19          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-09-30      | 3.6250%  | 3.6250% | $38260941.17       | $37541723.92       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-09-30      | 3.5000%  | 3.5000% | $94588.23          | $93507.73          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 4.1250%  | 4.1250% | $282.35            | $282.86            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 4.2500%  | 4.2500% | $564.70            | $576.37            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-30      | 4.1250%  | 4.1250% | $1411764.70        | $1443626.75        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-12-31      | 4.3750%  | 4.3750% | $5557058.82        | $5714283.36        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-01-31      | 4.3750%  | 4.3750% | $23359270.58       | $23918683.43       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 4.1250%  | 4.1250% | $2823.52           | $2851.38           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 4.0000%  | 4.0000% | $7727294.11        | $7757621.34        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 3.7500%  | 3.7500% | $928588.23         | $927489.60         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 3.7500%  | 3.7500% | $197576.47         | $197498.42         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-04-30      | 4.0000%  | 4.0000% | $494.11            | $490.57            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 3.8750%  | 3.8750% | $21126776.47       | $21480731.58       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-05-31      | 4.1250%  | 4.1250% | $5046705.88        | $5128386.56        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-15      | 3.8750%  | 3.8750% | $12813176.47       | $12994496.01       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-15      | 3.8750%  | 3.8750% | $1623.52           | $1640.83           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-15      | 3.3750%  | 3.3750% | $42352.94          | $42023.00          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 3.5000%  | 3.5000% | $2602941.17        | $2597401.73        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-10-31      | 3.6250%  | 3.6250% | $7560000.00        | $7440914.88        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 3.5000%  | 3.5000% | $20150611.76       | $20040105.80       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 3.5000%  | 3.5000% | $758470.58         | $763068.22         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-11-30      | 3.7500%  | 3.7500% | $6168423.52        | $6110318.94        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-30      | 3.5000%  | 3.5000% | $11223.52          | $11146.51          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2036-01-15      | 1.8750%  | 1.8750% | $1987058.82        | $1998825.05        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-01-31      | 3.7500%  | 3.7500% | $70588235.29       | $70414772.70       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2036-02-15      | 4.1250%  | 4.1250% | $493058.82         | $486739.44         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-28      | 3.5000%  | 3.5000% | $5467058.82        | $5375620.24        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 3.7500%  | 3.7500% | $34378588.23       | $34285766.04       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-28      | 0.0000%  | 0.0000% | $3529.41           | $3519.96           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-18      | 0.0000%  | 0.0000% | $282352.94         | $273390.49         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-11-15      | 2.7500%  | 2.7500% | $3529341.17        | $2709505.21        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 2.8750%  | 2.8750% | $828705.88         | $642542.65         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-11-15      | 3.0000%  | 3.0000% | $564.70            | $431.16            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-05-15      | 3.0000%  | 3.0000% | $2823529.41        | $2118395.02        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 3.0000%  | 3.0000% | $112235.29         | $82659.45          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-05-15      | 2.8750%  | 2.8750% | $1803811.76        | $1293595.85        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 2.0000%  | 2.0000% | $15105882.35       | $8767913.30        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-08-15      | 1.3750%  | 1.3750% | $2880847.05        | $1401845.45        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-11-15      | 1.8750%  | 1.8750% | $2877600.00        | $1587621.02        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.2500%  | 3.2500% | $1094117.64        | $912761.42         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-08-15      | 3.0000%  | 3.0000% | $635.29            | $450.44            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 2.1250%  | 2.1250% | $12565058.82       | $11845044.03       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-05-15      | 4.6250%  | 4.6250% | $2343388.23        | $2258908.06        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 4.6250%  | 4.6250% | $32188.23          | $30665.23          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 2.3750%  | 2.3750% | $16447764.70       | $15893054.27       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-11-15      | 4.6250%  | 4.6250% | $517552.94         | $506039.23         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2056-02-15      | 4.7500%  | 4.7500% | $332823.52         | $324043.29         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2056-02-15      | 2.3750%  | 2.3750% | $9105882.35        | $8575982.82        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 1.5000%  | 1.5000% | $13745223.52       | $13698136.49       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 0.3750%  | 0.3750% | $17930823.52       | $24002283.43       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 2.2500%  | 2.2500% | $657882.35         | $647659.81         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 0.5000%  | 0.5000% | $282.35            | $372.44            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8750%  | 2.8750% | $105882.35         | $104129.90         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 3.1250%  | 3.1250% | $8377482.35        | $8337966.69        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-31      | 2.1250%  | 2.1250% | $475411.76         | $478867.65         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 1.7500%  | 1.7500% | $2823.52           | $2803.09           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 0.5000%  | 0.5000% | $28109576.47       | $27187081.33       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 0.5000%  | 0.5000% | $21182188.23       | $20419914.54       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 1.1250%  | 1.1250% | $635.29            | $557.31            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 1.1250%  | 1.1250% | $276705.88         | $263809.12         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-15      | 1.3750%  | 1.3750% | $2687294.11        | $2342899.23        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 1.8750%  | 1.8750% | $352.94            | $348.62            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 2.6250%  | 2.6250% | $14894.11          | $14869.11          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.1250%  | 3.1250% | $10588.23          | $10541.81          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 4.1250%  | 4.1250% | $47855505.88       | $48180356.11       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-11-15      | 4.1250%  | 4.1250% | $705741.17         | $716658.10         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-12-31      | 3.8750%  | 3.8750% | $23568705.88       | $23796410.31       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 3.5000%  | 3.5000% | $342352.94         | $339745.58         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-05-15      | 3.3750%  | 3.3750% | $4200000.00        | $4050612.38        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-31      | 4.3750%  | 4.3750% | $336705.88         | $342568.95         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-11-15      | 4.5000%  | 4.5000% | $282352.94         | $292724.99         | U.S. Treasuries (including strips) |

### Security 25: DAIWA CAPITAL MARKETS

- **C.1 - Title:** DAIWA CAPITAL MARKETS
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM73JCA6, C.4 - ISIN: 36977, C.3 - LEI: M67H5PRC0NQKM73ZAS82
- **C.18 - Value (incl. sponsor support):** $2125000000.00
- **C.18.a - Value (excl. sponsor support):** $2125000000.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2035-07-25      | 4.4450%  | 4.4450% | $33847963.97       | $25942854.90       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-06-25      | 4.6450%  | 4.6450% | $34355004.43       | $26431236.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-08-25      | 5.0000%  | 5.0000% | $15508.63          | $10457.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-09-01      | 4.5000%  | 4.5000% | $15532889.37       | $241237.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-10-01      | 4.0000%  | 4.0000% | $48308619.88       | $3224117.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-03-01      | 4.0000%  | 4.0000% | $1147.50           | $69.88             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-01-01      | 4.5000%  | 4.5000% | $44402196.64       | $2415876.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-06-01      | 4.5000%  | 4.5000% | $18636458.63       | $714544.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-05-01      | 4.0000%  | 4.0000% | $11590909.09       | $801789.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-08-01      | 3.5000%  | 3.5000% | $6375556.36        | $1020266.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-08-01      | 3.5000%  | 3.5000% | $2522285.17        | $573453.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-07-01      | 3.5000%  | 3.5000% | $1819710.90        | $405585.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-10-01      | 3.5000%  | 3.5000% | $965.90            | $143.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-12-01      | 3.0000%  | 3.0000% | $10736744.09       | $133427.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 5.0000%  | 5.0000% | $24880000.34       | $22834024.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-01-01      | 3.5000%  | 3.5000% | $7521281.98        | $1555241.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-01-01      | 4.0000%  | 4.0000% | $2200764.94        | $466815.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-12-01      | 3.5000%  | 3.5000% | $2704545.45        | $618448.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-06-01      | 3.0000%  | 3.0000% | $179262.10         | $11516.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-06-01      | 3.5000%  | 3.5000% | $5698054.20        | $1103032.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-06-01      | 3.0000%  | 3.0000% | $9890909.09        | $296056.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-09-01      | 4.0000%  | 4.0000% | $3492040.51        | $573252.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-09-01      | 4.0000%  | 4.0000% | $5515649.03        | $755213.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-01-01      | 4.0000%  | 4.0000% | $4829545.45        | $776445.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-11-01      | 5.5000%  | 5.5000% | $5795454.54        | $82217.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-12-01      | 7.5000%  | 7.5000% | $221545.73         | $94618.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 7.0000%  | 7.0000% | $1042239.09        | $815046.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 5.5000%  | 5.5000% | $5532170.90        | $4223361.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 6.0000%  | 6.0000% | $10534393.86       | $7766554.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 6.0000%  | 6.0000% | $965.90            | $608.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $7623564.03        | $7759790.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.5000%  | 5.5000% | $979869.37         | $826649.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $1247183.75        | $1278009.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.5000%  | 5.5000% | $1197096.53        | $1188873.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 6.0000%  | 6.0000% | $6635536.59        | $6783356.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.5000%  | 5.5000% | $966.87            | $983.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-07-01      | 4.0000%  | 4.0000% | $1025287.38        | $265654.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-02-01      | 4.0000%  | 4.0000% | $1083233.23        | $508578.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-10-01      | 4.0000%  | 4.0000% | $965.90            | $124.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-01-01      | 3.5000%  | 3.5000% | $3863.63           | $562.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-06-01      | 4.0000%  | 4.0000% | $965.90            | $125.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 4.0000%  | 4.0000% | $965.90            | $193.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-05-01      | 4.0000%  | 4.0000% | $1020475.22        | $236082.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 4.0000%  | 4.0000% | $995950.79         | $172263.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-08-01      | 4.0000%  | 4.0000% | $114684473.69      | $22505787.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-10-01      | 3.0000%  | 3.0000% | $536079.54         | $53951.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 4.0000%  | 4.0000% | $7172042.10        | $1110283.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 8.0000%  | 8.0000% | $26515.17          | $7272.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 6.5000%  | 6.5000% | $4861297.78        | $3450933.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 4.5000%  | 4.5000% | $965.90            | $647.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-03-01      | 3.5000%  | 3.5000% | $10625.00          | $2419.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-10-01      | 4.0000%  | 4.0000% | $19318.18          | $4215.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-09-01      | 3.5000%  | 3.5000% | $241491.76         | $73989.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-07-01      | 3.0000%  | 3.0000% | $16482.27          | $4200.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-02-01      | 3.0000%  | 3.0000% | $3000421.76        | $1576270.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 5.0000%  | 5.0000% | $50432291.76       | $34256031.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.5000%  | 4.5000% | $12050.68          | $7831.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 4.5000%  | 4.5000% | $24904528.63       | $18876085.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 5.0000%  | 5.0000% | $34125800.96       | $25611113.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 4.5000%  | 4.5000% | $275655.96         | $221380.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 6.0000%  | 6.0000% | $19798.23          | $14442.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.0000%  | 5.0000% | $48480909.09       | $44339593.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.5000%  | 5.5000% | $965.90            | $844.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 4.5000%  | 4.5000% | $66571.42          | $64097.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-03-01      | 5.5000%  | 5.5000% | $124470.90         | $655.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-10-01      | 6.5000%  | 6.5000% | $36834.94          | $314.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-09-01      | 3.5000%  | 3.5000% | $16654863.29       | $1853352.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Banks-Agency Debentures and Agency Strips                        | 2031-03-26      | 4.4500%  | 4.4500% | $8422727.27        | $8428267.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-01-01      | 3.5000%  | 3.5000% | $10574507.10       | $566008.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-09-01      | 4.0000%  | 4.0000% | $11859288.86       | $774679.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-11-01      | 4.0000%  | 4.0000% | $5119843.63        | $1161533.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-11-01      | 3.5000%  | 3.5000% | $6761364.60        | $1125473.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-03-01      | 4.0000%  | 4.0000% | $48295630.34       | $10699721.36       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-10-01      | 3.5000%  | 3.5000% | $1014204.54        | $73381.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-05-01      | 3.5000%  | 3.5000% | $482954.54         | $48717.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-11-01      | 2.5000%  | 2.5000% | $434747.95         | $382318.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-02-01      | 2.5000%  | 2.5000% | $979.43            | $168.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-07-01      | 3.5000%  | 3.5000% | $965.90            | $530.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 4.5000%  | 4.5000% | $7054843.52        | $4796692.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 4.5000%  | 4.5000% | $4232.61           | $2909.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 6.0000%  | 6.0000% | $579545.45         | $398585.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-04-01      | 5.0000%  | 5.0000% | $3863.63           | $2853.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-03-01      | 6.0000%  | 6.0000% | $965.90            | $814.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 6.0000%  | 6.0000% | $7499318.18        | $5041233.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 3.5000%  | 3.5000% | $1931.81           | $1574.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-10-01      | 3.0000%  | 3.0000% | $13522.72          | $1923.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-10-01      | 2.5000%  | 2.5000% | $1223.80           | $723.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-11-01      | 5.0000%  | 5.0000% | $7799.71           | $5929.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 5.5000%  | 5.5000% | $663406.64         | $471322.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-08-01      | 4.5000%  | 4.5000% | $2897.72           | $2355.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 5.5000%  | 5.5000% | $9785395.11        | $7908809.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-06-01      | 5.0000%  | 5.0000% | $6804811.19        | $591874.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-08-01      | 3.5000%  | 3.5000% | $14020825.34       | $1828655.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 4.5000%  | 4.5000% | $76075.96          | $57583.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 5.5000%  | 5.5000% | $40345.05          | $31489.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 5.5000%  | 5.5000% | $38289984.77       | $29201082.71       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.5000%  | 5.5000% | $10135049.37       | $9097857.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.5000%  | 5.5000% | $9920645.56        | $7636614.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-02-01      | 2.0000%  | 2.0000% | $96590.90          | $60488.18          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank-Agency Debentures and Agency Strips                       | 2029-03-06      | 3.5200%  | 3.5200% | $17231818.18       | $17099133.18       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-07-01      | 2.5000%  | 2.5000% | $1255681.81        | $484117.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 5.0000%  | 5.0000% | $32902681.87       | $24222379.15       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-01-01      | 2.0000%  | 2.0000% | $22440.96          | $11430.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2027-04-25      | 4.0000%  | 4.0000% | $193181818.18      | $190069742.36      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2027-04-25      | 4.0000%  | 4.0000% | $169034090.90      | $166311024.57      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2031-05-25      | 4.2500%  | 4.2500% | $48295454.54       | $47560378.94       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2027-05-25      | 4.0000%  | 4.0000% | $241477272.72      | $241429996.78      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-06-25      | 4.0000%  | 4.0000% | $151541698.46      | $9428263.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-01-25      | 3.0000%  | 3.0000% | $82637190.28       | $11280254.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-08-25      | 4.8950%  | 4.8950% | $3602716.30        | $1497292.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-02-25      | 4.5450%  | 4.5450% | $38833681.47       | $27825346.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-01-25      | 6.0000%  | 6.0000% | $3572497.84        | $1470718.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-04-25      | 4.5450%  | 4.5450% | $33695738.63       | $22729740.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-05-25      | 4.6450%  | 4.6450% | $7444229.48        | $5395726.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-08-25      | 4.5950%  | 4.5950% | $70607954.54       | $47274962.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-10-25      | 4.5950%  | 4.5950% | $20669602.61       | $17956900.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 8.0000%  | 8.0000% | $8071625.11        | $7750359.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-05-25      | 5.5000%  | 5.5000% | $21074028.75       | $4335006.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2029-05-15      | 4.0000%  | 4.0000% | $131473227.44      | $1226.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-09-25      | 4.9450%  | 4.9450% | $19041786.93       | $12588328.52       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 5.1950%  | 5.1950% | $93409377.44       | $38671374.40       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-03-25      | 4.8450%  | 4.8450% | $6747695.05        | $4719975.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-07-25      | 4.5450%  | 4.5450% | $53833029.71       | $22469525.28       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-07-25      | 4.5450%  | 4.5450% | $3133628.35        | $1417988.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-08-25      | 4.5450%  | 4.5450% | $26828292.10       | $12766589.89       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 4.5450%  | 4.5450% | $66867759.43       | $47562509.96       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-01-25      | 5.0000%  | 5.0000% | $40218522.72       | $23426095.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-05-25      | 5.2500%  | 5.2500% | $48295454.54       | $30833591.96       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $41800.68          | $31115.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.0000%  | 5.0000% | $1955.00           | $1837.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $85818.12          | $88469.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $20270116.13       | $16322955.75       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | 5.5000% | $1931173.92        | $1716374.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 6.0000%  | 6.0000% | $4834446.47        | $4998311.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.5000%  | 5.5000% | $3733919.60        | $3617703.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 7.0000%  | 7.0000% | $966.87            | $1027.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | 5.5000% | $3036423.12        | $2761814.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 5.5000%  | 5.5000% | $4908863.97        | $4371382.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.5000%  | 6.5000% | $23385385.45       | $22677559.93       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.0000%  | 5.0000% | $9895572.50        | $9584379.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $232905.79         | $198099.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $31602369.26       | $28881695.36       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $13470590.39       | $12926375.09       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.5000%  | 5.5000% | $17324165.85       | $17008075.60       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-05-01      | 5.5000%  | 5.5000% | $13778267.21       | $13992595.82       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 6.5000%  | 6.5000% | $54867521.25       | $39306160.98       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 6.0000%  | 6.0000% | $4295712.61        | $3560778.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.0000%  | 5.0000% | $5730505.85        | $5441018.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.0000%  | 6.0000% | $1608032.89        | $1340468.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $706947.89         | $571037.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 4.5000%  | 4.5000% | $218133.18         | $209939.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $40038255.11       | $36186797.77       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.0000%  | 5.0000% | $15927185.05       | $15656663.85       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 4.5000%  | 4.5000% | $39237969.48       | $37577266.68       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 4.5000%  | 4.5000% | $3354336.64        | $3198071.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.0000%  | 5.0000% | $97135.68          | $94061.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.0000%  | 5.0000% | $30983712.21       | $30377322.84       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-04-01      | 4.5000%  | 4.5000% | $2764673.29        | $2664030.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-04-01      | 5.0000%  | 5.0000% | $26433053.69       | $26058490.84       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-04-01      | 5.0000%  | 5.0000% | $22914585.90       | $22663391.13       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-11-01      | 4.5000%  | 4.5000% | $372874.71         | $347472.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-04-01      | 5.0000%  | 5.0000% | $111122.04         | $111088.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 4.5000%  | 4.5000% | $49824.48          | $47910.27          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 4.5000%  | 4.5000% | $89963.80          | $86653.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 4.5000%  | 4.5000% | $77334.54          | $74542.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-05-01      | 5.0000%  | 5.0000% | $381595.90         | $378206.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-08-20      | 2.0000%  | 2.0000% | $34479221.30       | $18568707.37       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-06-20      | 5.0000%  | 5.0000% | $8408457.89        | $6027827.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-11-20      | 5.5000%  | 5.5000% | $4417102.27        | $3228826.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-09-20      | 3.5000%  | 3.5000% | $28111907.04       | $18488636.59       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 4.0000%  | 4.0000% | $403014.94         | $374912.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-12-20      | 6.0000%  | 6.0000% | $3523364.94        | $3589239.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-01-20      | 6.5000%  | 6.5000% | $4785981.02        | $4989015.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 4.5000%  | 4.5000% | $435766.02         | $413284.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 5.5000%  | 5.5000% | $1981635.90        | $1955165.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-08-20      | 6.0000%  | 6.0000% | $30189488.63       | $29654340.60       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-02-20      | 4.5000%  | 4.5000% | $180171.98         | $173527.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-03-20      | 4.5000%  | 4.5000% | $2079278.69        | $2009071.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2056-04-20      | 4.5000%  | 4.5000% | $9622039.60        | $9314086.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 1.5090%  | 1.5090% | $41534090.90       | $1440394.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 2.2590%  | 2.2590% | $28107954.54       | $1412588.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-08-20      | 4.6900%  | 4.6900% | $12641908.97       | $9829014.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 4.6900%  | 4.6900% | $33924695.79       | $33977687.62       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 4.6900%  | 4.6900% | $19246593.46       | $19010489.45       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 4.7400%  | 4.7400% | $17552616.87       | $4884519.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 4.6900%  | 4.6900% | $14599649.26       | $11452894.46       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 4.6400%  | 4.6400% | $18855457.27       | $12901596.13       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.7590%  | 1.7590% | $78786068.23       | $2984365.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 4.7400%  | 4.7400% | $24661941.53       | $20107820.53       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 2.2590%  | 2.2590% | $44189605.85       | $1556476.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 2.2590%  | 2.2590% | $51840396.93       | $1862086.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 4.5400%  | 4.5400% | $52702214.82       | $25255592.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 4.5000%  | 4.5000% | $95432.78          | $91884.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 5.5000%  | 5.5000% | $752216.19         | $622996.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 5.0000%  | 5.0000% | $4096420.45        | $3734289.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 5.5000%  | 5.5000% | $32032443.18       | $29955300.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.5000%  | 5.5000% | $11221158.12       | $11172621.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 2.0000%  | 2.0000% | $1277320.11        | $1008475.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.0000%  | 5.0000% | $12511189.60       | $12188006.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-09-01      | 3.5000%  | 3.5000% | $1931.81           | $432.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-08-01      | 4.0000%  | 4.0000% | $965.90            | $287.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-04-01      | 2.5000%  | 2.5000% | $965.90            | $637.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-01-01      | 2.5000%  | 2.5000% | $17387.32          | $11656.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-07-01      | 3.5000%  | 3.5000% | $965.90            | $548.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-09-01      | 2.5000%  | 2.5000% | $965.90            | $653.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-10-01      | 4.5000%  | 4.5000% | $700284.09         | $454195.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 3.5000%  | 3.5000% | $4829.54           | $3591.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 4.5000%  | 4.5000% | $32840.90          | $24631.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-02-01      | 3.5000%  | 3.5000% | $1931.81           | $1400.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 3.5000%  | 3.5000% | $1931.81           | $1437.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 6.5000%  | 6.5000% | $7753077.95        | $5716360.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 5.0000%  | 5.0000% | $34986299.43       | $25979472.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 6.0000%  | 6.0000% | $4794337.10        | $3436073.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-06-01      | 3.5000%  | 3.5000% | $965.90            | $696.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 6.5000%  | 6.5000% | $1931.81           | $1419.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.5000%  | 5.5000% | $14558.18          | $11606.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 3.0000%  | 3.0000% | $965.90            | $712.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 3.0000%  | 3.0000% | $23181.81          | $17096.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 2.5000%  | 2.5000% | $290328.12         | $215926.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 5.5000%  | 5.5000% | $6678511.81        | $5647423.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 7.0000%  | 7.0000% | $544221.19         | $345285.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-11-01      | 3.5000%  | 3.5000% | $13163185.96       | $1814549.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-03-01      | 3.0000%  | 3.0000% | $15473650.17       | $353856.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-01-01      | 4.0000%  | 4.0000% | $11270159.65       | $465921.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-03-01      | 3.5000%  | 3.5000% | $4829545.45        | $688086.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-04-01      | 2.0000%  | 2.0000% | $7974.54           | $904.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-08-01      | 2.0000%  | 2.0000% | $3863.63           | $2278.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-06-01      | 3.5000%  | 3.5000% | $1448863.63        | $58783.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-04-01      | 2.0000%  | 2.0000% | $1931.81           | $1078.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 3.0000%  | 3.0000% | $4829.54           | $3069.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 3.5000%  | 3.5000% | $56022.72          | $42729.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-05-01      | 6.5000%  | 6.5000% | $6963.23           | $1289.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 6.0000%  | 6.0000% | $743758.69         | $445434.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-01-01      | 5.0000%  | 5.0000% | $965.90            | $681.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 4.5000%  | 4.5000% | $37832.72          | $34203.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.0000%  | 5.0000% | $965.90            | $879.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 5.5000%  | 5.5000% | $965.90            | $827.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $77867.72          | $63418.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-09-01      | 5.5000%  | 5.5000% | $246245.96         | $202207.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.5000%  | 5.5000% | $257666.87         | $241642.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-12-01      | 5.5000%  | 5.5000% | $277313.46         | $268731.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-11-01      | 5.5000%  | 5.5000% | $270454.54         | $250639.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 4.5000%  | 4.5000% | $886552.89         | $846708.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | 5.0000% | $299431.81         | $290242.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 5.0000%  | 5.0000% | $17386.36          | $17046.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-04-01      | 4.5000%  | 4.5000% | $18722926.81       | $18044612.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-04-01      | 5.0000%  | 5.0000% | $2398.35           | $2364.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-04-01      | 5.0000%  | 5.0000% | $269386.25         | $268799.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-04-01      | 4.0000%  | 4.0000% | $14639.31          | $13768.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-04-01      | 4.5000%  | 4.5000% | $7816557.50        | $7542993.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-04-01      | 5.0000%  | 5.0000% | $3117137.38        | $3082966.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-06-01      | 4.5000%  | 4.5000% | $6809659.09        | $334838.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.0000%  | 5.0000% | $866811.64         | $839923.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $1139544.77        | $1159676.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.5000%  | 5.5000% | $4216463.63        | $3717146.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $1707234.65        | $1271699.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-03-20      | 1.6590%  | 1.6590% | $106893938.75      | $1665256.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-02-20      | 5.5000%  | 5.5000% | $25906488.35       | $15646954.53       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 4.5400%  | 4.5400% | $19677908.57       | $19299587.79       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-05-31      | 2.6250%  | 2.6250% | $26176.13          | $26132.19          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-08-31      | 3.6250%  | 3.6250% | $3943710.22        | $3928285.71        | Agency Mortgage-Backed Securities |

### Security 26: Deutsche Bank Securities

- **C.1 - Title:** Deutsche Bank Securities
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM73JDH0, C.4 - ISIN: 171599, C.3 - LEI: 9J6MBOOO7BECTDTUZW19
- **C.18 - Value (incl. sponsor support):** $1300000000.00
- **C.18.a - Value (excl. sponsor support):** $1300000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: NR; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 2.8750%  | 2.8750% | $55772300.00       | $55338430.63       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-15      | 2.3750%  | 2.3750% | $54072400.00       | $52212735.74       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 0.6250%  | 0.6250% | $58687500.00       | $51462248.42       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 0.5000%  | 0.5000% | $61631000.00       | $59581780.08       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 0.6250%  | 0.6250% | $55985200.00       | $53301701.70       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-31      | 2.7500%  | 2.7500% | $54717000.00       | $53413529.82       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 4.1250%  | 4.1250% | $54037500.00       | $54373351.03       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 4.1250%  | 4.1250% | $21340300.00       | $21398260.25       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-11-15      | 4.1250%  | 4.1250% | $45874200.00       | $46510738.74       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-02-15      | 3.5000%  | 3.5000% | $56972800.00       | $54943696.41       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-30      | 3.5000%  | 3.5000% | $48001700.00       | $47075267.18       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-05-15      | 3.3750%  | 3.3750% | $59365100.00       | $57153543.39       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 4.1250%  | 4.1250% | $44703600.00       | $45328179.68       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-09-30      | 4.6250%  | 4.6250% | $51629900.00       | $53025506.98       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-30      | 4.3750%  | 4.3750% | $52419900.00       | $54057447.27       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-31      | 4.6250%  | 4.6250% | $26954700.00       | $28129011.86       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-31      | 4.0000%  | 4.0000% | $48941000.00       | $49451173.42       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-02-15      | 4.6250%  | 4.6250% | $49594300.00       | $51008452.69       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-05-15      | 4.2500%  | 4.2500% | $51321100.00       | $51828098.59       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-15      | 3.8750%  | 3.8750% | $54428800.00       | $54960005.54       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 3.8750%  | 3.8750% | $51343400.00       | $51826383.95       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-31      | 3.6250%  | 3.6250% | $50733600.00       | $50194242.55       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 3.5000%  | 3.5000% | $41541000.00       | $41284692.03       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-11-30      | 3.7500%  | 3.7500% | $52599900.00       | $52016899.47       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 3.3750%  | 3.3750% | $41719400.00       | $41548535.24       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-28      | 3.5000%  | 3.5000% | $46967300.00       | $46105996.29       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-04-30      | 3.8750%  | 3.8750% | $48886700.00       | $48470185.31       | U.S. Treasuries (including strips) |

### Security 27: FANNIE MAE

- **C.1 - Title:** FANNIE MAE
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3
- **C.18 - Value (incl. sponsor support):** $165050895.90
- **C.18.a - Value (excl. sponsor support):** $165050895.90
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: FANNIE MAE

- **C.1 - Title:** FANNIE MAE
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7
- **C.18 - Value (incl. sponsor support):** $204095082.36
- **C.18.a - Value (excl. sponsor support):** $204095082.36
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FANNIE MAE

- **C.1 - Title:** FANNIE MAE
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2
- **C.18 - Value (incl. sponsor support):** $264833915.58
- **C.18.a - Value (excl. sponsor support):** $264833915.58
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: FANNIE MAE

- **C.1 - Title:** FANNIE MAE
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9
- **C.18 - Value (incl. sponsor support):** $161094326.68
- **C.18.a - Value (excl. sponsor support):** $161094326.68
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: FANNIE MAE

- **C.1 - Title:** FANNIE MAE
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1
- **C.18 - Value (incl. sponsor support):** $175062891.50
- **C.18.a - Value (excl. sponsor support):** $175062891.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48032980.80
- **C.18.a - Value (excl. sponsor support):** $48032980.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJN2, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $71509312.88
- **C.18.a - Value (excl. sponsor support):** $71509312.88
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKR0, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79813933.88
- **C.18.a - Value (excl. sponsor support):** $79813933.88
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-07
- **C.13 - Final Legal Maturity Date:** 2028-04-07
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64022238.72
- **C.18.a - Value (excl. sponsor support):** $64022238.72
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSC2, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $126403105.65
- **C.18.a - Value (excl. sponsor support):** $126403105.65
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-08-04
- **C.13 - Final Legal Maturity Date:** 2027-08-04
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $53516117.94
- **C.18.a - Value (excl. sponsor support):** $53516117.94
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXJ1, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $127125007.37
- **C.18.a - Value (excl. sponsor support):** $127125007.37
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYJ0, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75000467.25
- **C.18.a - Value (excl. sponsor support):** $75000467.25
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-15
- **C.13 - Final Legal Maturity Date:** 2027-09-15
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWLY4, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55009296.10
- **C.18.a - Value (excl. sponsor support):** $55009296.10
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-17
- **C.13 - Final Legal Maturity Date:** 2028-04-17
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVS3, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $170061856.20
- **C.18.a - Value (excl. sponsor support):** $170061856.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44016191.56
- **C.18.a - Value (excl. sponsor support):** $44016191.56
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EJ7
- **C.18 - Value (incl. sponsor support):** $96999532.46
- **C.18.a - Value (excl. sponsor support):** $96999532.46
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7FK5
- **C.18 - Value (incl. sponsor support):** $292009548.40
- **C.18.a - Value (excl. sponsor support):** $292009548.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAJB4
- **C.18 - Value (incl. sponsor support):** $118705768.82
- **C.18.a - Value (excl. sponsor support):** $118705768.82
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8DE9
- **C.18 - Value (incl. sponsor support):** $267998847.60
- **C.18.a - Value (excl. sponsor support):** $267998847.60
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A69
- **C.18 - Value (incl. sponsor support):** $366798650.18
- **C.18.a - Value (excl. sponsor support):** $366798650.18
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 48: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313384AW9
- **C.18 - Value (incl. sponsor support):** $320321529.43
- **C.18.a - Value (excl. sponsor support):** $320321529.43
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9FS4
- **C.18 - Value (incl. sponsor support):** $289604885.55
- **C.18.a - Value (excl. sponsor support):** $289604885.55
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B68
- **C.18 - Value (incl. sponsor support):** $580998530.07
- **C.18.a - Value (excl. sponsor support):** $580998530.07
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 51: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2LZ6
- **C.18 - Value (incl. sponsor support):** $126038573.64
- **C.18.a - Value (excl. sponsor support):** $126038573.64
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JM3
- **C.18 - Value (incl. sponsor support):** $35999904.60
- **C.18.a - Value (excl. sponsor support):** $35999904.60
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 53: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B82Y7
- **C.18 - Value (incl. sponsor support):** $355573176.12
- **C.18.a - Value (excl. sponsor support):** $355573176.12
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-08
- **C.13 - Final Legal Maturity Date:** 2027-10-08
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JN1
- **C.18 - Value (incl. sponsor support):** $291625375.03
- **C.18.a - Value (excl. sponsor support):** $291625375.03
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-20
- **C.13 - Final Legal Maturity Date:** 2027-05-20
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2MH5
- **C.18 - Value (incl. sponsor support):** $143045341.01
- **C.18.a - Value (excl. sponsor support):** $143045341.01
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAEH6
- **C.18 - Value (incl. sponsor support):** $312113292.34
- **C.18.a - Value (excl. sponsor support):** $312113292.34
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-19
- **C.13 - Final Legal Maturity Date:** 2026-10-19
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8K76
- **C.18 - Value (incl. sponsor support):** $249999737.50
- **C.18.a - Value (excl. sponsor support):** $249999737.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2RJ6
- **C.18 - Value (incl. sponsor support):** $250081367.50
- **C.18.a - Value (excl. sponsor support):** $250081367.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZL3
- **C.18 - Value (incl. sponsor support):** $356409914.00
- **C.18.a - Value (excl. sponsor support):** $356409914.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZN5
- **C.18 - Value (incl. sponsor support):** $395002844.00
- **C.18.a - Value (excl. sponsor support):** $395002844.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8L91
- **C.18 - Value (incl. sponsor support):** $725604230.25
- **C.18.a - Value (excl. sponsor support):** $725604230.25
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7RC0
- **C.18 - Value (incl. sponsor support):** $260999752.05
- **C.18.a - Value (excl. sponsor support):** $260999752.05
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-16
- **C.13 - Final Legal Maturity Date:** 2027-03-16
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAKA4
- **C.18 - Value (incl. sponsor support):** $70003603.60
- **C.18.a - Value (excl. sponsor support):** $70003603.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83C4
- **C.18 - Value (incl. sponsor support):** $300015795.00
- **C.18.a - Value (excl. sponsor support):** $300015795.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9H29
- **C.18 - Value (incl. sponsor support):** $392008012.48
- **C.18.a - Value (excl. sponsor support):** $392008012.48
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A51
- **C.18 - Value (incl. sponsor support):** $214999348.55
- **C.18.a - Value (excl. sponsor support):** $214999348.55
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9B58
- **C.18 - Value (incl. sponsor support):** $360012542.40
- **C.18.a - Value (excl. sponsor support):** $360012542.40
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-28
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAEK9
- **C.18 - Value (incl. sponsor support):** $205012810.45
- **C.18.a - Value (excl. sponsor support):** $205012810.45
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAEG8
- **C.18 - Value (incl. sponsor support):** $400024112.00
- **C.18.a - Value (excl. sponsor support):** $400024112.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-15
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385M37
- **C.18 - Value (incl. sponsor support):** $363831207.48
- **C.18.a - Value (excl. sponsor support):** $363831207.48
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-10-28
- **C.12 - Maturity Date (WAL):** 2026-10-28
- **C.13 - Final Legal Maturity Date:** 2026-10-28
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7FR0
- **C.18 - Value (incl. sponsor support):** $72002475.36
- **C.18.a - Value (excl. sponsor support):** $72002475.36
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-08-12
- **C.13 - Final Legal Maturity Date:** 2027-08-12
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2SE6
- **C.18 - Value (incl. sponsor support):** $328106754.16
- **C.18.a - Value (excl. sponsor support):** $328106754.16
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7UB8
- **C.18 - Value (incl. sponsor support):** $182808527.62
- **C.18.a - Value (excl. sponsor support):** $182808527.62
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-23
- **C.13 - Final Legal Maturity Date:** 2027-09-23
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAH26
- **C.18 - Value (incl. sponsor support):** $363023667.60
- **C.18.a - Value (excl. sponsor support):** $363023667.60
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-28
- **C.13 - Final Legal Maturity Date:** 2026-12-28
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9H45
- **C.18 - Value (incl. sponsor support):** $315006750.45
- **C.18.a - Value (excl. sponsor support):** $315006750.45
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JL5
- **C.18 - Value (incl. sponsor support):** $452998985.28
- **C.18.a - Value (excl. sponsor support):** $452998985.28
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 77: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RA2
- **C.18 - Value (incl. sponsor support):** $225498739.46
- **C.18.a - Value (excl. sponsor support):** $225498739.46
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 78: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YS9
- **C.18 - Value (incl. sponsor support):** $248504167.50
- **C.18.a - Value (excl. sponsor support):** $248504167.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-06-29
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 79: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZT6
- **C.18 - Value (incl. sponsor support):** $263748421.72
- **C.18.a - Value (excl. sponsor support):** $263748421.72
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B76
- **C.18 - Value (incl. sponsor support):** $425998432.32
- **C.18.a - Value (excl. sponsor support):** $425998432.32
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 81: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAF69
- **C.18 - Value (incl. sponsor support):** $104903472.19
- **C.18.a - Value (excl. sponsor support):** $104903472.19
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA6B8
- **C.18 - Value (incl. sponsor support):** $211033496.25
- **C.18.a - Value (excl. sponsor support):** $211033496.25
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-30
- **C.13 - Final Legal Maturity Date:** 2028-03-30
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YT7
- **C.18 - Value (incl. sponsor support):** $45720179.24
- **C.18.a - Value (excl. sponsor support):** $45720179.24
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130BALF2
- **C.18 - Value (incl. sponsor support):** $393026727.93
- **C.18.a - Value (excl. sponsor support):** $393026727.93
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-05
- **C.13 - Final Legal Maturity Date:** 2027-01-05
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73U6
- **C.18 - Value (incl. sponsor support):** $250006980.00
- **C.18.a - Value (excl. sponsor support):** $250006980.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-16
- **C.13 - Final Legal Maturity Date:** 2027-07-16
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JK7
- **C.18 - Value (incl. sponsor support):** $499998880.00
- **C.18.a - Value (excl. sponsor support):** $499998880.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 87: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B42X8
- **C.18 - Value (incl. sponsor support):** $91040669.72
- **C.18.a - Value (excl. sponsor support):** $91040669.72
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84L3
- **C.18 - Value (incl. sponsor support):** $713964358.25
- **C.18.a - Value (excl. sponsor support):** $713964358.25
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-07-06
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZB5
- **C.18 - Value (incl. sponsor support):** $319588831.75
- **C.18.a - Value (excl. sponsor support):** $319588831.75
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAGZ4
- **C.18 - Value (incl. sponsor support):** $219012607.83
- **C.18.a - Value (excl. sponsor support):** $219012607.83
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAJ57
- **C.18 - Value (incl. sponsor support):** $381024330.66
- **C.18.a - Value (excl. sponsor support):** $381024330.66
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-22
- **C.13 - Final Legal Maturity Date:** 2026-12-22
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8K27
- **C.18 - Value (incl. sponsor support):** $280799955.07
- **C.18.a - Value (excl. sponsor support):** $280799955.07
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9N30
- **C.18 - Value (incl. sponsor support):** $361016790.11
- **C.18.a - Value (excl. sponsor support):** $361016790.11
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XX9
- **C.18 - Value (incl. sponsor support):** $114529809.85
- **C.18.a - Value (excl. sponsor support):** $114529809.85
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7RJ5
- **C.18 - Value (incl. sponsor support):** $99999477.00
- **C.18.a - Value (excl. sponsor support):** $99999477.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-19
- **C.13 - Final Legal Maturity Date:** 2027-03-19
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TB0
- **C.18 - Value (incl. sponsor support):** $111008161.83
- **C.18.a - Value (excl. sponsor support):** $111008161.83
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9B41
- **C.18 - Value (incl. sponsor support):** $359217442.75
- **C.18.a - Value (excl. sponsor support):** $359217442.75
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8N99
- **C.18 - Value (incl. sponsor support):** $457142643.41
- **C.18.a - Value (excl. sponsor support):** $457142643.41
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8JS2
- **C.18 - Value (incl. sponsor support):** $726405309.98
- **C.18.a - Value (excl. sponsor support):** $726405309.98
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA6L6
- **C.18 - Value (incl. sponsor support):** $370021260.20
- **C.18.a - Value (excl. sponsor support):** $370021260.20
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-09
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JP6
- **C.18 - Value (incl. sponsor support):** $359507689.70
- **C.18.a - Value (excl. sponsor support):** $359507689.70
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B86A5
- **C.18 - Value (incl. sponsor support):** $1443854228.20
- **C.18.a - Value (excl. sponsor support):** $1443854228.20
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-07-06
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5PM4
- **C.18 - Value (incl. sponsor support):** $149988132.00
- **C.18.a - Value (excl. sponsor support):** $149988132.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EC3
- **C.18 - Value (incl. sponsor support):** $190125196.70
- **C.18.a - Value (excl. sponsor support):** $190125196.70
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9H52
- **C.18 - Value (incl. sponsor support):** $18000422.46
- **C.18.a - Value (excl. sponsor support):** $18000422.46
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F27
- **C.18 - Value (incl. sponsor support):** $148030999.50
- **C.18.a - Value (excl. sponsor support):** $148030999.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-09
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SD5
- **C.18 - Value (incl. sponsor support):** $360398623.27
- **C.18.a - Value (excl. sponsor support):** $360398623.27
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 108: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NA6
- **C.18 - Value (incl. sponsor support):** $271020135.30
- **C.18.a - Value (excl. sponsor support):** $271020135.30
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-08-26
- **C.13 - Final Legal Maturity Date:** 2027-08-26
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ER9
- **C.18 - Value (incl. sponsor support):** $365199682.28
- **C.18.a - Value (excl. sponsor support):** $365199682.28
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 110: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q92
- **C.18 - Value (incl. sponsor support):** $249975987.50
- **C.18.a - Value (excl. sponsor support):** $249975987.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-28
- **C.13 - Final Legal Maturity Date:** 2026-12-28
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9KQ2
- **C.18 - Value (incl. sponsor support):** $286008322.60
- **C.18.a - Value (excl. sponsor support):** $286008322.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73B8
- **C.18 - Value (incl. sponsor support):** $72001992.96
- **C.18.a - Value (excl. sponsor support):** $72001992.96
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-16
- **C.13 - Final Legal Maturity Date:** 2027-07-16
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YP5
- **C.18 - Value (incl. sponsor support):** $248578957.50
- **C.18.a - Value (excl. sponsor support):** $248578957.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 114: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TV4
- **C.18 - Value (incl. sponsor support):** $667004615.64
- **C.18.a - Value (excl. sponsor support):** $667004615.64
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 115: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385J64
- **C.18 - Value (incl. sponsor support):** $71641671.19
- **C.18.a - Value (excl. sponsor support):** $71641671.19
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-10-07
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130BALB1
- **C.18 - Value (incl. sponsor support):** $257015535.65
- **C.18.a - Value (excl. sponsor support):** $257015535.65
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-08
- **C.13 - Final Legal Maturity Date:** 2026-12-08
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZR0
- **C.18 - Value (incl. sponsor support):** $246842736.96
- **C.18.a - Value (excl. sponsor support):** $246842736.96
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FREDDIE MAC

- **C.1 - Title:** FREDDIE MAC
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4
- **C.18 - Value (incl. sponsor support):** $95027766.60
- **C.18.a - Value (excl. sponsor support):** $95027766.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FREDDIE MAC

- **C.1 - Title:** FREDDIE MAC
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1
- **C.18 - Value (incl. sponsor support):** $354123319.44
- **C.18.a - Value (excl. sponsor support):** $354123319.44
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FREDDIE MAC

- **C.1 - Title:** FREDDIE MAC
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6
- **C.18 - Value (incl. sponsor support):** $111701703.42
- **C.18.a - Value (excl. sponsor support):** $111701703.42
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 121: FREDDIE MAC

- **C.1 - Title:** FREDDIE MAC
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7
- **C.18 - Value (incl. sponsor support):** $149064449.95
- **C.18.a - Value (excl. sponsor support):** $149064449.95
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: GOLDMAN SACHS GROUP INC

- **C.1 - Title:** GOLDMAN SACHS GROUP INC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM73PYV2, C.4 - ISIN: 592, C.3 - LEI: 784F5XWPLTWKTBV3E584
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 3.0500%
- **C.17 - Yield as of Reporting Date:** 2.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 Treasury-U.S. Treasuries (including strips) | 2040-02-15      | 0.0000%  | 0.0000% | $26743644.16       | $13595666.38       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-15      | 0.0000%  | 0.0000% | $849908.00         | $744678.34         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 0.0000%  | 0.0000% | $16747438.08       | $16406795.18       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 3.7460%  | 3.7460% | $15459100.00       | $15454616.86       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-11-15      | 4.0000%  | 4.0000% | $333459200.00      | $329101735.72      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-10-31      | 3.7500%  | 3.7500% | $768040000.00      | $748032558.00      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-04-30      | 4.0000%  | 4.0000% | $160319800.00      | $158904176.16      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-04-30      | 4.0000%  | 4.0000% | $250000000.00      | $247792500.00      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-03-31      | 4.1250%  | 4.1250% | $19436000.00       | $19464593.22       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-31      | 4.1250%  | 4.1250% | $38893400.00       | $39052862.93       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-09-30      | 3.6250%  | 3.6250% | $937672000.00      | $918338433.09      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-09-30      | 3.6250%  | 3.6250% | $148300.00         | $145242.24         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-05-15      | 4.3750%  | 4.3750% | $15474900.00       | $15853139.89       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-15      | 2.1250%  | 2.1250% | $78000.00          | $84879.77          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-15      | 2.1250%  | 2.1250% | $11600.00          | $12623.14          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-15      | 2.1250%  | 2.1250% | $79400.00          | $86403.26          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 4.1250%  | 4.1250% | $1569400.00        | $1586619.95        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-07-15      | 0.6250%  | 0.6250% | $813800.00         | $870444.66         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-07-15      | 0.6250%  | 0.6250% | $58400000.00       | $62464939.97       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 3.2500%  | 3.2500% | $380640400.00      | $382086635.83      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-05-15      | 2.8750%  | 2.8750% | $100.00            | $94.40             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-02-15      | 1.8750%  | 1.8750% | $99999400.00       | $88702755.07       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-15      | 1.3750%  | 1.3750% | $41902400.00       | $36473744.98       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-15      | 1.2500%  | 1.2500% | $159900.00         | $138715.68         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 1.1250%  | 1.1250% | $26503000.00       | $25244393.99       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 0.0000%  | 0.0000% | $57000.00          | $53149.02          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2056-02-15      | 2.3750%  | 2.3750% | $51801500.00       | $48745863.55       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-08-15      | 4.7500%  | 4.7500% | $281472000.00      | $273694913.08      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-11-15      | 4.6250%  | 4.6250% | $4884000.00        | $4784994.30        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-05-15      | 4.6250%  | 4.6250% | $110024600.00      | $106006343.56      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-05-15      | 4.6250%  | 4.6250% | $162024000.00      | $156106650.77      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 4.5000%  | 4.5000% | $65900.00          | $63018.12          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-05-15      | 3.6250%  | 3.6250% | $53002300.00       | $42875305.73       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 2.3750%  | 2.3750% | $124366400.00      | $90531895.61       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 2.3750%  | 2.3750% | $109656600.00      | $79823970.65       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-05-15      | 2.8750%  | 2.8750% | $352423600.00      | $252512813.95      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-05-15      | 3.1250%  | 3.1250% | $4580000.00        | $3475396.10        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-05-15      | 3.1250%  | 3.1250% | $1130984000.00     | $858213403.85      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 3.1250%  | 3.1250% | $566800.00         | $461289.11         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2036-02-15      | 4.5000%  | 4.5000% | $25539500.00       | $26086042.61       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-18      | 0.0000%  | 0.0000% | $7814000.00        | $7727577.16        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-02      | 0.0000%  | 0.0000% | $28376900.00       | $28198125.53       | U.S. Treasuries (including strips) |

### Security 123: GOLDMAN SACHS GROUP INC

- **C.1 - Title:** GOLDMAN SACHS GROUP INC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM73JBW9, C.4 - ISIN: 592, C.3 - LEI: 784F5XWPLTWKTBV3E584
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 Treasury-U.S. Treasuries (including strips)                  | 2055-02-15      | 0.0000%  | 0.0000% | $762567.80         | $177741.59         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2052-02-15      | 2.2500%  | 2.2500% | $632755200.00      | $379621132.65      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 6.0000%  | 6.0000% | $1228866.00        | $1274610.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.5000%  | 6.5000% | $437169.00         | $348407.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 6.5000%  | 6.5000% | $1275000.00        | $1116353.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-20      | 5.0000%  | 5.0000% | $6000000.00        | $5411897.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-20      | 5.0000%  | 5.0000% | $250782000.00      | $225683050.93      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 5.5000%  | 5.5000% | $14123360.00       | $14378336.87       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 6.0000%  | 6.0000% | $15890928.00       | $16408919.12       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 5.0000%  | 5.0000% | $8584240.00        | $8551607.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 6.0000%  | 6.0000% | $1110836.00        | $1151049.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 5.5000%  | 5.5000% | $20028256.00       | $20380585.78       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.5000%  | 6.5000% | $835023.00         | $880958.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 5.5000%  | 5.5000% | $27733600.00       | $28172928.61       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 7.5000%  | 7.5000% | $1530172.00        | $1584783.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 6.5000%  | 6.5000% | $770262.00         | $810138.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 6.5000%  | 6.5000% | $5261632.00        | $5707897.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 6.0000%  | 6.0000% | $10228016.00       | $10531344.68       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 6.0000%  | 6.0000% | $10895968.00       | $10882536.75       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 6.5000%  | 6.5000% | $366377.00         | $385173.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.0000%  | 6.0000% | $1355188.00        | $1418037.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 6.5000%  | 6.5000% | $447498.00         | $234142.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 6.5000%  | 6.5000% | $1132562.00        | $645648.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-20      | 5.0000%  | 5.0000% | $2765364.00        | $299221.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-20      | 5.5000%  | 5.5000% | $100000000.00      | $65197620.35       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-02-15      | 4.0000%  | 4.0000% | $232749.00         | $17768.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 5.5000%  | 5.5000% | $2377516.00        | $2424711.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 5.5000%  | 5.5000% | $1032900.00        | $1047340.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 5.5000%  | 5.5000% | $35380160.00       | $35579207.90       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 6.0000%  | 6.0000% | $2630704.00        | $2692504.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 6.0000%  | 6.0000% | $6973016.00        | $6706257.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 4.5000%  | 4.5000% | $1001844.00        | $935839.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-07-01      | 4.5000%  | 4.5000% | $2419820.00        | $113137.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-12-01      | 6.5000%  | 6.5000% | $471839.00         | $11364.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-04-01      | 4.0000%  | 4.0000% | $239794.00         | $234089.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-01-01      | 1.5000%  | 1.5000% | $75000.00          | $41057.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-08-01      | 4.5000%  | 4.5000% | $7794000.00        | $339133.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 2.0000%  | 2.0000% | $30000000.00       | $19151021.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-06-01      | 2.5000%  | 2.5000% | $8225680.00        | $3853578.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-01-01      | 3.0000%  | 3.0000% | $16418016.00       | $14393218.95       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 4.5000%  | 4.5000% | $13872992.00       | $12770061.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-03-01      | 5.5000%  | 5.5000% | $7214376.00        | $7274652.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 5.5000%  | 5.5000% | $5264624.00        | $5308791.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 6.5000%  | 6.5000% | $42299840.00       | $33389013.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 6.5000%  | 6.5000% | $2234252.00        | $1471523.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-12-01      | 4.6690%  | 4.6690% | $11000000.00       | $11170466.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-06-01      | 2.0000%  | 2.0000% | $6629440.00        | $2231213.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-12-01      | 3.5000%  | 3.5000% | $914000.00         | $125685.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-08-01      | 4.0000%  | 4.0000% | $816497.00         | $108866.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.5000%  | 6.5000% | $4995792.00        | $4413558.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.0000%  | 6.0000% | $1427130.00        | $771810.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 5.5000%  | 5.5000% | $866570.00         | $742971.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-06-01      | 4.5000%  | 4.5000% | $21415840.00       | $2639448.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-08-01      | 6.0000%  | 6.0000% | $4300000.00        | $7525.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 6.0000%  | 6.0000% | $1843624.00        | $1674464.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 5.5000%  | 5.5000% | $1300000.00        | $1193134.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 5.5000%  | 5.5000% | $1305192.00        | $1017013.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 7.0000%  | 7.0000% | $5007256.00        | $4350476.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 6.0000%  | 6.0000% | $228094.00         | $192347.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 6.5000%  | 6.5000% | $1006434.00        | $621915.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 4.5000%  | 4.5000% | $2784250.00        | $1989020.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-09-01      | 3.5000%  | 3.5000% | $1374926.00        | $842872.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 5.5000%  | 5.5000% | $1309258.00        | $1038640.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 5.5000%  | 5.5000% | $3517284.00        | $2630931.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 6.0000%  | 6.0000% | $26151040.00       | $16679036.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 5.0000%  | 5.0000% | $100000.00         | $70493.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-12-01      | 3.0000%  | 3.0000% | $55998000.00       | $10153555.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-02-01      | 3.5000%  | 3.5000% | $46400000.00       | $6309920.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-08-01      | 6.0000%  | 6.0000% | $17514496.00       | $16229.23          | Agency Mortgage-Backed Securities |

### Security 124: HSBC SECURITIES USA INC

- **C.1 - Title:** HSBC SECURITIES USA INC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM73JB25, C.4 - ISIN: 36020, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $320000000.00
- **C.18.a - Value (excl. sponsor support):** $320000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-12-20      | 2.5000%  | 2.5000% | $173999.00         | $101290.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-20      | 2.5000%  | 2.5000% | $8876000.00        | $4853016.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-20      | 5.0000%  | 5.0000% | $98000.00          | $72439.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 6.0000%  | 6.0000% | $11000.00          | $11389.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 6.0000%  | 6.0000% | $1774898.00        | $1861417.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2066-04-20      | 6.0000%  | 6.0000% | $32679168.00       | $33658344.79       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 5.5000%  | 5.5000% | $11000.00          | $11114.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 6.0000%  | 6.0000% | $1513792.00        | $1567448.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 5.5000%  | 5.5000% | $1672734.00        | $1736219.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 6.0000%  | 6.0000% | $1176990.00        | $1229354.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.5000%  | 6.5000% | $1408686.00        | $1486619.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-12-20      | 7.0000%  | 7.0000% | $2540160.00        | $2649799.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 6.0000%  | 6.0000% | $380186.00         | $394337.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 6.0000%  | 6.0000% | $311741.00         | $324101.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 6.5000%  | 6.5000% | $609139.00         | $509019.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 5.5000%  | 5.5000% | $201768960.00      | $158213918.83      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 7.5000%  | 7.5000% | $528414.00         | $571725.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 6.5000%  | 6.5000% | $10555280.00       | $11403497.14       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 6.0000%  | 6.0000% | $1427522.00        | $1477812.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 5.5000%  | 5.5000% | $10075264.00       | $10416676.70       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 4.5000%  | 4.5000% | $11000.00          | $11090.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 6.5000%  | 6.5000% | $1222662.00        | $1316586.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 6.0000%  | 6.0000% | $1283300.00        | $1354732.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 6.5000%  | 6.5000% | $2654172.00        | $2813879.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 6.5000%  | 6.5000% | $1094778.00        | $1159678.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 6.5000%  | 6.5000% | $2236796.00        | $2363429.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 5.5000%  | 5.5000% | $1076288.00        | $1092239.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 5.5000%  | 5.5000% | $6064.00           | $6153.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 5.5000%  | 5.5000% | $5489528.00        | $5675057.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 5.5000%  | 5.5000% | $3758020.00        | $3533220.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-09-20      | 6.0000%  | 6.0000% | $2301896.00        | $1796638.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 6.0000%  | 6.0000% | $9967504.00        | $10290685.30       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-09-20      | 7.0000%  | 7.0000% | $592144.00         | $429678.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.5000%  | 6.5000% | $1276954.00        | $1093681.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 6.5000%  | 6.5000% | $1069718.00        | $711330.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 6.0000%  | 6.0000% | $7438760.00        | $7844816.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-20      | 6.0000%  | 6.0000% | $11000.00          | $11427.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2058-04-15      | 4.6690%  | 4.6690% | $795472.00         | $764975.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-15      | 6.0000%  | 6.0000% | $11000.00          | $11454.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-20      | 6.5000%  | 6.5000% | $11000.00          | $10972.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-20      | 5.5000%  | 5.5000% | $11000.00          | $8316.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-20      | 3.0000%  | 3.0000% | $11000.00          | $7676.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-20      | 2.5000%  | 2.5000% | $9662.00           | $6146.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-20      | 6.5000%  | 6.5000% | $11003.00          | $11037.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-20      | 4.5000%  | 4.5000% | $13890.00          | $12575.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-20      | 5.5000%  | 5.5000% | $26000.00          | $18918.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-20      | 5.0000%  | 5.0000% | $1652626.00        | $1198718.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-20      | 5.0000%  | 5.0000% | $11000.00          | $8537.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-20      | 4.0000%  | 4.0000% | $35675000.00       | $24412634.37       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-01-20      | 3.5000%  | 3.5000% | $73169920.00       | $25742713.91       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-07-15      | 3.5000%  | 3.5000% | $962520.00         | $131452.71         | Agency Mortgage-Backed Securities |

### Security 125: HSBC SECURITIES USA INC

- **C.1 - Title:** HSBC SECURITIES USA INC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM73JB74, C.4 - ISIN: 36020, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $1050000000.00
- **C.18.a - Value (excl. sponsor support):** $1050000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-01      | 2.1200%  | 2.1200% | $6800000.00        | $5558992.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-12-01      | 1.9600%  | 1.9600% | $2500000.00        | $2193372.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 2.9300%  | 2.9300% | $2460076.00        | $1788528.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-07-01      | 4.7800%  | 4.7800% | $6000000.00        | $6091545.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.0000%  | 6.0000% | $1203000.00        | $992309.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $159869.00         | $94202.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-12-01      | 1.9700%  | 1.9700% | $3100000.00        | $2297510.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-03-01      | 5.2000%  | 5.2000% | $1035000.00        | $1053899.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-07-01      | 4.9800%  | 4.9800% | $1125000.00        | $1143070.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2029-12-01      | 4.6900%  | 4.6900% | $4228000.00        | $4275218.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-10-01      | 4.3840%  | 4.3840% | $3091000.00        | $3092645.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-10-01      | 3.0000%  | 3.0000% | $238000.00         | $91729.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 3.5000%  | 3.5000% | $1395002.00        | $1103747.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-04-01      | 2.0000%  | 2.0000% | $102951040.00      | $60573982.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-05-01      | 2.5000%  | 2.5000% | $580563.00         | $335797.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-05-01      | 2.5000%  | 2.5000% | $396905.00         | $217768.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 3.0000%  | 3.0000% | $1372784.00        | $859365.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-04-01      | 3.5000%  | 3.5000% | $109000.00         | $58115.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $91500.00          | $60526.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 6.0000%  | 6.0000% | $17977632.00       | $13016341.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 6.0000%  | 6.0000% | $29016640.00       | $20043766.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-05-01      | 4.5000%  | 4.5000% | $262000.00         | $145398.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 6.0000%  | 6.0000% | $37849664.00       | $22763401.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 6.0000%  | 6.0000% | $42500224.00       | $30190031.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 6.5000%  | 6.5000% | $9370288.00        | $7243987.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.0000%  | 6.0000% | $38000000.00       | $30027329.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.0000%  | 5.0000% | $20000.00          | $18298.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 6.0000%  | 6.0000% | $1638264.00        | $1701487.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-01      | 6.5000%  | 6.5000% | $3977024.00        | $4150752.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-01      | 5.5000%  | 5.5000% | $1838500.00        | $1866835.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-01      | 5.0000%  | 5.0000% | $13096336.00       | $10877805.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $391710208.00      | $381796795.85      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $26592256.00       | $26164948.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 4.5000%  | 4.5000% | $8357328.00        | $8084319.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-01      | 2.5000%  | 2.5000% | $2200000.00        | $353754.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-01      | 3.0000%  | 3.0000% | $1500000.00        | $706389.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-01      | 4.0000%  | 4.0000% | $1198596.00        | $343578.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-01      | 3.0000%  | 3.0000% | $5250000.00        | $2259571.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-01      | 2.0000%  | 2.0000% | $380451.00         | $200677.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-01-01      | 5.0000%  | 5.0000% | $151000.00         | $80785.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-01      | 4.0000%  | 4.0000% | $96000.00          | $69147.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-11-01      | 5.0000%  | 5.0000% | $24193.00          | $19868.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-01      | 3.0000%  | 3.0000% | $1900000.00        | $112545.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-08-01      | 2.5000%  | 2.5000% | $2663900.00        | $803080.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 5.5000%  | 5.5000% | $2950108.00        | $2100509.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-02-01      | 7.0000%  | 7.0000% | $11611008.00       | $11183253.61       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-11-01      | 5.5000%  | 5.5000% | $7099.00           | $6945.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-11-01      | 5.5000%  | 5.5000% | $6295230.00        | $6357530.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-09-01      | 6.0000%  | 6.0000% | $7874.00           | $7635.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-11-01      | 5.0000%  | 5.0000% | $88577152.00       | $86204181.93       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-02-01      | 4.0000%  | 4.0000% | $9006.00           | $8351.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2056-02-01      | 5.0000%  | 5.0000% | $26740040.00       | $26686520.35       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-03-01      | 5.0000%  | 5.0000% | $10114.00          | $8614.88           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-10-01      | 5.0000%  | 5.0000% | $180000.00         | $158961.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-07-01      | 5.5000%  | 5.5000% | $7010.00           | $6007.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-05-01      | 6.5000%  | 6.5000% | $8153856.00        | $8012763.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-12-01      | 5.5000%  | 5.5000% | $6320736.00        | $6367312.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2056-02-01      | 6.0000%  | 6.0000% | $1544840.00        | $1605574.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2047-08-01      | 4.5000%  | 4.5000% | $8134000.00        | $1792175.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2040-01-01      | 5.5000%  | 5.5000% | $56998.00          | $37887.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2043-01-01      | 3.5000%  | 3.5000% | $36591808.00       | $13245894.65       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2050-05-01      | 3.5000%  | 3.5000% | $2000000.00        | $864066.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-10-01      | 5.0000%  | 5.0000% | $7007000.00        | $4968264.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-07-01      | 4.0000%  | 4.0000% | $13297264.00       | $9738525.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2050-08-01      | 3.0000%  | 3.0000% | $2850000.00        | $1220290.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-05-01      | 4.5000%  | 4.5000% | $19048.00          | $13854.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-08-01      | 3.5000%  | 3.5000% | $57001.00          | $41353.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-01-01      | 6.0000%  | 6.0000% | $988420.00         | $587660.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-09-01      | 5.5000%  | 5.5000% | $7615.00           | $5758.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2050-12-01      | 1.5000%  | 1.5000% | $1250606.00        | $572110.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-09-01      | 5.0000%  | 5.0000% | $5091432.00        | $3264260.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-09-01      | 5.0000%  | 5.0000% | $2025936.00        | $1277954.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-09-01      | 5.0000%  | 5.0000% | $1954400.00        | $1577495.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-06-01      | 5.0000%  | 5.0000% | $3235680.00        | $2473265.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-07-01      | 5.5000%  | 5.5000% | $1621830.00        | $964803.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-02-01      | 6.0000%  | 6.0000% | $9162576.00        | $7906744.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-07-01      | 7.0000%  | 7.0000% | $4049980.00        | $3139320.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-09-01      | 6.5000%  | 6.5000% | $10475296.00       | $8676973.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-08-01      | 6.0000%  | 6.0000% | $12565680.00       | $10423281.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2051-05-01      | 2.0000%  | 2.0000% | $200795.00         | $113705.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-04-01      | 3.5000%  | 3.5000% | $154000.00         | $101724.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-06-01      | 4.5000%  | 4.5000% | $233711.00         | $173499.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-12-01      | 5.0000%  | 5.0000% | $250000.00         | $189423.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-05-01      | 5.5000%  | 5.5000% | $1993000.00        | $1619525.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2040-07-01      | 5.5000%  | 5.5000% | $2492816.00        | $1552080.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-03-01      | 3.5000%  | 3.5000% | $321353724.00      | $21753197.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-01-01      | 3.5000%  | 3.5000% | $1322000.00        | $264300.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-01      | 4.0190%  | 4.0190% | $3580000.00        | $2978804.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-11-01      | 3.5000%  | 3.5000% | $39975104.00       | $7630927.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-11-01      | 3.5000%  | 3.5000% | $52611136.00       | $14936017.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-06-01      | 3.5000%  | 3.5000% | $205635584.00      | $19766437.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 7.0000%  | 7.0000% | $1778752.00        | $1419968.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $2490932.00        | $2158228.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $3770300.00        | $3239852.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.0000%  | 6.0000% | $1328376.00        | $1300366.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 6.0000%  | 6.0000% | $1188072.00        | $1197866.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 6.0000%  | 6.0000% | $1207250.00        | $1238190.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 6.5000%  | 6.5000% | $1032414.00        | $843313.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $2657592.00        | $2640223.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.0000%  | 6.0000% | $1479190.00        | $1422257.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.5000%  | 6.5000% | $1332520.00        | $1377535.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 6.0000%  | 6.0000% | $1028900.00        | $842756.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.0000%  | 6.0000% | $14689580.00       | $13118526.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 7.0000%  | 7.0000% | $2206164.00        | $2289681.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-06-01      | 3.3700%  | 3.3700% | $934963.00         | $842038.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-01      | 3.9900%  | 3.9900% | $1700000.00        | $1361107.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-06-01      | 3.3700%  | 3.3700% | $1955000.00        | $1690615.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-09-01      | 2.9800%  | 2.9800% | $2200000.00        | $1974633.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-06-01      | 2.0490%  | 2.0490% | $17500000.00       | $14262804.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-05-01      | 3.1900%  | 3.1900% | $30568000.00       | $27128644.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-06-01      | 1.9800%  | 1.9800% | $15000000.00       | $13359990.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-09-01      | 1.8500%  | 1.8500% | $119999.00         | $78435.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-01      | 1.7600%  | 1.7600% | $5000000.00        | $4387198.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-08-01      | 1.8200%  | 1.8200% | $3281500.00        | $2305027.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-10-01      | 2.3100%  | 2.3100% | $1509350.00        | $1102581.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-10-01      | 1.6790%  | 1.6790% | $25000000.00       | $21909183.32       | Agency Mortgage-Backed Securities |

### Security 126: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM73JDG2, C.4 - ISIN: 760316, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 Treasury-U.S. Treasuries (including strips)               | 2028-09-15      | 3.3750%  | 3.3750% | $900.00            | $892.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-10-01      | 4.5000%  | 4.5000% | $3104.00           | $2717.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-09-01      | 6.0000%  | 6.0000% | $853298.00         | $708643.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-11-01      | 6.0000%  | 6.0000% | $1000.00           | $1029.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-07-01      | 6.5000%  | 6.5000% | $1285982.00        | $1275062.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-02-01      | 6.5000%  | 6.5000% | $1000.00           | $1053.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-02-01      | 5.0000%  | 5.0000% | $1050.00           | $1012.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 4.0000%  | 4.0000% | $7999.00           | $6406.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-01      | 2.5000%  | 2.5000% | $206998.00         | $115735.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-01      | 4.0000%  | 4.0000% | $2433736.00        | $259790.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-01      | 4.0000%  | 4.0000% | $1703000.00        | $240224.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 5.5000%  | 5.5000% | $32100160.00       | $31593366.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 5.5000%  | 5.5000% | $1024.00           | $1002.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 3.0000%  | 3.0000% | $12000.00          | $9427.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 3.0000%  | 3.0000% | $38000.00          | $28514.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-01      | 5.5000%  | 5.5000% | $359999.00         | $284137.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 3.5000%  | 3.5000% | $60000.00          | $43066.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 5.5000%  | 5.5000% | $57243200.00       | $40795584.57       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $8000.00           | $5807.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 3.0000%  | 3.0000% | $1459990.00        | $853328.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-01      | 3.5000%  | 3.5000% | $1030456.00        | $393116.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-01      | 5.5000%  | 5.5000% | $2000.00           | $2016.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-01      | 5.5000%  | 5.5000% | $1000.00           | $1013.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.5000%  | 5.5000% | $90121900.00       | $81119709.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 5.0000%  | 5.0000% | $2700000.00        | $2178971.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-01      | 4.5000%  | 4.5000% | $46500000.00       | $9000234.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-01      | 4.1790%  | 4.1790% | $37601900.00       | $37073112.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-07-01      | 4.6790%  | 4.6790% | $11710900.00       | $11804587.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 5.5000%  | 5.5000% | $3386080.00        | $3328984.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.5000%  | 5.5000% | $4615984.00        | $3297922.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-05-01      | 4.2690%  | 4.2690% | $16592000.00       | $15925406.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-01      | 4.0000%  | 4.0000% | $2479000.00        | $733753.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-01      | 4.5000%  | 4.5000% | $79015424.00       | $20591807.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-01      | 6.0000%  | 6.0000% | $1016.00           | $1051.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $1853186.00        | $1926006.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 6.5000%  | 6.5000% | $1000.00           | $1040.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 6.5000%  | 6.5000% | $1121274.00        | $1097920.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-08-01      | 3.5000%  | 3.5000% | $14194944.00       | $2159370.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-07-01      | 5.0000%  | 5.0000% | $88883840.00       | $71616383.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-09-01      | 5.5000%  | 5.5000% | $1408200.00        | $1077367.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-07-01      | 5.0000%  | 5.0000% | $12018240.00       | $10151930.77       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2028-03-01      | 3.0000%  | 3.0000% | $1010950.00        | $18394.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2044-02-01      | 4.0000%  | 4.0000% | $25051904.00       | $4522715.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-10-01      | 6.5000%  | 6.5000% | $69031936.00       | $52761425.38       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-01-01      | 6.0000%  | 6.0000% | $1577.00           | $1258.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-10-01      | 5.0000%  | 5.0000% | $1393000.00        | $987697.01         | Agency Mortgage-Backed Securities |

### Security 127: INT DEVELOPMENT FIN CORP

- **C.1 - Title:** INT DEVELOPMENT FIN CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534Y0, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6500000.02
- **C.18.a - Value (excl. sponsor support):** $6500000.02
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2030-10-15
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: INT DEVELOPMENT FIN CORP

- **C.1 - Title:** INT DEVELOPMENT FIN CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903538B6, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1250000.00
- **C.18.a - Value (excl. sponsor support):** $1250000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: INT DEVELOPMENT FIN CORP

- **C.1 - Title:** INT DEVELOPMENT FIN CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533N5, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2030-03-15
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: INT DEVELOPMENT FIN CORP

- **C.1 - Title:** INT DEVELOPMENT FIN CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBG5, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $7615384.61
- **C.18.a - Value (excl. sponsor support):** $7615384.61
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2028-06-20
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: INT DEVELOPMENT FIN CORP

- **C.1 - Title:** INT DEVELOPMENT FIN CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534U8, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2500000.00
- **C.18.a - Value (excl. sponsor support):** $2500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM73JBU3, C.4 - ISIN: 49305, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $1225000000.00
- **C.18.a - Value (excl. sponsor support):** $1225000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $577051648.00      | $508393995.09      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-02-01      | 7.5000%  | 7.5000% | $1278126.00        | $875837.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-04-01      | 1.5000%  | 1.5000% | $24210000.00       | $13473267.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-08-01      | 3.0000%  | 3.0000% | $15650000.00       | $1405165.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-12-01      | 3.5000%  | 3.5000% | $100000.00         | $25696.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 4.5000%  | 4.5000% | $31113248.00       | $29917473.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 4.5000%  | 4.5000% | $65355136.00       | $62411657.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 6.5000%  | 6.5000% | $41905856.00       | $36177839.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 6.5000%  | 6.5000% | $16559200.00       | $6490292.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.0000%  | 6.0000% | $200000.00         | $154336.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 5.5000%  | 5.5000% | $130000.00         | $104621.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.0000%  | 3.0000% | $750000.00         | $559182.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 5.0000%  | 5.0000% | $11521888.00       | $9246369.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 5.5000%  | 5.5000% | $1010000.00        | $729134.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-08-01      | 4.0000%  | 4.0000% | $3450000.00        | $2444652.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-01      | 2.0000%  | 2.0000% | $2295000.00        | $1068690.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 1.5000%  | 1.5000% | $1000000.00        | $491672.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-05-01      | 2.5000%  | 2.5000% | $19476128.00       | $12769940.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-04-01      | 2.5000%  | 2.5000% | $69763712.00       | $64055021.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 6.5000%  | 6.5000% | $1573000.00        | $1241753.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.5000%  | 6.5000% | $68967000.00       | $51133065.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 5.5000%  | 5.5000% | $124695808.00      | $117058106.91      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 6.0000%  | 6.0000% | $158562.00         | $107780.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-01      | 4.5000%  | 4.5000% | $1210000.00        | $1166867.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-01      | 5.0000%  | 5.0000% | $10125392.00       | $10009426.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 4.5000%  | 4.5000% | $25309.00          | $23160.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 5.0000%  | 5.0000% | $1560700.00        | $1541812.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 6.0000%  | 6.0000% | $40015104.00       | $41026838.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 5.5000%  | 5.5000% | $5664688.00        | $5409568.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 6.5000%  | 6.5000% | $12105840.00       | $12614841.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-02-01      | 5.5000%  | 5.5000% | $1896923.00        | $1920967.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $1869150.00        | $1845825.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 6.0000%  | 6.0000% | $4821424.00        | $4998705.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 4.5000%  | 4.5000% | $2346344.00        | $2259794.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 4.5000%  | 4.5000% | $3475840.00        | $3361262.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 4.5000%  | 4.5000% | $3085872.00        | $2872242.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-02-01      | 5.5000%  | 5.5000% | $1124896.00        | $1076380.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 5.0000%  | 5.0000% | $1163788.00        | $1149617.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 4.5000%  | 4.5000% | $13574560.00       | $12511198.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $40627584.00       | $37360060.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.0000%  | 6.0000% | $5598592.00        | $3553767.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.0000%  | 6.0000% | $19965000.00       | $10734741.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 5.5000%  | 5.5000% | $33000.00          | $24874.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 6.0000%  | 6.0000% | $322781.00         | $222117.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $242337.00         | $212360.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-08-01      | 2.5000%  | 2.5000% | $2775000.00        | $1698659.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-04-01      | 2.5000%  | 2.5000% | $1100000.00        | $600370.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-01      | 2.5000%  | 2.5000% | $380000.00         | $164352.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-01      | 4.5000%  | 4.5000% | $385998.00         | $80835.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-01      | 4.0000%  | 4.0000% | $66594432.00       | $13258782.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-04-01      | 4.2340%  | 4.2340% | $7982432.00        | $8002505.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 6.5000%  | 6.5000% | $2302288.00        | $1124957.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 5.5000%  | 5.5000% | $36239.00          | $27628.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 5.0000%  | 5.0000% | $27751.00          | $26063.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-01      | 3.0000%  | 3.0000% | $12619680.00       | $8937999.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-01      | 4.5000%  | 4.5000% | $630000.00         | $102062.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-03-01      | 3.5000%  | 3.5000% | $140000.00         | $23764.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-12-01      | 5.5000%  | 5.5000% | $1639534.00        | $1654671.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 6.5000%  | 6.5000% | $1937840.00        | $1798234.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 5.5000%  | 5.5000% | $3821528.00        | $3608901.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 7.0000%  | 7.0000% | $2247312.00        | $1850038.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.0000%  | 6.0000% | $113501952.00      | $100607241.25      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.0000%  | 6.0000% | $9967664.00        | $8429968.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.5000%  | 5.5000% | $15667152.00       | $13384038.95       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $77000.00          | $59949.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 6.0000%  | 6.0000% | $19552.00          | $9321.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 6.0000%  | 6.0000% | $3897688.00        | $2302862.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-01      | 3.0000%  | 3.0000% | $25000000.00       | $3588972.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-08-01      | 3.5000%  | 3.5000% | $20853728.00       | $1897859.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-05-01      | 6.5000%  | 6.5000% | $6262478.00        | $27969.76          | Agency Mortgage-Backed Securities |

### Security 133: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6PCBZ5, C.4 - ISIN: 49305, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $495000000.00
- **C.18.a - Value (excl. sponsor support):** $495000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2056-05-01      | 5.5000%  | 5.5000% | $8987550.00        | $9110549.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2056-05-01      | 5.0000%  | 5.0000% | $15282944.00       | $15141558.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2056-05-01      | 6.0000%  | 6.0000% | $21616640.00       | $22205679.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2056-05-01      | 4.5000%  | 4.5000% | $4494336.00        | $4337043.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2055-02-01      | 5.5000%  | 5.5000% | $78232192.00       | $63112574.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2055-03-01      | 5.5000%  | 5.5000% | $143898000.00      | $133097172.69      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2054-10-01      | 4.5000%  | 4.5000% | $310000.00         | $282354.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2053-10-01      | 3.0000%  | 3.0000% | $19523104.00       | $16303024.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2036-02-01      | 2.5000%  | 2.5000% | $2837000.00        | $1180783.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2052-07-01      | 3.0000%  | 3.0000% | $142000.00         | $97933.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2053-09-01      | 5.5000%  | 5.5000% | $849558.00         | $645881.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2039-04-01      | 5.0000%  | 5.0000% | $92647.00          | $55625.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2054-10-01      | 6.0000%  | 6.0000% | $4075000.00        | $3458673.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2041-04-01      | 6.0000%  | 6.0000% | $6414104.00        | $6721553.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2041-02-01      | 5.0000%  | 5.0000% | $11182920.00       | $11295865.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2041-04-01      | 5.5000%  | 5.5000% | $16100160.00       | $16718640.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2038-09-01      | 5.1470%  | 5.1470% | $2664036.00        | $86852.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2036-01-01      | 5.5000%  | 5.5000% | $7905024.00        | $212303.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2037-03-01      | 5.0000%  | 5.0000% | $1406274.00        | $112604.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2037-02-01      | 5.5000%  | 5.5000% | $1324999.00        | $5844.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2037-09-01      | 6.5000%  | 6.5000% | $4217384.00        | $12124.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2035-05-01      | 6.0000%  | 6.0000% | $1099804.00        | $628250.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2035-06-01      | 5.5000%  | 5.5000% | $4676112.00        | $2688236.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2029-08-01      | 4.3860%  | 4.3860% | $4544087.00        | $14062.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2039-03-01      | 5.5000%  | 5.5000% | $527832064.00      | $4608005.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2040-06-01      | 5.0000%  | 5.0000% | $559000.00         | $36801.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2038-11-01      | 6.0000%  | 6.0000% | $1012596.00        | $19935.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2040-12-01      | 3.5000%  | 3.5000% | $2000000.00        | $126356.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2050-10-01      | 2.0000%  | 2.0000% | $157864.00         | $11746.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2052-02-01      | 2.0000%  | 2.0000% | $214276.00         | $14161.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2052-01-01      | 2.5000%  | 2.5000% | $134266.00         | $11398.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2050-09-01      | 2.5000%  | 2.5000% | $146862.00         | $15918.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2052-02-01      | 2.5000%  | 2.5000% | $148215.00         | $10214.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2051-05-01      | 2.5000%  | 2.5000% | $126596.00         | $10672.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2052-02-01      | 2.5000%  | 2.5000% | $134912.00         | $10954.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2052-07-01      | 3.0000%  | 3.0000% | $117710.00         | $14030.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2052-04-01      | 3.0000%  | 3.0000% | $100299.00         | $11594.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2033-05-01      | 2.5000%  | 2.5000% | $6554848.00        | $112698.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2033-06-01      | 3.5000%  | 3.5000% | $2623356.00        | $60662.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2053-04-01      | 5.0000%  | 5.0000% | $18591264.00       | $2797228.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2049-08-01      | 5.0000%  | 5.0000% | $1946256.00        | $133036.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2052-06-01      | 2.5000%  | 2.5000% | $26262240.00       | $2893514.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2053-05-01      | 4.5000%  | 4.5000% | $6171088.00        | $990081.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2052-05-01      | 2.5000%  | 2.5000% | $3610372.00        | $333481.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2053-05-01      | 5.0000%  | 5.0000% | $12730816.00       | $2248259.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2039-11-01      | 5.5000%  | 5.5000% | $2033252.00        | $208214.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2054-11-01      | 6.5000%  | 6.5000% | $15033008.00       | $1740886.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2039-11-01      | 4.5910%  | 4.5910% | $335553.00         | $28619.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2039-06-01      | 4.0000%  | 4.0000% | $7585928.00        | $631247.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2039-06-01      | 5.0000%  | 5.0000% | $7242008.00        | $582627.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2054-06-01      | 6.5000%  | 6.5000% | $71235800.00       | $6801396.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2054-06-01      | 5.7680%  | 5.7680% | $1936574.00        | $287189.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2055-03-01      | 1.7040%  | 1.7040% | $2000000.00        | $46974.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2055-03-01      | 4.9450%  | 4.9450% | $2450000.00        | $1388963.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2055-03-01      | 1.5540%  | 1.5540% | $2450000.00        | $41294.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2040-05-01      | 4.0000%  | 4.0000% | $24623520.00       | $2931781.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2040-05-01      | 4.5000%  | 4.5000% | $20614016.00       | $2011314.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2040-05-01      | 5.0000%  | 5.0000% | $33432000.00       | $2370951.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2040-05-01      | 6.0000%  | 6.0000% | $6114400.00        | $444474.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2055-05-01      | 6.5000%  | 6.5000% | $37326976.00       | $4266176.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2055-05-01      | 7.0000%  | 7.0000% | $9131600.00        | $925416.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2055-05-01      | 4.5000%  | 4.5000% | $90006784.00       | $19560949.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2055-05-01      | 5.0000%  | 5.0000% | $50000000.00       | $10203198.30       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips       | 2053-01-25      | 5.0000%  | 5.0000% | $2500000.00        | $411796.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities         | 2031-10-01      | 8.5000%  | 8.5000% | $5472784.00        | $6395.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities         | 2033-02-01      | 2.5000%  | 2.5000% | $3500000.00        | $349937.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips       | 2036-01-15      | 5.0000%  | 5.0000% | $173746176.00      | $188389.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities         | 2048-08-01      | 4.0000%  | 4.0000% | $2000000.00        | $138962.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities         | 2037-07-01      | 6.0000%  | 6.0000% | $5891712.00        | $29900.50          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities         | 2049-05-01      | 4.0000%  | 4.0000% | $5500000.00        | $514046.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips       | 2043-11-15      | 4.0000%  | 4.0000% | $11375568.00       | $175614.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips       | 2036-11-15      | 3.5000%  | 3.5000% | $8902736.00        | $167783.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips       | 2048-09-15      | 4.0000%  | 4.0000% | $44457408.00       | $1681646.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips       | 2045-09-15      | 3.5000%  | 3.5000% | $113294560.00      | $2266781.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips       | 2037-10-15      | 3.0000%  | 3.0000% | $18623616.00       | $420350.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips       | 2044-03-15      | 0.0000%  | 0.0000% | $10000000.00       | $975262.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2036-07-01      | 6.5000%  | 6.5000% | $148754432.00      | $160544.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2038-10-25      | 6.0000%  | 6.0000% | $173948416.00      | $218959.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2038-03-25      | 6.0000%  | 6.0000% | $165683199.00      | $159709.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2038-08-01      | 6.0000%  | 6.0000% | $248662528.00      | $275136.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2039-11-01      | 4.5000%  | 4.5000% | $65549952.00       | $163920.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2040-05-01      | 0.0000%  | 0.0000% | $36033280.00       | $731179.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2029-06-01      | 4.8600%  | 4.8600% | $692150.00         | $599506.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2040-11-01      | 5.2580%  | 5.2580% | $64852096.00       | $105403.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2038-09-01      | 6.1630%  | 6.1630% | $752741.00         | $16705.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2033-11-01      | 5.0000%  | 5.0000% | $3050000.00        | $277321.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2032-08-01      | 3.5490%  | 3.5490% | $302000.00         | $287273.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2043-09-01      | 3.0000%  | 3.0000% | $9016320.00        | $1271368.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2046-12-01      | 3.5000%  | 3.5000% | $9444256.00        | $3089625.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2045-06-01      | 6.2140%  | 6.2140% | $1500000.00        | $78137.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2034-04-01      | 3.5000%  | 3.5000% | $37744640.00       | $292191.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2043-02-01      | 4.0000%  | 4.0000% | $27689856.00       | $338304.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2032-04-01      | 3.5000%  | 3.5000% | $32097152.00       | $72125.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2042-08-01      | 3.0000%  | 3.0000% | $35844864.00       | $2771131.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2042-07-01      | 3.5000%  | 3.5000% | $50402752.00       | $635394.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2048-01-01      | 3.5000%  | 3.5000% | $12803504.00       | $141590.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2039-06-01      | 6.0000%  | 6.0000% | $14505904.00       | $190475.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2033-08-01      | 5.7130%  | 5.7130% | $750000.00         | $5618.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2034-03-01      | 5.5540%  | 5.5540% | $600000.00         | $8736.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2054-08-01      | 5.5000%  | 5.5000% | $7711080.00        | $6983795.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2039-11-01      | 3.5000%  | 3.5000% | $969509.00         | $843606.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2055-10-01      | 6.5000%  | 6.5000% | $1343402.00        | $870574.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2055-08-01      | 7.0000%  | 7.0000% | $1576800.00        | $1331899.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2055-08-01      | 7.0000%  | 7.0000% | $1337800.00        | $1416365.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2056-01-01      | 4.5000%  | 4.5000% | $1248572.00        | $1203897.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2041-06-01      | 6.3230%  | 6.3230% | $6000000.00        | $270183.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2035-01-01      | 3.0000%  | 3.0000% | $124260.00         | $38592.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2050-03-01      | 4.5000%  | 4.5000% | $8316672.00        | $1200651.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2050-08-01      | 4.0000%  | 4.0000% | $593062.00         | $210534.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2040-10-01      | 4.5000%  | 4.5000% | $1300580.00        | $1267481.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2056-05-01      | 5.0000%  | 5.0000% | $13300112.00       | $13316268.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2056-05-01      | 5.5000%  | 5.5000% | $24082816.00       | $24814007.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2056-04-01      | 4.5000%  | 4.5000% | $6215608.00        | $5998074.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2056-04-01      | 4.5000%  | 4.5000% | $4903432.00        | $4773525.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2056-04-01      | 5.5000%  | 5.5000% | $7581247.00        | $7706804.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2052-11-01      | 5.0000%  | 5.0000% | $116833.00         | $65396.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2053-06-01      | 7.0000%  | 7.0000% | $1951798.00        | $1089677.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2051-08-01      | 2.0000%  | 2.0000% | $711972.00         | $430367.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2052-03-01      | 2.0000%  | 2.0000% | $86613.00          | $54378.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2037-09-01      | 3.0000%  | 3.0000% | $386354.00         | $221860.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2053-05-01      | 5.0000%  | 5.0000% | $1018672.00        | $846430.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2054-06-01      | 5.5000%  | 5.5000% | $5540000.00        | $5083784.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2054-12-01      | 4.5000%  | 4.5000% | $7480000.00        | $6797530.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2056-01-01      | 6.0000%  | 6.0000% | $2902750.00        | $3000069.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2056-02-01      | 6.0000%  | 6.0000% | $1137104.00        | $1186895.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2041-03-01      | 5.5000%  | 5.5000% | $1224860.00        | $1240439.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2041-04-01      | 5.5000%  | 5.5000% | $1514294.00        | $1556398.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities   | 2056-05-01      | 5.5000%  | 5.5000% | $5437224.00        | $5513266.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips       | 2039-02-25      | 6.5000%  | 6.5000% | $1019396.00        | $57092.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips       | 2044-03-25      | 6.0000%  | 6.0000% | $434614.00         | $43030.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips       | 2044-04-25      | 6.5000%  | 6.5000% | $698354.00         | $54848.94          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips       | 2042-01-25      | 2.5000%  | 2.5000% | $1087486.00        | $89345.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips       | 2044-04-25      | 5.0000%  | 5.0000% | $724211.00         | $74212.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips       | 2044-04-25      | 5.5000%  | 5.5000% | $1354662.00        | $96396.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips       | 2039-04-25      | 6.0000%  | 6.0000% | $8217792.00        | $571695.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips       | 2054-04-25      | 6.0000%  | 6.0000% | $3127064.00        | $256867.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips       | 2054-05-25      | 6.5000%  | 6.5000% | $3222988.00        | $144862.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips       | 2054-03-25      | 7.0000%  | 7.0000% | $1753958.00        | $69574.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips       | 2054-01-25      | 7.5000%  | 7.5000% | $717305.00         | $25162.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips       | 2037-11-25      | 2.5000%  | 2.5000% | $2574304.00        | $124960.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips       | 2054-04-25      | 7.0000%  | 7.0000% | $42897472.00       | $4119886.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips       | 2054-03-25      | 7.5000%  | 7.5000% | $15874768.00       | $1384258.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips       | 2054-04-25      | 5.5000%  | 5.5000% | $4896104.00        | $494380.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips       | 2039-04-25      | 4.5000%  | 4.5000% | $10600560.00       | $837244.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips       | 2039-04-25      | 5.0000%  | 5.0000% | $10467216.00       | $798796.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips       | 2039-04-25      | 5.5000%  | 5.5000% | $8567232.00        | $639778.20         | Agency Mortgage-Backed Securities |

### Security 134: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM4H5ER9, C.4 - ISIN: 49305, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $840000000.00
- **C.18.a - Value (excl. sponsor support):** $840000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-12-01      | 4.0000%  | 4.0000% | $5279752.00        | $4982216.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 5.5190%  | 5.5190% | $18530432.00       | $16403602.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-01      | 5.5000%  | 5.5000% | $68945536.00       | $51168763.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 6.0000%  | 6.0000% | $9760736.00        | $6858522.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-01      | 5.5000%  | 5.5000% | $522000.00         | $312582.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-03-01      | 2.0000%  | 2.0000% | $1853984.00        | $1594955.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 5.5000%  | 5.5000% | $48798336.00       | $41838678.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-01      | 4.5000%  | 4.5000% | $1404942.00        | $1360026.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-01      | 5.0000%  | 5.0000% | $13947200.00       | $13809791.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 5.0000%  | 5.0000% | $8072304.00        | $7976233.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-01      | 4.5000%  | 4.5000% | $80194.00          | $77387.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 5.0000%  | 5.0000% | $4988048.00        | $4855800.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-01      | 2.5000%  | 2.5000% | $1915258.00        | $1053799.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-09-01      | 4.2300%  | 4.2300% | $3000000.00        | $2947390.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-01-01      | 4.4190%  | 4.4190% | $34932499.00       | $34776020.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 4.5000%  | 4.5000% | $1380894.00        | $1341527.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-01      | 3.5000%  | 3.5000% | $194976.00         | $66418.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2059-01-01      | 3.5000%  | 3.5000% | $5482944.00        | $1712545.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.0000%  | 5.0000% | $436408.00         | $425185.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-01      | 4.5000%  | 4.5000% | $3748436.00        | $3627965.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-06-01      | 5.0570%  | 5.0570% | $2599918.00        | $12395.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-02-01      | 4.5000%  | 4.5000% | $41000.00          | $12985.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-07-01      | 3.7500%  | 3.7500% | $35960192.00       | $4856466.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-01-01      | 3.0000%  | 3.0000% | $1235000.00        | $224950.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-06-01      | 5.5000%  | 5.5000% | $90066303.00       | $1703788.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2056-05-01      | 4.1050%  | 4.1050% | $5101456.00        | $4983743.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-04-01      | 2.5000%  | 2.5000% | $62428000.00       | $35645822.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-25      | 6.5000%  | 6.5000% | $144216064.00      | $122339103.34      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-02-01      | 1.5000%  | 1.5000% | $35331520.00       | $24296852.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $490000.00         | $349973.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-07-01      | 2.5000%  | 2.5000% | $22134112.00       | $20472234.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $11364944.00       | $10374082.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 5.0000%  | 5.0000% | $1271000.00        | $1253447.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-12-01      | 2.5000%  | 2.5000% | $155297.00         | $67944.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-09-01      | 2.0000%  | 2.0000% | $45668.00          | $18696.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-01      | 4.5190%  | 4.5190% | $6200000.00        | $6136655.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-10-01      | 4.7450%  | 4.7450% | $32194000.00       | $32517625.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-07-01      | 4.6100%  | 4.6100% | $12027000.00       | $12166797.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-06-01      | 5.0700%  | 5.0700% | $6699999.00        | $6915565.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-01      | 3.9700%  | 3.9700% | $87566000.00       | $85088324.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 3.5000%  | 3.5000% | $513163.00         | $423611.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 6.0000%  | 6.0000% | $1271500.00        | $1213976.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-06-01      | 2.5000%  | 2.5000% | $165542.00         | $109437.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-02-01      | 2.0000%  | 2.0000% | $96848.00          | $58986.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-01      | 4.8970%  | 4.8970% | $69527040.00       | $68731706.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-04-01      | 4.0000%  | 4.0000% | $4210000.00        | $803108.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 3.8910%  | 3.8910% | $7490864.00        | $5011321.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-01      | 4.5000%  | 4.5000% | $1632888.00        | $1573006.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 6.0000%  | 6.0000% | $57779456.00       | $53683463.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.5000%  | 6.5000% | $12415420.00       | $11512147.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.5000%  | 6.5000% | $8964688.00        | $7814254.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.3120%  | 6.3120% | $13896224.00       | $7641922.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-07-01      | 3.7740%  | 3.7740% | $7435304.00        | $7130478.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-01-01      | 3.0690%  | 3.0690% | $5000000.00        | $4636447.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-01-01      | 3.0400%  | 3.0400% | $4261880.00        | $3955793.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-01      | 3.2500%  | 3.2500% | $10835000.00       | $9708427.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-11-01      | 4.5000%  | 4.5000% | $97000.00          | $23192.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-04-01      | 5.1500%  | 5.1500% | $50000000.00       | $47847430.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-01-01      | 2.6900%  | 2.6900% | $66360000.00       | $56163715.92       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2041-01-01      | 4.5000%  | 4.5000% | $25092720.00       | $2130699.52        | Agency Mortgage-Backed Securities |

### Security 135: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM698332, C.4 - ISIN: 49305, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $1767032.00        | $1407711.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $694535.00         | $654721.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 4.5000%  | 4.5000% | $2107470.00        | $1992005.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 4.5000%  | 4.5000% | $1871904.00        | $1573518.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 7.0000%  | 7.0000% | $1199778.00        | $1037673.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 5.0000%  | 5.0000% | $1148194.00        | $923326.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 4.5000%  | 4.5000% | $1291380.00        | $1190274.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $5251688.00        | $4043649.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 6.0000%  | 6.0000% | $861935.00         | $755415.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $1141734.00        | $1084823.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.5000%  | 5.5000% | $253495.00         | $196575.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $1808294.00        | $1710629.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 4.5000%  | 4.5000% | $1028448.00        | $884657.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 4.5000%  | 4.5000% | $1306812.00        | $1243174.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 6.0000%  | 6.0000% | $2327024.00        | $1043254.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 6.0000%  | 6.0000% | $2150376.00        | $1800711.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 6.0000%  | 6.0000% | $2110816.00        | $1908679.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 6.5000%  | 6.5000% | $1543798.00        | $1617792.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 5.0000%  | 5.0000% | $1447332.00        | $1409007.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 6.0000%  | 6.0000% | $2014080.00        | $2052342.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.0000%  | 5.0000% | $2076604.00        | $2027186.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 4.5000%  | 4.5000% | $1483036.00        | $1401196.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 4.5000%  | 4.5000% | $1039528.00        | $943101.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 6.0000%  | 6.0000% | $833909.00         | $489182.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 6.0000%  | 6.0000% | $3913548.00        | $1964699.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 6.5000%  | 6.5000% | $2062108.00        | $1270393.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 6.0000%  | 6.0000% | $15026640.00       | $12289077.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.5000%  | 6.5000% | $1298390.00        | $690470.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.0000%  | 5.0000% | $4015760.00        | $3889414.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.5000%  | 5.5000% | $1002942.00        | $1006645.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.0000%  | 5.0000% | $504013.00         | $402221.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 5.0000%  | 5.0000% | $788482.00         | $693393.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 6.0000%  | 6.0000% | $4414640.00        | $3145673.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.0000%  | 5.0000% | $37891.00          | $30769.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 7.0000%  | 7.0000% | $3155250.00        | $1604111.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 7.5000%  | 7.5000% | $1218834.00        | $884047.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $2524724.00        | $2398639.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-08-01      | 5.5000%  | 5.5000% | $1311420.00        | $1232819.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.0000%  | 5.0000% | $1018500.00        | $998976.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.5000%  | 5.5000% | $1004076.00        | $1002677.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $1904670.00        | $1673945.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.5000%  | 6.5000% | $11000.00          | $9425.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.5000%  | 6.5000% | $2131644.00        | $2097110.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $1897752.00        | $1945745.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $721185.00         | $748734.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 7.0000%  | 7.0000% | $1502500.00        | $1109444.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 7.0000%  | 7.0000% | $5133456.00        | $4921894.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $1470086.00        | $1539878.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $9194560.00        | $8111372.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 5.5000%  | 5.5000% | $4727392.00        | $4550632.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.5000%  | 6.5000% | $3973020.00        | $4083948.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 6.5000%  | 6.5000% | $2141150.00        | $2092934.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $13684880.00       | $13941032.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-01      | 5.5000%  | 5.5000% | $1972000.00        | $1980529.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 6.5000%  | 6.5000% | $8834224.00        | $9157387.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 5.0000%  | 5.0000% | $2934404.00        | $2903771.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 4.5000%  | 4.5000% | $3362592.00        | $3251139.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 6.0000%  | 6.0000% | $6864849.00        | $6996782.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 6.0000%  | 6.0000% | $7266600.00        | $7045023.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-11-01      | 4.0000%  | 4.0000% | $1002594.00        | $954344.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-11-01      | 6.0000%  | 6.0000% | $1073464.00        | $1079592.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-01      | 5.5000%  | 5.5000% | $1601500.00        | $1626843.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-01      | 6.0000%  | 6.0000% | $3000250.00        | $3073824.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 6.0000%  | 6.0000% | $1553172.00        | $1410457.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-03-01      | 5.5000%  | 5.5000% | $4525584.00        | $47966.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-05-01      | 4.5000%  | 4.5000% | $2000000.00        | $295919.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 4.5000%  | 4.5000% | $200000.00         | $36327.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-07-25      | 4.0000%  | 4.0000% | $2004204.00        | $1454771.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-05-01      | 6.5000%  | 6.5000% | $200000.00         | $12036.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-12-01      | 6.5000%  | 6.5000% | $1900000.00        | $91706.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-07-01      | 5.0000%  | 5.0000% | $3662500.00        | $618792.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-01-01      | 2.0000%  | 2.0000% | $135000.00         | $11669.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-12-01      | 3.5000%  | 3.5000% | $200000.00         | $22508.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-12-01      | 3.5000%  | 3.5000% | $300000.00         | $22256.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-01      | 2.5000%  | 2.5000% | $1235000.00        | $221246.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-02-01      | 3.0000%  | 3.0000% | $2267536.00        | $435513.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-02-01      | 3.5000%  | 3.5000% | $1500000.00        | $524905.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-02-01      | 3.5000%  | 3.5000% | $332000.00         | $31691.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-01      | 4.5000%  | 4.5000% | $118274.00         | $23096.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-06-01      | 3.5000%  | 3.5000% | $300000.00         | $11723.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-05-01      | 2.7740%  | 2.7740% | $116716.00         | $72359.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-07-01      | 2.7740%  | 2.7740% | $496600.00         | $95817.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-01-01      | 3.5000%  | 3.5000% | $2041460.00        | $240926.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2029-03-01      | 4.0000%  | 4.0000% | $298338.00         | $7455.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-10-01      | 3.5000%  | 3.5000% | $19755552.00       | $2298149.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-04-01      | 3.0000%  | 3.0000% | $2438952.00        | $609575.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-04-01      | 2.5000%  | 2.5000% | $40000.00          | $8029.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-10-01      | 5.5000%  | 5.5000% | $1000000.00        | $16748.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-07-01      | 6.5000%  | 6.5000% | $775000.00         | $8497.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-10-01      | 7.5000%  | 7.5000% | $960000.00         | $11344.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 6.5000%  | 6.5000% | $2139000.00        | $1290354.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-01      | 6.5000%  | 6.5000% | $46838394.00       | $543346.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 6.5000%  | 6.5000% | $2300596.00        | $599880.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.0000%  | 5.0000% | $3382196.00        | $3249909.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.0000%  | 5.0000% | $2333650.00        | $1509591.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 5.0000%  | 5.0000% | $1735038.00        | $1287680.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 5.0000%  | 5.0000% | $1851958.00        | $1782026.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 5.5000%  | 5.5000% | $2854280.00        | $2785708.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 6.5000%  | 6.5000% | $1297122.00        | $880222.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.5000%  | 6.5000% | $33080512.00       | $13152019.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 7.0000%  | 7.0000% | $5020848.00        | $2149362.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $43861.00          | $40377.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 6.0000%  | 6.0000% | $684161.00         | $376237.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.0000%  | 6.0000% | $9349936.00        | $8671051.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 5.5000%  | 5.5000% | $28147.00          | $22561.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 6.0000%  | 6.0000% | $1265108.00        | $1078755.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 6.0000%  | 6.0000% | $49363.00          | $37722.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 5.5000%  | 5.5000% | $1279512.00        | $1095424.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $8871392.00        | $7439606.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 5.5000%  | 5.5000% | $203024.00         | $193064.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.0000%  | 6.0000% | $447546.00         | $252506.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.0000%  | 5.0000% | $156488.00         | $152417.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.0000%  | 6.0000% | $4591160.00        | $3247327.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 5.5000%  | 5.5000% | $3870112.00        | $2589975.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 7.0000%  | 7.0000% | $1063354.00        | $1122763.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 6.0000%  | 6.0000% | $10000000.00       | $7181533.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 6.0000%  | 6.0000% | $2200000.00        | $1566641.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-06-01      | 6.5000%  | 6.5000% | $1276210.00        | $663145.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.5000%  | 6.5000% | $6321792.00        | $4298814.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $3159072.00        | $3017772.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $1769156.00        | $1285294.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.5000%  | 6.5000% | $20553560.00       | $12313172.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.5000%  | 5.5000% | $48923.00          | $48356.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 7.0000%  | 7.0000% | $1438102.00        | $514804.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.5000%  | 5.5000% | $141253.00         | $96463.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 6.0000%  | 6.0000% | $1434594.00        | $1055083.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $239712.00         | $228764.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 4.5000%  | 4.5000% | $1273240.00        | $1206067.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 2.5000%  | 2.5000% | $1357056.00        | $344727.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 3.5000%  | 3.5000% | $1842920.00        | $1303966.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 3.0000%  | 3.0000% | $19500.00          | $11983.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 2.5000%  | 2.5000% | $28534.00          | $19682.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 8.0000%  | 8.0000% | $8817344.00        | $3381205.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 7.0000%  | 7.0000% | $1644556.00        | $1711112.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-06-01      | 6.0000%  | 6.0000% | $1256092.00        | $732395.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.5000%  | 5.5000% | $27000.00          | $19344.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 7.0000%  | 7.0000% | $17268288.00       | $16035303.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 4.5000%  | 4.5000% | $437110.00         | $396333.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.0000%  | 5.0000% | $1306504.00        | $1128549.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 7.0000%  | 7.0000% | $1140000.00        | $1185376.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-01      | 2.0000%  | 2.0000% | $262000.00         | $159057.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 4.0000%  | 4.0000% | $290000.00         | $239566.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 2.0000%  | 2.0000% | $32000.00          | $20268.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 6.5000%  | 6.5000% | $1079662.00        | $755126.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-06-01      | 3.5000%  | 3.5000% | $2410936.00        | $1948480.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-01-01      | 2.5000%  | 2.5000% | $1004514.00        | $536491.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-01      | 2.0000%  | 2.0000% | $79858.00          | $51289.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $42000.00          | $19769.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $2321524.00        | $2093362.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-08-01      | 6.5000%  | 6.5000% | $1115144.00        | $487982.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 5.0000%  | 5.0000% | $2383308.00        | $2352495.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 4.5000%  | 4.5000% | $2574236.00        | $2484678.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 5.0000%  | 5.0000% | $3059116.00        | $3016188.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-06-01      | 3.0000%  | 3.0000% | $169757.00         | $128410.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.0000%  | 4.0000% | $17882.00          | $5223.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 4.5000%  | 4.5000% | $79200.00          | $55928.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.0000%  | 3.0000% | $600000.00         | $408009.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.5000%  | 3.5000% | $15000.00          | $10280.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.0000%  | 4.0000% | $1768074.00        | $1071507.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-05-01      | 1.5000%  | 1.5000% | $2424112.00        | $1364387.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 5.5000%  | 5.5000% | $4661832.00        | $4671111.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-02-01      | 5.0000%  | 5.0000% | $1309382.00        | $1318762.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-12-01      | 2.0000%  | 2.0000% | $1371048.00        | $1240848.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.0000%  | 4.0000% | $1010832.00        | $900059.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 6.0000%  | 6.0000% | $648130.00         | $283451.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 4.0000%  | 4.0000% | $10000.00          | $7393.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.5000%  | 4.5000% | $9777392.00        | $7355007.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.5000%  | 5.5000% | $450101.00         | $440064.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.5000%  | 5.5000% | $211000.00         | $132004.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 5.0000%  | 5.0000% | $750000.00         | $567836.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 3.5000%  | 3.5000% | $40116.00          | $22943.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 4.5000%  | 4.5000% | $1061704.00        | $868994.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 6.5000%  | 6.5000% | $657295.00         | $483800.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 5.0000%  | 5.0000% | $3684220.00        | $2265588.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.5000%  | 5.5000% | $80000.00          | $48292.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 6.5000%  | 6.5000% | $35000.00          | $19660.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 6.0000%  | 6.0000% | $3687040.00        | $2602710.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 6.5000%  | 6.5000% | $684742.00         | $395360.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 4.5000%  | 4.5000% | $1412032.00        | $1044433.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 6.5000%  | 6.5000% | $412410.00         | $339129.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.5000%  | 5.5000% | $400000.00         | $266695.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.0000%  | 5.0000% | $202463.00         | $192027.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 5.0000%  | 5.0000% | $14018.00          | $9279.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 5.5000%  | 5.5000% | $4081976.00        | $2596041.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 4.5000%  | 4.5000% | $4345992.00        | $3101761.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $2002636.00        | $1490798.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 6.5000%  | 6.5000% | $776994.00         | $499619.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 6.5000%  | 6.5000% | $1082026.00        | $1098186.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 4.5000%  | 4.5000% | $2385624.00        | $1620845.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 6.0000%  | 6.0000% | $511154.00         | $386676.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 6.5000%  | 6.5000% | $1031348.00        | $748060.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 6.5000%  | 6.5000% | $100000.00         | $48213.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-01      | 6.0000%  | 6.0000% | $1199936.00        | $1245959.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-01      | 7.0000%  | 7.0000% | $1970964.00        | $2128957.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 6.0000%  | 6.0000% | $1117538.00        | $1184307.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-11-01      | 3.0000%  | 3.0000% | $3973436.00        | $1308196.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-12-01      | 4.5000%  | 4.5000% | $64000.00          | $12524.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-02-01      | 3.5000%  | 3.5000% | $49481.00          | $6027.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-01      | 3.5000%  | 3.5000% | $195000.00         | $63430.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-01      | 4.5000%  | 4.5000% | $151109.00         | $20336.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-04-01      | 4.5000%  | 4.5000% | $403452.00         | $88019.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2063-12-01      | 3.5000%  | 3.5000% | $605000.00         | $470646.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 4.0000%  | 4.0000% | $1346332.00        | $405524.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-05-01      | 3.5000%  | 3.5000% | $2000000.00        | $493378.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-01      | 4.0000%  | 4.0000% | $8020000.00        | $1971749.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-07-01      | 4.0000%  | 4.0000% | $2215000.00        | $631195.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-09-01      | 5.5000%  | 5.5000% | $4500000.00        | $1255869.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-11-01      | 4.5000%  | 4.5000% | $2458936.00        | $824804.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2057-09-01      | 3.0000%  | 3.0000% | $35232.00          | $10935.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-02-01      | 3.5000%  | 3.5000% | $325000.00         | $66619.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.5000%  | 3.5000% | $250000.00         | $87757.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-01      | 4.5000%  | 4.5000% | $850000.00         | $232617.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 3.0000%  | 3.0000% | $6973000.00        | $2546798.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2058-05-01      | 3.0000%  | 3.0000% | $1716628.00        | $491784.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-05-01      | 3.5000%  | 3.5000% | $3136444.00        | $751619.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-06-01      | 3.5000%  | 3.5000% | $5803416.00        | $1735573.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-08-01      | 2.5000%  | 2.5000% | $500000.00         | $193380.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-01      | 3.0000%  | 3.0000% | $1500000.00        | $545500.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 3.0000%  | 3.0000% | $3900000.00        | $2088163.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 3.0000%  | 3.0000% | $6425000.00        | $3443987.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-12-01      | 2.5000%  | 2.5000% | $7960016.00        | $3339148.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2061-09-01      | 5.0000%  | 5.0000% | $23333664.00       | $14150812.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2061-12-01      | 3.5000%  | 3.5000% | $113113344.00      | $73617719.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-01-01      | 3.5000%  | 3.5000% | $368000.00         | $240418.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-01      | 4.5000%  | 4.5000% | $18625728.00       | $15999476.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-01      | 4.5000%  | 4.5000% | $95306.00          | $13790.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-01      | 4.5000%  | 4.5000% | $2301000.00        | $325559.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-01      | 6.0000%  | 6.0000% | $1339318.00        | $403327.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-01      | 5.0000%  | 5.0000% | $2142808.00        | $597095.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-01      | 5.0000%  | 5.0000% | $75000.00          | $12957.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-01      | 5.5000%  | 5.5000% | $1645218.00        | $326843.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-01      | 5.0000%  | 5.0000% | $1500000.00        | $259787.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-01      | 5.0000%  | 5.0000% | $7542416.00        | $1294951.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-02-01      | 3.7100%  | 3.7100% | $7478224.00        | $6997505.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-06-01      | 3.3700%  | 3.3700% | $6946952.00        | $6431034.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-01      | 2.0000%  | 2.0000% | $2566000.00        | $437816.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-01      | 5.0000%  | 5.0000% | $1479538.00        | $245894.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-08-01      | 3.0000%  | 3.0000% | $1000000.00        | $26123.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-01      | 3.5000%  | 3.5000% | $622000.00         | $101478.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-03-01      | 3.0000%  | 3.0000% | $2200000.00        | $399904.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-01      | 3.5000%  | 3.5000% | $439786.00         | $150920.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-02-01      | 3.0000%  | 3.0000% | $229000.00         | $33696.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.0000%  | 3.0000% | $800000.00         | $499531.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-12-01      | 4.0000%  | 4.0000% | $38936.00          | $8030.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-01      | 5.0000%  | 5.0000% | $110000.00         | $5431.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-01      | 4.5000%  | 4.5000% | $3559944.00        | $815637.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-12-01      | 3.0000%  | 3.0000% | $318273.00         | $47055.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-01      | 3.5000%  | 3.5000% | $26971.00          | $6864.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-01      | 3.5000%  | 3.5000% | $1567000.00        | $799188.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-01      | 2.5000%  | 2.5000% | $20002560.00       | $6002465.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-01      | 5.0000%  | 5.0000% | $634248.00         | $525864.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-05-01      | 1.5000%  | 1.5000% | $1700000.00        | $837370.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-06-01      | 1.5000%  | 1.5000% | $30837.00          | $15650.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-01      | 2.0000%  | 2.0000% | $7923216.00        | $4318186.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-06-01      | 1.3950%  | 1.3950% | $48722000.00       | $45347220.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-06-01      | 4.1100%  | 4.1100% | $7957000.00        | $7963531.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 5.0000%  | 5.0000% | $71760384.00       | $54332115.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 4.5000%  | 4.5000% | $78760.00          | $56810.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-04-01      | 6.5000%  | 6.5000% | $1032440.00        | $416875.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 4.5000%  | 4.5000% | $858736.00         | $632140.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $4450000.00        | $3343657.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.5000%  | 5.5000% | $3200000.00        | $2346434.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 7.0000%  | 7.0000% | $1046000.00        | $848695.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 6.0000%  | 6.0000% | $50000000.00       | $35643363.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 7.0000%  | 7.0000% | $1037588.00        | $751042.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 6.0000%  | 6.0000% | $3614064.00        | $2528185.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 4.5000%  | 4.5000% | $440000.00         | $366530.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-01      | 7.0000%  | 7.0000% | $52288000.00       | $30904024.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 6.0000%  | 6.0000% | $700000.00         | $537283.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 6.0000%  | 6.0000% | $9139360.00        | $6398814.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-11-01      | 7.0000%  | 7.0000% | $600000.00         | $225920.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-01-01      | 7.0000%  | 7.0000% | $1423246.00        | $728165.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-01      | 6.5000%  | 6.5000% | $6582560.00        | $4365964.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 5.0000%  | 5.0000% | $2000000.00        | $1739220.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 5.5000%  | 5.5000% | $1848862.00        | $1511642.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-03-01      | 6.5000%  | 6.5000% | $2938412.00        | $2091443.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-02-01      | 7.0000%  | 7.0000% | $1243914.00        | $949212.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 6.5000%  | 6.5000% | $58000.00          | $32287.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.0000%  | 5.0000% | $355000.00         | $298929.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $22006336.00       | $18819595.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.5000%  | 5.5000% | $143700.00         | $128082.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 4.5000%  | 4.5000% | $1010278.00        | $976669.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 6.0000%  | 6.0000% | $5498912.00        | $5116796.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 5.5000%  | 5.5000% | $1089200.00        | $1099922.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 5.0000%  | 5.0000% | $10634880.00       | $10477550.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-02-01      | 5.5000%  | 5.5000% | $2532732.00        | $2569276.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-02-01      | 6.0000%  | 6.0000% | $3065200.00        | $3137119.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-03-01      | 5.5000%  | 5.5000% | $2111910.00        | $2137304.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 4.5000%  | 4.5000% | $8806432.00        | $8490096.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-01      | 5.5000%  | 5.5000% | $20771920.00       | $20933876.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 5.5000%  | 5.5000% | $47930432.00       | $48230591.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-01      | 4.5000%  | 4.5000% | $3135570.00        | $3026079.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-01      | 5.0000%  | 5.0000% | $12057240.00       | $11876842.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-01      | 4.5000%  | 4.5000% | $1013994.00        | $980250.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-01      | 4.5000%  | 4.5000% | $4076232.00        | $3932926.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-03-01      | 5.5000%  | 5.5000% | $1113978.00        | $1138857.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-01      | 5.5000%  | 5.5000% | $46383232.00       | $46752595.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-01      | 5.0000%  | 5.0000% | $2570560.00        | $2542815.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-01      | 5.0000%  | 5.0000% | $2908280.00        | $2866980.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-01      | 4.5000%  | 4.5000% | $5465480.00        | $5278051.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-01      | 4.5000%  | 4.5000% | $1566776.00        | $1515868.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-01      | 5.5000%  | 5.5000% | $21262176.00       | $21433243.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-01      | 4.5000%  | 4.5000% | $8881312.00        | $8582726.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-01      | 4.5000%  | 4.5000% | $7343416.00        | $7101476.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-05-01      | 5.0000%  | 5.0000% | $10449840.00       | $10375236.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-01      | 4.5000%  | 4.5000% | $1310202.00        | $1268967.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-01      | 6.0000%  | 6.0000% | $9407488.00        | $9678652.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-01      | 4.1100%  | 4.1100% | $4921576.00        | $4823749.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-05-01      | 4.5000%  | 4.5000% | $10063472.00       | $9727452.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 6.0000%  | 6.0000% | $13000.00          | $11010.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 5.0000%  | 5.0000% | $29615584.00       | $24394538.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 4.5000%  | 4.5000% | $110000.00         | $99463.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 5.5000%  | 5.5000% | $20000.00          | $18225.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 5.5000%  | 5.5000% | $8918064.00        | $7993096.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 5.0000%  | 5.0000% | $1500000.00        | $1458313.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 6.0000%  | 6.0000% | $6309264.00        | $5985707.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-01      | 5.0000%  | 5.0000% | $82953216.00       | $82444528.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $218694080.00      | $202008037.49      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-02-01      | 3.5000%  | 3.5000% | $1500000.00        | $493006.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-01      | 3.5000%  | 3.5000% | $71000.00          | $9694.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 3.5000%  | 3.5000% | $1275266.00        | $1081864.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-06-01      | 6.5000%  | 6.5000% | $4968640.00        | $3386739.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $3362040.00        | $2388714.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $8655712.00        | $8172901.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.0000%  | 5.0000% | $101414.00         | $76090.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-12-01      | 5.5000%  | 5.5000% | $18261000.00       | $19107955.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-11-01      | 4.7800%  | 4.7800% | $25755000.00       | $26153186.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-10-01      | 4.6690%  | 4.6690% | $1174000.00        | $1180001.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-11-01      | 4.3200%  | 4.3200% | $14950000.00       | $14818843.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-11-01      | 4.2500%  | 4.2500% | $9538000.00        | $9263244.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-03-01      | 3.7790%  | 3.7790% | $57500000.00       | $56196705.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-03-01      | 4.5400%  | 4.5400% | $25194000.00       | $24977034.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-01      | 4.9500%  | 4.9500% | $3900000.00        | $3961910.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-04-01      | 4.2340%  | 4.2340% | $15077020.00       | $15114934.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-01      | 3.5000%  | 3.5000% | $54000.00          | $7298.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-11-01      | 3.5000%  | 3.5000% | $39674.00          | $9755.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-08-01      | 5.0000%  | 5.0000% | $950000.00         | $173158.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-01      | 5.0000%  | 5.0000% | $6409336.00        | $492934.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-01      | 5.0000%  | 5.0000% | $728000.00         | $139602.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-01      | 2.5000%  | 2.5000% | $175000000.00      | $75887010.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 2.0000%  | 2.0000% | $1100000.00        | $560678.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-01      | 1.5000%  | 1.5000% | $1514602.00        | $696843.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-01      | 4.5000%  | 4.5000% | $1615000.00        | $472147.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-01-01      | 3.0000%  | 3.0000% | $8000000.00        | $3925006.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-01      | 1.0000%  | 1.0000% | $33104768.00       | $19363547.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-04-01      | 2.5000%  | 2.5000% | $4272540.00        | $2451030.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-04-01      | 3.0000%  | 3.0000% | $75686144.00       | $47705186.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-05-01      | 2.0000%  | 2.0000% | $2000000.00        | $1161817.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-01      | 1.5000%  | 1.5000% | $52000000.00       | $27397285.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-01      | 4.5000%  | 4.5000% | $1415456.00        | $711366.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-01      | 3.5000%  | 3.5000% | $317173.00         | $184990.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-01      | 2.0000%  | 2.0000% | $3600000.00        | $2146563.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 3.0000%  | 3.0000% | $3567180.00        | $2126662.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 3.0000%  | 3.0000% | $376000.00         | $257661.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-03-01      | 1.5000%  | 1.5000% | $2540688.00        | $1488008.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 3.5000%  | 3.5000% | $200000.00         | $127052.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-04-01      | 2.0000%  | 2.0000% | $1429522.00        | $794618.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $10310000.00       | $6636008.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $481238.00         | $353993.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.5000%  | 5.5000% | $1538000.00        | $1038905.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.5000%  | 5.5000% | $300000.00         | $185812.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 4.0000%  | 4.0000% | $770000.00         | $522798.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 5.0000%  | 5.0000% | $200000.00         | $128833.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-06-01      | 4.0000%  | 4.0000% | $253157.00         | $133097.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $344793.00         | $257852.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 3.5000%  | 3.5000% | $6872656.00        | $4491134.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.0000%  | 4.0000% | $1317036.00        | $936265.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 5.0000%  | 5.0000% | $300000.00         | $207452.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $32000.00          | $24195.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $1122800.00        | $870672.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 3.5000%  | 3.5000% | $20000.00          | $14987.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 5.5000%  | 5.5000% | $97244288.00       | $68064304.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 5.5000%  | 5.5000% | $203182848.00      | $158495446.15      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 5.5000%  | 5.5000% | $20000000.00       | $15589598.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-08-01      | 4.5000%  | 4.5000% | $465882.00         | $262476.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 4.5000%  | 4.5000% | $3608440.00        | $2739943.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.5000%  | 5.5000% | $74213632.00       | $50009370.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.0000%  | 5.0000% | $205939.00         | $151386.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-11-01      | 6.0000%  | 6.0000% | $1661526.00        | $766054.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 4.5000%  | 4.5000% | $592800.00         | $440570.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-11-01      | 4.0000%  | 4.0000% | $964768.00         | $594335.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 6.0000%  | 6.0000% | $400000.00         | $304211.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-01      | 6.0000%  | 6.0000% | $1683598.00        | $1074078.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-01-01      | 6.0000%  | 6.0000% | $1419118.00        | $986804.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 5.5000%  | 5.5000% | $1351000.00        | $1290598.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.5000%  | 6.5000% | $298000.00         | $275435.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 4.0000%  | 4.0000% | $195989.00         | $179480.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $39720256.00       | $36851304.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-10-01      | 6.0000%  | 6.0000% | $9381328.00        | $9194123.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 5.0000%  | 5.0000% | $52763008.00       | $51721858.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-03-01      | 7.0000%  | 7.0000% | $9830000.00        | $63640.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-11-01      | 5.5000%  | 5.5000% | $574000.00         | $6361.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-12-01      | 5.5000%  | 5.5000% | $1909000.00        | $34742.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-10-01      | 6.0000%  | 6.0000% | $22999997.00       | $71172.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-02-01      | 6.0000%  | 6.0000% | $1000000.00        | $12360.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-05-01      | 5.0000%  | 5.0000% | $1105000.00        | $156371.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-07-01      | 5.5000%  | 5.5000% | $32089728.00       | $256897.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-11-01      | 4.0000%  | 4.0000% | $4497912.00        | $103288.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-01      | 5.0000%  | 5.0000% | $1938000.00        | $40829.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-05-01      | 5.0000%  | 5.0000% | $432550.00         | $10556.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-04-01      | 4.5000%  | 4.5000% | $63653312.00       | $3016076.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-11-01      | 4.0000%  | 4.0000% | $1956434.00        | $80630.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-01      | 3.0000%  | 3.0000% | $8155000.00        | $605309.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-11-01      | 3.5000%  | 3.5000% | $92000.00          | $5890.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-01      | 2.5000%  | 2.5000% | $1000000.00        | $131456.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-10-01      | 2.5000%  | 2.5000% | $550000.00         | $61268.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-10-01      | 2.0000%  | 2.0000% | $58000.00          | $7162.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-01      | 4.5000%  | 4.5000% | $7000000.00        | $496973.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-04-01      | 3.0000%  | 3.0000% | $569141.00         | $130480.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-01      | 1.5000%  | 1.5000% | $46975744.00       | $24163107.48       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-01      | 1.5000%  | 1.5000% | $203588.00         | $121712.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-01      | 3.5000%  | 3.5000% | $450000.00         | $13688.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-01      | 3.0000%  | 3.0000% | $600000.00         | $40766.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-12-01      | 2.5000%  | 2.5000% | $1000000.00        | $168024.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-01      | 3.0000%  | 3.0000% | $150000.00         | $16341.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-05-01      | 3.0000%  | 3.0000% | $2852904.00        | $563657.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-06-01      | 3.0000%  | 3.0000% | $12000000.00       | $2378160.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-01      | 3.0000%  | 3.0000% | $1328000.00        | $359849.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-01      | 5.0000%  | 5.0000% | $1492240.00        | $179452.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-09-01      | 2.5000%  | 2.5000% | $36000.00          | $11084.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-11-01      | 1.5000%  | 1.5000% | $410000.00         | $99270.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-01-01      | 1.5000%  | 1.5000% | $1925000.00        | $1001667.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-05-01      | 2.5000%  | 2.5000% | $8245472.00        | $3622545.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.0000%  | 6.0000% | $88103936.00       | $53672347.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-12-01      | 2.0000%  | 2.0000% | $13000.00          | $7790.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-02-01      | 1.5000%  | 1.5000% | $4691912.00        | $2704953.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-01      | 2.0000%  | 2.0000% | $30171160.00       | $19127486.95       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-06-01      | 2.0000%  | 2.0000% | $7967456.00        | $4853022.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 2.5000%  | 2.5000% | $13000.00          | $8690.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 3.5000%  | 3.5000% | $14320000.00       | $10649978.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-01-01      | 3.5000%  | 3.5000% | $9000.00           | $5438.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 4.5000%  | 4.5000% | $960720.00         | $745903.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-01      | 5.0000%  | 5.0000% | $1513000.00        | $924118.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-03-01      | 5.0000%  | 5.0000% | $20000.00          | $13104.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 3.5000%  | 3.5000% | $5990000.00        | $4572932.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 6.0000%  | 6.0000% | $7695000.00        | $4819647.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-06-01      | 5.0000%  | 5.0000% | $520000.00         | $314004.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-06-01      | 5.0000%  | 5.0000% | $340000.00         | $130102.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-07-01      | 5.0000%  | 5.0000% | $75000.00          | $40364.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 6.5000%  | 6.5000% | $29147296.00       | $13366479.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.0000%  | 6.0000% | $16989664.00       | $9918311.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-07-01      | 6.5000%  | 6.5000% | $42068.00          | $17856.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.0000%  | 6.0000% | $48503000.00       | $31173125.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-10-01      | 4.0000%  | 4.0000% | $68858.00          | $54292.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $159000.00         | $140344.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-03-01      | 5.5000%  | 5.5000% | $319000.00         | $193895.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 6.0000%  | 6.0000% | $24724224.00       | $16692793.95       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.0000%  | 5.0000% | $22998208.00       | $21048509.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-01      | 4.5000%  | 4.5000% | $2540000.00        | $478186.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-01      | 4.0000%  | 4.0000% | $70000.00          | $6487.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-01      | 3.5000%  | 3.5000% | $17714784.00       | $3634710.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-01      | 6.0000%  | 6.0000% | $245829.00         | $23454.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-01      | 5.0000%  | 5.0000% | $26105376.00       | $3700594.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-11-01      | 3.0000%  | 3.0000% | $149330.00         | $17354.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-01      | 4.0000%  | 4.0000% | $1900000.00        | $393089.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-01      | 5.5000%  | 5.5000% | $473000.00         | $107143.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-12-01      | 2.0000%  | 2.0000% | $2658920.00        | $930431.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-05-01      | 2.5000%  | 2.5000% | $4036112.00        | $1919865.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-10-01      | 2.5000%  | 2.5000% | $798500.00         | $306850.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-01      | 3.0000%  | 3.0000% | $94623.00          | $48743.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-02-01      | 2.0000%  | 2.0000% | $2860000.00        | $1335928.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-01      | 5.0000%  | 5.0000% | $3712152.00        | $1155602.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 2.0000%  | 2.0000% | $109973.00         | $48137.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-08-01      | 2.5000%  | 2.5000% | $1270000.00        | $720263.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-01      | 3.5000%  | 3.5000% | $100000.00         | $49727.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-01      | 2.5000%  | 2.5000% | $125000.00         | $75654.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-01      | 2.0000%  | 2.0000% | $1429878.00        | $845895.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-11-01      | 2.0000%  | 2.0000% | $1100000.00        | $643940.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 2.0000%  | 2.0000% | $1963000.00        | $1177472.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 3.0000%  | 3.0000% | $1300000.00        | $684296.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-01      | 3.0000%  | 3.0000% | $75000.00          | $45509.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 4.5000%  | 4.5000% | $2400000.00        | $1473777.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-01-01      | 1.5000%  | 1.5000% | $24320608.00       | $14360180.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 2.0000%  | 2.0000% | $1600000.00        | $1004288.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-11-01      | 4.0000%  | 4.0000% | $559422.00         | $349937.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 2.5000%  | 2.5000% | $1030000.00        | $674741.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-08-01      | 3.5000%  | 3.5000% | $200000.00         | $133030.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 2.5000%  | 2.5000% | $100000.00         | $64897.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 6.0000%  | 6.0000% | $600000.00         | $416284.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-11-01      | 2.5000%  | 2.5000% | $116328.00         | $69562.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-08-01      | 1.5000%  | 1.5000% | $2179880.00        | $1412860.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.5000%  | 5.5000% | $1934000.00        | $1307783.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.0000%  | 3.0000% | $87750.00          | $60946.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 4.5000%  | 4.5000% | $188564.00         | $140275.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-01      | 2.5000%  | 2.5000% | $450000.00         | $248957.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.5000%  | 5.5000% | $600000.00         | $435201.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 4.0000%  | 4.0000% | $1500000.00        | $1059804.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-07-01      | 5.0000%  | 5.0000% | $163000.00         | $96613.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 5.0000%  | 5.0000% | $400000.00         | $277360.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-08-01      | 2.5000%  | 2.5000% | $170000.00         | $111396.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 4.0000%  | 4.0000% | $85000.00          | $62621.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 5.5000%  | 5.5000% | $200000.00         | $144955.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-05-01      | 2.0000%  | 2.0000% | $40000.00          | $21371.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 5.0000%  | 5.0000% | $7010400.00        | $5285372.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $800000.00         | $518877.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 7.0000%  | 7.0000% | $41373312.00       | $27422195.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 4.5000%  | 4.5000% | $111736.00         | $79718.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 3.5000%  | 3.5000% | $6000000.00        | $4387148.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 4.5000%  | 4.5000% | $1041000.00        | $797007.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 4.5000%  | 4.5000% | $305672.00         | $238292.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 5.0000%  | 5.0000% | $175000.00         | $143376.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 7.0000%  | 7.0000% | $23545568.00       | $16534530.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-04-01      | 2.5000%  | 2.5000% | $187000.00         | $135726.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 3.0000%  | 3.0000% | $2745456.00        | $2096461.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 6.0000%  | 6.0000% | $88121.00          | $58110.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-11-01      | 3.5000%  | 3.5000% | $3146948.00        | $2201464.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 2.5000%  | 2.5000% | $632399.00         | $470336.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-07-01      | 6.0000%  | 6.0000% | $1175000.00        | $725683.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 4.5000%  | 4.5000% | $9950000.00        | $8487492.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.5000%  | 5.5000% | $63000.00          | $56209.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-03-01      | 6.0000%  | 6.0000% | $1417896.00        | $1065349.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-05-01      | 5.5000%  | 5.5000% | $5320392.00        | $4980790.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.0000%  | 6.0000% | $62530752.00       | $49460347.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 5.0000%  | 5.0000% | $1006502.00        | $949703.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-10-01      | 6.0000%  | 6.0000% | $40100736.00       | $33728285.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-12-01      | 3.0000%  | 3.0000% | $612665.00         | $563037.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-12-01      | 5.0000%  | 5.0000% | $101123840.00      | $94056193.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-12-01      | 4.5000%  | 4.5000% | $150000000.00      | $142877839.89      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-01-01      | 4.0000%  | 4.0000% | $28882432.00       | $27288811.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-01-01      | 6.0000%  | 6.0000% | $26730624.00       | $25257538.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-12-01      | 4.0000%  | 4.0000% | $1949616.00        | $1831532.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-02-01      | 6.5000%  | 6.5000% | $165500.00         | $141990.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-08-01      | 4.5000%  | 4.5000% | $2351028.00        | $55019.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-09-01      | 3.7990%  | 3.7990% | $10496960.00       | $8633810.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2030-11-01      | 3.6490%  | 3.6490% | $227609000.00      | $221993038.80      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2032-12-01      | 4.2500%  | 4.2500% | $15350000.00       | $15133052.47       | Agency Mortgage-Backed Securities |

### Security 136: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM73JCR9, C.4 - ISIN: 49305, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $1145000000.00
- **C.18.a - Value (excl. sponsor support):** $1145000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 Treasury-U.S. Treasuries (including strips) | 2046-05-15      | 2.5000%  | 2.5000% | $264561600.00      | $183199142.60      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-05-15      | 1.1250%  | 1.1250% | $290027200.00      | $183199984.81      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8750%  | 2.8750% | $186281500.00      | $183198368.27      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 0.5000%  | 0.5000% | $190038000.00      | $183199189.63      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-15      | 0.6250%  | 0.6250% | $210788800.00      | $183192672.69      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-15      | 1.6250%  | 1.6250% | $175782400.00      | $183195433.07      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-05-31      | 4.1250%  | 4.1250% | $67620800.00       | $68715239.30       | U.S. Treasuries (including strips) |

### Security 137: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6TJQ64, C.4 - ISIN: 49305, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 0.0000%  | 0.0000% | $173600.00         | $163641.26         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 0.0000%  | 0.0000% | $3111000.00        | $2818544.22        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 0.3750%  | 0.3750% | $50384000.00       | $47997681.60       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 1.1250%  | 1.1250% | $50345600.00       | $47999082.69       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 1.3750%  | 1.3750% | $51062400.00       | $47999217.68       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-31      | 1.3750%  | 1.3750% | $51010200.00       | $47997793.20       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-28      | 4.0000%  | 4.0000% | $47641600.00       | $47997551.10       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-11-15      | 4.5000%  | 4.5000% | $46297600.00       | $47998312.66       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-15      | 3.5000%  | 3.5000% | $15151600.00       | $15028226.97       | U.S. Treasuries (including strips) |

### Security 138: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM7317P8, C.4 - ISIN: 49305, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $2200000000.00
- **C.18.a - Value (excl. sponsor support):** $2200000000.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Treasury-U.S. Treasuries (including strips) | 2055-05-15      | 4.7500%  | 4.7500% | $84523600.00       | $83211774.11       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8750%  | 2.8750% | $357923200.00      | $351999238.82      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 0.6250%  | 0.6250% | $400816000.00      | $351998223.32      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-06-30      | 3.8750%  | 3.8750% | $48409600.00       | $48808848.68       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-15      | 3.8750%  | 3.8750% | $348288000.00      | $351999928.42      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-08-15      | 4.2500%  | 4.2500% | $352038400.00      | $351998565.20      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-31      | 3.6250%  | 3.6250% | $355292800.00      | $351997044.12      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 0.0000%  | 0.0000% | $352487261.69      | $351986377.30      | U.S. Treasuries (including strips) |

### Security 139: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM73PAT3, C.4 - ISIN: 49305, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-12-01      | 4.0640%  | 4.0640% | $295388160.00      | $536335.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-09-01      | 3.8790%  | 3.8790% | $1109166.00        | $993398.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-08-01      | 3.8390%  | 3.8390% | $2686516.00        | $2585691.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-01      | 5.6920%  | 5.6920% | $4450000.00        | $429632.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-11-01      | 5.7000%  | 5.7000% | $6518240.00        | $118961.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-01      | 4.8600%  | 4.8600% | $4807840.00        | $4164312.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2027-01-01      | 3.8790%  | 3.8790% | $878400.00         | $702285.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-05-01      | 4.3390%  | 4.3390% | $5999995.00        | $6420.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-09-01      | 5.3680%  | 5.3680% | $20594687.00       | $6683.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-06-01      | 4.6790%  | 4.6790% | $4400000.00        | $23483.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-08-01      | 4.0940%  | 4.0940% | $77731712.00       | $268438.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-03-01      | 4.0000%  | 4.0000% | $2440000.00        | $223637.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-03-01      | 3.5000%  | 3.5000% | $9541140.00        | $900830.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-04-01      | 3.5000%  | 3.5000% | $8000000.00        | $933584.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-11-01      | 6.0670%  | 6.0670% | $13689744.00       | $325748.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-04-01      | 5.7930%  | 5.7930% | $975000.00         | $46022.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-10-01      | 6.0620%  | 6.0620% | $2860000.00        | $179361.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-07-01      | 6.3650%  | 6.3650% | $2300000.00        | $78059.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-11-01      | 6.1440%  | 6.1440% | $882000.00         | $28848.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-11-01      | 3.2990%  | 3.2990% | $100000.00         | $69454.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-01-01      | 2.3790%  | 2.3790% | $1000000.00        | $150909.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-06-01      | 2.6490%  | 2.6490% | $1000000.00        | $184995.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-01-01      | 3.8790%  | 3.8790% | $10947000.00       | $8186907.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-11-01      | 2.9700%  | 2.9700% | $775000.00         | $593706.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-01      | 3.1290%  | 3.1290% | $2105260.00        | $1445657.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-07-01      | 3.2100%  | 3.2100% | $21647808.00       | $18794536.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-01      | 2.9100%  | 2.9100% | $3726000.00        | $3299604.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-01      | 3.2900%  | 3.2900% | $700000.00         | $691282.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-06-01      | 3.6000%  | 3.6000% | $25877440.00       | $24928067.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-07-01      | 3.7500%  | 3.7500% | $10000000.00       | $9541228.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-06-01      | 6.3360%  | 6.3360% | $3100980.00        | $10587.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-06-01      | 6.2800%  | 6.2800% | $49858880.00       | $713489.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-05-01      | 6.5460%  | 6.5460% | $3145000.00        | $10872.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-07-01      | 6.0560%  | 6.0560% | $2720000.00        | $21638.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-09-01      | 5.3060%  | 5.3060% | $12279200.00       | $141824.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-12-01      | 5.8390%  | 5.8390% | $12000000.00       | $97060.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-10-01      | 6.2050%  | 6.2050% | $10000000.00       | $29879.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-08-01      | 6.2270%  | 6.2270% | $3071868.00        | $27172.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-08-01      | 4.9580%  | 4.9580% | $4182776.00        | $97887.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-05-01      | 4.0330%  | 4.0330% | $65500000.00       | $1503134.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-09-01      | 4.8570%  | 4.8570% | $83601536.00       | $1098469.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-03-01      | 6.3620%  | 6.3620% | $29492864.00       | $229615.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-04-01      | 5.6790%  | 5.6790% | $2700000.00        | $17252.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-01      | 6.0330%  | 6.0330% | $5750000.00        | $76218.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-03-01      | 5.9870%  | 5.9870% | $7000000.00        | $63952.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-01      | 5.9500%  | 5.9500% | $1700000.00        | $21946.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-01-01      | 5.7560%  | 5.7560% | $2745000.00        | $23079.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 6.5000%  | 6.5000% | $72971.00          | $25946.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 6.2670%  | 6.2670% | $8009296.00        | $4317720.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 7.0000%  | 7.0000% | $1076134.00        | $1155581.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.0000%  | 5.0000% | $13629856.00       | $12530301.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 5.9420%  | 5.9420% | $16927616.00       | $10842699.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 7.0000%  | 7.0000% | $12301808.00       | $11384824.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 5.5000%  | 5.5000% | $6880000.00        | $5598937.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 7.0000%  | 7.0000% | $2647572.00        | $2564177.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 6.0000%  | 6.0000% | $9074544.00        | $8916436.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 4.5000%  | 4.5000% | $3084104.00        | $2979397.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-12-01      | 6.0000%  | 6.0000% | $1026185.00        | $1046181.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 4.0000%  | 4.0000% | $199954.00         | $56517.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-12-01      | 4.0000%  | 4.0000% | $6825000.00        | $6484216.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-01      | 4.0850%  | 4.0850% | $10125000.00       | $9405089.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-12-01      | 4.0190%  | 4.0190% | $12554500.00       | $12151856.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-02-01      | 3.8990%  | 3.8990% | $1911400.00        | $1837160.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2029-02-01      | 3.6800%  | 3.6800% | $992816.00         | $981655.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2032-11-01      | 6.5000%  | 6.5000% | $3000000.00        | $6292.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2035-05-01      | 5.0000%  | 5.0000% | $2600000.00        | $28255.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2050-12-01      | 2.7420%  | 2.7420% | $500000.00         | $370557.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2046-11-01      | 6.1760%  | 6.1760% | $1370000.00        | $256042.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2048-11-01      | 3.0080%  | 3.0080% | $200000.00         | $35866.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2047-11-01      | 6.1500%  | 6.1500% | $89000.00          | $15064.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2041-07-01      | 6.4310%  | 6.4310% | $1191100.00        | $462273.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-05-01      | 5.8570%  | 5.8570% | $227394.00         | $144758.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-08-01      | 5.9880%  | 5.9880% | $95657.00          | $75790.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-08-01      | 5.6290%  | 5.6290% | $135912.00         | $120063.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-09-01      | 6.3750%  | 6.3750% | $44863232.00       | $42049511.39       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2056-01-01      | 5.0190%  | 5.0190% | $8172096.00        | $7878363.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2035-12-01      | 5.9640%  | 5.9640% | $18000000.00       | $163541.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2042-08-01      | 6.4820%  | 6.4820% | $10186432.00       | $266324.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-01-01      | 6.0990%  | 6.0990% | $10000000.00       | $160741.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2035-07-01      | 5.0000%  | 5.0000% | $39950000.00       | $301137.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2036-03-01      | 6.0000%  | 6.0000% | $3500000.00        | $33908.75          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2030-10-01      | 3.0000%  | 3.0000% | $19290000.00       | $1826958.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2029-01-01      | 3.0000%  | 3.0000% | $22250000.00       | $861816.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2031-12-01      | 2.5000%  | 2.5000% | $1855000.00        | $328600.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-11-01      | 7.0000%  | 7.0000% | $84138880.00       | $232634.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2046-09-01      | 3.0000%  | 3.0000% | $442574000.00      | $65447448.96       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2032-01-01      | 2.0000%  | 2.0000% | $111178.00         | $16831.22          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2034-06-01      | 3.5000%  | 3.5000% | $477000.00         | $38498.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2035-10-01      | 6.2300%  | 6.2300% | $1675000.00        | $17947.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2038-03-01      | 6.1930%  | 6.1930% | $75009792.00       | $109639.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2038-04-01      | 4.6050%  | 4.6050% | $13613808.00       | $142450.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2035-11-01      | 6.2720%  | 6.2720% | $10680000.00       | $144825.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2033-04-01      | 3.0000%  | 3.0000% | $10000000.00       | $989139.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2035-06-01      | 6.2500%  | 6.2500% | $68307520.00       | $92682.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2035-12-01      | 5.8750%  | 5.8750% | $44883520.00       | $257443.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2036-05-01      | 6.4080%  | 6.4080% | $585000.00         | $6528.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-12-01      | 6.2130%  | 6.2130% | $24366368.00       | $471244.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-05-01      | 6.4430%  | 6.4430% | $1900000.00        | $7971.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2038-02-01      | 5.8970%  | 5.8970% | $898000.00         | $6034.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2032-07-01      | 6.2500%  | 6.2500% | $2190000.00        | $6629.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2033-10-01      | 5.5000%  | 5.5000% | $4999500.00        | $52552.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2043-06-01      | 6.3700%  | 6.3700% | $33752000.00       | $342073.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2045-08-01      | 3.0000%  | 3.0000% | $9971568.00        | $1328348.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2048-10-01      | 3.5000%  | 3.5000% | $103308544.00      | $8275672.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2032-09-01      | 4.0000%  | 4.0000% | $499000.00         | $20624.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2034-02-01      | 4.0000%  | 4.0000% | $2500000.00        | $396032.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2030-06-01      | 3.0000%  | 3.0000% | $613048.00         | $37627.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2034-05-01      | 3.5000%  | 3.5000% | $3500000.00        | $273571.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2035-09-01      | 4.1920%  | 4.1920% | $40002000.00       | $39997412.01       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2046-07-01      | 3.5000%  | 3.5000% | $10336400.00       | $2209744.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2047-05-01      | 4.0000%  | 4.0000% | $32608000.00       | $7973042.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2047-06-01      | 3.5000%  | 3.5000% | $3597336.00        | $713993.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2044-03-01      | 3.8300%  | 3.8300% | $5897688.00        | $4378891.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2040-03-01      | 2.7700%  | 2.7700% | $9175000.00        | $7209911.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2048-11-01      | 4.5000%  | 4.5000% | $230000.00         | $39446.75          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2049-02-01      | 4.0000%  | 4.0000% | $31770000.00       | $8477359.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2035-01-01      | 6.2220%  | 6.2220% | $780000.00         | $5307.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2030-11-01      | 5.3470%  | 5.3470% | $45678592.00       | $33660.84          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-02-01      | 4.0570%  | 4.0570% | $117277696.00      | $173508.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2046-05-01      | 6.2030%  | 6.2030% | $184000.00         | $5362.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2046-07-01      | 6.0110%  | 6.0110% | $181000.00         | $5472.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2027-08-01      | 5.4590%  | 5.4590% | $11202560.00       | $10381.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2028-08-01      | 4.5590%  | 4.5590% | $23322624.00       | $7409.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2034-07-01      | 6.2500%  | 6.2500% | $26100000.00       | $96682.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2035-01-01      | 5.8750%  | 5.8750% | $7950000.00        | $72360.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-08-01      | 3.7900%  | 3.7900% | $9537700.00        | $8775787.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-09-01      | 3.7790%  | 3.7790% | $6152000.00        | $5875252.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-08-01      | 6.4770%  | 6.4770% | $7000000.00        | $93196.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2056-04-01      | 4.3070%  | 4.3070% | $5060832.00        | $4975291.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2056-04-01      | 5.1790%  | 5.1790% | $6956472.00        | $6985212.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2056-04-01      | 4.4960%  | 4.4960% | $11775552.00       | $11733534.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-01      | 6.1970%  | 6.1970% | $8500000.00        | $175668.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-08-01      | 4.2080%  | 4.2080% | $16700000.00       | $313679.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-01      | 5.0000%  | 5.0000% | $6803656.00        | $6729072.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-03-01      | 5.5000%  | 5.5000% | $20746592.00       | $20876362.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-04-01      | 5.0000%  | 5.0000% | $55785536.00       | $55847544.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-11-01      | 5.5000%  | 5.5000% | $27000.00          | $13742.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-01      | 2.5000%  | 2.5000% | $75000.00          | $15278.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-01      | 5.5000%  | 5.5000% | $384983552.00      | $2353659.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-04-01      | 5.3230%  | 5.3230% | $28400000.00       | $65998.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-01-01      | 5.3250%  | 5.3250% | $12800000.00       | $21122.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-04-01      | 6.3410%  | 6.3410% | $15000000.00       | $175422.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-04-01      | 6.2510%  | 6.2510% | $3128000.00        | $52411.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-09-01      | 7.1840%  | 7.1840% | $3395990.00        | $29556.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-08-01      | 5.8810%  | 5.8810% | $4746000.00        | $28112.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-05-01      | 5.7210%  | 5.7210% | $6047000.00        | $67922.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 4.5000%  | 4.5000% | $27019200.00       | $25901249.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 5.5000%  | 5.5000% | $1348000.00        | $1310800.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.5000%  | 5.5000% | $1226674.00        | $963489.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 5.5000%  | 5.5000% | $89144832.00       | $67917651.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-01      | 4.5000%  | 4.5000% | $1284188.00        | $768230.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-01      | 2.5000%  | 2.5000% | $29642528.00       | $18942600.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 6.0000%  | 6.0000% | $9429440.00        | $9086857.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-07-01      | 5.5000%  | 5.5000% | $199553.00         | $178014.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-05-01      | 4.6690%  | 4.6690% | $19983392.00       | $19899880.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-01      | 6.5000%  | 6.5000% | $2161412.00        | $2264345.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-05-01      | 4.5000%  | 4.5000% | $7505528.00        | $7266064.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-05-01      | 5.5000%  | 5.5000% | $7078672.00        | $7180488.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-01      | 4.5000%  | 4.5000% | $1292114.00        | $1255044.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-01      | 4.9960%  | 4.9960% | $11834912.00       | $11948557.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-05-01      | 5.0000%  | 5.0000% | $2898176.00        | $2872112.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-01      | 5.0000%  | 5.0000% | $5412392.00        | $5364437.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-01      | 4.5000%  | 4.5000% | $1149230.00        | $1116844.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 5.5000%  | 5.5000% | $5709864.00        | $5800640.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-01      | 4.9850%  | 4.9850% | $4050136.00        | $4097813.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 4.5000%  | 4.5000% | $1080696.00        | $1045578.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-01      | 6.0000%  | 6.0000% | $3263952.00        | $3342982.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.5000%  | 4.5000% | $1408440.00        | $1172382.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-01      | 2.0000%  | 2.0000% | $32913000.00       | $13956383.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-04-01      | 4.2340%  | 4.2340% | $18684192.00       | $18731177.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-04-01      | 4.2340%  | 4.2340% | $26076720.00       | $26142295.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-04-01      | 4.1900%  | 4.1900% | $25131300.00       | $25007510.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-04-01      | 3.9800%  | 3.9800% | $4130900.00        | $4002400.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-01-01      | 3.6940%  | 3.6940% | $6226000.00        | $6069624.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-01-01      | 4.8600%  | 4.8600% | $4967720.00        | $5040238.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-01-01      | 4.3600%  | 4.3600% | $4709200.00        | $4609366.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-10-01      | 4.6790%  | 4.6790% | $12758000.00       | $12804375.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-09-01      | 4.8200%  | 4.8200% | $8240000.00        | $8349689.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-08-01      | 4.6900%  | 4.6900% | $7600000.00        | $7680697.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-08-01      | 4.1290%  | 4.1290% | $9906000.00        | $9869812.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-04-01      | 4.3390%  | 4.3390% | $18130000.00       | $18088049.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-06-01      | 4.8300%  | 4.8300% | $14835400.00       | $14786939.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-04-01      | 4.9290%  | 4.9290% | $6400000.00        | $6549628.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.0000%  | 5.0000% | $2776464.00        | $1452989.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-01      | 4.5000%  | 4.5000% | $5012880.00        | $4840542.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-05-01      | 5.0000%  | 5.0000% | $19294496.00       | $19261440.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5270%  | 4.5270% | $60000.00          | $40298.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 3.0000%  | 3.0000% | $288564.00         | $111901.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 3.5930%  | 3.5930% | $55000.00          | $36132.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-01      | 2.0000%  | 2.0000% | $155000.00         | $81886.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-01      | 5.4590%  | 5.4590% | $870900.00         | $875080.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-01-01      | 5.0650%  | 5.0650% | $617000.00         | $637712.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2029-12-01      | 4.9690%  | 4.9690% | $4364376.00        | $4398687.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-01      | 3.7990%  | 3.7990% | $624583.00         | $603051.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-01      | 3.8790%  | 3.8790% | $115000.00         | $111598.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-01      | 4.3390%  | 4.3390% | $100000.00         | $98705.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-01      | 2.4350%  | 2.4350% | $11147680.00       | $6093702.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-10-01      | 2.2590%  | 2.2590% | $4710000.00        | $3416914.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-01      | 2.2940%  | 2.2940% | $1340666.00        | $418055.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 5.5000%  | 5.5000% | $79933312.00       | $69758514.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.9270%  | 5.9270% | $20156096.00       | $13394143.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-07-01      | 6.2960%  | 6.2960% | $1680000.00        | $450395.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-01      | 6.3430%  | 6.3430% | $1000000.00        | $96395.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-01-01      | 2.7880%  | 2.7880% | $1232960.00        | $1023892.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-03-01      | 2.5090%  | 2.5090% | $3000000.00        | $2576033.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-05-01      | 3.5890%  | 3.5890% | $22240.00          | $20869.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-05-01      | 3.5890%  | 3.5890% | $1020000.00        | $949606.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-01      | 4.0800%  | 4.0800% | $289852.00         | $252218.96         | Agency Mortgage-Backed Securities |

### Security 140: MIZUHO SECURITIES USA LL

- **C.1 - Title:** MIZUHO SECURITIES USA LL
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM73JD56, C.4 - ISIN: 921253, C.3 - LEI: 7TK5RJIZDFROZCA6XF66
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 Treasury-U.S. Treasuries (including strips) | 2045-11-15      | 4.6250%  | 4.6250% | $12444800.00       | $12150711.49       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-11-15      | 4.6250%  | 4.6250% | $14060000.00       | $13569567.00       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-08-15      | 4.8750%  | 4.8750% | $40164300.00       | $40050051.42       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-05-15      | 5.0000%  | 5.0000% | $50324900.00       | $51661437.59       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-05-15      | 4.7500%  | 4.7500% | $100.00            | $98.39             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 4.7500%  | 4.7500% | $37430500.00       | $36789313.46       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 4.6250%  | 4.6250% | $23999900.00       | $22848730.87       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-11-15      | 4.6250%  | 4.6250% | $50000000.00       | $48986428.17       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-11-15      | 4.5000%  | 4.5000% | $300.00            | $283.18            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 4.1250%  | 4.1250% | $27799700.00       | $25217172.37       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-08-15      | 4.2500%  | 4.2500% | $38681000.00       | $34582277.89       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-05-15      | 4.6250%  | 4.6250% | $172581400.00      | $169493670.84      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-05-15      | 4.6250%  | 4.6250% | $20000000.00       | $19269571.27       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 4.5000%  | 4.5000% | $28451200.00       | $27206997.58       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-11-15      | 4.7500%  | 4.7500% | $874000.00         | $874394.84         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-11-15      | 4.7500%  | 4.7500% | $100.00            | $98.26             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-08-15      | 4.3750%  | 4.3750% | $500.00            | $472.07            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-08-15      | 4.1250%  | 4.1250% | $134534700.00      | $117759880.43      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-05-15      | 3.6250%  | 3.6250% | $50828800.00       | $41117090.01       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 3.8750%  | 3.8750% | $150000700.00      | $133317812.75      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 3.6250%  | 3.6250% | $111750100.00      | $89463802.25       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-11-15      | 4.0000%  | 4.0000% | $900.00            | $781.04            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-08-15      | 3.0000%  | 3.0000% | $18398800.00       | $13035045.61       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.2500%  | 3.2500% | $12199600.00       | $10160721.29       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-05-15      | 2.8750%  | 2.8750% | $47333000.00       | $33052809.11       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 2.2500%  | 2.2500% | $45064100.00       | $27036181.89       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-11-15      | 1.8750%  | 1.8750% | $63861500.00       | $35208637.30       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-08-15      | 1.7500%  | 1.7500% | $8069000.00        | $5380871.94        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-08-15      | 2.0000%  | 2.0000% | $1985500.00        | $1125199.52        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-05-15      | 2.3750%  | 2.3750% | $74186800.00       | $46696946.83       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-02-15      | 1.8750%  | 1.8750% | $141441100.00      | $78186217.60       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-11-15      | 1.3750%  | 1.3750% | $16245600.00       | $10482867.33       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-11-15      | 1.6250%  | 1.6250% | $100.00            | $52.32             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-08-15      | 1.3750%  | 1.3750% | $41080000.00       | $19970252.17       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-05-15      | 1.2500%  | 1.2500% | $115551600.00      | $54872224.50       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-11-15      | 2.3750%  | 2.3750% | $397100.00         | $254561.30         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 3.0000%  | 3.0000% | $26197800.00       | $19079401.81       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-11-15      | 3.3750%  | 3.3750% | $28253000.00       | $22338983.70       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-05-15      | 3.1250%  | 3.1250% | $34932000.00       | $26507104.09       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-11-15      | 2.7500%  | 2.7500% | $1521800.00        | $1081604.88        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-08-15      | 2.7500%  | 2.7500% | $40059900.00       | $28285956.76       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-02-15      | 3.0000%  | 3.0000% | $13067600.00       | $9721544.27        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-11-15      | 2.8750%  | 2.8750% | $1437600.00        | $1059185.87        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-08-15      | 2.2500%  | 2.2500% | $12001100.00       | $7799148.22        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-05-15      | 2.5000%  | 2.5000% | $996500.00         | $689043.96         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-11-15      | 3.0000%  | 3.0000% | $4999700.00        | $3812305.77        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-08-15      | 2.8750%  | 2.8750% | $100.00            | $74.10             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-05-15      | 3.0000%  | 3.0000% | $5000100.00        | $3835261.23        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 3.1250%  | 3.1250% | $16200.00          | $12681.97          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 3.6250%  | 3.6250% | $38215400.00       | $32427303.96       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 3.1250%  | 3.1250% | $37270500.00       | $29818566.21       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-11-15      | 2.7500%  | 2.7500% | $81128600.00       | $62197443.78       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-05-15      | 4.3750%  | 4.3750% | $7028900.00        | $6850310.79        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-02-15      | 3.5000%  | 3.5000% | $42031900.00       | $37930624.58       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-05-15      | 4.5000%  | 4.5000% | $100.00            | $101.96            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-02-15      | 4.7500%  | 4.7500% | $200.00            | $207.48            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2036-02-15      | 4.5000%  | 4.5000% | $413200.00         | $422042.43         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-15      | 6.1250%  | 6.1250% | $1300000.00        | $1401070.73        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 6.1250%  | 6.1250% | $3800000.00        | $4031594.86        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 6.6250%  | 6.6250% | $5561000.00        | $5764047.77        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 6.7500%  | 6.7500% | $5000000.00        | $5111191.71        | U.S. Treasuries (including strips) |

### Security 141: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM73JD49, C.4 - ISIN: 758413, C.3 - LEI: OXTKY6Q8X53C9ILVV871
- **C.18 - Value (incl. sponsor support):** $1205000000.00
- **C.18.a - Value (excl. sponsor support):** $1205000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-25      | 0.0000%  | 0.0000% | $39000000.00       | $38781209.99       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-13      | 0.0000%  | 0.0000% | $11386000.00       | $11266219.27       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-02-15      | 3.5000%  | 3.5000% | $19663500.00       | $17744828.01       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-08-15      | 4.5000%  | 4.5000% | $8374400.00        | $8306558.10        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-11-15      | 4.3750%  | 4.3750% | $15725400.00       | $15527325.29       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.0000%  | 3.0000% | $31900.00          | $25647.18          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-11-15      | 2.7500%  | 2.7500% | $27534900.00       | $21109699.84       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 3.1250%  | 3.1250% | $9167200.00        | $7176433.62        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-11-15      | 3.0000%  | 3.0000% | $11619400.00       | $8970605.62        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-05-15      | 3.0000%  | 3.0000% | $10638800.00       | $8160352.23        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-08-15      | 2.8750%  | 2.8750% | $2547400.00        | $1887717.83        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-11-15      | 2.8750%  | 2.8750% | $54395700.00       | $40077321.24       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-02-15      | 3.0000%  | 3.0000% | $300100.00         | $223257.17         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 3.0000%  | 3.0000% | $14900.00          | $10960.77          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 3.0000%  | 3.0000% | $7800000.00        | $5680604.25        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-05-15      | 2.8750%  | 2.8750% | $105558600.00      | $75633127.64       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-08-15      | 2.2500%  | 2.2500% | $181600.00         | $112541.05         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-05-15      | 1.1250%  | 1.1250% | $121464000.00      | $76556188.99       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-02-15      | 0.1250%  | 0.1250% | $36405900.00       | $24248393.77       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-02-15      | 1.8750%  | 1.8750% | $222850100.00      | $154021258.34      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-05-15      | 2.2500%  | 2.2500% | $214244000.00      | $157085346.09      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-08-15      | 2.0000%  | 2.0000% | $206558500.00      | $117058436.58      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.2500%  | 3.2500% | $36568800.00       | $30457177.67       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-08-15      | 3.3750%  | 3.3750% | $73816500.00       | $61681744.39       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 3.8750%  | 3.8750% | $257700.00         | $229038.93         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 3.8750%  | 3.8750% | $23311900.00       | $20892342.44       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-05-15      | 4.7500%  | 4.7500% | $58958300.00       | $58013302.68       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-15      | 2.6250%  | 2.6250% | $16000.00          | $15526.49          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 1.3750%  | 1.3750% | $102294900.00      | $96069232.38       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-15      | 1.3750%  | 1.3750% | $33139100.00       | $28845772.13       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 1.5000%  | 1.5000% | $6643900.00        | $6288135.94        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-31      | 4.0000%  | 4.0000% | $15736700.00       | $15900743.36       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 4.2500%  | 4.2500% | $4185700.00        | $4263758.67        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-15      | 3.5000%  | 3.5000% | $117699100.00      | $116779281.53      | U.S. Treasuries (including strips) |

### Security 142: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM73JBT6, C.4 - ISIN: 758413, C.3 - LEI: OXTKY6Q8X53C9ILVV871
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 2.4400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 5.0000%  | 5.0000% | $16019719.00       | $14840853.98       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 5.5000%  | 5.5000% | $6200000.00        | $5807751.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 3.0000%  | 3.0000% | $4000.00           | $3292.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 5.5000%  | 5.5000% | $17676163.00       | $16489626.87       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.5000%  | 6.5000% | $7300.00           | $5711.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 5.0000%  | 5.0000% | $5000000.00        | $4811048.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.0000%  | 6.0000% | $11000252.00       | $10488885.58       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 5.0000%  | 5.0000% | $5999000.00        | $5725200.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-06-01      | 3.5000%  | 3.5000% | $4999567.00        | $4568677.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.0000%  | 6.0000% | $27826535.00       | $24811522.73       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-12-01      | 3.5000%  | 3.5000% | $6320018.00        | $5510482.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 4.5000%  | 4.5000% | $22445204.00       | $21343903.82       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.0000%  | 6.0000% | $34981181.00       | $32634161.64       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 5.5000%  | 5.5000% | $75094400.00       | $74188129.24       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 5.0000%  | 5.0000% | $37558464.00       | $37314946.35       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 5.0000%  | 5.0000% | $40681968.00       | $39888117.11       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 3.0000%  | 3.0000% | $13857717.00       | $12098307.07       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 5.0000%  | 5.0000% | $1541.00           | $1538.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips        | 2053-08-25      | 5.5000%  | 5.5000% | $1875125.00        | $249998.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 3.5000%  | 3.5000% | $30508.00          | $23154.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 6.5000%  | 6.5000% | $9000.00           | $4803.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.0000%  | 6.0000% | $2000.00           | $1525.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 5.5000%  | 5.5000% | $9000.00           | $6794.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 6.0000%  | 6.0000% | $52887300.00       | $48839822.57       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 4.5000%  | 4.5000% | $10463.00          | $9080.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 6.0000%  | 6.0000% | $34048640.00       | $29730878.11       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 5.5000%  | 5.5000% | $411800.00         | $386639.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.5000%  | 6.5000% | $44629156.00       | $40947342.85       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.5000%  | 6.5000% | $31243081.00       | $27134156.16       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 7.0000%  | 7.0000% | $7516586.00        | $7154708.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.5000%  | 6.5000% | $7770204.00        | $7212164.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 5.5000%  | 5.5000% | $20362000.00       | $19536415.57       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $108115072.00      | $104716826.42      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 6.5000%  | 6.5000% | $27457422.00       | $26923169.79       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 4.5000%  | 4.5000% | $105588.00         | $100285.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.0000%  | 5.0000% | $920293.00         | $885482.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 4.0000%  | 4.0000% | $1000.00           | $914.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 5.5000%  | 5.5000% | $10000.00          | $8723.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 4.5000%  | 4.5000% | $2000.00           | $1860.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 5.5000%  | 5.5000% | $237000.00         | $211770.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.5000%  | 6.5000% | $4962.00           | $4542.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 4.0000%  | 4.0000% | $13243.00          | $12263.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 6.0000%  | 6.0000% | $36625843.00       | $34998422.90       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 6.5000%  | 6.5000% | $27892100.00       | $27043969.37       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 6.5000%  | 6.5000% | $50719115.00       | $48180911.11       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 6.0000%  | 6.0000% | $2919.00           | $2895.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-04-01      | 5.0000%  | 5.0000% | $42228531.00       | $41630142.36       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-04-01      | 4.0000%  | 4.0000% | $13027346.00       | $12252638.68       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-04-01      | 5.0000%  | 5.0000% | $10268600.00       | $10156033.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-09-01      | 6.0000%  | 6.0000% | $179252.00         | $143791.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-10-01      | 4.0000%  | 4.0000% | $1978680.00        | $1830558.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-07-01      | 4.0000%  | 4.0000% | $432384.00         | $388326.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-08-01      | 4.0000%  | 4.0000% | $372324.00         | $332943.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-08-01      | 6.0000%  | 6.0000% | $119035.00         | $90619.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-09-01      | 3.5000%  | 3.5000% | $666100.00         | $608052.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-02-01      | 3.5000%  | 3.5000% | $381480.00         | $355268.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-02-01      | 4.0000%  | 4.0000% | $2996404.00        | $2865329.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-02-01      | 4.5000%  | 4.5000% | $500000.00         | $480693.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-11-01      | 4.0000%  | 4.0000% | $204700.00         | $191584.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-12-01      | 4.0000%  | 4.0000% | $1078856.00        | $1015069.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-01-01      | 3.5000%  | 3.5000% | $2492840.00        | $2329672.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-03-01      | 3.5000%  | 3.5000% | $1682500.00        | $1600897.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-03-01      | 4.0000%  | 4.0000% | $1490.00           | $1433.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-04-01      | 3.5000%  | 3.5000% | $6474209.00        | $6185837.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.5000%  | 6.5000% | $2358080.00        | $2049413.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 6.0000%  | 6.0000% | $68089.00          | $59041.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.0000%  | 6.0000% | $5554233.00        | $5416691.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.0000%  | 6.0000% | $17976377.00       | $16812019.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.0000%  | 6.0000% | $30992.00          | $23969.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.0000%  | 6.0000% | $2155738.00        | $1938828.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.0000%  | 6.0000% | $2900.00           | $2521.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.0000%  | 6.0000% | $36700.00          | $37904.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.5000%  | 5.5000% | $63255.00          | $53658.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.0000%  | 5.0000% | $17302.00          | $17061.98          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.0000%  | 5.0000% | $1424638.00        | $1384698.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 5.0000%  | 5.0000% | $1053955.00        | $1041326.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $8662745.00        | $8081277.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.0000%  | 6.0000% | $7012452.00        | $6752834.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 5.5000%  | 5.5000% | $1060.00           | $1066.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $6578683.00        | $6180311.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $18290078.00       | $15895367.39       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 5.5000%  | 5.5000% | $4414603.00        | $4341833.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $31097608.00       | $27752571.17       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $286238.00         | $270020.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 5.0000%  | 5.0000% | $1160143.00        | $1064686.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $13834700.00       | $13364317.93       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.5000%  | 6.5000% | $2602408.00        | $2514953.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $31722.00          | $27235.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $8266700.00        | $7977199.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $9630000.00        | $9329750.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $2618397.00        | $2467447.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.5000%  | 6.5000% | $1171388.00        | $1079733.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $14117500.00       | $13377850.16       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $15212861.00       | $14928012.90       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $1875947.00        | $1734860.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.0000%  | 5.0000% | $5227233.00        | $5151809.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.5000%  | 6.5000% | $19400.00          | $19112.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $72520.00          | $74761.25          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $11434565.00       | $10908701.64       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $97689.00          | $100975.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $6089715.00        | $5741794.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $22492014.00       | $20930216.37       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $20809.00          | $21549.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $2161500.00        | $1924180.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $3960.00           | $4108.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.0000%  | 6.0000% | $8410.00           | $8718.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $3789569.00        | $3827614.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $6896284.00        | $6762670.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $30233264.00       | $29027263.61       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $2218288.00        | $2110423.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $7148923.00        | $6785813.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.0000%  | 6.0000% | $1829645.00        | $1724639.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.5000%  | 6.5000% | $9532557.00        | $9264055.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.0000%  | 5.0000% | $4965000.00        | $4607339.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 5.0000%  | 5.0000% | $570000.00         | $525093.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 5.5000%  | 5.5000% | $14151400.00       | $13228350.06       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 6.0000%  | 6.0000% | $56944151.00       | $54475911.55       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 6.0000%  | 6.0000% | $15890289.00       | $14669829.80       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.5000%  | 5.5000% | $16673.00          | $16348.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 4.5000%  | 4.5000% | $7000.00           | $6358.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-01-01      | 4.0000%  | 4.0000% | $2050000.00        | $1780655.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 5.0000%  | 5.0000% | $22068190.00       | $19735852.61       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 2.0000%  | 2.0000% | $6715.00           | $5051.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 4.0000%  | 4.0000% | $121200.00         | $106851.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 5.5000%  | 5.5000% | $23554748.00       | $20690066.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 5.5000%  | 5.5000% | $24154467.00       | $22294740.21       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 5.5000%  | 5.5000% | $79567.00          | $72298.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.0000%  | 6.0000% | $9917.00           | $8999.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-04-01      | 5.5000%  | 5.5000% | $8465662.00        | $8611055.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-03-15      | 3.4900%  | 3.4900% | $327588.00         | $134283.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-05-15      | 3.7500%  | 3.7500% | $336686.00         | $44523.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-03-15      | 3.4900%  | 3.4900% | $65650.00          | $15357.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-04-15      | 3.7500%  | 3.7500% | $596503.00         | $49142.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-03-20      | 4.5000%  | 4.5000% | $1268652.00        | $198115.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-06-15      | 3.7500%  | 3.7500% | $386908.00         | $37378.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-06-15      | 3.7500%  | 3.7500% | $271340.00         | $82871.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-07-15      | 3.7500%  | 3.7500% | $740446.00         | $83045.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-07-15      | 3.7500%  | 3.7500% | $674164.00         | $49104.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-07-20      | 3.5000%  | 3.5000% | $199729.00         | $34273.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-09-15      | 3.7500%  | 3.7500% | $690593.00         | $125264.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-09-15      | 3.0000%  | 3.0000% | $158520.00         | $93136.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-01-15      | 3.5000%  | 3.5000% | $500000.00         | $1622.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-03-15      | 3.0000%  | 3.0000% | $2505000.00        | $14272.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-11-15      | 2.4500%  | 2.4500% | $1600.00           | $845.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-01-15      | 2.4500%  | 2.4500% | $5578.00           | $1935.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-02-15      | 3.1000%  | 3.1000% | $353980.00         | $185997.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-20      | 6.5000%  | 6.5000% | $500000.00         | $17017.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-02-15      | 2.6490%  | 2.6490% | $351162.00         | $56196.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-03-15      | 3.1000%  | 3.1000% | $582188.00         | $105899.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-05-15      | 2.6490%  | 2.6490% | $222793.00         | $72173.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-03-20      | 3.0000%  | 3.0000% | $997993.00         | $194647.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-11-15      | 3.0000%  | 3.0000% | $2500000.00        | $273765.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-12-20      | 3.0000%  | 3.0000% | $26000.00          | $3606.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-01-20      | 3.0000%  | 3.0000% | $500000.00         | $70059.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-20      | 3.0000%  | 3.0000% | $1000000.00        | $151235.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 2.5000%  | 2.5000% | $500000.00         | $8392.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-03-20      | 3.5000%  | 3.5000% | $500000.00         | $71467.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-04-20      | 5.5000%  | 5.5000% | $1625063.00        | $195222.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-20      | 3.0000%  | 3.0000% | $544522.00         | $35733.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-20      | 3.0000%  | 3.0000% | $336999.00         | $34914.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-20      | 3.5000%  | 3.5000% | $70000.00          | $6173.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-20      | 6.5000%  | 6.5000% | $1126060.00        | $46846.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-03-20      | 2.5000%  | 2.5000% | $172250.00         | $22545.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-04-20      | 3.5000%  | 3.5000% | $1483640.00        | $94070.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-04-20      | 4.0000%  | 4.0000% | $130000.00         | $6543.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-05-20      | 4.0000%  | 4.0000% | $465672.00         | $24213.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-05-20      | 3.0000%  | 3.0000% | $500000.00         | $3352.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-05-20      | 3.5000%  | 3.5000% | $189500.00         | $1102.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-05-20      | 3.5000%  | 3.5000% | $279115.00         | $18905.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-06-20      | 3.0000%  | 3.0000% | $172063.00         | $16408.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-06-20      | 4.0000%  | 4.0000% | $1515000.00        | $81239.11          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-06-20      | 5.0000%  | 5.0000% | $1060000.00        | $42060.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-06-20      | 2.5000%  | 2.5000% | $250000.00         | $2496.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-07-20      | 3.5000%  | 3.5000% | $130000.00         | $9328.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-08-20      | 3.5000%  | 3.5000% | $25000.00          | $1896.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-08-20      | 4.0000%  | 4.0000% | $850000.00         | $51167.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-08-20      | 2.5000%  | 2.5000% | $600000.00         | $6137.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-20      | 2.5000%  | 2.5000% | $52750.00          | $685.84            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-09-20      | 3.0000%  | 3.0000% | $45000.00          | $2407.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-09-20      | 3.0000%  | 3.0000% | $103194.00         | $10163.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-09-20      | 4.0000%  | 4.0000% | $1000000.00        | $64806.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-20      | 3.5000%  | 3.5000% | $89514.00          | $778.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-10-20      | 3.0000%  | 3.0000% | $78013.00          | $7827.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-10-20      | 3.5000%  | 3.5000% | $2197000.00        | $177386.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-11-20      | 8.0000%  | 8.0000% | $124572.00         | $15233.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-20      | 3.0000%  | 3.0000% | $475000.00         | $6331.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-11-20      | 3.0000%  | 3.0000% | $300000.00         | $18908.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-11-20      | 2.5000%  | 2.5000% | $378987.00         | $47141.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-12-20      | 3.0000%  | 3.0000% | $63000.00          | $6417.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-12-20      | 3.5000%  | 3.5000% | $2475000.00        | $219105.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-07-15      | 5.0000%  | 5.0000% | $30000.00          | $197.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-06-15      | 5.5000%  | 5.5000% | $54000.00          | $587.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-04-01      | 4.0000%  | 4.0000% | $2490166.00        | $2414902.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-03-01      | 3.0000%  | 3.0000% | $600086.00         | $566798.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-04-01      | 4.0000%  | 4.0000% | $687353.00         | $671002.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.0000%  | 5.0000% | $5131798.00        | $5090010.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.0000%  | 5.0000% | $2591723.00        | $2526982.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.0000%  | 6.0000% | $1612829.00        | $1517251.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $30780.00          | $31725.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $690700.00         | $650018.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.0000%  | 5.0000% | $2847399.00        | $2461906.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.0000%  | 5.0000% | $48321.00          | $47976.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.0000%  | 5.0000% | $24122.00          | $23608.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.0000%  | 6.0000% | $3799.00           | $3948.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.0000%  | 6.0000% | $1337.00           | $1382.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.0000%  | 5.0000% | $337900.00         | $334663.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.0000%  | 6.0000% | $9494200.00        | $9056758.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 6.5000%  | 6.5000% | $41131.00          | $32108.22          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.0000%  | 5.0000% | $9183600.00        | $9000053.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.0000%  | 5.0000% | $7783464.00        | $7141483.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.0000%  | 5.0000% | $2408000.00        | $2315233.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.5000%  | 5.5000% | $158603.00         | $151238.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 6.0000%  | 6.0000% | $25978.00          | $26613.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 5.5000%  | 5.5000% | $5970252.00        | $5864889.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.5000%  | 5.5000% | $9249886.00        | $8708242.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 6.0000%  | 6.0000% | $14438510.00       | $13466303.77       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 5.0000%  | 5.0000% | $58152009.00       | $56255796.03       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 5.5000%  | 5.5000% | $24700600.00       | $24198966.49       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 5.0000%  | 5.0000% | $5002500.00        | $4350455.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 5.0000%  | 5.0000% | $1126.00           | $1125.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 5.0000%  | 5.0000% | $50713.00          | $50244.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 6.0000%  | 6.0000% | $7004.00           | $7183.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 4.5000%  | 4.5000% | $1959246.00        | $1885457.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 6.0000%  | 6.0000% | $12706844.00       | $12055380.73       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 5.0000%  | 5.0000% | $3341900.00        | $3149713.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 5.0000%  | 5.0000% | $7107219.00        | $6737658.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 4.5000%  | 4.5000% | $2368176.00        | $2282727.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 5.0000%  | 5.0000% | $7942305.00        | $7862600.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 5.0000%  | 5.0000% | $1955700.00        | $1928660.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 5.0000%  | 5.0000% | $1165.00           | $1157.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 5.0000%  | 5.0000% | $2078.00           | $2063.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 5.0000%  | 5.0000% | $70100.00          | $69415.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 5.0000%  | 5.0000% | $10100.00          | $10048.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 5.0000%  | 5.0000% | $10365749.00       | $10234828.49       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 5.0000%  | 5.0000% | $10376833.00       | $10242854.81       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 5.0000%  | 5.0000% | $2285444.00        | $2259977.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 4.0000%  | 4.0000% | $514916.00         | $473892.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 5.0000%  | 5.0000% | $4378875.00        | $4053902.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 5.0000%  | 5.0000% | $1298835.00        | $1293846.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 5.0000%  | 5.0000% | $1350.00           | $1340.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 5.0000%  | 5.0000% | $4332203.00        | $4295072.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 5.0000%  | 5.0000% | $206275.00         | $204139.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 5.5000%  | 5.5000% | $71533.00          | $65504.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 5.5000%  | 5.5000% | $1726720.00        | $1759093.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 5.0000%  | 5.0000% | $8703.00           | $8641.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 5.0000%  | 5.0000% | $2252450.00        | $2229614.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-01-01      | 5.0000%  | 5.0000% | $1130.00           | $1123.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-03-01      | 5.0000%  | 5.0000% | $8436664.00        | $8409628.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-04-01      | 5.5000%  | 5.5000% | $56950.00          | $58157.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-04-01      | 5.0000%  | 5.0000% | $161822.00         | $161395.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-04-01      | 5.0000%  | 5.0000% | $2019.00           | $2019.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-04-01      | 6.5000%  | 6.5000% | $1942.00           | $2028.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-05-01      | 5.0000%  | 5.0000% | $31484047.00       | $31340787.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-05-01      | 5.0000%  | 5.0000% | $14723500.00       | $14638350.73       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-05-01      | 5.0000%  | 5.0000% | $8788629.00        | $8734823.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-05-01      | 5.0000%  | 5.0000% | $18434878.00       | $18305534.80       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-12-01      | 6.5000%  | 6.5000% | $2752316.00        | $40355.75          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-12-01      | 7.0000%  | 7.0000% | $1565000.00        | $23727.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-04-01      | 7.0000%  | 7.0000% | $5229.00           | $90.35             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-08-01      | 6.5000%  | 6.5000% | $32000.00          | $241.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-08-01      | 7.0000%  | 7.0000% | $1392364.00        | $11918.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-10-01      | 7.0000%  | 7.0000% | $15574.00          | $156.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-09-01      | 6.5000%  | 6.5000% | $292570.00         | $1696.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-09-01      | 4.5000%  | 4.5000% | $62835.00          | $6036.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-10-01      | 4.5000%  | 4.5000% | $459323.00         | $52867.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-05-01      | 4.5000%  | 4.5000% | $4818.00           | $430.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-12-01      | 3.0000%  | 3.0000% | $1400000.00        | $237213.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-02-01      | 4.5000%  | 4.5000% | $110829.00         | $10348.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-11-01      | 4.5000%  | 4.5000% | $106138.00         | $12575.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-08-01      | 4.5000%  | 4.5000% | $725438.00         | $59234.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-02-01      | 4.5000%  | 4.5000% | $212301.00         | $22459.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-06-01      | 4.5000%  | 4.5000% | $200657.00         | $15941.94          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-07-01      | 4.0000%  | 4.0000% | $270000.00         | $50.14             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-07-01      | 4.5000%  | 4.5000% | $1600000.00        | $0.08              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-02-01      | 4.0000%  | 4.0000% | $50000.00          | $35.79             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-01-01      | 4.0000%  | 4.0000% | $2880000.00        | $5166.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-01-01      | 2.5000%  | 2.5000% | $365000.00         | $8809.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-05-01      | 3.0000%  | 3.0000% | $34000.00          | $3747.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-02-01      | 3.0000%  | 3.0000% | $1050000.00        | $88890.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-02-01      | 3.0000%  | 3.0000% | $1750000.00        | $238285.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-03-01      | 3.0000%  | 3.0000% | $710960.00         | $50125.28          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-01-01      | 3.0000%  | 3.0000% | $260000.00         | $7933.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-11-01      | 5.0000%  | 5.0000% | $1059750.00        | $2193.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-01-01      | 6.0000%  | 6.0000% | $35000000.00       | $130511.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-10-01      | 6.0000%  | 6.0000% | $34000000.00       | $93779.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-04-01      | 5.0000%  | 5.0000% | $1791073.00        | $1968.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-09-01      | 5.0000%  | 5.0000% | $431768.00         | $5933.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-12-01      | 3.0000%  | 3.0000% | $1978403.00        | $7103.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-05-01      | 3.0000%  | 3.0000% | $2500000.00        | $20189.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-01-01      | 3.5000%  | 3.5000% | $13619.00          | $445.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-10-01      | 3.0000%  | 3.0000% | $2000000.00        | $58310.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-09-01      | 3.0000%  | 3.0000% | $186000.00         | $13024.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-03-01      | 3.0000%  | 3.0000% | $1000000.00        | $83162.22          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-10-01      | 2.5000%  | 2.5000% | $30000.00          | $3437.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-12-01      | 3.0000%  | 3.0000% | $430000.00         | $50857.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-05-01      | 4.0000%  | 4.0000% | $1700000.00        | $140869.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-07-01      | 3.0000%  | 3.0000% | $4000.00           | $328.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-05-01      | 3.0000%  | 3.0000% | $4567534.00        | $427938.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-09-01      | 4.0000%  | 4.0000% | $1000000.00        | $73225.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-05-01      | 5.0000%  | 5.0000% | $1000000.00        | $766.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-08-01      | 5.0000%  | 5.0000% | $1405000.00        | $48.37             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-05-01      | 8.5000%  | 8.5000% | $57000.00          | $964.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-07-01      | 5.0000%  | 5.0000% | $366337.00         | $1839.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-07-01      | 5.0000%  | 5.0000% | $293074.00         | $16596.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-09-01      | 5.0000%  | 5.0000% | $492075.00         | $13342.78          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-01-01      | 5.5000%  | 5.5000% | $1371734.00        | $2904.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-07-01      | 5.0000%  | 5.0000% | $74153.00          | $909.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-10-01      | 2.5000%  | 2.5000% | $2800000.00        | $459069.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-04-01      | 5.5000%  | 5.5000% | $33715.00          | $491.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-09-01      | 5.0000%  | 5.0000% | $1349959.00        | $32467.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-09-01      | 5.0000%  | 5.0000% | $220466.00         | $70.92             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-12-01      | 4.5000%  | 4.5000% | $5000.00           | $486.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-09-01      | 4.5000%  | 4.5000% | $65000.00          | $8449.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-02-01      | 4.5000%  | 4.5000% | $175000.00         | $15482.10          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-02-01      | 3.5000%  | 3.5000% | $1350000.00        | $233414.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-10-01      | 4.0000%  | 4.0000% | $1000000.00        | $109468.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-09-01      | 5.0000%  | 5.0000% | $35992.00          | $19.49             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-07-01      | 4.5000%  | 4.5000% | $280167.00         | $50568.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-02-01      | 3.0000%  | 3.0000% | $167000.00         | $39120.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-01-01      | 3.5000%  | 3.5000% | $550000.00         | $91143.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-03-01      | 2.5000%  | 2.5000% | $1458910.00        | $164438.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-09-01      | 3.0000%  | 3.0000% | $9000.00           | $1161.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-02-01      | 3.0000%  | 3.0000% | $30000.00          | $5672.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-09-01      | 4.0000%  | 4.0000% | $9000000.00        | $422509.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-02-01      | 2.5000%  | 2.5000% | $121422.00         | $3167.87           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-11-01      | 3.0000%  | 3.0000% | $2050000.00        | $400811.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-10-01      | 1.5000%  | 1.5000% | $1646180.00        | $195061.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-03-01      | 4.5000%  | 4.5000% | $6000.00           | $760.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-11-01      | 7.0000%  | 7.0000% | $208347.00         | $0.71              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-05-01      | 8.5000%  | 8.5000% | $1869840.00        | $73.01             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-06-01      | 8.0000%  | 8.0000% | $3489616.00        | $243.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-08-01      | 7.0000%  | 7.0000% | $2095640.00        | $152.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-10-01      | 8.0000%  | 8.0000% | $71000.00          | $19.26             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-12-01      | 7.0000%  | 7.0000% | $1649401.00        | $197.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-01-01      | 8.5000%  | 8.5000% | $62000.00          | $3.43              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-02-01      | 7.0000%  | 7.0000% | $3758412.00        | $444.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-03-01      | 8.0000%  | 8.0000% | $5358000.00        | $218.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-02-01      | 7.0000%  | 7.0000% | $27000.00          | $6.47              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-08-01      | 6.5000%  | 6.5000% | $110000.00         | $8.09              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-08-01      | 8.5000%  | 8.5000% | $259799.00         | $34.78             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-09-01      | 7.0000%  | 7.0000% | $6562572.00        | $689.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-06-01      | 6.5000%  | 6.5000% | $39200000.00       | $18228.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-06-01      | 7.0000%  | 7.0000% | $65107.00          | $21.01             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-07-01      | 8.0000%  | 8.0000% | $65000.00          | $3.50              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-02-01      | 8.0000%  | 8.0000% | $50000.00          | $5.27              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-03-01      | 7.0000%  | 7.0000% | $286000.00         | $150.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-02-01      | 7.0000%  | 7.0000% | $112000.00         | $17.60             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-06-01      | 6.5000%  | 6.5000% | $1479742.00        | $1020.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-04-01      | 7.0000%  | 7.0000% | $2740063.00        | $719.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-08-01      | 7.0000%  | 7.0000% | $15000.00          | $5.68              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-09-01      | 7.0000%  | 7.0000% | $24359466.00       | $11084.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-10-01      | 7.0000%  | 7.0000% | $20107100.00       | $7016.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-04-01      | 7.0000%  | 7.0000% | $5200258.00        | $4984.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-05-01      | 7.0000%  | 7.0000% | $31000.00          | $114.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-08-01      | 6.5000%  | 6.5000% | $50000.00          | $65.61             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-08-01      | 7.0000%  | 7.0000% | $250000.00         | $1639.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-07-01      | 7.0000%  | 7.0000% | $846337.00         | $606.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-11-01      | 6.5000%  | 6.5000% | $944827.00         | $1780.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-03-01      | 6.0000%  | 6.0000% | $100000.00         | $173.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-04-01      | 8.0000%  | 8.0000% | $241000.00         | $4180.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-07-01      | 8.0000%  | 8.0000% | $111625.00         | $216.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-11-01      | 7.0000%  | 7.0000% | $11000.00          | $41.86             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-11-01      | 7.0000%  | 7.0000% | $2830000.00        | $32903.92          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-01-01      | 7.0000%  | 7.0000% | $234312.00         | $2408.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-01-01      | 7.0000%  | 7.0000% | $20000.00          | $204.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-09-01      | 7.0000%  | 7.0000% | $4855000.00        | $29330.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-11-01      | 6.5000%  | 6.5000% | $17129880.00       | $259840.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-04-01      | 6.0000%  | 6.0000% | $19665015.00       | $180110.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-02-01      | 4.5000%  | 4.5000% | $3000000.00        | $31813.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-05-01      | 5.5000%  | 5.5000% | $7225000.00        | $47986.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-03-01      | 7.0000%  | 7.0000% | $288925.00         | $5363.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-06-01      | 8.0000%  | 8.0000% | $80000.00          | $2208.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-04-01      | 6.5000%  | 6.5000% | $9647633.00        | $96568.79          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-11-01      | 7.5000%  | 7.5000% | $20000.00          | $786.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-11-01      | 6.5000%  | 6.5000% | $16904892.00       | $331458.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-04-01      | 6.5000%  | 6.5000% | $1218826.00        | $15481.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-09-01      | 6.5000%  | 6.5000% | $3000.00           | $37.22             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-12-01      | 6.0000%  | 6.0000% | $9909370.00        | $310583.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-09-01      | 6.5000%  | 6.5000% | $900000.00         | $25101.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-03-01      | 7.0000%  | 7.0000% | $100000.00         | $3702.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-12-01      | 4.5000%  | 4.5000% | $230000.00         | $23124.96          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-04-01      | 6.5000%  | 6.5000% | $7206000.00        | $441664.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-08-01      | 4.0000%  | 4.0000% | $2045000.00        | $244412.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-12-01      | 4.5000%  | 4.5000% | $446961.00         | $3112.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.5000%  | 4.5000% | $31000.00          | $21100.96          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 4.5000%  | 4.5000% | $420000.00         | $278367.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.5000%  | 4.5000% | $382810.00         | $265475.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-04-01      | 3.5000%  | 3.5000% | $624000.00         | $398448.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 5.5000%  | 5.5000% | $15600.00          | $13265.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 5.5000%  | 5.5000% | $100000.00         | $75839.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 5.0000%  | 5.0000% | $3100.00           | $2250.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-03-01      | 3.0000%  | 3.0000% | $70000.00          | $42904.98          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 4.0000%  | 4.0000% | $488328.00         | $328863.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 5.0000%  | 5.0000% | $3791.00           | $2745.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-05-01      | 1.5000%  | 1.5000% | $435000.00         | $266900.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 6.0000%  | 6.0000% | $61000.00          | $37374.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 3.0000%  | 3.0000% | $12000.00          | $8415.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 6.5000%  | 6.5000% | $300000.00         | $194869.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 5.5000%  | 5.5000% | $200000.00         | $132214.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 2.5000%  | 2.5000% | $5000.00           | $3557.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-09-01      | 4.5000%  | 4.5000% | $100000.00         | $66179.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 5.5000%  | 5.5000% | $100000.00         | $69424.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 5.0000%  | 5.0000% | $100000.00         | $66551.51          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 3.5000%  | 3.5000% | $6000.00           | $4337.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.5000%  | 5.5000% | $400000.00         | $320172.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.5000%  | 5.5000% | $12300.00          | $9756.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-02-01      | 1.5000%  | 1.5000% | $130000.00         | $82231.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 5.5000%  | 5.5000% | $403042.00         | $339436.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-01-01      | 4.0000%  | 4.0000% | $9000.00           | $7119.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-01-01      | 6.5000%  | 6.5000% | $4420.00           | $2938.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 4.5000%  | 4.5000% | $19100.00          | $15596.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 3.0000%  | 3.0000% | $3000.00           | $2242.88           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 5.0000%  | 5.0000% | $1000.00           | $849.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 4.5000%  | 4.5000% | $6733.00           | $5271.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 5.5000%  | 5.5000% | $70000.00          | $64469.57          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.5000%  | 3.5000% | $1039.00           | $813.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 6.5000%  | 6.5000% | $36659492.00       | $30972499.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 5.0000%  | 5.0000% | $30000.00          | $26277.84          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 5.0000%  | 5.0000% | $25171697.00       | $21964039.06       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-01-01      | 4.5000%  | 4.5000% | $2100.00           | $1822.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 5.5000%  | 5.5000% | $2332202.00        | $1980172.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-05-01      | 4.5000%  | 4.5000% | $2630000.00        | $557682.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-10-01      | 1.5000%  | 1.5000% | $231080.00         | $118127.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-08-01      | 4.0000%  | 4.0000% | $12000.00          | $2386.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.0000%  | 6.0000% | $640000.00         | $429101.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.0000%  | 5.0000% | $2054.00           | $1902.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.5000%  | 5.5000% | $8000.00           | $6879.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 4.5000%  | 4.5000% | $3400.00           | $2940.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-04-01      | 3.5000%  | 3.5000% | $1900000.00        | $477642.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-01-01      | 3.5000%  | 3.5000% | $300000.00         | $81911.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-07-01      | 3.0000%  | 3.0000% | $232000.00         | $128050.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.0000%  | 5.0000% | $2100.00           | $1594.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-02-01      | 1.5000%  | 1.5000% | $320000.00         | $175794.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-11-01      | 3.0000%  | 3.0000% | $223800.00         | $76664.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-08-01      | 3.0000%  | 3.0000% | $5000.00           | $2520.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-03-01      | 1.5000%  | 1.5000% | $104428.00         | $57388.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-05-01      | 1.5000%  | 1.5000% | $85648.00          | $47830.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-06-01      | 2.0000%  | 2.0000% | $400000.00         | $230722.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 3.0000%  | 3.0000% | $4000.00           | $2495.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-10-01      | 2.0000%  | 2.0000% | $7000.00           | $4224.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-11-01      | 2.0000%  | 2.0000% | $2000.00           | $1218.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 2.0000%  | 2.0000% | $2000.00           | $1239.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 2.5000%  | 2.5000% | $8000.00           | $5480.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 3.0000%  | 3.0000% | $46000.00          | $30794.75          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.5000%  | 3.5000% | $3000.00           | $2062.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 3.0000%  | 3.0000% | $2000.00           | $1394.88           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 3.5000%  | 3.5000% | $7000.00           | $5078.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.0000%  | 4.0000% | $47000.00          | $34940.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-05-01      | 5.5000%  | 5.5000% | $12000.00          | $2062.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-06-01      | 4.0000%  | 4.0000% | $2082072.00        | $544047.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-06-01      | 4.0000%  | 4.0000% | $200000.00         | $36218.22          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-01-01      | 4.0000%  | 4.0000% | $100000.00         | $18710.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-09-01      | 4.0000%  | 4.0000% | $61993.00          | $3241.87           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-10-01      | 4.0000%  | 4.0000% | $1853000.00        | $141963.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-02-01      | 4.0000%  | 4.0000% | $148000.00         | $9416.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-10-01      | 6.5000%  | 6.5000% | $100000.00         | $1739.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-03-01      | 6.0000%  | 6.0000% | $446000.00         | $105999.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-01-01      | 4.5000%  | 4.5000% | $1312128.00        | $73729.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-01-01      | 4.0000%  | 4.0000% | $59877.00          | $4171.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-04-01      | 4.5000%  | 4.5000% | $71089.00          | $10860.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-04-01      | 4.0000%  | 4.0000% | $4153463.00        | $290923.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-11-01      | 3.0000%  | 3.0000% | $942670.00         | $245585.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-02-01      | 3.5000%  | 3.5000% | $68000.00          | $9839.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-06-01      | 3.5000%  | 3.5000% | $365000.00         | $30168.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-06-01      | 3.5000%  | 3.5000% | $180415.00         | $14545.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-11-01      | 4.0000%  | 4.0000% | $1325000.00        | $382645.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-06-01      | 2.5000%  | 2.5000% | $13000.00          | $8348.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-06-01      | 3.5000%  | 3.5000% | $10000.00          | $1113.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-02-01      | 3.0000%  | 3.0000% | $465000.00         | $56117.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-11-01      | 4.0000%  | 4.0000% | $30975.00          | $24.16             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-06-01      | 2.0000%  | 2.0000% | $98000.00          | $34318.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-10-01      | 2.0000%  | 2.0000% | $16000.00          | $6208.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-10-01      | 2.0000%  | 2.0000% | $800000.00         | $302594.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-03-01      | 2.0000%  | 2.0000% | $500000.00         | $235352.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-03-01      | 2.5000%  | 2.5000% | $669000.00         | $389675.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-06-01      | 2.5000%  | 2.5000% | $217000.00         | $139777.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-04-01      | 2.5000%  | 2.5000% | $9447.00           | $5494.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-01-01      | 3.5000%  | 3.5000% | $391130.00         | $366611.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-08-01      | 2.0000%  | 2.0000% | $12375.00          | $8283.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-03-01      | 5.5000%  | 5.5000% | $49792.00          | $34174.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-07-01      | 2.0000%  | 2.0000% | $100000.00         | $30455.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-07-01      | 2.5000%  | 2.5000% | $23000.00          | $6239.36           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-12-01      | 2.5000%  | 2.5000% | $3000.00           | $895.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-02-01      | 1.5000%  | 1.5000% | $20000.00          | $8873.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-03-01      | 1.5000%  | 1.5000% | $11973.00          | $5581.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-08-01      | 2.0000%  | 2.0000% | $40000.00          | $20210.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-10-01      | 1.5000%  | 1.5000% | $310000.00         | $164998.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-02-01      | 2.0000%  | 2.0000% | $214077.00         | $119623.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-03-01      | 1.5000%  | 1.5000% | $992560.00         | $576012.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-05-01      | 2.0000%  | 2.0000% | $25604.00          | $15016.07          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-01-01      | 2.0000%  | 2.0000% | $1000000.00        | $427373.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-05-01      | 2.0000%  | 2.0000% | $93000.00          | $43743.41          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-01-01      | 6.0000%  | 6.0000% | $3000.00           | $304.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-09-01      | 6.0000%  | 6.0000% | $54266.00          | $704.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-11-01      | 2.5000%  | 2.5000% | $200000.00         | $121830.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 2.0000%  | 2.0000% | $461000.00         | $272761.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 3.0000%  | 3.0000% | $195866.00         | $117665.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 3.0000%  | 3.0000% | $97000.00          | $50166.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-10-01      | 3.0000%  | 3.0000% | $1850000.00        | $516967.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-01-01      | 3.0000%  | 3.0000% | $1450000.00        | $530309.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-08-01      | 3.0000%  | 3.0000% | $171000.00         | $79878.74          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-04-01      | 2.0000%  | 2.0000% | $299000.00         | $136725.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 5.5000%  | 5.5000% | $30000.00          | $20688.27          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 3.5000%  | 3.5000% | $176000.00         | $113324.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-04-01      | 5.5000%  | 5.5000% | $100000.00         | $50840.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 3.5000%  | 3.5000% | $430300.00         | $300539.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 3.5000%  | 3.5000% | $16000.00          | $11057.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 4.5000%  | 4.5000% | $13000.00          | $8062.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 4.0000%  | 4.0000% | $635000.00         | $448377.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 4.5000%  | 4.5000% | $72000.00          | $46693.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 5.0000%  | 5.0000% | $3700.00           | $2610.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-03-01      | 3.0000%  | 3.0000% | $400000.00         | $262252.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 3.0000%  | 3.0000% | $49165.00          | $35686.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.5000%  | 4.5000% | $385000.00         | $264121.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 4.0000%  | 4.0000% | $435000.00         | $300900.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 6.5000%  | 6.5000% | $200000.00         | $113622.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 5.0000%  | 5.0000% | $56977.00          | $39737.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-09-01      | 3.5000%  | 3.5000% | $9000.00           | $5198.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 6.5000%  | 6.5000% | $700000.00         | $467501.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.5000%  | 5.5000% | $6082.00           | $5361.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-07-01      | 6.5000%  | 6.5000% | $419217.00         | $191487.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-08-01      | 5.5000%  | 5.5000% | $963594.00         | $570312.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-10-01      | 6.5000%  | 6.5000% | $162000.00         | $69617.79          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-01-01      | 5.5000%  | 5.5000% | $787015.00         | $527919.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-05-01      | 5.0000%  | 5.0000% | $36703.00          | $30044.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-06-01      | 4.5000%  | 4.5000% | $1576800.00        | $1506017.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-10-01      | 3.0000%  | 3.0000% | $393051.00         | $54437.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-01-01      | 3.0000%  | 3.0000% | $183476.00         | $119899.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-02-01      | 2.0000%  | 2.0000% | $65000.00          | $40044.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-04-01      | 3.0000%  | 3.0000% | $261000.00         | $164993.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-06-01      | 3.0000%  | 3.0000% | $600000.00         | $401533.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-11-01      | 4.0000%  | 4.0000% | $103838.00         | $77243.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-08-01      | 4.5000%  | 4.5000% | $703957.00         | $407700.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-09-01      | 3.5000%  | 3.5000% | $200000.00         | $127740.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-02-01      | 6.0000%  | 6.0000% | $349000.00         | $172846.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-07-01      | 5.5000%  | 5.5000% | $258000.00         | $139663.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-03-01      | 2.0000%  | 2.0000% | $50000.00          | $20314.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-07-01      | 2.0000%  | 2.0000% | $85000.00          | $40993.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-07-01      | 2.0000%  | 2.0000% | $25000.00          | $11589.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-04-01      | 2.5000%  | 2.5000% | $10000.00          | $5577.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-07-01      | 2.0000%  | 2.0000% | $174427.00         | $125965.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-05-01      | 4.0000%  | 4.0000% | $695357.00         | $500492.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-02-01      | 2.5000%  | 2.5000% | $331238.00         | $140959.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-03-01      | 3.0000%  | 3.0000% | $903483.00         | $330247.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-04-01      | 3.0000%  | 3.0000% | $360147.00         | $148412.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-08-01      | 5.5000%  | 5.5000% | $204900.00         | $168028.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-09-01      | 2.0000%  | 2.0000% | $35000.00          | $17193.98          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-08-01      | 3.5000%  | 3.5000% | $3719358.00        | $245813.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-10-01      | 4.0000%  | 4.0000% | $1000000.00        | $64842.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-11-01      | 4.0000%  | 4.0000% | $1525000.00        | $62184.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-02-01      | 3.0000%  | 3.0000% | $35000.00          | $3647.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-10-01      | 2.0000%  | 2.0000% | $250000.00         | $113166.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-10-01      | 2.5000%  | 2.5000% | $923168.00         | $571581.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 7.0000%  | 7.0000% | $2046764.00        | $487375.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation  | 2027-04-15      | 9.5000%  | 9.5000% | $1.00              | $0.00              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 6.0000%  | 6.0000% | $10362.00          | $10431.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 6.0000%  | 6.0000% | $56402.00          | $57064.27          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 4.5000%  | 4.5000% | $1138722.00        | $1066032.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 6.0000%  | 6.0000% | $1820.00           | $1367.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 6.5000%  | 6.5000% | $16198.00          | $13571.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 6.5000%  | 6.5000% | $959835.00         | $524587.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 5.0000%  | 5.0000% | $39372.00          | $33421.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 5.5000%  | 5.5000% | $3300.00           | $3186.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 6.5000%  | 6.5000% | $2332800.00        | $2244589.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 5.5000%  | 5.5000% | $19786766.00       | $18582754.64       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-06-01      | 2.0000%  | 2.0000% | $50383.00          | $30197.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-04-01      | 6.0000%  | 6.0000% | $143200.00         | $90574.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-04-01      | 4.0000%  | 4.0000% | $425000.00         | $415008.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-11-01      | 4.0000%  | 4.0000% | $72741.00          | $66406.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-12-01      | 3.5000%  | 3.5000% | $255904.00         | $44301.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2026-08-01      | 7.0000%  | 7.0000% | $500000.00         | $0.57              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-11-01      | 7.0000%  | 7.0000% | $90000.00          | $9.07              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-02-01      | 7.0000%  | 7.0000% | $80000.00          | $13.34             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-11-01      | 5.5000%  | 5.5000% | $29000.00          | $149.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-09-01      | 6.5000%  | 6.5000% | $300000.00         | $599.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-09-01      | 6.5000%  | 6.5000% | $410851.00         | $122.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-10-01      | 7.0000%  | 7.0000% | $694696.00         | $459.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-12-01      | 7.5000%  | 7.5000% | $727513.00         | $85.51             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-02-01      | 7.0000%  | 7.0000% | $294025.00         | $30.58             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-04-01      | 8.0000%  | 8.0000% | $60000.00          | $22.62             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-05-01      | 8.0000%  | 8.0000% | $53000.00          | $20.82             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-07-01      | 6.5000%  | 6.5000% | $65000.00          | $43.07             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-09-01      | 7.0000%  | 7.0000% | $170500.00         | $101.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-10-01      | 7.0000%  | 7.0000% | $25000000.00       | $11076.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-10-01      | 7.5000%  | 7.5000% | $3713313.00        | $1482.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-11-01      | 6.5000%  | 6.5000% | $4890000.00        | $4157.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-12-01      | 8.0000%  | 8.0000% | $75109.00          | $27.99             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-01-01      | 8.0000%  | 8.0000% | $189000.00         | $116.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-10-01      | 6.5000%  | 6.5000% | $163209.00         | $163.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-11-01      | 7.0000%  | 7.0000% | $10000.00          | $7.11              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-10-01      | 6.5000%  | 6.5000% | $150683.00         | $225.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-12-01      | 7.0000%  | 7.0000% | $26050000.00       | $23301.49          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-02-01      | 4.0000%  | 4.0000% | $2640915.00        | $463488.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-02-01      | 4.5000%  | 4.5000% | $1870201.00        | $132338.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-02-01      | 3.0000%  | 3.0000% | $950000.00         | $251770.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-04-01      | 4.5000%  | 4.5000% | $832000.00         | $294473.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-07-01      | 3.0000%  | 3.0000% | $100000.00         | $32289.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-12-01      | 2.0000%  | 2.0000% | $705000.00         | $388275.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-02-01      | 2.0000%  | 2.0000% | $369000.00         | $163951.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-02-01      | 2.0000%  | 2.0000% | $100000.00         | $44139.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-02-01      | 2.0000%  | 2.0000% | $100000.00         | $44383.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-03-01      | 2.0000%  | 2.0000% | $100000.00         | $47802.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-03-01      | 2.0000%  | 2.0000% | $974944.00         | $550625.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-04-01      | 2.0000%  | 2.0000% | $100000.00         | $48562.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 2.0000%  | 2.0000% | $500000.00         | $305534.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 2.0000%  | 2.0000% | $65000.00          | $37611.84          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 2.0000%  | 2.0000% | $80000.00          | $50854.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 2.0000%  | 2.0000% | $250000.00         | $157378.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 3.5000%  | 3.5000% | $80000.00          | $47479.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 4.5000%  | 4.5000% | $237650.00         | $217750.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 4.0000%  | 4.0000% | $250000.00         | $160018.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 5.0000%  | 5.0000% | $772800.00         | $524243.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.5000%  | 4.5000% | $30000.00          | $20436.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.5000%  | 4.5000% | $100000.00         | $71743.78          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 5.0000%  | 5.0000% | $105000.00         | $63024.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 5.5000%  | 5.5000% | $63000.00          | $36598.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 4.5000%  | 4.5000% | $11000.00          | $8343.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 4.5000%  | 4.5000% | $3000.00           | $2270.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 3.0000%  | 3.0000% | $1400.00           | $1063.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 5.5000%  | 5.5000% | $149000.00         | $86103.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 5.5000%  | 5.5000% | $622000.00         | $491026.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 4.5000%  | 4.5000% | $1205202.00        | $555484.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 5.5000%  | 5.5000% | $200000.00         | $122536.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.0000%  | 5.0000% | $442244.00         | $292806.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.0000%  | 5.0000% | $3900.00           | $3198.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.5000%  | 5.5000% | $500000.00         | $442873.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 6.0000%  | 6.0000% | $713260.00         | $571242.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-01-01      | 6.0000%  | 6.0000% | $115200.00         | $97454.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 6.0000%  | 6.0000% | $1051400.00        | $942138.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.5000%  | 6.5000% | $49422.00          | $42623.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 5.5000%  | 5.5000% | $97819.00          | $56068.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 5.5000%  | 5.5000% | $10000.00          | $7303.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 5.0000%  | 5.0000% | $596000.00         | $540659.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 5.5000%  | 5.5000% | $10225927.00       | $9604539.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-07-01      | 3.0000%  | 3.0000% | $102000.00         | $8523.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-12-01      | 3.5000%  | 3.5000% | $1004331.00        | $329314.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-01-01      | 3.0000%  | 3.0000% | $535458.00         | $135077.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-12-01      | 2.0000%  | 2.0000% | $700000.00         | $312526.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-01-01      | 1.5000%  | 1.5000% | $20000.00          | $9293.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-09-01      | 2.0000%  | 2.0000% | $15000.00          | $8107.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-01-01      | 1.5000%  | 1.5000% | $46877.00          | $24480.65          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-02-01      | 1.5000%  | 1.5000% | $142209.00         | $84711.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-07-01      | 3.5000%  | 3.5000% | $4845605.00        | $525102.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-03-01      | 2.5000%  | 2.5000% | $638989.00         | $346314.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-07-01      | 2.5000%  | 2.5000% | $320179.00         | $165978.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-08-01      | 2.5000%  | 2.5000% | $590000.00         | $350806.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-04-01      | 3.0000%  | 3.0000% | $1400475.00        | $551591.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-07-01      | 2.5000%  | 2.5000% | $300000.00         | $208958.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-11-01      | 4.0000%  | 4.0000% | $85000.00          | $13478.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-09-01      | 3.5000%  | 3.5000% | $315000.00         | $79090.75          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-03-01      | 4.0000%  | 4.0000% | $1000000.00        | $232529.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-09-01      | 4.0000%  | 4.0000% | $35000.00          | $8057.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-07-01      | 2.5000%  | 2.5000% | $108000.00         | $49172.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-08-01      | 2.5000%  | 2.5000% | $720000.00         | $312210.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-08-01      | 1.5000%  | 1.5000% | $94766.00          | $46782.41          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-01-01      | 2.5000%  | 2.5000% | $509000.00         | $258931.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-10-01      | 2.0000%  | 2.0000% | $406000.00         | $184904.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-12-01      | 2.5000%  | 2.5000% | $2000.00           | $1046.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-12-01      | 2.0000%  | 2.0000% | $65000.00          | $35260.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-05-01      | 2.0000%  | 2.0000% | $280000.00         | $152392.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-05-01      | 2.0000%  | 2.0000% | $853738.00         | $476446.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-07-01      | 3.0000%  | 3.0000% | $12000.00          | $6713.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-07-01      | 3.5000%  | 3.5000% | $115404.00         | $64128.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-10-01      | 2.5000%  | 2.5000% | $202000.00         | $119418.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-10-01      | 2.5000%  | 2.5000% | $255221.00         | $174521.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-03-01      | 2.5000%  | 2.5000% | $2000.00           | $1325.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 2.5000%  | 2.5000% | $18000.00          | $11763.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 2.5000%  | 2.5000% | $30000.00          | $18347.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 2.5000%  | 2.5000% | $698800.00         | $425576.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 2.5000%  | 2.5000% | $261000.00         | $158737.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.5000%  | 3.5000% | $853000.00         | $549843.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 5.0000%  | 5.0000% | $11000.00          | $8311.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-06-20      | 7.5000%  | 7.5000% | $203090.00         | $22971.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-10-20      | 4.0000%  | 4.0000% | $30000.00          | $227.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-10-20      | 3.5000%  | 3.5000% | $450000.00         | $31306.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-09-20      | 2.5000%  | 2.5000% | $75000.00          | $12243.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-11-20      | 4.0000%  | 4.0000% | $25000.00          | $1558.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-11-20      | 4.5000%  | 4.5000% | $100000.00         | $5228.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-11-20      | 5.0000%  | 5.0000% | $837201.00         | $36097.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-12-20      | 3.5000%  | 3.5000% | $695000.00         | $47035.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-12-20      | 4.0000%  | 4.0000% | $275000.00         | $19370.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-12-20      | 7.0000%  | 7.0000% | $25000.00          | $1185.37           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-01-20      | 3.5000%  | 3.5000% | $500989.00         | $32855.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-01-20      | 4.0000%  | 4.0000% | $115000.00         | $8432.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-01-20      | 4.5000%  | 4.5000% | $266074.00         | $15045.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-12-20      | 5.0000%  | 5.0000% | $883115.00         | $42481.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-03-20      | 4.0000%  | 4.0000% | $35251.00          | $2861.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-20      | 6.5000%  | 6.5000% | $1517702.00        | $167223.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-04-20      | 4.5000%  | 4.5000% | $611504.00         | $43019.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-04-20      | 4.0000%  | 4.0000% | $41609.00          | $342.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-04-20      | 3.0000%  | 3.0000% | $439000.00         | $37081.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-04-20      | 3.5000%  | 3.5000% | $538465.00         | $37336.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-10-20      | 2.0000%  | 2.0000% | $4000.00           | $1429.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-05-20      | 2.5000%  | 2.5000% | $250381.00         | $36766.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-05-20      | 3.0000%  | 3.0000% | $2333726.00        | $206196.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-06-20      | 2.5000%  | 2.5000% | $301472.00         | $45933.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-05-20      | 4.0000%  | 4.0000% | $53960.00          | $4697.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-06-20      | 4.5000%  | 4.5000% | $3500000.00        | $227329.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-08-20      | 6.5000%  | 6.5000% | $20000.00          | $1789.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-06-20      | 4.0000%  | 4.0000% | $176245.00         | $1119.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-07-20      | 3.0000%  | 3.0000% | $2780000.00        | $287173.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-08-20      | 3.5000%  | 3.5000% | $1000000.00        | $53197.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-06-20      | 2.5000%  | 2.5000% | $1126269.00        | $206914.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-08-20      | 3.0000%  | 3.0000% | $164000.00         | $19726.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-08-20      | 4.0000%  | 4.0000% | $2000000.00        | $133133.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-08-20      | 4.5000%  | 4.5000% | $1258523.00        | $77288.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-09-20      | 3.0000%  | 3.0000% | $25000.00          | $2872.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-09-20      | 3.5000%  | 3.5000% | $1040000.00        | $90784.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-09-20      | 4.0000%  | 4.0000% | $40000.00          | $2703.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-08-20      | 4.5000%  | 4.5000% | $2475000.00        | $171631.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-10-20      | 4.0000%  | 4.0000% | $75606.00          | $11964.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-10-20      | 5.0000%  | 5.0000% | $592409.00         | $43447.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-11-20      | 3.0000%  | 3.0000% | $25000.00          | $2768.94           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-11-20      | 3.5000%  | 3.5000% | $1488000.00        | $138978.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-10-20      | 4.0000%  | 4.0000% | $171766.00         | $2355.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-11-20      | 4.5000%  | 4.5000% | $1234370.00        | $90050.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-11-20      | 2.5000%  | 2.5000% | $1200143.00        | $217615.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-12-20      | 3.5000%  | 3.5000% | $400000.00         | $39018.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-01-20      | 2.5000%  | 2.5000% | $240525.00         | $52824.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-01-20      | 3.0000%  | 3.0000% | $1412000.00        | $151674.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-01-20      | 3.5000%  | 3.5000% | $1804102.00        | $168035.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-12-20      | 4.5000%  | 4.5000% | $196982.00         | $14088.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-01-20      | 5.0000%  | 5.0000% | $500000.00         | $41236.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-20      | 6.5000%  | 6.5000% | $11000.00          | $1557.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-20      | 7.0000%  | 7.0000% | $38000.00          | $4049.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-02-20      | 3.0000%  | 3.0000% | $125000.00         | $14458.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-02-20      | 3.5000%  | 3.5000% | $2496084.00        | $231287.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-02-20      | 4.0000%  | 4.0000% | $30000.00          | $2434.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-02-20      | 4.5000%  | 4.5000% | $850000.00         | $60931.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-03-20      | 4.5000%  | 4.5000% | $2788690.00        | $173283.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-04-20      | 3.0000%  | 3.0000% | $380558.00         | $54048.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-04-20      | 4.0000%  | 4.0000% | $2106389.00        | $178250.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-04-20      | 4.5000%  | 4.5000% | $682412.00         | $50152.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-09-20      | 6.0000%  | 6.0000% | $402182.00         | $49102.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-20      | 6.5000%  | 6.5000% | $248733.00         | $24392.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-05-20      | 3.5000%  | 3.5000% | $200000.00         | $17187.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-20      | 3.5000%  | 3.5000% | $626000.00         | $20237.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-20      | 3.0000%  | 3.0000% | $1830000.00        | $248170.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-20      | 3.5000%  | 3.5000% | $1155413.00        | $126908.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-20      | 4.0000%  | 4.0000% | $384101.00         | $33492.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-20      | 6.0000%  | 6.0000% | $16000.00          | $1804.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-11-20      | 6.5000%  | 6.5000% | $51000.00          | $6285.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-05-20      | 3.0000%  | 3.0000% | $3258196.00        | $344832.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-05-20      | 3.5000%  | 3.5000% | $200000.00         | $19806.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-05-20      | 4.0000%  | 4.0000% | $800000.00         | $71781.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-06-20      | 2.5000%  | 2.5000% | $490000.00         | $88398.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-06-20      | 3.0000%  | 3.0000% | $1895000.00        | $205205.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-06-20      | 3.5000%  | 3.5000% | $200000.00         | $20430.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-06-20      | 4.0000%  | 4.0000% | $322000.00         | $29649.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-04-20      | 5.0000%  | 5.0000% | $25000.00          | $2219.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-20      | 3.0000%  | 3.0000% | $3282377.00        | $367974.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-20      | 3.5000%  | 3.5000% | $2511676.00        | $257112.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-12-01      | 6.5000%  | 6.5000% | $50000.00          | $33.60             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-11-01      | 6.5000%  | 6.5000% | $420000.00         | $213.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-02-01      | 7.0000%  | 7.0000% | $1598690.00        | $1192.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-12-01      | 7.0000%  | 7.0000% | $25000000.00       | $19907.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-02-01      | 7.0000%  | 7.0000% | $25118000.00       | $24600.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-03-01      | 6.5000%  | 6.5000% | $22333.00          | $15.69             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-03-01      | 7.0000%  | 7.0000% | $3095003.00        | $2547.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-02-01      | 7.5000%  | 7.5000% | $12000.00          | $19.81             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-05-01      | 7.0000%  | 7.0000% | $15000.00          | $7.39              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-02-01      | 6.5000%  | 6.5000% | $505977.00         | $1204.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-06-01      | 6.5000%  | 6.5000% | $55000000.00       | $22442.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-06-01      | 7.0000%  | 7.0000% | $22000.00          | $20.80             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-05-01      | 6.5000%  | 6.5000% | $1500000.00        | $3147.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-07-01      | 6.5000%  | 6.5000% | $50021174.00       | $30420.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-08-01      | 6.5000%  | 6.5000% | $51638339.00       | $26063.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-05-01      | 7.0000%  | 7.0000% | $321916.00         | $2761.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-07-01      | 8.0000%  | 8.0000% | $319910.00         | $140.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-08-01      | 7.5000%  | 7.5000% | $18295411.00       | $28989.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-08-01      | 7.5000%  | 7.5000% | $8995699.00        | $7042.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-04-01      | 6.5000%  | 6.5000% | $175017.00         | $79.84             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-05-01      | 7.0000%  | 7.0000% | $13000000.00       | $6727.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-03-01      | 6.5000%  | 6.5000% | $7054.00           | $16.89             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-05-01      | 7.5000%  | 7.5000% | $2702518.00        | $278.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-04-01      | 9.0000%  | 9.0000% | $506810.00         | $322.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-05-01      | 7.5000%  | 7.5000% | $747239.00         | $167.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-05-01      | 9.0000%  | 9.0000% | $4069773.00        | $2847.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-02-20      | 4.0000%  | 4.0000% | $50000.00          | $2736.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-02-20      | 4.5000%  | 4.5000% | $1350000.00        | $86577.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-04-20      | 2.5000%  | 2.5000% | $258720.00         | $35186.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-04-20      | 3.0000%  | 3.0000% | $100000.00         | $10155.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-04-20      | 2.5000%  | 2.5000% | $37500.00          | $5643.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-05-20      | 3.0000%  | 3.0000% | $110000.00         | $11244.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-05-20      | 3.5000%  | 3.5000% | $890000.00         | $84551.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-03-20      | 3.5000%  | 3.5000% | $50000.00          | $4827.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-07-20      | 2.5000%  | 2.5000% | $243532.00         | $34208.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-07-20      | 3.0000%  | 3.0000% | $115000.00         | $12516.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-07-20      | 3.5000%  | 3.5000% | $40000.00          | $3790.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-08-20      | 4.0000%  | 4.0000% | $2449486.00        | $136897.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-09-20      | 3.0000%  | 3.0000% | $90000.00          | $7721.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-09-20      | 4.5000%  | 4.5000% | $1996758.00        | $7480.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-08-20      | 5.0000%  | 5.0000% | $1068574.00        | $86277.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-09-20      | 3.5000%  | 3.5000% | $25000.00          | $458.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-09-20      | 3.5000%  | 3.5000% | $110000.00         | $10021.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-09-20      | 4.0000%  | 4.0000% | $438856.00         | $23424.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-09-20      | 2.5000%  | 2.5000% | $25000.00          | $4247.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-10-20      | 3.5000%  | 3.5000% | $50000.00          | $4496.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-10-20      | 4.0000%  | 4.0000% | $325000.00         | $17035.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-10-20      | 4.5000%  | 4.5000% | $1473342.00        | $4973.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-20      | 3.5000%  | 3.5000% | $50000.00          | $977.66            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-10-20      | 2.5000%  | 2.5000% | $1121142.00        | $173980.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-08-20      | 2.5000%  | 2.5000% | $25000.00          | $5484.77           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-08-20      | 3.0000%  | 3.0000% | $25000.00          | $2711.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-01-20      | 4.0000%  | 4.0000% | $125000.00         | $7174.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-01-20      | 4.5000%  | 4.5000% | $100000.00         | $7030.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-01-20      | 5.0000%  | 5.0000% | $275000.00         | $12892.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-02-20      | 3.5000%  | 3.5000% | $230000.00         | $15449.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-03-20      | 3.0000%  | 3.0000% | $1250000.00        | $96024.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-03-20      | 3.5000%  | 3.5000% | $300000.00         | $21131.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-03-20      | 4.0000%  | 4.0000% | $430000.00         | $40116.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-04-20      | 3.5000%  | 3.5000% | $200000.00         | $12523.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-04-20      | 4.0000%  | 4.0000% | $25000.00          | $1428.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-04-20      | 4.5000%  | 4.5000% | $2615000.00        | $176951.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-04-20      | 4.5000%  | 4.5000% | $810000.00         | $52720.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-05-20      | 3.5000%  | 3.5000% | $316000.00         | $21941.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-05-20      | 4.0000%  | 4.0000% | $148333.00         | $8073.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-06-20      | 4.5000%  | 4.5000% | $499972.00         | $7693.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-05-20      | 5.0000%  | 5.0000% | $3940868.00        | $63218.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-20      | 3.5000%  | 3.5000% | $468084.00         | $13986.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-06-20      | 3.5000%  | 3.5000% | $500000.00         | $32234.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-06-20      | 4.0000%  | 4.0000% | $25000.00          | $1427.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-02-20      | 2.5000%  | 2.5000% | $273640.00         | $7871.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-07-20      | 5.0000%  | 5.0000% | $767623.00         | $35938.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-08-20      | 3.5000%  | 3.5000% | $970246.00         | $66787.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-08-20      | 5.0000%  | 5.0000% | $35675.00          | $1803.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-20      | 6.0000%  | 6.0000% | $576110.00         | $84967.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-08-20      | 6.5000%  | 6.5000% | $1131581.00        | $48857.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-07-20      | 2.5000%  | 2.5000% | $15418.00          | $3425.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-09-20      | 4.5000%  | 4.5000% | $2237011.00        | $132819.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-09-20      | 5.0000%  | 5.0000% | $225000.00         | $11972.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-20      | 7.0000%  | 7.0000% | $211766.00         | $31030.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $103632.00         | $607.65            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $44188.00          | $664.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $94958.00          | $237.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-10-15      | 6.5000%  | 6.5000% | $72780.00          | $476.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-11-15      | 6.5000%  | 6.5000% | $148965.00         | $1030.58           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-10-15      | 6.5000%  | 6.5000% | $119863.00         | $1145.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-03-15      | 6.5000%  | 6.5000% | $31598.00          | $1128.35           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-15      | 6.5000%  | 6.5000% | $66057.00          | $473.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.0000%  | 6.0000% | $910447.00         | $4472.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 6.5000%  | 6.5000% | $853772.00         | $7036.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 6.5000%  | 6.5000% | $60473.00          | $300.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-07-15      | 6.0000%  | 6.0000% | $226000.00         | $2828.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $265850.00         | $2418.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 7.0000%  | 7.0000% | $65645.00          | $1433.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-10-15      | 6.5000%  | 6.5000% | $105956.00         | $1119.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 6.5000%  | 6.5000% | $50181.00          | $895.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $33506.00          | $55.35             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $25000.00          | $138.32            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 7.0000%  | 7.0000% | $27875.00          | $618.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 7.0000%  | 7.0000% | $50710.00          | $3162.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-10-15      | 6.5000%  | 6.5000% | $25000.00          | $697.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 6.5000%  | 6.5000% | $223943.00         | $1543.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 6.5000%  | 6.5000% | $93273.00          | $336.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 6.5000%  | 6.5000% | $31984.00          | $135.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-10-15      | 6.5000%  | 6.5000% | $113981.00         | $1004.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 6.5000%  | 6.5000% | $195008.00         | $689.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $40369.00          | $480.87            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-12-15      | 6.5000%  | 6.5000% | $52861.00          | $1824.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-01-15      | 6.5000%  | 6.5000% | $25000.00          | $118.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-10-15      | 6.5000%  | 6.5000% | $80000.00          | $566.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-08-15      | 6.0000%  | 6.0000% | $181435.00         | $1736.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-11-15      | 6.5000%  | 6.5000% | $25000.00          | $299.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-12-15      | 6.5000%  | 6.5000% | $25000.00          | $250.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-02-15      | 6.5000%  | 6.5000% | $284575.00         | $5237.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-01-15      | 6.5000%  | 6.5000% | $145000.00         | $230.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-15      | 6.5000%  | 6.5000% | $25272.00          | $435.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-11-15      | 6.0000%  | 6.0000% | $366748.00         | $2107.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-01-15      | 6.5000%  | 6.5000% | $20000.00          | $124.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-04-15      | 6.5000%  | 6.5000% | $125000.00         | $5841.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-03-15      | 7.0000%  | 7.0000% | $200000.00         | $3227.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-04-15      | 6.0000%  | 6.0000% | $876753.00         | $16528.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-05-15      | 6.0000%  | 6.0000% | $201337.00         | $1959.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-08-15      | 6.0000%  | 6.0000% | $261142.00         | $827.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-09-15      | 6.5000%  | 6.5000% | $25000.00          | $308.42            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-11-15      | 6.0000%  | 6.0000% | $110585.00         | $273.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-03-15      | 6.5000%  | 6.5000% | $629361.00         | $6502.77           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-10-15      | 6.5000%  | 6.5000% | $10000.00          | $84.87             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-11-15      | 7.0000%  | 7.0000% | $75000.00          | $1398.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-12-15      | 6.5000%  | 6.5000% | $77000.00          | $615.44            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-03-15      | 6.0000%  | 6.0000% | $500000.00         | $7424.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-04-15      | 6.5000%  | 6.5000% | $35468.00          | $286.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-15      | 6.5000%  | 6.5000% | $50000.00          | $876.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-09-15      | 6.5000%  | 6.5000% | $141696.00         | $739.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-20      | 7.0000%  | 7.0000% | $25000.00          | $930.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-10-15      | 6.0000%  | 6.0000% | $45000000.00       | $178565.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-11-15      | 6.0000%  | 6.0000% | $419658.00         | $2559.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-12-15      | 6.0000%  | 6.0000% | $142541.00         | $515.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-11-15      | 6.5000%  | 6.5000% | $52765.00          | $528.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-12-15      | 6.0000%  | 6.0000% | $552954.00         | $4911.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-01-15      | 6.5000%  | 6.5000% | $31000.00          | $61.34             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-15      | 4.0000%  | 4.0000% | $56000.00          | $7020.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-05-20      | 5.5000%  | 5.5000% | $144000.00         | $1154.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-06-15      | 6.5000%  | 6.5000% | $54563.00          | $290.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-06-15      | 6.5000%  | 6.5000% | $50000.00          | $1244.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-08-15      | 5.5000%  | 5.5000% | $50000.00          | $308.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-08-15      | 6.0000%  | 6.0000% | $15000000.00       | $141145.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-08-15      | 6.5000%  | 6.5000% | $499341.00         | $3835.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-10-15      | 6.5000%  | 6.5000% | $110321.00         | $556.42            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-06-15      | 6.0000%  | 6.0000% | $35000.00          | $1224.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-07-15      | 6.5000%  | 6.5000% | $26119.00          | $1526.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-09-15      | 6.0000%  | 6.0000% | $14500000.00       | $46114.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-02-15      | 5.0000%  | 5.0000% | $425000.00         | $29295.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-09-15      | 6.5000%  | 6.5000% | $4057911.00        | $89539.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-07-15      | 6.5000%  | 6.5000% | $2889130.00        | $35238.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-01-15      | 7.0000%  | 7.0000% | $46000.00          | $3165.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-11-15      | 6.5000%  | 6.5000% | $25000.00          | $458.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-08-15      | 5.5000%  | 5.5000% | $75000.00          | $432.52            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-08-15      | 6.5000%  | 6.5000% | $1000000.00        | $14986.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-08-15      | 6.5000%  | 6.5000% | $780894.00         | $9081.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-15      | 4.5000%  | 4.5000% | $88000.00          | $2120.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-08-20      | 6.5000%  | 6.5000% | $72000.00          | $869.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-10-15      | 5.0000%  | 5.0000% | $398000.00         | $6790.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-11-15      | 6.0000%  | 6.0000% | $544255.00         | $6669.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-04-15      | 6.5000%  | 6.5000% | $25042.00          | $200.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-02-15      | 6.5000%  | 6.5000% | $27595.00          | $481.53            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-03-15      | 6.5000%  | 6.5000% | $37813.00          | $240.55            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-15      | 6.5000%  | 6.5000% | $63200.00          | $266.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $137176.00         | $437.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $259668.00         | $1092.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 7.0000%  | 7.0000% | $48290.00          | $2542.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-06-15      | 6.5000%  | 6.5000% | $166150.00         | $2295.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-09-15      | 6.5000%  | 6.5000% | $235882.00         | $2355.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-09-15      | 6.5000%  | 6.5000% | $663500.00         | $6262.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-15      | 6.0000%  | 6.0000% | $227263.00         | $992.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-10-15      | 6.5000%  | 6.5000% | $38000.00          | $261.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 6.5000%  | 6.5000% | $35068.00          | $169.51            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-09-15      | 6.0000%  | 6.0000% | $1018824.00        | $15522.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-04-15      | 5.5000%  | 5.5000% | $50000.00          | $481.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-08-15      | 5.0000%  | 5.0000% | $25189.00          | $288.99            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-10-15      | 6.0000%  | 6.0000% | $910692.00         | $1520.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-10-15      | 4.5000%  | 4.5000% | $145000.00         | $1730.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-11-15      | 4.7500%  | 4.7500% | $4074170.00        | $81930.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-15      | 5.7500%  | 5.7500% | $135913.00         | $22473.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-02-15      | 6.0000%  | 6.0000% | $6286566.00        | $43569.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-12-15      | 6.0000%  | 6.0000% | $2000000.00        | $62010.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-06-15      | 4.5000%  | 4.5000% | $77817.00          | $3396.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-09-15      | 6.5000%  | 6.5000% | $215000.00         | $5304.37           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-10-15      | 5.8600%  | 5.8600% | $953915.00         | $67978.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-09-15      | 5.8600%  | 5.8600% | $970782.00         | $147338.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-10-15      | 5.8600%  | 5.8600% | $1122262.00        | $75800.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-08-15      | 7.0000%  | 7.0000% | $35097.00          | $224.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-09-15      | 6.5000%  | 6.5000% | $100000.00         | $1513.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-05-15      | 6.5000%  | 6.5000% | $62820.00          | $491.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-15      | 6.0000%  | 6.0000% | $200000.00         | $3912.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-11-15      | 6.5000%  | 6.5000% | $26640.00          | $401.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-10-15      | 4.6500%  | 4.6500% | $1260037.00        | $48198.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-11-15      | 5.2500%  | 5.2500% | $981449.00         | $30949.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-11-15      | 7.0000%  | 7.0000% | $75526.00          | $1032.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-01-15      | 5.5000%  | 5.5000% | $551633.00         | $9742.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-08-15      | 5.5000%  | 5.5000% | $1090048.00        | $78860.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 6.5000%  | 6.5000% | $25610.00          | $1772.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-01-15      | 5.8600%  | 5.8600% | $1226977.00        | $111661.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-12-15      | 5.8600%  | 5.8600% | $734044.00         | $47104.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-11-15      | 5.8600%  | 5.8600% | $637996.00         | $54572.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-04-15      | 5.8600%  | 5.8600% | $630544.00         | $77918.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-05-15      | 5.5000%  | 5.5000% | $66666.00          | $1278.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $65142.00          | $949.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $33317.00          | $379.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-06-15      | 5.5000%  | 5.5000% | $20413651.00       | $201936.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-07-15      | 5.5000%  | 5.5000% | $20252129.00       | $222432.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-06-15      | 5.8600%  | 5.8600% | $1011545.00        | $93849.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-06-15      | 5.8600%  | 5.8600% | $1441416.00        | $48526.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-07-15      | 5.8600%  | 5.8600% | $880664.00         | $244501.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $35046.00          | $234.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $110204.00         | $1781.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-09-20      | 5.5000%  | 5.5000% | $2907587.00        | $90795.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $37560.00          | $2077.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-01-15      | 5.0000%  | 5.0000% | $45000.00          | $1962.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-01-15      | 5.0000%  | 5.0000% | $25000.00          | $1094.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-02-15      | 6.5000%  | 6.5000% | $28206.00          | $714.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-05-15      | 6.5000%  | 6.5000% | $79304.00          | $610.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-05-15      | 6.5000%  | 6.5000% | $36467.00          | $408.72            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-05-15      | 6.5000%  | 6.5000% | $32518.00          | $597.28            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-15      | 6.0000%  | 6.0000% | $1000000.00        | $31311.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-06-15      | 6.5000%  | 6.5000% | $578603.00         | $3605.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-10-15      | 6.5000%  | 6.5000% | $80000.00          | $702.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-15      | 6.0000%  | 6.0000% | $240000.00         | $2766.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-15      | 6.5000%  | 6.5000% | $811446.00         | $12108.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $174269.00         | $1480.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 6.5000%  | 6.5000% | $230318.00         | $2905.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 6.5000%  | 6.5000% | $261781.00         | $4463.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 6.5000%  | 6.5000% | $62422.00          | $1192.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-15      | 6.5000%  | 6.5000% | $299314.00         | $2309.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $114178.00         | $1401.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-15      | 6.5000%  | 6.5000% | $45723.00          | $946.99            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-05-15      | 6.5000%  | 6.5000% | $100000.00         | $817.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 6.0000%  | 6.0000% | $519210.00         | $3000.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-15      | 6.5000%  | 6.5000% | $27550.00          | $1596.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-05-15      | 6.5000%  | 6.5000% | $27130.00          | $1799.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 6.5000%  | 6.5000% | $26283.00          | $772.26            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-01-31      | 1.7500%  | 1.7500% | $400.00            | $378.82            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-02-28      | 1.8750%  | 1.8750% | $18800.00          | $17814.09          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-02-28      | 1.8750%  | 1.8750% | $3000.00           | $2962.33           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-03-31      | 2.3750%  | 2.3750% | $3400.00           | $3258.92           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-03-31      | 2.5000%  | 2.5000% | $100.00            | $99.04             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-04-30      | 2.8750%  | 2.8750% | $455500.00         | $441479.71         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-04-30      | 2.7500%  | 2.7500% | $100.00            | $98.94             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-05-15      | 2.8750%  | 2.8750% | $300.00            | $283.20            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-05-31      | 2.7500%  | 2.7500% | $1000.00           | $976.17            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-05-31      | 2.6250%  | 2.6250% | $200.00            | $199.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 3.5000%  | 3.5000% | $1000.00           | $732.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 5.0000%  | 5.0000% | $3000.00           | $2280.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 5.5000%  | 5.5000% | $587530.00         | $419791.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 4.0000%  | 4.0000% | $2000.00           | $1548.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 3.5000%  | 3.5000% | $3000.00           | $2239.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 4.5000%  | 4.5000% | $1000.00           | $789.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 4.5000%  | 4.5000% | $7000.00           | $5733.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 5.0000%  | 5.0000% | $10000.00          | $7976.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 4.5000%  | 4.5000% | $2000.00           | $1625.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 5.0000%  | 5.0000% | $3000.00           | $2554.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 5.0000%  | 5.0000% | $1195000.00        | $987545.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 6.0000%  | 6.0000% | $8000.00           | $5247.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 4.5000%  | 4.5000% | $5000.00           | $4537.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.0000%  | 6.0000% | $2264791.00        | $1485655.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 5.5000%  | 5.5000% | $4000.00           | $3232.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 4.5000%  | 4.5000% | $1000.00           | $911.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 6.0000%  | 6.0000% | $450000.00         | $311543.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 5.0000%  | 5.0000% | $200000.00         | $140222.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-05-01      | 4.5000%  | 4.5000% | $73800.00          | $54422.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 3.5000%  | 3.5000% | $10000.00          | $7536.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-09-01      | 2.5000%  | 2.5000% | $500000.00         | $16268.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-07-01      | 3.0000%  | 3.0000% | $1101591.00        | $147191.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-01-01      | 4.0000%  | 4.0000% | $4794206.00        | $459743.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-01-01      | 3.5000%  | 3.5000% | $100000.00         | $11414.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-01-01      | 4.0000%  | 4.0000% | $690000.00         | $67630.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-02-01      | 3.5000%  | 3.5000% | $100000.00         | $11558.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-08-01      | 4.0000%  | 4.0000% | $1350000.00        | $146208.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-10-01      | 4.0000%  | 4.0000% | $4800000.00        | $515546.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-10-01      | 4.0000%  | 4.0000% | $197017.00         | $23719.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-12-01      | 3.5000%  | 3.5000% | $100000.00         | $5407.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-02-01      | 3.5000%  | 3.5000% | $300000.00         | $51383.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-02-01      | 3.5000%  | 3.5000% | $100000.00         | $6705.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-03-01      | 3.5000%  | 3.5000% | $1000000.00        | $138310.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-03-01      | 4.5000%  | 4.5000% | $2600000.00        | $350977.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-03-01      | 3.5000%  | 3.5000% | $50000.00          | $7390.88           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-01-01      | 3.0000%  | 3.0000% | $3300000.00        | $538598.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-02-01      | 4.0000%  | 4.0000% | $210000.00         | $27575.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-02-01      | 3.5000%  | 3.5000% | $100000.00         | $17853.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-04-01      | 4.0000%  | 4.0000% | $2917069.00        | $484801.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-05-01      | 3.5000%  | 3.5000% | $4334763.00        | $521729.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-05-01      | 3.5000%  | 3.5000% | $2014710.00        | $315990.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-06-01      | 3.5000%  | 3.5000% | $4271137.00        | $517104.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-07-01      | 4.0000%  | 4.0000% | $1167954.00        | $195512.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-12-01      | 4.5000%  | 4.5000% | $1400000.00        | $273895.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-03-01      | 4.5000%  | 4.5000% | $1270191.00        | $218173.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-09-01      | 3.5000%  | 3.5000% | $1220699.00        | $157138.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-09-01      | 5.0000%  | 5.0000% | $2466969.00        | $147917.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-09-01      | 5.0000%  | 5.0000% | $1232479.00        | $23087.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-03-01      | 3.0000%  | 3.0000% | $200000.00         | $29040.25          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-12-01      | 3.5000%  | 3.5000% | $330189.00         | $79651.78          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-02-01      | 4.5000%  | 4.5000% | $1000000.00        | $128821.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-04-01      | 4.0000%  | 4.0000% | $1345118.00        | $74949.75          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-04-01      | 4.5000%  | 4.5000% | $1096950.00        | $332255.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-11-01      | 3.5000%  | 3.5000% | $1064901.00        | $66818.57          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-03-01      | 3.5000%  | 3.5000% | $227165.00         | $53738.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-12-01      | 3.5000%  | 3.5000% | $190414.00         | $57070.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-03-01      | 3.5000%  | 3.5000% | $375000.00         | $94233.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-08-01      | 5.0000%  | 5.0000% | $1357324.00        | $474090.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-09-01      | 3.0000%  | 3.0000% | $110000.00         | $20242.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-01-01      | 3.5000%  | 3.5000% | $1300000.00        | $297111.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-01-01      | 4.0000%  | 4.0000% | $1344763.00        | $153358.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-05-01      | 3.5000%  | 3.5000% | $570000.00         | $98468.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-04-01      | 4.0000%  | 4.0000% | $2800000.00        | $203725.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-01-01      | 4.0000%  | 4.0000% | $200000.00         | $24146.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-12-01      | 4.0000%  | 4.0000% | $1725000.00        | $271737.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-12-01      | 4.5000%  | 4.5000% | $25000.00          | $4869.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-10-01      | 5.7990%  | 5.7990% | $558701.00         | $42310.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-10-01      | 3.0000%  | 3.0000% | $390000.00         | $89663.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-01-01      | 3.0000%  | 3.0000% | $300000.00         | $95400.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-12-01      | 4.0000%  | 4.0000% | $2234937.00        | $531290.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-08-15      | 4.5000%  | 4.5000% | $50000.00          | $921.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-01-20      | 6.0000%  | 6.0000% | $20000.00          | $866.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-10-15      | 6.5000%  | 6.5000% | $65294.00          | $114.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-15      | 5.0000%  | 5.0000% | $45200000.00       | $353500.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-15      | 6.5000%  | 6.5000% | $162500.00         | $1716.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-02-15      | 6.0000%  | 6.0000% | $15000000.00       | $174286.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-06-15      | 4.5000%  | 4.5000% | $213000.00         | $3208.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-09-15      | 6.5000%  | 6.5000% | $300000.00         | $393.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-15      | 6.5000%  | 6.5000% | $25000.00          | $1169.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-11-15      | 6.0000%  | 6.0000% | $70126.00          | $3850.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-09-15      | 6.5000%  | 6.5000% | $25000.00          | $1266.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-09-15      | 6.5000%  | 6.5000% | $25000.00          | $67.95             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-10-15      | 7.0000%  | 7.0000% | $40000.00          | $1214.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-01-15      | 6.5000%  | 6.5000% | $150000.00         | $1521.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-10-15      | 6.5000%  | 6.5000% | $50000.00          | $303.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-15      | 7.0000%  | 7.0000% | $184000.00         | $1209.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-04-15      | 5.0000%  | 5.0000% | $179000.00         | $1530.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-06-15      | 4.5000%  | 4.5000% | $150000.00         | $2587.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-15      | 7.0000%  | 7.0000% | $150000.00         | $981.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-15      | 6.0000%  | 6.0000% | $212790.00         | $3945.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-01-15      | 6.5000%  | 6.5000% | $105663.00         | $1295.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-09-15      | 4.0000%  | 4.0000% | $40000.00          | $2107.58           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-01-15      | 6.5000%  | 6.5000% | $45000.00          | $2109.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-04-15      | 5.5000%  | 5.5000% | $26000.00          | $1212.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-05-20      | 5.0000%  | 5.0000% | $1180149.00        | $188831.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-04-20      | 5.0000%  | 5.0000% | $217736.00         | $23304.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-04-15      | 2.5000%  | 2.5000% | $6819.00           | $2088.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-03-15      | 3.0000%  | 3.0000% | $145000.00         | $50203.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-10-15      | 4.5000%  | 4.5000% | $118997.00         | $17182.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-10-15      | 4.5000%  | 4.5000% | $122564.00         | $37977.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-15      | 4.5000%  | 4.5000% | $111299.00         | $27220.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-06-15      | 4.5000%  | 4.5000% | $60000.00          | $1599.22           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2042-08-15      | 2.7500%  | 2.7500% | $100.00            | $76.35             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-08-15      | 1.5000%  | 1.5000% | $400.00            | $398.56            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-02-15      | 2.7500%  | 2.7500% | $5300.00           | $5220.42           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-05-15      | 2.8750%  | 2.8750% | $300.00            | $297.66            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-08-15      | 2.8750%  | 2.8750% | $1600.00           | $1571.88           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-11-15      | 3.1250%  | 3.1250% | $2200.00           | $2187.64           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-05-15      | 2.3750%  | 2.3750% | $3900.00           | $3765.87           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-06-30      | 1.8750%  | 1.8750% | $200.00            | $200.60            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-11-15      | 2.0000%  | 2.0000% | $1300.00           | $1299.74           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-05-15      | 2.3750%  | 2.3750% | $2100.00           | $2091.53           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-07-31      | 1.8750%  | 1.8750% | $100.00            | $99.98             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-08-31      | 1.3750%  | 1.3750% | $700.00            | $696.06            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-11-15      | 1.7500%  | 1.7500% | $261500.00         | $244516.84         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-11-30      | 1.6250%  | 1.6250% | $600.00            | $596.70            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-12-31      | 1.7500%  | 1.7500% | $100.00            | $99.26             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-01-31      | 1.5000%  | 1.5000% | $18300.00          | $18060.63          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-02-15      | 1.5000%  | 1.5000% | $174500.00         | $159794.23         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-03-31      | 0.6250%  | 0.6250% | $100.00            | $97.22             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-04-30      | 0.5000%  | 0.5000% | $500.00            | $483.82            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-05-15      | 0.6250%  | 0.6250% | $903100.00         | $791915.76         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-05-31      | 0.5000%  | 0.5000% | $2042600.00        | $1974683.90        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-06-30      | 0.5000%  | 0.5000% | $100.00            | $96.36             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-07-31      | 0.3750%  | 0.3750% | $100.00            | $95.81             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-08-15      | 0.6250%  | 0.6250% | $22900.00          | $19872.56          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-09-30      | 0.3750%  | 0.3750% | $700.00            | $666.26            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-11-15      | 0.8750%  | 0.8750% | $100.00            | $87.33             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-11-30      | 0.6250%  | 0.6250% | $14400.00          | $13709.77          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-12-31      | 0.6250%  | 0.6250% | $9000.00           | $8540.61           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-01-31      | 0.7500%  | 0.7500% | $80700.00          | $76516.66          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-02-15      | 1.1250%  | 1.1250% | $200.00            | $175.18            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-02-29      | 1.1250%  | 1.1250% | $100.00            | $95.25             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-04-30      | 1.2500%  | 1.2500% | $100.00            | $94.85             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-05-31      | 0.7500%  | 0.7500% | $800.00            | $800.24            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-06-30      | 1.2500%  | 1.2500% | $42300.00          | $40122.76          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-07-31      | 0.6250%  | 0.6250% | $500.00            | $496.89            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-07-31      | 1.0000%  | 1.0000% | $800.00            | $751.59            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-08-15      | 1.2500%  | 1.2500% | $200.00            | $173.50            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-08-31      | 1.1250%  | 1.1250% | $600.00            | $563.59            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-08-31      | 0.7500%  | 0.7500% | $191700.00         | $190011.73         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-09-30      | 1.2500%  | 1.2500% | $103100.00         | $96822.71          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-09-30      | 0.8750%  | 0.8750% | $10200.00          | $10086.24          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-10-31      | 1.3750%  | 1.3750% | $168200.00         | $157963.34         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-10-31      | 1.1250%  | 1.1250% | $100.00            | $98.68             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-11-15      | 1.3750%  | 1.3750% | $500.00            | $435.22            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-11-30      | 1.2500%  | 1.2500% | $5300.00           | $5251.09           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-11-30      | 1.5000%  | 1.5000% | $158200.00         | $149728.78         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-12-31      | 1.3750%  | 1.3750% | $1900.00           | $1785.82           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-12-31      | 1.2500%  | 1.2500% | $2800.00           | $2765.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-06-01      | 6.5000%  | 6.5000% | $1094350.00        | $1343.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-07-01      | 6.5000%  | 6.5000% | $52243.00          | $100.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-06-01      | 6.5000%  | 6.5000% | $40000.00          | $126.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-06-01      | 6.5000%  | 6.5000% | $7455.00           | $13.38             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-06-01      | 6.5000%  | 6.5000% | $21274.00          | $10.70             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-07-01      | 6.5000%  | 6.5000% | $20000.00          | $42.59             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-08-01      | 7.5000%  | 7.5000% | $103511.00         | $319.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-08-01      | 7.5000%  | 7.5000% | $100000.00         | $124.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-08-01      | 6.5000%  | 6.5000% | $6319525.00        | $9582.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-05-01      | 7.0000%  | 7.0000% | $600000.00         | $61.65             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-09-01      | 7.5000%  | 7.5000% | $134019.00         | $138.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-10-01      | 7.5000%  | 7.5000% | $119789.00         | $23.59             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-12-01      | 7.5000%  | 7.5000% | $113384.00         | $222.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-10-01      | 7.5000%  | 7.5000% | $115048.00         | $598.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-10-01      | 5.4000%  | 5.4000% | $398202.00         | $37471.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-12-01      | 7.5000%  | 7.5000% | $63360.00          | $40.00             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-02-01      | 8.0000%  | 8.0000% | $1050964.00        | $1790.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-12-01      | 7.0000%  | 7.0000% | $10025.00          | $11.50             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-12-01      | 7.5000%  | 7.5000% | $115747.00         | $131.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-01-01      | 7.5000%  | 7.5000% | $114360.00         | $20.24             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-03-01      | 8.0000%  | 8.0000% | $26183.00          | $40.11             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-04-01      | 7.0000%  | 7.0000% | $102000.00         | $109.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-02-01      | 7.5000%  | 7.5000% | $118181.00         | $26.44             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-03-01      | 8.0000%  | 8.0000% | $400000.00         | $683.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-03-01      | 8.0000%  | 8.0000% | $39000.00          | $18.38             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-11-01      | 6.5000%  | 6.5000% | $200000.00         | $95.83             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-09-01      | 7.5000%  | 7.5000% | $46587.00          | $7.12              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-10-01      | 8.0000%  | 8.0000% | $12454528.00       | $4725.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-10-01      | 8.0000%  | 8.0000% | $268032.00         | $57.01             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-05-01      | 8.0000%  | 8.0000% | $892330.00         | $1165.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-12-01      | 8.0000%  | 8.0000% | $40000.00          | $19.34             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-01-01      | 7.5000%  | 7.5000% | $108725.00         | $93.95             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-01-01      | 7.5000%  | 7.5000% | $87040.00          | $37.74             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-02-01      | 7.0000%  | 7.0000% | $10382194.00       | $4921.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-04-01      | 8.0000%  | 8.0000% | $50788.00          | $8.71              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-05-01      | 7.0000%  | 7.0000% | $35959.00          | $9.84              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-04-01      | 8.0000%  | 8.0000% | $743841.00         | $321.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-05-01      | 8.0000%  | 8.0000% | $40000.00          | $13.95             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-05-01      | 7.5000%  | 7.5000% | $70094.00          | $8.23              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-02-01      | 7.0000%  | 7.0000% | $57000.00          | $19.48             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-12-01      | 7.0000%  | 7.0000% | $140200.00         | $42.21             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-04-01      | 8.5000%  | 8.5000% | $1681110.00        | $758.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-06-01      | 8.0000%  | 8.0000% | $1285988.00        | $191.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-07-01      | 6.5000%  | 6.5000% | $4920366.00        | $2582.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-08-01      | 8.5000%  | 8.5000% | $1000100.00        | $167.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-07-01      | 6.5000%  | 6.5000% | $6699759.00        | $2025.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-08-01      | 7.5000%  | 7.5000% | $80803.00          | $7.20              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-08-01      | 8.0000%  | 8.0000% | $7852255.00        | $1271.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-12-01      | 8.0000%  | 8.0000% | $30238268.00       | $7059.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-02-01      | 7.0000%  | 7.0000% | $50926.00          | $14.72             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-01-01      | 6.5000%  | 6.5000% | $4000000.00        | $2112.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-01-01      | 7.0000%  | 7.0000% | $50000000.00       | $1887.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-03-01      | 6.5000%  | 6.5000% | $23000.00          | $8.06              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-05-01      | 6.5000%  | 6.5000% | $46333.00          | $21.94             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-05-01      | 6.5000%  | 6.5000% | $176000.00         | $74.43             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-05-01      | 8.0000%  | 8.0000% | $601320.00         | $659.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-05-01      | 9.0000%  | 9.0000% | $1744126.00        | $10852.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-04-01      | 5.4000%  | 5.4000% | $708188.00         | $18275.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-06-01      | 9.0000%  | 9.0000% | $113980.00         | $180.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-11-01      | 8.0000%  | 8.0000% | $189772.00         | $14.48             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-06-01      | 7.5000%  | 7.5000% | $115927.00         | $205.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-05-01      | 9.0000%  | 9.0000% | $2692287.00        | $1108.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-09-01      | 8.0000%  | 8.0000% | $46274.00          | $32.60             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-02-01      | 7.0000%  | 7.0000% | $17609873.00       | $14482.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-05-01      | 7.0000%  | 7.0000% | $938793.00         | $2632.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-09-01      | 6.0000%  | 6.0000% | $1720000.00        | $6242.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-09-01      | 6.5000%  | 6.5000% | $2335000.00        | $18202.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-10-01      | 7.0000%  | 7.0000% | $1237000.00        | $5893.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-12-01      | 5.5000%  | 5.5000% | $155000.00         | $648.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-11-01      | 5.0000%  | 5.0000% | $500000.00         | $1314.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-12-01      | 5.0000%  | 5.0000% | $7297677.00        | $18241.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-03-01      | 5.0000%  | 5.0000% | $1098255.00        | $1756.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-04-01      | 5.0000%  | 5.0000% | $4700000.00        | $6721.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-05-01      | 5.0000%  | 5.0000% | $1243635.00        | $2529.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-04-01      | 6.0000%  | 6.0000% | $45000.00          | $282.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-04-01      | 4.5000%  | 4.5000% | $5398399.00        | $3398.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-04-01      | 7.0000%  | 7.0000% | $220000.00         | $3014.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-06-01      | 5.0000%  | 5.0000% | $5636376.00        | $10006.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-07-01      | 5.0000%  | 5.0000% | $4424924.00        | $4111.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-01-01      | 5.0000%  | 5.0000% | $2000000.00        | $5552.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2026-07-01      | 8.0000%  | 8.0000% | $75000.00          | $0.32              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-06-01      | 5.0000%  | 5.0000% | $1800578.00        | $21100.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-12-25      | 3.5000%  | 3.5000% | $452000.00         | $279564.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-08-25      | 3.5000%  | 3.5000% | $700000.00         | $453638.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2026-12-01      | 7.0000%  | 7.0000% | $15000.00          | $0.81              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-03-01      | 7.0000%  | 7.0000% | $14000.00          | $1.41              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2026-12-01      | 8.5000%  | 8.5000% | $1058000.00        | $32.08             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2026-12-01      | 8.5000%  | 8.5000% | $2012000.00        | $65.18             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-09-01      | 7.0000%  | 7.0000% | $90000.00          | $5.40              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-11-01      | 6.5000%  | 6.5000% | $145565.00         | $12.48             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-10-01      | 7.0000%  | 7.0000% | $253000.00         | $31.35             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-10-01      | 7.0000%  | 7.0000% | $30500.00          | $5.92              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-09-01      | 7.0000%  | 7.0000% | $61000.00          | $15.66             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-12-01      | 6.5000%  | 6.5000% | $148481.00         | $53.95             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-02-01      | 7.0000%  | 7.0000% | $4780269.00        | $1242.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-01-01      | 6.5000%  | 6.5000% | $3453411.00        | $1570.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-03-01      | 6.5000%  | 6.5000% | $19402000.00       | $6925.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-01-01      | 6.5000%  | 6.5000% | $23100000.00       | $29985.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-05-01      | 7.5000%  | 7.5000% | $177672.00         | $34.72             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-01-01      | 8.0000%  | 8.0000% | $153000.00         | $4.07              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-05-01      | 7.0000%  | 7.0000% | $15000.00          | $3.05              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-07-01      | 7.5000%  | 7.5000% | $219941.00         | $63.56             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-10-01      | 7.0000%  | 7.0000% | $105000.00         | $28.20             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2026-10-01      | 7.0000%  | 7.0000% | $15000.00          | $7.15              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-06-01      | 7.5000%  | 7.5000% | $313396.00         | $42.93             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-07-01      | 6.0890%  | 6.0890% | $837705.00         | $11561.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-02-01      | 8.0000%  | 8.0000% | $60000.00          | $162.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-01-01      | 7.0000%  | 7.0000% | $20000.00          | $27.36             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-03-01      | 8.0000%  | 8.0000% | $38000.00          | $60.38             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-06-01      | 7.0000%  | 7.0000% | $92500.00          | $14.23             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-08-01      | 6.5000%  | 6.5000% | $77000.00          | $31.30             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-08-01      | 6.5000%  | 6.5000% | $10585.00          | $1.10              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-08-01      | 6.5000%  | 6.5000% | $75000.00          | $8.74              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-11-01      | 7.0000%  | 7.0000% | $6000.00           | $7.37              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-09-01      | 7.0000%  | 7.0000% | $136000.00         | $673.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-01-01      | 5.5000%  | 5.5000% | $590590.00         | $162.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-11-01      | 6.5000%  | 6.5000% | $629165.00         | $1362.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-01-01      | 6.5000%  | 6.5000% | $808514.00         | $453.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-02-01      | 6.5000%  | 6.5000% | $11097372.00       | $25866.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2026-05-25      | 5.2900%  | 5.2900% | $8600.00           | $7254.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-04-01      | 7.0000%  | 7.0000% | $13000.00          | $12.67             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-02-01      | 6.5000%  | 6.5000% | $8095.00           | $17.57             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-05-01      | 7.0000%  | 7.0000% | $74534.00          | $204.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-03-01      | 6.5000%  | 6.5000% | $5001000.00        | $458.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-10-01      | 7.0000%  | 7.0000% | $50000.00          | $15.32             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-03-01      | 5.4000%  | 5.4000% | $378227.00         | $15064.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-07-01      | 6.5000%  | 6.5000% | $8912619.00        | $14643.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-01-01      | 6.5000%  | 6.5000% | $200000.00         | $25.53             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-09-01      | 7.0000%  | 7.0000% | $15799619.00       | $8369.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-09-01      | 7.0000%  | 7.0000% | $8558544.00        | $7456.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-08-01      | 8.0000%  | 8.0000% | $2324509.00        | $1153.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-10-01      | 7.0000%  | 7.0000% | $458071.00         | $5879.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-11-01      | 6.5000%  | 6.5000% | $100153.00         | $123.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-10-01      | 7.0000%  | 7.0000% | $13000.00          | $38.56             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-11-01      | 6.5000%  | 6.5000% | $6774.00           | $3.32              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-12-01      | 6.5000%  | 6.5000% | $68000.00          | $163.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-05-01      | 8.5000%  | 8.5000% | $3227355.00        | $35931.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-11-01      | 8.0000%  | 8.0000% | $8426643.00        | $92169.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-12-01      | 8.0000%  | 8.0000% | $8968926.00        | $29167.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-07-01      | 6.5000%  | 6.5000% | $11684525.00       | $28463.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-01-01      | 8.0000%  | 8.0000% | $27273.00          | $95.00             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-12-01      | 7.0000%  | 7.0000% | $5500000.00        | $43234.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-07-01      | 6.5000%  | 6.5000% | $1517526.00        | $522.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-12-01      | 7.5000%  | 7.5000% | $276250.00         | $1030.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-01-01      | 6.5000%  | 6.5000% | $70000.00          | $261.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-10-01      | 7.5000%  | 7.5000% | $37915.00          | $37.77             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-01-01      | 7.0000%  | 7.0000% | $1029234.00        | $465.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-12-01      | 6.5000%  | 6.5000% | $31000.00          | $285.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-04-01      | 6.5000%  | 6.5000% | $9667.00           | $60.99             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-09-01      | 7.0000%  | 7.0000% | $2000000.00        | $24364.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-01-01      | 7.5000%  | 7.5000% | $10712759.00       | $35185.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-05-01      | 6.5000%  | 6.5000% | $97000.00          | $262.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-04-01      | 6.5000%  | 6.5000% | $104000.00         | $316.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-03-01      | 6.5000%  | 6.5000% | $600000.00         | $937.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-04-01      | 6.5000%  | 6.5000% | $50143.00          | $58.91             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-12-01      | 5.0000%  | 5.0000% | $2078254.00        | $294559.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-05-01      | 5.0000%  | 5.0000% | $300000.00         | $18522.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-05-01      | 5.0000%  | 5.0000% | $400000.00         | $32642.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-20      | 4.5000%  | 4.5000% | $1143614.00        | $25188.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-11-20      | 3.5000%  | 3.5000% | $239783.00         | $20705.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-20      | 3.5000%  | 3.5000% | $10000.00          | $1147.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-20      | 6.5000%  | 6.5000% | $22000.00          | $3416.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-20      | 3.5000%  | 3.5000% | $1216000.00        | $134507.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-20      | 4.0000%  | 4.0000% | $248137.00         | $21705.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-20      | 4.5000%  | 4.5000% | $4200000.00        | $269110.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-20      | 5.0000%  | 5.0000% | $8200000.00        | $484361.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-20      | 5.5000%  | 5.5000% | $2039812.00        | $151212.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-20      | 4.0000%  | 4.0000% | $500000.00         | $19830.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-20      | 4.5000%  | 4.5000% | $16388806.00       | $253406.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-20      | 5.0000%  | 5.0000% | $640470.00         | $17484.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-20      | 5.5000%  | 5.5000% | $1064286.00        | $97611.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-20      | 4.0000%  | 4.0000% | $20000.00          | $1516.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-20      | 4.0000%  | 4.0000% | $4500000.00        | $140898.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-20      | 5.0000%  | 5.0000% | $549255.00         | $17768.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-20      | 3.5000%  | 3.5000% | $392417.00         | $38185.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-20      | 4.5000%  | 4.5000% | $6174407.00        | $426798.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-20      | 5.0000%  | 5.0000% | $2100000.00        | $129838.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-20      | 6.0000%  | 6.0000% | $1000000.00        | $68773.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-20      | 6.5000%  | 6.5000% | $170000.00         | $27950.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-04-20      | 7.0000%  | 7.0000% | $32000.00          | $6196.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-20      | 4.0000%  | 4.0000% | $3200000.00        | $248711.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-20      | 4.5000%  | 4.5000% | $2969000.00        | $210248.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-20      | 5.0000%  | 5.0000% | $3471290.00        | $222257.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-20      | 5.5000%  | 5.5000% | $2000000.00        | $153138.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-20      | 4.5000%  | 4.5000% | $1313362.00        | $106341.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-20      | 4.5000%  | 4.5000% | $9090491.00        | $588337.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-20      | 3.5000%  | 3.5000% | $567475.00         | $9546.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-20      | 5.0000%  | 5.0000% | $3933380.00        | $287687.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-20      | 3.0000%  | 3.0000% | $50000.00          | $5577.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-20      | 3.5000%  | 3.5000% | $161884.00         | $14929.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-20      | 4.5000%  | 4.5000% | $400000.00         | $36371.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-20      | 5.0000%  | 5.0000% | $725000.00         | $61635.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-07-01      | 8.0000%  | 8.0000% | $195636.00         | $144.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-06-01      | 6.5000%  | 6.5000% | $247636.00         | $111.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-08-01      | 7.0000%  | 7.0000% | $63716350.00       | $35378.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-09-01      | 8.0000%  | 8.0000% | $712297.00         | $443.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-11-01      | 8.0000%  | 8.0000% | $1058449.00        | $610.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-04-01      | 7.0000%  | 7.0000% | $300000.00         | $293.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-01-01      | 7.0000%  | 7.0000% | $41000.00          | $10.23             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-04-01      | 7.0000%  | 7.0000% | $1817000.00        | $1568.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-05-01      | 7.0000%  | 7.0000% | $3042512.00        | $2092.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-07-01      | 6.5000%  | 6.5000% | $271061410.00      | $340081.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-07-01      | 6.5000%  | 6.5000% | $1489012.00        | $1620.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-07-01      | 7.0000%  | 7.0000% | $680001.00         | $775.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-07-01      | 7.0000%  | 7.0000% | $41480709.00       | $43516.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-08-01      | 6.5000%  | 6.5000% | $3484367.00        | $3419.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-08-01      | 7.0000%  | 7.0000% | $17921278.00       | $21440.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-07-01      | 7.5000%  | 7.5000% | $137951.00         | $34.31             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-09-01      | 8.0000%  | 8.0000% | $469333.00         | $696.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-11-01      | 7.5000%  | 7.5000% | $86608.00          | $119.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-09-01      | 8.0000%  | 8.0000% | $2362812.00        | $1239.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-09-01      | 6.3750%  | 6.3750% | $966930.00         | $30547.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-12-01      | 8.0000%  | 8.0000% | $30000000.00       | $25015.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-11-01      | 7.0000%  | 7.0000% | $48880000.00       | $82476.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-08-01      | 7.0000%  | 7.0000% | $47709037.00       | $53845.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-10-01      | 7.0000%  | 7.0000% | $400000.00         | $378.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-07-01      | 6.5000%  | 6.5000% | $8708.00           | $2.27              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-04-01      | 6.5000%  | 6.5000% | $575000.00         | $1595.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-09-01      | 8.0000%  | 8.0000% | $25000.00          | $116.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-01-01      | 7.5000%  | 7.5000% | $56581.00          | $76.13             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-12-01      | 7.0000%  | 7.0000% | $8338113.00        | $12805.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-01-01      | 7.5000%  | 7.5000% | $276892.00         | $373.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-12-01      | 7.5000%  | 7.5000% | $113292.00         | $16.72             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-02-01      | 7.5000%  | 7.5000% | $52981.00          | $98.68             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-12-01      | 7.5000%  | 7.5000% | $298303.00         | $175.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-10-01      | 6.9000%  | 6.9000% | $648315.00         | $40543.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-01-01      | 7.5000%  | 7.5000% | $1700000.00        | $2767.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-01-01      | 7.0000%  | 7.0000% | $414658.00         | $158.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-02-01      | 7.0000%  | 7.0000% | $250000.00         | $49.40             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-01-01      | 7.5000%  | 7.5000% | $320398.00         | $44.49             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-01-01      | 7.5000%  | 7.5000% | $510713.00         | $156.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-01-01      | 7.0000%  | 7.0000% | $5168176.00        | $4512.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-10-01      | 8.5000%  | 8.5000% | $23899684.00       | $256530.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-02-01      | 7.5000%  | 7.5000% | $9457097.00        | $2902.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-01-01      | 7.5000%  | 7.5000% | $652211.00         | $161.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-04-01      | 7.5000%  | 7.5000% | $34285.00          | $129.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-03-01      | 8.0000%  | 8.0000% | $1000265.00        | $2266.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-01-01      | 6.5000%  | 6.5000% | $2541532.00        | $378.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-03-01      | 7.0000%  | 7.0000% | $50000.00          | $53.01             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-01-01      | 7.0000%  | 7.0000% | $25000.00          | $64.83             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-03-01      | 7.0000%  | 7.0000% | $4000000.00        | $2565.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-03-01      | 6.7500%  | 6.7500% | $1559776.00        | $39016.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-02-01      | 6.3750%  | 6.3750% | $506003.00         | $3968.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-05-01      | 8.0000%  | 8.0000% | $953101.00         | $739.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-06-01      | 6.5000%  | 6.5000% | $2089975.00        | $1211.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-05-01      | 8.0000%  | 8.0000% | $1157681.00        | $13627.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-05-01      | 7.5000%  | 7.5000% | $277000.00         | $689.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-06-01      | 6.5000%  | 6.5000% | $1000000.00        | $2270.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-05-01      | 6.5000%  | 6.5000% | $20000.00          | $19.88             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-06-01      | 7.0000%  | 7.0000% | $3999606.00        | $1490.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-07-01      | 6.5000%  | 6.5000% | $8000000.00        | $8654.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-06-01      | 7.0000%  | 7.0000% | $9006966.00        | $18569.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-06-01      | 7.0000%  | 7.0000% | $3834210.00        | $2553.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-09-01      | 7.0000%  | 7.0000% | $2200000.00        | $7313.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-06-01      | 6.5000%  | 6.5000% | $1000000.00        | $14951.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-07-01      | 8.0000%  | 8.0000% | $292000.00         | $570.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-20      | 3.0000%  | 3.0000% | $910000.00         | $120416.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-20      | 3.5000%  | 3.5000% | $1110229.00        | $130097.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-20      | 4.5000%  | 4.5000% | $81769.00          | $7431.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-20      | 5.0000%  | 5.0000% | $1710000.00        | $182083.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-12-20      | 6.5000%  | 6.5000% | $10000.00          | $1243.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-20      | 7.0000%  | 7.0000% | $20000.00          | $424.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-20      | 3.5000%  | 3.5000% | $3342880.00        | $373214.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-20      | 4.0000%  | 4.0000% | $1435000.00        | $138382.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-20      | 4.5000%  | 4.5000% | $544444.00         | $44275.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-20      | 5.0000%  | 5.0000% | $5701000.00        | $534962.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-02-20      | 3.0000%  | 3.0000% | $1095000.00        | $143852.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-02-20      | 3.5000%  | 3.5000% | $2227000.00        | $262124.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-02-20      | 4.5000%  | 4.5000% | $258000.00         | $19973.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-11-20      | 6.5000%  | 6.5000% | $10000.00          | $1013.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-03-20      | 3.0000%  | 3.0000% | $25000.00          | $3175.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-03-20      | 3.5000%  | 3.5000% | $78000.00          | $8783.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-03-20      | 4.0000%  | 4.0000% | $823562.00         | $70766.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-03-20      | 4.5000%  | 4.5000% | $1728539.00        | $144457.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-03-20      | 5.0000%  | 5.0000% | $556000.00         | $41726.11          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-20      | 2.5000%  | 2.5000% | $301903.00         | $74923.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-04-20      | 3.5000%  | 3.5000% | $35000.00          | $3978.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-04-20      | 4.5000%  | 4.5000% | $3348000.00        | $242885.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-20      | 3.0000%  | 3.0000% | $5000.00           | $749.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-20      | 3.5000%  | 3.5000% | $550000.00         | $62349.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-20      | 4.0000%  | 4.0000% | $4247621.00        | $347700.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-04-20      | 5.0000%  | 5.0000% | $2827000.00        | $201056.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-03-20      | 3.5000%  | 3.5000% | $35000.00          | $3925.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-20      | 4.0000%  | 4.0000% | $253130.00         | $21378.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-20      | 4.0000%  | 4.0000% | $500000.00         | $9482.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-20      | 4.5000%  | 4.5000% | $514870.00         | $16237.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-20      | 3.5000%  | 3.5000% | $4023010.00        | $238582.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-20      | 3.5000%  | 3.5000% | $2148000.00        | $240624.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-20      | 4.0000%  | 4.0000% | $116000.00         | $13129.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-20      | 5.5000%  | 5.5000% | $2024273.00        | $244230.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-20      | 3.5000%  | 3.5000% | $680323.00         | $52439.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-20      | 3.0000%  | 3.0000% | $261702.00         | $41140.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-20      | 3.5000%  | 3.5000% | $127227.00         | $15010.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-12-20      | 6.5000%  | 6.5000% | $11000.00          | $2771.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-20      | 4.0000%  | 4.0000% | $1500000.00        | $40249.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-20      | 4.5000%  | 4.5000% | $564956.00         | $12559.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-20      | 4.0000%  | 4.0000% | $755000.00         | $67223.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-20      | 4.5000%  | 4.5000% | $1122000.00        | $82115.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-20      | 5.0000%  | 5.0000% | $1500000.00        | $109779.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-20      | 6.5000%  | 6.5000% | $73930.00          | $4971.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-11-20      | 7.0000%  | 7.0000% | $17000.00          | $2467.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-07-20      | 3.0000%  | 3.0000% | $100000.00         | $13904.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-20      | 3.5000%  | 3.5000% | $600000.00         | $61541.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-20      | 4.0000%  | 4.0000% | $410000.00         | $35682.51          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-20      | 4.5000%  | 4.5000% | $6464000.00        | $471965.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-20      | 5.0000%  | 5.0000% | $324863.00         | $20886.02          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-06-30      | 3.2500%  | 3.2500% | $100.00            | $98.93             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-06-30      | 3.2500%  | 3.2500% | $100.00            | $100.37            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-07-31      | 2.6250%  | 2.6250% | $100.00            | $96.54             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-08-15      | 2.7500%  | 2.7500% | $329800.00         | $305424.99         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-08-31      | 3.1250%  | 3.1250% | $1300.00           | $1271.89           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-09-30      | 3.8750%  | 3.8750% | $300.00            | $299.83            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-10-31      | 4.0000%  | 4.0000% | $7300.00           | $7300.58           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-10-31      | 4.1250%  | 4.1250% | $300.00            | $300.81            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-11-30      | 3.8750%  | 3.8750% | $100.00            | $101.50            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-01-31      | 3.5000%  | 3.5000% | $200.00            | $200.26            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-01-31      | 3.5000%  | 3.5000% | $38500.00          | $38147.14          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-02-29      | 4.0000%  | 4.0000% | $100.00            | $100.76            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-02-28      | 4.0000%  | 4.0000% | $200.00            | $201.22            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-04-30      | 3.5000%  | 3.5000% | $100.00            | $98.06             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-20      | 4.0000%  | 4.0000% | $175000.00         | $15728.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-08-20      | 3.0000%  | 3.0000% | $997913.00         | $115107.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-08-20      | 3.5000%  | 3.5000% | $176968.00         | $19507.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-20      | 4.0000%  | 4.0000% | $1198296.00        | $112958.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-09-20      | 4.5000%  | 4.5000% | $16000.00          | $1418.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-09-20      | 2.5000%  | 2.5000% | $800000.00         | $101874.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-09-20      | 3.5000%  | 3.5000% | $4086024.00        | $461131.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-09-20      | 5.0000%  | 5.0000% | $15000.00          | $1697.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-10-20      | 3.0000%  | 3.0000% | $675000.00         | $82935.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-10-20      | 3.0000%  | 3.0000% | $3989687.00        | $504778.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-11-20      | 4.0000%  | 4.0000% | $1576323.00        | $141743.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-11-20      | 3.0000%  | 3.0000% | $599332.00         | $78500.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-20      | 3.5000%  | 3.5000% | $941621.00         | $124444.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-20      | 4.0000%  | 4.0000% | $642344.00         | $65396.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-20      | 4.5000%  | 4.5000% | $20000.00          | $2091.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-20      | 3.5000%  | 3.5000% | $123869.00         | $9482.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-02-20      | 6.0000%  | 6.0000% | $48340.00          | $6189.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-08-20      | 6.0000%  | 6.0000% | $185500.00         | $24658.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-20      | 6.5000%  | 6.5000% | $224579.00         | $23981.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-04-20      | 7.5000%  | 7.5000% | $28687.00          | $5039.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-04-20      | 8.0000%  | 8.0000% | $69870.00          | $11679.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-01-20      | 2.5000%  | 2.5000% | $803632.00         | $124196.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-01-20      | 3.0000%  | 3.0000% | $526250.00         | $70025.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-01-20      | 3.5000%  | 3.5000% | $1450091.00        | $177844.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-01-20      | 4.0000%  | 4.0000% | $1709280.00        | $168647.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-01-20      | 5.0000%  | 5.0000% | $500000.00         | $49122.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-02-20      | 4.5000%  | 4.5000% | $1113672.00        | $49038.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-02-20      | 2.5000%  | 2.5000% | $250000.00         | $51934.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-02-20      | 4.5000%  | 4.5000% | $50000.00          | $4552.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-03-20      | 6.5000%  | 6.5000% | $2480918.00        | $323243.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-03-20      | 7.0000%  | 7.0000% | $578870.00         | $18754.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-05-20      | 7.5000%  | 7.5000% | $710916.00         | $75296.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-11-20      | 8.5000%  | 8.5000% | $231296.00         | $7254.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-02-20      | 3.5000%  | 3.5000% | $405000.00         | $44689.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-02-20      | 4.5000%  | 4.5000% | $125000.00         | $9408.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-03-20      | 5.0000%  | 5.0000% | $269357.00         | $22365.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-11-20      | 6.0000%  | 6.0000% | $72368.00          | $10550.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-06-20      | 6.5000%  | 6.5000% | $305179.00         | $36782.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-20      | 7.0000%  | 7.0000% | $827466.00         | $95164.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-07-20      | 3.5000%  | 3.5000% | $1900000.00        | $220298.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-07-20      | 5.0000%  | 5.0000% | $776222.00         | $50687.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-08-20      | 4.5000%  | 4.5000% | $980279.00         | $26734.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-08-20      | 3.5000%  | 3.5000% | $3655627.00        | $393983.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-06-20      | 4.5000%  | 4.5000% | $10939552.00       | $158112.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-06-20      | 4.5000%  | 4.5000% | $463000.00         | $38571.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-20      | 3.5000%  | 3.5000% | $501537.00         | $46439.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-06-20      | 5.0000%  | 5.0000% | $38000.00          | $3433.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-20      | 4.5000%  | 4.5000% | $14247760.00       | $233829.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-20      | 3.5000%  | 3.5000% | $687000.00         | $79507.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-20      | 4.5000%  | 4.5000% | $4903000.00        | $417222.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-08-20      | 3.0000%  | 3.0000% | $15000.00          | $1906.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-08-20      | 3.5000%  | 3.5000% | $10000.00          | $1190.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-20      | 2.5000%  | 2.5000% | $271650.00         | $28605.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-20      | 3.0000%  | 3.0000% | $105000.00         | $14531.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-20      | 3.5000%  | 3.5000% | $1118010.00        | $124729.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-20      | 4.0000%  | 4.0000% | $43000.00          | $4314.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-20      | 4.5000%  | 4.5000% | $3964193.00        | $341565.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-20      | 4.5000%  | 4.5000% | $1430230.00        | $28350.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-06-20      | 2.0000%  | 2.0000% | $28295.00          | $7438.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-20      | 3.0000%  | 3.0000% | $850000.00         | $107959.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-20      | 4.0000%  | 4.0000% | $3903000.00        | $402858.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-09-20      | 4.5000%  | 4.5000% | $691047.00         | $55481.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-20      | 3.5000%  | 3.5000% | $601000.00         | $70920.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-20      | 4.0000%  | 4.0000% | $2573351.00        | $262613.29         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-04-30      | 3.7500%  | 3.7500% | $47380500.00       | $47344017.01       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-04-30      | 4.0000%  | 4.0000% | $100.00            | $99.11             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2035-05-15      | 4.2500%  | 4.2500% | $400.00            | $403.95            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-05-15      | 3.7500%  | 3.7500% | $1000.00           | $1013.40           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-05-31      | 4.1250%  | 4.1250% | $1600.00           | $1623.12           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-06-15      | 3.8750%  | 3.8750% | $3000.00           | $3039.56           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-06-30      | 4.0000%  | 4.0000% | $400.00            | $401.39            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-06-30      | 3.8750%  | 3.8750% | $3640200.00        | $3665336.68        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-07-31      | 3.8750%  | 3.8750% | $100.00            | $100.94            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-08-15      | 3.6250%  | 3.6250% | $3900.00           | $3901.95           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-08-31      | 3.8750%  | 3.8750% | $56357700.00       | $55713713.73       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-08-31      | 3.6250%  | 3.6250% | $100.00            | $98.93             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-09-30      | 3.6250%  | 3.6250% | $500.00            | $493.10            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-09-30      | 3.5000%  | 3.5000% | $11500.00          | $11468.70          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-10-31      | 3.6250%  | 3.6250% | $5500.00           | $5405.45           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-10-31      | 3.6250%  | 3.6250% | $6575800.00        | $6462761.99        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-10-31      | 3.5000%  | 3.5000% | $12300.00          | $12224.10          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-10-31      | 3.7500%  | 3.7500% | $100.00            | $97.39             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-11-15      | 3.5000%  | 3.5000% | $400.00            | $402.04            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-11-30      | 3.3750%  | 3.3750% | $300.00            | $301.65            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-11-30      | 3.5000%  | 3.5000% | $358900.00         | $355924.44         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-12-15      | 3.5000%  | 3.5000% | $1500.00           | $1502.74           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-12-31      | 3.8750%  | 3.8750% | $528800.00         | $524974.29         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-12-31      | 3.3750%  | 3.3750% | $400.00            | $400.86            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-01-31      | 3.7500%  | 3.7500% | $300.00            | $298.80            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2036-02-15      | 4.1250%  | 4.1250% | $110100.00         | $108499.40         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2033-02-28      | 3.7500%  | 3.7500% | $11700.00          | $11441.85          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-03-15      | 3.5000%  | 3.5000% | $257008600.00      | $255000077.79      | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-03-31      | 3.8750%  | 3.8750% | $41400.00          | $41486.36          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-04-30      | 3.7500%  | 3.7500% | $1000.00           | $996.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-07-01      | 8.0000%  | 8.0000% | $2445696.00        | $528.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-06-01      | 9.0000%  | 9.0000% | $2768511.00        | $1726.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-09-01      | 8.0000%  | 8.0000% | $88596.00          | $37.64             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-11-01      | 7.5000%  | 7.5000% | $520003.00         | $127.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-03-01      | 5.5000%  | 5.5000% | $15000.00          | $67.87             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-06-01      | 5.0000%  | 5.0000% | $560000.00         | $3203.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-07-01      | 5.0000%  | 5.0000% | $6042368.00        | $32542.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-08-01      | 7.5000%  | 7.5000% | $1350000.00        | $1569.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-07-01      | 7.0000%  | 7.0000% | $5021115.00        | $5727.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-10-01      | 7.0000%  | 7.0000% | $28256258.00       | $25425.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-08-01      | 8.5000%  | 8.5000% | $46341.00          | $110.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-11-01      | 7.0000%  | 7.0000% | $5000.00           | $9.48              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-10-01      | 8.0000%  | 8.0000% | $320000.00         | $143.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-01-01      | 7.0000%  | 7.0000% | $3000.00           | $6.29              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-12-01      | 6.5000%  | 6.5000% | $585000.00         | $930.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-08-01      | 6.5000%  | 6.5000% | $20000.00          | $30.44             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-05-01      | 7.0000%  | 7.0000% | $7975000.00        | $60314.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-10-01      | 7.0000%  | 7.0000% | $81000.00          | $220.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-12-01      | 6.5000%  | 6.5000% | $38000.00          | $214.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-02-01      | 7.0000%  | 7.0000% | $220000.00         | $1597.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-11-01      | 7.0000%  | 7.0000% | $100000.00         | $587.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-12-01      | 7.0000%  | 7.0000% | $8167293.00        | $14071.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-02-01      | 6.5000%  | 6.5000% | $10000.00          | $32.43             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-12-01      | 5.5000%  | 5.5000% | $1010000.00        | $1628.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-11-01      | 5.0000%  | 5.0000% | $1192113.00        | $61748.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-01-01      | 7.0000%  | 7.0000% | $612466.00         | $4142.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-12-01      | 5.5000%  | 5.5000% | $5000000.00        | $10650.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-01-01      | 6.5000%  | 6.5000% | $16775975.00       | $283384.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-02-01      | 6.0000%  | 6.0000% | $11000000.00       | $62127.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2026-08-01      | 5.5000%  | 5.5000% | $4384591.00        | $418.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-10-01      | 5.5000%  | 5.5000% | $997891.00         | $1993.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-05-01      | 5.0000%  | 5.0000% | $198000.00         | $265.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-05-01      | 5.5000%  | 5.5000% | $505000.00         | $468.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-05-01      | 6.0000%  | 6.0000% | $2559411.00        | $3926.50           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-04-30      | 3.5000%  | 3.5000% | $100.00            | $99.14             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-05-15      | 3.6250%  | 3.6250% | $200.00            | $203.28            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-05-31      | 3.6250%  | 3.6250% | $200.00            | $201.71            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-06-15      | 4.1250%  | 4.1250% | $200.00            | $203.16            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-06-30      | 3.7500%  | 3.7500% | $200.00            | $200.36            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-06-30      | 4.0000%  | 4.0000% | $200.00            | $202.89            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-07-15      | 4.5000%  | 4.5000% | $200.00            | $202.92            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-08-15      | 4.3750%  | 4.3750% | $100.00            | $101.06            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-08-31      | 4.1250%  | 4.1250% | $100.00            | $100.98            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-09-15      | 4.6250%  | 4.6250% | $100.00            | $100.90            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-09-30      | 4.6250%  | 4.6250% | $300.00            | $308.10            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-09-30      | 4.6250%  | 4.6250% | $600.00            | $611.58            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-10-15      | 4.6250%  | 4.6250% | $100.00            | $100.60            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-10-31      | 4.8750%  | 4.8750% | $100.00            | $102.16            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-10-31      | 4.8750%  | 4.8750% | $1000.00           | $1033.55           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-11-30      | 4.3750%  | 4.3750% | $100.00            | $103.12            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-11-30      | 4.3750%  | 4.3750% | $100.00            | $102.83            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-12-15      | 4.3750%  | 4.3750% | $100.00            | $102.02            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-12-31      | 3.7500%  | 3.7500% | $300.00            | $299.76            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-12-31      | 3.7500%  | 3.7500% | $1100.00           | $1107.96           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-01-15      | 4.0000%  | 4.0000% | $400.00            | $405.32            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-01-31      | 4.0000%  | 4.0000% | $100.00            | $101.08            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-01-31      | 4.0000%  | 4.0000% | $100.00            | $100.68            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2034-02-15      | 4.0000%  | 4.0000% | $738000.00         | $729621.33         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2034-02-15      | 4.0000%  | 4.0000% | $21866800.00       | $21618541.74       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-02-15      | 4.1250%  | 4.1250% | $100.00            | $101.09            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-02-28      | 4.2500%  | 4.2500% | $300.00            | $304.43            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-02-28      | 4.2500%  | 4.2500% | $683000.00         | $693070.72         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-03-15      | 4.2500%  | 4.2500% | $100.00            | $100.92            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-03-31      | 4.1250%  | 4.1250% | $685600.00         | $689419.57         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-04-30      | 4.6250%  | 4.6250% | $200.00            | $204.86            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-04-30      | 4.6250%  | 4.6250% | $100.00            | $101.84            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2034-05-15      | 4.3750%  | 4.3750% | $4000.00           | $4097.76           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-05-15      | 4.5000%  | 4.5000% | $300.00            | $308.19            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-05-31      | 4.5000%  | 4.5000% | $322300.00         | $333189.73         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-05-31      | 4.6250%  | 4.6250% | $1000.00           | $1043.56           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-06-15      | 4.6250%  | 4.6250% | $20000.00          | $20514.74          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-06-30      | 4.2500%  | 4.2500% | $100.00            | $102.21            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-07-15      | 4.3750%  | 4.3750% | $300.00            | $305.55            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-07-31      | 4.3750%  | 4.3750% | $900.00            | $911.12            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-07-31      | 4.0000%  | 4.0000% | $2800.00           | $2829.18           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-07-31      | 4.1250%  | 4.1250% | $1100.00           | $1112.57           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2034-08-15      | 3.8750%  | 3.8750% | $813500.00         | $794172.27         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-08-15      | 3.7500%  | 3.7500% | $300.00            | $301.73            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-08-31      | 3.6250%  | 3.6250% | $600.00            | $596.85            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-09-15      | 3.3750%  | 3.3750% | $100.00            | $99.72             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-09-30      | 3.6250%  | 3.6250% | $800.00            | $783.50            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-10-31      | 4.1250%  | 4.1250% | $100.00            | $100.41            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-10-31      | 4.1250%  | 4.1250% | $2600.00           | $2604.15           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-10-31      | 4.1250%  | 4.1250% | $100.00            | $100.01            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-11-15      | 4.1250%  | 4.1250% | $700.00            | $715.26            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-11-30      | 4.1250%  | 4.1250% | $154700.00         | $157305.44         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-11-30      | 4.1250%  | 4.1250% | $300.00            | $306.41            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-12-31      | 4.5000%  | 4.5000% | $3400.00           | $3512.46           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-12-31      | 4.3750%  | 4.3750% | $224000.00         | $230066.53         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-12-31      | 4.2500%  | 4.2500% | $100.00            | $101.71            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-01-15      | 4.2500%  | 4.2500% | $483500.00         | $491897.11         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-01-31      | 4.2500%  | 4.2500% | $431300.00         | $439343.26         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2035-02-15      | 4.6250%  | 4.6250% | $800.00            | $822.81            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-02-15      | 4.2500%  | 4.2500% | $100.00            | $101.40            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-02-29      | 4.1250%  | 4.1250% | $2500.00           | $2513.09           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-03-31      | 4.1250%  | 4.1250% | $1100.00           | $1101.61           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-03-31      | 3.8750%  | 3.8750% | $100.00            | $100.38            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-04-15      | 3.7500%  | 3.7500% | $1100.00           | $1097.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-06-01      | 6.0000%  | 6.0000% | $8000.00           | $64.66             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-08-01      | 6.5000%  | 6.5000% | $25000.00          | $122.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-09-01      | 6.5000%  | 6.5000% | $1117000.00        | $6451.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-11-01      | 6.5000%  | 6.5000% | $59000.00          | $314.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-11-01      | 6.5000%  | 6.5000% | $1756250.00        | $4395.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-10-01      | 6.5000%  | 6.5000% | $125000.00         | $1197.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-11-01      | 5.0000%  | 5.0000% | $1000000.00        | $848.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-12-01      | 6.5000%  | 6.5000% | $1281110.00        | $3248.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-04-01      | 8.0000%  | 8.0000% | $1019572.00        | $4457.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-04-01      | 4.5000%  | 4.5000% | $2000000.00        | $17912.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-03-01      | 6.5000%  | 6.5000% | $17000.00          | $247.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-02-01      | 8.0000%  | 8.0000% | $1306563.00        | $3990.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-01-01      | 6.5000%  | 6.5000% | $296120.00         | $6541.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-11-01      | 4.5000%  | 4.5000% | $190000.00         | $3320.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-10-01      | 5.0000%  | 5.0000% | $2706935.00        | $111939.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-11-01      | 6.5000%  | 6.5000% | $159827.00         | $1877.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-05-01      | 4.5000%  | 4.5000% | $400000.00         | $3295.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-06-01      | 5.0000%  | 5.0000% | $275000.00         | $1897.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-01-01      | 7.0000%  | 7.0000% | $341238.00         | $2724.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-08-01      | 7.0000%  | 7.0000% | $83000.00          | $1179.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-06-01      | 6.5000%  | 6.5000% | $14000.00          | $61.89             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-02-01      | 6.5000%  | 6.5000% | $1030690.00        | $3979.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-07-01      | 6.5000%  | 6.5000% | $533475.00         | $4588.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-08-01      | 6.5000%  | 6.5000% | $302657.00         | $9246.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-12-01      | 5.5000%  | 5.5000% | $47146547.00       | $141729.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-10-01      | 8.0000%  | 8.0000% | $125000.00         | $206.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-04-01      | 6.5000%  | 6.5000% | $14000.00          | $189.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-07-01      | 5.8600%  | 5.8600% | $644309.00         | $106949.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-03-01      | 5.5000%  | 5.5000% | $14576199.00       | $136299.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-04-01      | 5.0000%  | 5.0000% | $351177.00         | $6029.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-07-01      | 7.0000%  | 7.0000% | $714115.00         | $11475.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-08-01      | 5.0000%  | 5.0000% | $300000.00         | $2434.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-07-01      | 7.0000%  | 7.0000% | $110000.00         | $1018.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-10-01      | 7.0000%  | 7.0000% | $2321129.00        | $9934.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-09-01      | 4.5000%  | 4.5000% | $171129.00         | $1011.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-09-01      | 5.0000%  | 5.0000% | $22110000.00       | $146320.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-09-01      | 7.0000%  | 7.0000% | $846976.00         | $10620.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-11-01      | 5.0000%  | 5.0000% | $505892.00         | $2312.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-12-01      | 6.5000%  | 6.5000% | $10400.00          | $119.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-11-01      | 6.5000%  | 6.5000% | $39000.00          | $245.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-02-01      | 7.0000%  | 7.0000% | $177846.00         | $1174.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-11-01      | 7.0000%  | 7.0000% | $170000.00         | $1534.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-03-01      | 5.0000%  | 5.0000% | $1040000.00        | $7565.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-09-01      | 6.0000%  | 6.0000% | $12000.00          | $108.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-10-01      | 6.5000%  | 6.5000% | $150000.00         | $806.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-01-01      | 8.0000%  | 8.0000% | $150000.00         | $884.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-03-01      | 5.0000%  | 5.0000% | $600000.00         | $3747.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 6.0000%  | 6.0000% | $5709.00           | $4803.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 5.5000%  | 5.5000% | $3589.00           | $2889.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 6.5000%  | 6.5000% | $31300.00          | $23961.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 6.5000%  | 6.5000% | $1155200.00        | $1165112.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 6.0000%  | 6.0000% | $4200.00           | $3744.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.5000%  | 5.5000% | $1320849.00        | $1195344.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 6.0000%  | 6.0000% | $80586.00          | $75538.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 5.5000%  | 5.5000% | $1589741.00        | $1347177.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 6.0000%  | 6.0000% | $1481985.00        | $1295653.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 6.0000%  | 6.0000% | $1702499.00        | $1565664.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 5.5000%  | 5.5000% | $24507.00          | $24367.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.0000%  | 5.0000% | $73865.00          | $63873.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.5000%  | 5.5000% | $8795.00           | $7177.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.5000%  | 5.5000% | $1036900.00        | $901097.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 6.5000%  | 6.5000% | $1019460.00        | $437270.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 5.5000%  | 5.5000% | $1017175.00        | $954567.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.0000%  | 6.0000% | $1046850.00        | $975610.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.0000%  | 6.0000% | $1000.00           | $889.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 5.5000%  | 5.5000% | $19998.00          | $14994.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.0000%  | 6.0000% | $143988.00         | $107350.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 5.5000%  | 5.5000% | $1101921.00        | $1029713.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 5.5000%  | 5.5000% | $14000.00          | $10899.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 5.5000%  | 5.5000% | $1870.00           | $1559.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-15      | 2.5000%  | 2.5000% | $392123.00         | $251541.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-15      | 4.0000%  | 4.0000% | $576608.00         | $78350.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-15      | 4.0000%  | 4.0000% | $60000.00          | $8090.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-15      | 3.0000%  | 3.0000% | $292969.00         | $178111.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-15      | 3.5000%  | 3.5000% | $90323.00          | $9031.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-15      | 4.5000%  | 4.5000% | $1018371.00        | $577925.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-15      | 3.0000%  | 3.0000% | $1999000.00        | $352508.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-15      | 4.0000%  | 4.0000% | $100000.00         | $23593.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-15      | 3.5000%  | 3.5000% | $47377.00          | $4516.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-20      | 3.5000%  | 3.5000% | $854073.00         | $400659.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-02-01      | 3.0000%  | 3.0000% | $135000.00         | $13232.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-04-01      | 4.5000%  | 4.5000% | $92717.00          | $13713.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-05-01      | 4.0000%  | 4.0000% | $30000.00          | $5248.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-05-01      | 4.0000%  | 4.0000% | $760000.00         | $127831.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-04-01      | 3.5000%  | 3.5000% | $1498251.00        | $451405.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-03-01      | 3.0000%  | 3.0000% | $750000.00         | $75087.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-04-01      | 4.0000%  | 4.0000% | $425000.00         | $79926.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-05-01      | 3.0000%  | 3.0000% | $3113989.00        | $398982.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-05-01      | 2.5000%  | 2.5000% | $100000.00         | $3048.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-01-01      | 3.0000%  | 3.0000% | $820000.00         | $247713.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-07-01      | 4.0000%  | 4.0000% | $100000.00         | $14234.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-09-01      | 3.0000%  | 3.0000% | $178770.00         | $18568.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-10-01      | 3.5000%  | 3.5000% | $50000.00          | $9587.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-07-01      | 3.0000%  | 3.0000% | $355562.00         | $68040.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-08-01      | 3.0000%  | 3.0000% | $530000.00         | $108616.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-09-01      | 4.0250%  | 4.0250% | $71780.00          | $51388.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-08-01      | 3.2740%  | 3.2740% | $123058.00         | $41067.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-09-01      | 3.5240%  | 3.5240% | $289608.00         | $70202.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-10-01      | 3.5240%  | 3.5240% | $602031.00         | $165242.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-10-01      | 4.5250%  | 4.5250% | $135315.00         | $57325.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-03-01      | 4.5000%  | 4.5000% | $400000.00         | $76351.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-01-01      | 3.5000%  | 3.5000% | $1000.00           | $17.09             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-03-01      | 5.0000%  | 5.0000% | $227000.00         | $22903.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-01-01      | 4.0000%  | 4.0000% | $5000.00           | $2.51              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-03-01      | 4.0000%  | 4.0000% | $220000.00         | $40094.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-04-01      | 3.0000%  | 3.0000% | $3012679.00        | $213587.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-08-01      | 3.0000%  | 3.0000% | $2000000.00        | $119733.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-07-01      | 3.0000%  | 3.0000% | $7000.00           | $1293.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-08-01      | 3.5000%  | 3.5000% | $1000.00           | $93.52             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-03-01      | 6.5000%  | 6.5000% | $52795.00          | $27.92             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-05-01      | 8.0000%  | 8.0000% | $50000.00          | $39.31             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-05-01      | 7.0000%  | 7.0000% | $325000.00         | $601.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-05-01      | 6.5000%  | 6.5000% | $91631.00          | $663.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-07-01      | 6.5000%  | 6.5000% | $77299.00          | $193.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-09-01      | 6.5000%  | 6.5000% | $141523.00         | $627.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-07-01      | 8.0000%  | 8.0000% | $5741053.00        | $10287.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-08-01      | 7.0000%  | 7.0000% | $194097.00         | $589.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2026-05-25      | 6.5000%  | 6.5000% | $31000.00          | $67.50             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-07-01      | 7.0000%  | 7.0000% | $73000.00          | $104.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-09-01      | 6.5000%  | 6.5000% | $230553.00         | $619.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-08-01      | 7.0000%  | 7.0000% | $1610000.00        | $13307.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-12-01      | 5.5000%  | 5.5000% | $128536.00         | $261.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-09-01      | 6.5000%  | 6.5000% | $74851.00          | $164.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-05-01      | 5.0000%  | 5.0000% | $1831522.00        | $30688.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-01-01      | 5.5000%  | 5.5000% | $86921.00          | $554.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-08-01      | 7.0000%  | 7.0000% | $85000.00          | $335.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-01-01      | 7.0000%  | 7.0000% | $75000.00          | $466.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-09-01      | 8.0000%  | 8.0000% | $21804090.00       | $88978.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-09-01      | 6.5000%  | 6.5000% | $322269.00         | $1496.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-12-01      | 6.5000%  | 6.5000% | $6000.00           | $13.65             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-08-01      | 7.0000%  | 7.0000% | $791000.00         | $1828.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-01-01      | 5.5000%  | 5.5000% | $217885.00         | $1190.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-02-01      | 5.5000%  | 5.5000% | $4875000.00        | $19037.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-01-01      | 5.5000%  | 5.5000% | $14205.00          | $32.35             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-04-01      | 7.0000%  | 7.0000% | $20000000.00       | $70905.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-08-01      | 6.5000%  | 6.5000% | $1930000.00        | $4961.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-03-01      | 7.5000%  | 7.5000% | $60208.00          | $219.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-04-01      | 5.2500%  | 5.2500% | $300000.00         | $1924.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-07-01      | 5.0000%  | 5.0000% | $1000000.00        | $25729.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-04-01      | 5.5000%  | 5.5000% | $50000000.00       | $283484.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-08-01      | 7.0000%  | 7.0000% | $14983600.00       | $81985.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-11-01      | 5.0000%  | 5.0000% | $500000.00         | $3856.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-09-01      | 7.5000%  | 7.5000% | $3000000.00        | $10774.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-12-01      | 6.5000%  | 6.5000% | $101000.00         | $410.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-03-01      | 8.0000%  | 8.0000% | $769660.00         | $1998.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-03-01      | 5.5000%  | 5.5000% | $8508185.00        | $56930.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-01-01      | 6.5000%  | 6.5000% | $5885.00           | $27.67             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-07-01      | 7.0000%  | 7.0000% | $7430398.00        | $36309.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-06-01      | 6.5000%  | 6.5000% | $18000.00          | $96.65             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-12-01      | 6.5000%  | 6.5000% | $391426.00         | $2891.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-05-01      | 5.0000%  | 5.0000% | $100000.00         | $814.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-06-01      | 5.0000%  | 5.0000% | $50000.00          | $427.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-07-01      | 5.0000%  | 5.0000% | $4421000.00        | $39112.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-02-01      | 5.0000%  | 5.0000% | $12095000.00       | $106539.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-04-01      | 6.0000%  | 6.0000% | $283160.00         | $1995.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-07-01      | 6.5000%  | 6.5000% | $171174.00         | $1876.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-03-01      | 5.0000%  | 5.0000% | $40000.00          | $336.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-03-01      | 5.0000%  | 5.0000% | $3255000.00        | $29221.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-11-01      | 8.0000%  | 8.0000% | $95000.00          | $1011.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-01-01      | 6.5000%  | 6.5000% | $5000.00           | $62.33             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2062-02-20      | 2.5000%  | 2.5000% | $338916.00         | $267723.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2063-07-20      | 7.0000%  | 7.0000% | $3431.00           | $3559.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-20      | 4.5000%  | 4.5000% | $1511078.00        | $1409710.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-20      | 5.0000%  | 5.0000% | $1114336.00        | $548598.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-12-15      | 5.0490%  | 5.0490% | $7067700.00        | $7076453.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 7.0000%  | 7.0000% | $1464903.00        | $311866.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-20      | 7.5000%  | 7.5000% | $1470456.00        | $1401872.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-20      | 7.0000%  | 7.0000% | $4100.00           | $3525.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2062-01-20      | 3.0000%  | 3.0000% | $24131.00          | $20542.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-20      | 5.0000%  | 5.0000% | $7384.00           | $6677.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-20      | 5.0000%  | 5.0000% | $1022431.00        | $993180.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2064-07-20      | 7.0000%  | 7.0000% | $260920.00         | $207717.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-11-15      | 5.4290%  | 5.4290% | $1850.00           | $1906.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-20      | 4.5000%  | 4.5000% | $5766440.00        | $5324662.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 7.0000%  | 7.0000% | $207863.00         | $215868.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-11-15      | 5.4290%  | 5.4290% | $1450.00           | $1494.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2061-04-15      | 5.0000%  | 5.0000% | $2720000.00        | $2592099.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2061-03-15      | 5.2400%  | 5.2400% | $7645200.00        | $7700146.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-11-15      | 5.1290%  | 5.1290% | $44800.00          | $45433.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-06-20      | 6.0000%  | 6.0000% | $20291.00          | $20790.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2061-01-15      | 5.1100%  | 5.1100% | $11335300.00       | $11431676.43       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2068-06-15      | 5.2690%  | 5.2690% | $6213571.00        | $6059643.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-15      | 5.5000%  | 5.5000% | $1900.00           | $1972.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-11-15      | 5.5000%  | 5.5000% | $4700.00           | $4858.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-11-15      | 5.2300%  | 5.2300% | $1951700.00        | $1982493.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 5.0000%  | 5.0000% | $5105533.00        | $4881580.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 5.0000%  | 5.0000% | $5068.00           | $5034.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 5.0000%  | 5.0000% | $2156.00           | $2153.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2061-05-15      | 4.6200%  | 4.6200% | $28045000.00       | $27304995.29       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 5.0000%  | 5.0000% | $8189.00           | $8170.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 5.5000%  | 5.5000% | $7832005.00        | $7954941.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 5.5000%  | 5.5000% | $2218.00           | $2268.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 5.0000%  | 5.0000% | $5357.00           | $5342.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 6.5000%  | 6.5000% | $8242.00           | $8849.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 4.5000%  | 4.5000% | $33453.00          | $32085.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 5.0000%  | 5.0000% | $143183.00         | $142990.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 5.0000%  | 5.0000% | $1100774.00        | $1099342.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 5.0000%  | 5.0000% | $2505000.00        | $2504721.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 5.0000%  | 5.0000% | $3087.00           | $3086.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 4.5000%  | 4.5000% | $29200.00          | $28082.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 5.0000%  | 5.0000% | $2052669.00        | $2049894.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 5.0000%  | 5.0000% | $55452.00          | $55437.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 4.5000%  | 4.5000% | $51430477.00       | $49430981.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-01-20      | 5.5000%  | 5.5000% | $1086.00           | $1090.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-03-20      | 1.5000%  | 1.5000% | $11068.00          | $7426.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 4.5000%  | 4.5000% | $655546.00         | $611345.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 5.5000%  | 5.5000% | $1251.00           | $945.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 4.0000%  | 4.0000% | $7443.00           | $6809.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 5.5000%  | 5.5000% | $3100.00           | $2565.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 5.0000%  | 5.0000% | $24982300.00       | $23853639.98       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 7.0000%  | 7.0000% | $197127.00         | $117337.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 3.5000%  | 3.5000% | $20555.00          | $18327.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 5.0000%  | 5.0000% | $22710400.00       | $22151436.08       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 7.0000%  | 7.0000% | $61620.00          | $49229.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 4.5000%  | 4.5000% | $479261.00         | $457732.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 5.5000%  | 5.5000% | $10543.00          | $10402.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-20      | 7.0000%  | 7.0000% | $2614.00           | $2628.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 4.5000%  | 4.5000% | $1061060.00        | $1021931.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 4.5000%  | 4.5000% | $2589260.00        | $2501833.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.5000%  | 6.5000% | $2690.00           | $2823.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 7.5000%  | 7.5000% | $5409.00           | $5452.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2061-01-15      | 5.3700%  | 5.3700% | $3700.00           | $3801.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2061-01-15      | 5.5000%  | 5.5000% | $12000.00          | $12421.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.0000%  | 6.0000% | $16128.00          | $16804.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.0000%  | 6.0000% | $5021.00           | $5201.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.0000%  | 6.0000% | $8718.00           | $9035.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2068-06-15      | 5.3090%  | 5.3090% | $551321.00         | $541400.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 5.0000%  | 5.0000% | $7067.00           | $7079.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 5.0000%  | 5.0000% | $1871.00           | $1883.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 4.5000%  | 4.5000% | $3747396.00        | $3664342.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 5.0000%  | 5.0000% | $235622.00         | $235740.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 5.0000%  | 5.0000% | $2521121.00        | $2525638.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 5.0000%  | 5.0000% | $5292537.00        | $5291948.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 5.5000%  | 5.5000% | $1034.00           | $1052.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 5.0000%  | 5.0000% | $3033.00           | $3032.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-03-15      | 5.0000%  | 5.0000% | $1064663.00        | $321775.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-01-20      | 3.5000%  | 3.5000% | $1392716.00        | $452079.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-04-20      | 3.0000%  | 3.0000% | $1117618.00        | $60926.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-08-15      | 4.5000%  | 4.5000% | $289605.00         | $14361.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-06-15      | 4.0000%  | 4.0000% | $123000.00         | $14853.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-15      | 3.0000%  | 3.0000% | $3146000.00        | $492892.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-20      | 2.5000%  | 2.5000% | $100000.00         | $53711.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-15      | 4.5000%  | 4.5000% | $1925753.00        | $93286.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-20      | 3.0000%  | 3.0000% | $1846800.00        | $222561.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-15      | 3.5000%  | 3.5000% | $77338.00          | $7230.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-15      | 3.5000%  | 3.5000% | $1074554.00        | $296468.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-15      | 4.5000%  | 4.5000% | $341741.00         | $35073.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-15      | 3.0000%  | 3.0000% | $130000.00         | $19832.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-20      | 3.0000%  | 3.0000% | $257174.00         | $121104.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-15      | 2.5000%  | 2.5000% | $426693.00         | $163606.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-09-20      | 3.5000%  | 3.5000% | $127222.00         | $49670.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-09-20      | 3.5000%  | 3.5000% | $110014.00         | $48225.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-09-20      | 3.5000%  | 3.5000% | $13023.00          | $7886.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-20      | 3.0000%  | 3.0000% | $1296908.00        | $175464.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-20      | 3.0000%  | 3.0000% | $649683.00         | $330810.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-20      | 4.0000%  | 4.0000% | $10900.00          | $9505.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-20      | 3.5000%  | 3.5000% | $251659.00         | $128409.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-01-20      | 3.5000%  | 3.5000% | $72107.00          | $43047.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-20      | 3.5000%  | 3.5000% | $10102.00          | $8321.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-20      | 3.5000%  | 3.5000% | $94428.00          | $59170.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-20      | 2.5000%  | 2.5000% | $200000.00         | $92223.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-08-20      | 4.0000%  | 4.0000% | $1412218.00        | $333041.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-04-20      | 3.5000%  | 3.5000% | $92989.00          | $62512.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-15      | 3.5000%  | 3.5000% | $200000.00         | $69174.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-15      | 4.0000%  | 4.0000% | $300409.00         | $185317.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-20      | 3.5000%  | 3.5000% | $81642.00          | $49797.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-20      | 2.5000%  | 2.5000% | $16098.00          | $8405.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-20      | 4.0000%  | 4.0000% | $1457300.00        | $586100.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2061-05-15      | 4.9690%  | 4.9690% | $1500.00           | $1493.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-20      | 3.0000%  | 3.0000% | $1139.00           | $807.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-15      | 4.0000%  | 4.0000% | $1594.00           | $1248.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-15      | 3.0000%  | 3.0000% | $16274.00          | $12878.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-20      | 2.5000%  | 2.5000% | $2392.00           | $1826.37           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-20      | 2.5000%  | 2.5000% | $131481.00         | $83504.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-20      | 2.5000%  | 2.5000% | $150889.00         | $95949.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-20      | 2.5000%  | 2.5000% | $1213.00           | $828.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-20      | 3.5000%  | 3.5000% | $23315.00          | $9594.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-20      | 3.0000%  | 3.0000% | $73448.00          | $54085.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-15      | 3.5000%  | 3.5000% | $291479.00         | $75100.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-15      | 4.5000%  | 4.5000% | $299438.00         | $265528.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-15      | 4.0000%  | 4.0000% | $203815.00         | $131537.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-20      | 5.0000%  | 5.0000% | $561900.00         | $482140.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-20      | 4.5000%  | 4.5000% | $10000.00          | $8846.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-20      | 5.0000%  | 5.0000% | $2372901.00        | $2077452.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-20      | 5.0000%  | 5.0000% | $39914800.00       | $34945027.79       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-03-15      | 2.5000%  | 2.5000% | $222749.00         | $6708.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-20      | 3.0000%  | 3.0000% | $1300000.00        | $201025.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-04-15      | 3.5000%  | 3.5000% | $1637800.00        | $164368.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-15      | 4.5000%  | 4.5000% | $915303.00         | $292667.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-05-15      | 2.5000%  | 2.5000% | $17249.00          | $3650.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-01-20      | 3.5000%  | 3.5000% | $358379.00         | $25626.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-04-15      | 2.5000%  | 2.5000% | $19846.00          | $2578.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-03-15      | 2.5000%  | 2.5000% | $70000.00          | $9214.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-03-15      | 3.0000%  | 3.0000% | $1879000.00        | $362054.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-03-20      | 3.0000%  | 3.0000% | $300000.00         | $44995.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-10-20      | 5.0000%  | 5.0000% | $1669317.00        | $51700.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-01-15      | 5.5000%  | 5.5000% | $115000.00         | $21960.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-07-15      | 2.5000%  | 2.5000% | $24512.00          | $2381.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-09-15      | 2.5000%  | 2.5000% | $10172.00          | $375.53            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-06-20      | 3.5000%  | 3.5000% | $1690000.00        | $265364.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-09-20      | 3.5000%  | 3.5000% | $1000000.00        | $117241.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-09-15      | 4.0000%  | 4.0000% | $150030.00         | $52893.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-15      | 5.0000%  | 5.0000% | $1617948.00        | $189515.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-01-20      | 3.0000%  | 3.0000% | $245000.00         | $44942.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-03-20      | 4.5000%  | 4.5000% | $350000.00         | $63290.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-03-20      | 4.5000%  | 4.5000% | $150000.00         | $17586.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-04-15      | 4.5000%  | 4.5000% | $201078.00         | $42269.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-01-20      | 3.5000%  | 3.5000% | $2161712.00        | $450072.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-03-15      | 4.0000%  | 4.0000% | $258153.00         | $12956.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-05-20      | 3.5000%  | 3.5000% | $474786.00         | $74142.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-06-15      | 4.0000%  | 4.0000% | $50000.00          | $2749.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-08-15      | 5.0000%  | 5.0000% | $80179.00          | $1703.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-10-20      | 3.5000%  | 3.5000% | $671988.00         | $253850.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-10-15      | 3.0000%  | 3.0000% | $23934.00          | $3029.35           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-11-15      | 4.0000%  | 4.0000% | $120000.00         | $11928.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-09-15      | 4.5000%  | 4.5000% | $262078.00         | $3953.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-01-15      | 5.0000%  | 5.0000% | $1188630.00        | $42011.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-11-20      | 3.5000%  | 3.5000% | $3901252.00        | $323211.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-08-20      | 4.5000%  | 4.5000% | $2758767.00        | $230373.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2062-08-20      | 2.5000%  | 2.5000% | $475442.00         | $375378.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-20      | 4.0000%  | 4.0000% | $5576.00           | $3923.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-20      | 3.0000%  | 3.0000% | $12000.00          | $7345.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-20      | 3.5000%  | 3.5000% | $3000.00           | $2056.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-20      | 5.5000%  | 5.5000% | $11000.00          | $6782.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-20      | 5.5000%  | 5.5000% | $2238.00           | $1635.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-20      | 2.5000%  | 2.5000% | $794319.00         | $430246.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-20      | 3.0000%  | 3.0000% | $28182.00          | $22640.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-20      | 3.5000%  | 3.5000% | $78900.00          | $64049.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-20      | 1.5000%  | 1.5000% | $627526.00         | $446383.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-20      | 3.0000%  | 3.0000% | $11000.00          | $6822.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-20      | 5.0000%  | 5.0000% | $49999000.00       | $36266366.73       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-20      | 2.5000%  | 2.5000% | $673567.00         | $416199.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-20      | 4.5000%  | 4.5000% | $49700.00          | $37760.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-20      | 7.5000%  | 7.5000% | $156991.00         | $41780.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-10-20      | 1.5000%  | 1.5000% | $382031.00         | $259664.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-20      | 7.5000%  | 7.5000% | $5000.00           | $1126.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-20      | 6.5000%  | 6.5000% | $741325.00         | $167715.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-20      | 1.5000%  | 1.5000% | $547620.00         | $393789.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-20      | 3.0000%  | 3.0000% | $578194.00         | $371364.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-20      | 4.0000%  | 4.0000% | $23600.00          | $17231.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-20      | 5.0000%  | 5.0000% | $564500.00         | $414218.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-20      | 7.0000%  | 7.0000% | $10000.00          | $3370.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-20      | 4.5000%  | 4.5000% | $6400.00           | $4970.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-20      | 5.0000%  | 5.0000% | $2000.00           | $1497.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-20      | 7.0000%  | 7.0000% | $10000.00          | $2981.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-20      | 4.5000%  | 4.5000% | $15700.00          | $14388.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-20      | 5.0000%  | 5.0000% | $3000.00           | $2682.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-20      | 4.5000%  | 4.5000% | $24900.00          | $22890.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 1.5000%  | 1.5000% | $579292.00         | $272395.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 2.0000%  | 2.0000% | $12000.00          | $8915.77           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 4.0000%  | 4.0000% | $3000.00           | $2402.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-20      | 6.5000%  | 6.5000% | $86272.00          | $35344.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-20      | 4.0000%  | 4.0000% | $1020413.00        | $376965.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-05-20      | 1.5000%  | 1.5000% | $379628.00         | $78753.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-20      | 3.0000%  | 3.0000% | $543253.00         | $366175.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-20      | 5.0000%  | 5.0000% | $827497.00         | $508575.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-20      | 5.0000%  | 5.0000% | $750216.00         | $479712.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-20      | 2.5000%  | 2.5000% | $744946.00         | $486132.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-09-20      | 3.0000%  | 3.0000% | $12000.00          | $7578.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-20      | 7.5000%  | 7.5000% | $10000.00          | $1792.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-20      | 5.5000%  | 5.5000% | $425000.00         | $293167.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-20      | 5.0000%  | 5.0000% | $20000000.00       | $16913972.10       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-20      | 4.5000%  | 4.5000% | $11110.00          | $10058.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-20      | 4.5000%  | 4.5000% | $7000.00           | $6337.43           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-20      | 5.5000%  | 5.5000% | $7000.00           | $5291.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-20      | 7.5000%  | 7.5000% | $5000.00           | $1009.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-20      | 4.0000%  | 4.0000% | $9000.00           | $7672.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-08-20      | 4.5000%  | 4.5000% | $4038182.00        | $129608.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-10-15      | 3.0000%  | 3.0000% | $7397.00           | $741.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-08-15      | 3.0000%  | 3.0000% | $2175.00           | $235.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-06-15      | 4.5000%  | 4.5000% | $31166.00          | $3118.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-15      | 4.5000%  | 4.5000% | $1186115.00        | $161487.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-15      | 5.0000%  | 5.0000% | $412067.00         | $91820.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-15      | 4.0000%  | 4.0000% | $3093190.00        | $141003.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-15      | 4.0000%  | 4.0000% | $38053.00          | $5791.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-15      | 4.5000%  | 4.5000% | $2053944.00        | $489269.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-15      | 5.0000%  | 5.0000% | $700634.00         | $30697.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-15      | 4.5000%  | 4.5000% | $1364312.00        | $197231.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-15      | 5.0000%  | 5.0000% | $520849.00         | $71918.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-08-20      | 4.5000%  | 4.5000% | $600000.00         | $121972.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-15      | 4.0000%  | 4.0000% | $26917.00          | $8955.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-06-15      | 4.0000%  | 4.0000% | $26000.00          | $4104.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-15      | 4.5000%  | 4.5000% | $85343.00          | $4783.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-08-15      | 4.5000%  | 4.5000% | $1205656.00        | $143933.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-20      | 3.5000%  | 3.5000% | $1233630.00        | $272173.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-15      | 4.0000%  | 4.0000% | $2300.00           | $830.65            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-08-15      | 4.0000%  | 4.0000% | $80000.00          | $8137.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-15      | 3.0000%  | 3.0000% | $77272.00          | $32484.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-15      | 4.0000%  | 4.0000% | $131000.00         | $42133.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-15      | 3.5000%  | 3.5000% | $1516447.00        | $176922.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-15      | 4.0000%  | 4.0000% | $111067.00         | $4736.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-15      | 4.0000%  | 4.0000% | $147456.00         | $17857.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-15      | 5.0000%  | 5.0000% | $1249075.00        | $112037.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-15      | 4.0000%  | 4.0000% | $202583.00         | $15791.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-20      | 3.5000%  | 3.5000% | $1348650.00        | $143240.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-15      | 4.0000%  | 4.0000% | $26000.00          | $8925.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-15      | 4.0000%  | 4.0000% | $3600.00           | $1623.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-15      | 4.0000%  | 4.0000% | $111000.00         | $38331.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-04-15      | 4.0000%  | 4.0000% | $897713.00         | $161054.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-08-15      | 4.0000%  | 4.0000% | $378653.00         | $78708.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-20      | 6.5000%  | 6.5000% | $9000.00           | $1594.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-20      | 3.5000%  | 3.5000% | $64025.00          | $6154.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-20      | 3.5000%  | 3.5000% | $275000.00         | $28060.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-20      | 4.0000%  | 4.0000% | $148000.00         | $13340.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-20      | 4.5000%  | 4.5000% | $220000.00         | $22102.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-20      | 5.0000%  | 5.0000% | $800000.00         | $67260.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-08-20      | 6.5000%  | 6.5000% | $141000.00         | $10802.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-06-20      | 7.0000%  | 7.0000% | $35000.00          | $5793.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-08-20      | 3.0000%  | 3.0000% | $169000.00         | $18558.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-20      | 3.0000%  | 3.0000% | $160000.00         | $7914.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-20      | 3.5000%  | 3.5000% | $37000.00          | $4179.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-20      | 4.0000%  | 4.0000% | $146000.00         | $15142.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-20      | 5.0000%  | 5.0000% | $275437.00         | $25554.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-20      | 3.0000%  | 3.0000% | $425000.00         | $57755.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-20      | 4.0000%  | 4.0000% | $256000.00         | $28682.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-20      | 5.0000%  | 5.0000% | $700000.00         | $82113.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-20      | 6.5000%  | 6.5000% | $15000.00          | $2783.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-01-20      | 3.0000%  | 3.0000% | $8000.00           | $2803.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-07-20      | 7.0000%  | 7.0000% | $59811.00          | $13262.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-20      | 2.5000%  | 2.5000% | $2000.00           | $861.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-20      | 3.0000%  | 3.0000% | $2000.00           | $704.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-20      | 3.5000%  | 3.5000% | $2500000.00        | $256019.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-20      | 3.5000%  | 3.5000% | $2860000.00        | $347431.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-20      | 4.5000%  | 4.5000% | $100000.00         | $12401.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-20      | 4.0000%  | 4.0000% | $3035916.00        | $286076.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-20      | 3.5000%  | 3.5000% | $5000.00           | $615.30            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-20      | 4.0000%  | 4.0000% | $2074366.00        | $278040.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-20      | 4.0000%  | 4.0000% | $2284538.00        | $206592.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-20      | 4.5000%  | 4.5000% | $1406107.00        | $189176.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 3.0000%  | 3.0000% | $2000.00           | $405.94            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-20      | 5.0000%  | 5.0000% | $100000.00         | $15354.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-20      | 4.5000%  | 4.5000% | $100000.00         | $18352.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-20      | 2.5000%  | 2.5000% | $2000.00           | $555.11            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-20      | 3.0000%  | 3.0000% | $3250285.00        | $493917.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-20      | 3.5000%  | 3.5000% | $1200000.00        | $285230.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-20      | 4.0000%  | 4.0000% | $20000.00          | $4815.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-20      | 4.5000%  | 4.5000% | $250000.00         | $56923.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-20      | 2.0000%  | 2.0000% | $4000.00           | $1653.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-20      | 2.5000%  | 2.5000% | $1339859.00        | $444103.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-20      | 4.0000%  | 4.0000% | $254000.00         | $59400.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-09-20      | 4.5000%  | 4.5000% | $105000.00         | $24090.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-09-20      | 2.5000%  | 2.5000% | $2000.00           | $725.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-20      | 3.0000%  | 3.0000% | $1973620.00        | $583764.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-20      | 3.5000%  | 3.5000% | $1480000.00        | $443711.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-20      | 3.5000%  | 3.5000% | $1080000.00        | $321500.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-20      | 4.0000%  | 4.0000% | $2578571.00        | $313544.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-12-20      | 2.5000%  | 2.5000% | $150000.00         | $47063.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-20      | 2.5000%  | 2.5000% | $1100000.00        | $434532.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-20      | 4.5000%  | 4.5000% | $1533013.00        | $367142.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-20      | 4.0000%  | 4.0000% | $175000.00         | $117011.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-05-20      | 1.5000%  | 1.5000% | $145707.00         | $83771.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-20      | 4.0000%  | 4.0000% | $1900.00           | $1300.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-20      | 4.5000%  | 4.5000% | $75000.00          | $52209.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-20      | 3.5000%  | 3.5000% | $1026.00           | $748.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-20      | 2.0000%  | 2.0000% | $2000.00           | $1235.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-20      | 3.0000%  | 3.0000% | $2000.00           | $1287.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-20      | 7.0000%  | 7.0000% | $46042.00          | $24609.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-20      | 3.0000%  | 3.0000% | $581436.00         | $218679.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-04-20      | 4.0000%  | 4.0000% | $50000.00          | $18584.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-20      | 2.5000%  | 2.5000% | $3000.00           | $1571.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-20      | 3.0000%  | 3.0000% | $16000.00          | $7656.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-20      | 2.0000%  | 2.0000% | $2000.00           | $1067.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-20      | 3.0000%  | 3.0000% | $10000.00          | $5079.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-20      | 5.0000%  | 5.0000% | $298997.00         | $100650.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-20      | 4.0000%  | 4.0000% | $532372.00         | $292927.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-20      | 3.0000%  | 3.0000% | $3000.00           | $1615.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-20      | 5.5000%  | 5.5000% | $50000.00          | $18318.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-12-20      | 6.0000%  | 6.0000% | $34000.00          | $11586.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-20      | 4.0000%  | 4.0000% | $500000.00         | $317890.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-20      | 1.5000%  | 1.5000% | $3542.00           | $2002.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-20      | 2.0000%  | 2.0000% | $3000.00           | $1714.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-20      | 4.0000%  | 4.0000% | $449692.00         | $259628.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-20      | 2.5000%  | 2.5000% | $725185.00         | $465516.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-20      | 1.5000%  | 1.5000% | $6293.00           | $3779.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-20      | 4.0000%  | 4.0000% | $9000.00           | $5658.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-20      | 5.5000%  | 5.5000% | $19000.00          | $6242.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-20      | 1.5000%  | 1.5000% | $4573.00           | $3311.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-20      | 5.5000%  | 5.5000% | $59999000.00       | $41256695.80       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-20      | 3.0000%  | 3.0000% | $661383.00         | $423176.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-20      | 4.5000%  | 4.5000% | $7000.00           | $5588.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-03-01      | 5.0000%  | 5.0000% | $20000.00          | $1.21              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-03-01      | 7.0000%  | 7.0000% | $100000.00         | $5142.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-11-01      | 4.0000%  | 4.0000% | $500000.00         | $13350.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-01-01      | 4.5000%  | 4.5000% | $60000.00          | $2492.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-01-01      | 4.5000%  | 4.5000% | $1869000.00        | $93582.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-01-01      | 4.5000%  | 4.5000% | $1900000.00        | $231929.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-02-01      | 4.0000%  | 4.0000% | $2350000.00        | $3987.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-09-01      | 4.5000%  | 4.5000% | $1500000.00        | $117292.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-04-01      | 4.5000%  | 4.5000% | $3000.00           | $176.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-02-01      | 4.0000%  | 4.0000% | $8000.00           | $0.48              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-05-01      | 3.0000%  | 3.0000% | $1050000.00        | $65136.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-05-01      | 4.0000%  | 4.0000% | $50000.00          | $2.79              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-01-01      | 4.0000%  | 4.0000% | $1059216.00        | $61038.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-07-01      | 5.0000%  | 5.0000% | $50000.00          | $7332.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-01-01      | 4.5000%  | 4.5000% | $492045.00         | $43767.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-11-01      | 5.0000%  | 5.0000% | $411925.00         | $3027.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-03-01      | 6.0000%  | 6.0000% | $249398.00         | $1691.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-07-01      | 5.0000%  | 5.0000% | $9792664.00        | $276597.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-08-01      | 4.0000%  | 4.0000% | $4000.00           | $1.85              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-06-01      | 5.0000%  | 5.0000% | $101492.00         | $10577.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-07-01      | 5.0000%  | 5.0000% | $100000.00         | $10975.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-02-01      | 5.0000%  | 5.0000% | $200000.00         | $30205.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-08-01      | 3.0000%  | 3.0000% | $298000.00         | $74488.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-08-01      | 4.0000%  | 4.0000% | $1290000.00        | $220738.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-03-01      | 4.0000%  | 4.0000% | $3715000.00        | $540308.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-04-01      | 3.5000%  | 3.5000% | $700000.00         | $73286.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-04-01      | 8.0000%  | 8.0000% | $920989.00         | $64684.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2026-10-01      | 2.4700%  | 2.4700% | $16639600.00       | $16532735.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-04-01      | 3.5440%  | 3.5440% | $3000000.00        | $2837624.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-08-01      | 3.0000%  | 3.0000% | $10648554.00       | $144448.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-06-01      | 4.5000%  | 4.5000% | $560000.00         | $62714.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-06-01      | 3.5000%  | 3.5000% | $1140000.00        | $133733.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-05-01      | 3.0000%  | 3.0000% | $5569204.00        | $69136.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-06-01      | 3.5000%  | 3.5000% | $85448.00          | $9181.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-05-01      | 4.0000%  | 4.0000% | $3094472.00        | $48951.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-06-01      | 3.5000%  | 3.5000% | $200000.00         | $17007.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-07-01      | 4.0000%  | 4.0000% | $2000000.00        | $228698.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-06-01      | 3.5000%  | 3.5000% | $27178.00          | $1335.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-07-01      | 3.0000%  | 3.0000% | $4320822.00        | $27042.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-08-01      | 3.5000%  | 3.5000% | $8484225.00        | $317610.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-08-01      | 3.0000%  | 3.0000% | $2969874.00        | $69075.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-10-01      | 2.5000%  | 2.5000% | $1000000.00        | $18800.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-09-01      | 3.0000%  | 3.0000% | $2450334.00        | $52179.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-10-01      | 4.0000%  | 4.0000% | $3251213.00        | $337270.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-10-01      | 3.0000%  | 3.0000% | $7499932.00        | $151945.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-11-01      | 4.0000%  | 4.0000% | $641034.00         | $77995.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-12-01      | 3.5000%  | 3.5000% | $100000.00         | $11254.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-12-01      | 2.5000%  | 2.5000% | $301109.00         | $6250.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 5.5000%  | 5.5000% | $10000.00          | $8127.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 5.0000%  | 5.0000% | $375000.00         | $336744.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-06-01      | 3.0000%  | 3.0000% | $25022.00          | $3160.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-03-01      | 3.0000%  | 3.0000% | $3138211.00        | $72647.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-03-01      | 2.5000%  | 2.5000% | $700000.00         | $14864.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-03-01      | 2.5000%  | 2.5000% | $1000000.00        | $30407.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-07-01      | 3.5000%  | 3.5000% | $1000.00           | $23.38             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-08-01      | 4.0000%  | 4.0000% | $100000.00         | $13020.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-10-01      | 4.0000%  | 4.0000% | $820000.00         | $151559.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-01-01      | 4.0000%  | 4.0000% | $718000.00         | $71278.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-01-01      | 4.5000%  | 4.5000% | $800000.00         | $51755.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-05-01      | 4.0000%  | 4.0000% | $2000000.00        | $156066.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-07-01      | 3.5000%  | 3.5000% | $80000.00          | $9471.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-07-01      | 4.0000%  | 4.0000% | $1092.00           | $110.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-12-01      | 5.0000%  | 5.0000% | $3081938.00        | $200349.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-12-01      | 3.5000%  | 3.5000% | $4000.00           | $232.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-01-01      | 4.0000%  | 4.0000% | $100000.00         | $13026.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-11-01      | 3.5000%  | 3.5000% | $550000.00         | $116431.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-07-01      | 4.5000%  | 4.5000% | $158095.00         | $13100.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-07-01      | 3.0000%  | 3.0000% | $600000.00         | $134769.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-08-01      | 2.5000%  | 2.5000% | $10000.00          | $1193.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-08-01      | 3.0000%  | 3.0000% | $586683.00         | $122525.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-09-01      | 3.0000%  | 3.0000% | $956000.00         | $123646.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-11-01      | 3.0000%  | 3.0000% | $1597000.00        | $264899.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-11-01      | 3.0000%  | 3.0000% | $82000.00          | $22698.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-11-01      | 4.5000%  | 4.5000% | $2311716.00        | $221507.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-12-01      | 3.0000%  | 3.0000% | $817996.00         | $206630.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-12-01      | 4.5000%  | 4.5000% | $4100000.00        | $451037.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-02-01      | 4.5000%  | 4.5000% | $1200000.00        | $159672.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-06-01      | 3.0000%  | 3.0000% | $550000.00         | $64743.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-09-01      | 5.0000%  | 5.0000% | $1641721.00        | $159375.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-08-01      | 3.0000%  | 3.0000% | $566000.00         | $105247.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-15      | 4.0000%  | 4.0000% | $480073.00         | $73746.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-20      | 5.0000%  | 5.0000% | $11700.00          | $9947.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2057-12-15      | 4.2100%  | 4.2100% | $5555750.00        | $5171766.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-20      | 3.5000%  | 3.5000% | $15900.00          | $13099.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2062-04-20      | 2.5000%  | 2.5000% | $220912.00         | $58101.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-12-20      | 3.0000%  | 3.0000% | $229047.00         | $193689.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-15      | 4.5000%  | 4.5000% | $97667.00          | $68441.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2062-06-20      | 2.0000%  | 2.0000% | $209878.00         | $146177.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-20      | 4.0000%  | 4.0000% | $3322.00           | $2367.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2062-05-20      | 4.0000%  | 4.0000% | $156622.00         | $141136.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2062-03-20      | 2.5000%  | 2.5000% | $296401.00         | $231672.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-04-20      | 4.0000%  | 4.0000% | $87330.00          | $78326.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2062-01-20      | 2.5000%  | 2.5000% | $195386.00         | $153008.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2062-08-20      | 2.5000%  | 2.5000% | $14265.00          | $11192.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-02-20      | 3.5000%  | 3.5000% | $1131529.00        | $216747.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-20      | 4.5000%  | 4.5000% | $1250000.00        | $28068.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-15      | 5.0000%  | 5.0000% | $610679.00         | $76212.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-20      | 5.0000%  | 5.0000% | $104000.00         | $28561.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-20      | 4.5000%  | 4.5000% | $20212380.00       | $158656.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-15      | 5.0000%  | 5.0000% | $1203907.00        | $416888.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-07-15      | 4.0000%  | 4.0000% | $1116589.00        | $155506.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-04-20      | 5.0000%  | 5.0000% | $28000.00          | $12040.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-15      | 3.0000%  | 3.0000% | $100000.00         | $51398.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-04-15      | 4.0000%  | 4.0000% | $494520.00         | $43581.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-20      | 4.5000%  | 4.5000% | $500000.00         | $30590.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-07-15      | 5.0000%  | 5.0000% | $1213382.00        | $216571.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-20      | 4.5000%  | 4.5000% | $93742.00          | $5710.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-07-20      | 5.0000%  | 5.0000% | $35000.00          | $3045.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-20      | 5.0000%  | 5.0000% | $1170066.00        | $370819.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-20      | 5.5000%  | 5.5000% | $1590096.00        | $69655.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-20      | 4.5000%  | 4.5000% | $1994128.00        | $193991.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-20      | 5.0000%  | 5.0000% | $4279762.00        | $290933.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-20      | 5.5000%  | 5.5000% | $1080880.00        | $82890.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-20      | 5.0000%  | 5.0000% | $2935773.00        | $118889.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-20      | 5.0000%  | 5.0000% | $1693019.00        | $105098.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-20      | 5.0000%  | 5.0000% | $1573512.00        | $92242.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-20      | 4.5000%  | 4.5000% | $1173518.00        | $143851.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-20      | 5.0000%  | 5.0000% | $3737219.00        | $140557.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-20      | 4.5000%  | 4.5000% | $6400000.00        | $222826.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-20      | 5.0000%  | 5.0000% | $250000.00         | $492.16            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-15      | 4.5000%  | 4.5000% | $601218.00         | $24378.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-20      | 5.0000%  | 5.0000% | $1046503.00        | $578703.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-15      | 2.5000%  | 2.5000% | $440649.00         | $317478.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-15      | 5.0000%  | 5.0000% | $275000.00         | $47714.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-20      | 4.5000%  | 4.5000% | $1939285.00        | $393162.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-20      | 4.5000%  | 4.5000% | $1219739.00        | $222488.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-20      | 4.5000%  | 4.5000% | $7074284.00        | $133521.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-05-20      | 5.0000%  | 5.0000% | $1525898.00        | $229046.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-15      | 3.0000%  | 3.0000% | $20000.00          | $7171.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-15      | 4.0000%  | 4.0000% | $300000.00         | $13302.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-15      | 4.0000%  | 4.0000% | $130911.00         | $11286.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-15      | 4.5000%  | 4.5000% | $62334.00          | $3195.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-15      | 4.0000%  | 4.0000% | $710240.00         | $56880.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-15      | 4.5000%  | 4.5000% | $301467.00         | $23555.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-05-01      | 5.0000%  | 5.0000% | $200000.00         | $11872.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-05-01      | 5.0000%  | 5.0000% | $200000.00         | $18043.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-06-01      | 4.5000%  | 4.5000% | $3700000.00        | $90199.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-06-01      | 5.0000%  | 5.0000% | $200000.00         | $13616.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2026-06-01      | 4.0000%  | 4.0000% | $2675000.00        | $1467.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-11-01      | 3.0000%  | 3.0000% | $100000.00         | $33365.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-03-01      | 4.0000%  | 4.0000% | $150000.00         | $13748.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-03-01      | 3.5000%  | 3.5000% | $47355.00          | $353.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-02-01      | 4.0000%  | 4.0000% | $3446902.00        | $302248.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-06-01      | 3.0000%  | 3.0000% | $3566700.00        | $42744.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2026-06-01      | 4.0000%  | 4.0000% | $1000000.00        | $44.21             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2026-06-01      | 4.5000%  | 4.5000% | $22000.00          | $3.05              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-10-01      | 6.5000%  | 6.5000% | $900000.00         | $22137.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-05-01      | 6.5000%  | 6.5000% | $2000955.00        | $45740.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-05-01      | 5.0000%  | 5.0000% | $1000000.00        | $26940.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2026-09-01      | 4.0000%  | 4.0000% | $2300000.00        | $1266.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-05-01      | 6.5000%  | 6.5000% | $230000.00         | $5091.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-02-01      | 7.0000%  | 7.0000% | $1100000.00        | $21712.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-04-01      | 7.0000%  | 7.0000% | $300000.00         | $9951.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-06-01      | 5.0000%  | 5.0000% | $915820.00         | $29985.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2026-12-01      | 4.0000%  | 4.0000% | $386000.00         | $76.91             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2026-08-01      | 4.0000%  | 4.0000% | $1600000.00        | $839.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-01-01      | 3.5000%  | 3.5000% | $1400000.00        | $174742.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-03-01      | 2.5000%  | 2.5000% | $300000.00         | $4895.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-11-01      | 4.5000%  | 4.5000% | $3414000.00        | $326323.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-02-01      | 5.0000%  | 5.0000% | $654801.00         | $32905.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-11-20      | 6.5000%  | 6.5000% | $330000.00         | $207.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-12-20      | 6.0000%  | 6.0000% | $130000.00         | $138.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-01-20      | 5.5000%  | 5.5000% | $6454474.00        | $11291.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-07-20      | 7.5000%  | 7.5000% | $205000.00         | $1.09              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-05-20      | 7.5000%  | 7.5000% | $60000.00          | $0.14              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-08-20      | 8.0000%  | 8.0000% | $25117.00          | $0.31              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-09-20      | 7.5000%  | 7.5000% | $74933.00          | $2.60              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-09-20      | 8.0000%  | 8.0000% | $500000.00         | $5.96              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-12-20      | 8.0000%  | 8.0000% | $6300593.00        | $56.00             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-01-20      | 7.0000%  | 7.0000% | $26087.00          | $3.17              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-02-20      | 7.5000%  | 7.5000% | $70000.00          | $2.97              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-03-20      | 7.5000%  | 7.5000% | $30000.00          | $3.63              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-06-20      | 7.5000%  | 7.5000% | $35000.00          | $3.19              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-06-20      | 8.0000%  | 8.0000% | $500000.00         | $53.57             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-20      | 8.0000%  | 8.0000% | $30735.00          | $6.41              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-20      | 8.0000%  | 8.0000% | $30104.00          | $2.08              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-01-20      | 6.5000%  | 6.5000% | $30000.00          | $13.37             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-01-20      | 7.5000%  | 7.5000% | $29964.00          | $5.56              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-20      | 6.5000%  | 6.5000% | $6930000.00        | $2187.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-20      | 7.5000%  | 7.5000% | $40000.00          | $10.41             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-20      | 7.0000%  | 7.0000% | $80000.00          | $18.33             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-01-20      | 8.0000%  | 8.0000% | $1622289.00        | $217.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-02-20      | 7.5000%  | 7.5000% | $250000.00         | $25.45             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-11-20      | 4.5000%  | 4.5000% | $75000.00          | $1146.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-11-20      | 5.5000%  | 5.5000% | $25000.00          | $263.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-12-20      | 5.5000%  | 5.5000% | $1095000.00        | $12135.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-01-20      | 5.0000%  | 5.0000% | $96000.00          | $815.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-02-20      | 5.0000%  | 5.0000% | $25078.00          | $251.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-02-20      | 6.0000%  | 6.0000% | $52000.00          | $549.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-04-20      | 5.0000%  | 5.0000% | $238074.00         | $2413.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-05-20      | 4.5000%  | 4.5000% | $350000.00         | $4843.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-06-20      | 5.0000%  | 5.0000% | $6750176.00        | $89730.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-05-20      | 3.5000%  | 3.5000% | $3430802.00        | $69293.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-07-20      | 5.0000%  | 5.0000% | $250815.00         | $3409.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-08-20      | 5.0000%  | 5.0000% | $472672.00         | $4986.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-01-20      | 6.5000%  | 6.5000% | $2525000.00        | $2214.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-02-20      | 6.5000%  | 6.5000% | $130000.00         | $103.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-20      | 6.5000%  | 6.5000% | $85000.00          | $71.85             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-20      | 7.5000%  | 7.5000% | $25230.00          | $7.47              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-07-20      | 7.5000%  | 7.5000% | $285000.00         | $116.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-10-20      | 7.5000%  | 7.5000% | $5000000.00        | $2015.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-12-20      | 7.5000%  | 7.5000% | $200291.00         | $95.89             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-01-20      | 6.5000%  | 6.5000% | $53300.00          | $14.76             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-05-20      | 8.0000%  | 8.0000% | $250000.00         | $88.03             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-04-20      | 8.5000%  | 8.5000% | $487118.00         | $46.16             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-07-20      | 7.5000%  | 7.5000% | $2607207.00        | $322.55            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-07-20      | 8.5000%  | 8.5000% | $532059.00         | $126.86            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-10-20      | 7.5000%  | 7.5000% | $2000000.00        | $997.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-09-20      | 7.5000%  | 7.5000% | $12645742.00       | $5719.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-05-20      | 6.5000%  | 6.5000% | $140000.00         | $212.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-05-20      | 7.5000%  | 7.5000% | $160000.00         | $115.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-03-20      | 6.5000%  | 6.5000% | $1013207.00        | $845.99            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-03-20      | 7.5000%  | 7.5000% | $2000000.00        | $1291.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-20      | 7.5000%  | 7.5000% | $212000.00         | $125.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-06-20      | 6.0000%  | 6.0000% | $50000.00          | $100.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-12-20      | 5.5000%  | 5.5000% | $188703.00         | $764.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-20      | 6.0000%  | 6.0000% | $43000.00          | $103.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-02-20      | 5.5000%  | 5.5000% | $5037236.00        | $21031.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-02-20      | 6.5000%  | 6.5000% | $50000.00          | $87.17             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-05-20      | 6.0000%  | 6.0000% | $180000.00         | $428.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-20      | 5.5000%  | 5.5000% | $25000.00          | $56.50             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-04-20      | 6.5000%  | 6.5000% | $50000.00          | $84.17             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-08-20      | 6.5000%  | 6.5000% | $1076329.00        | $2501.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-20      | 6.0000%  | 6.0000% | $1026259.00        | $2944.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-20      | 5.5000%  | 5.5000% | $236379.00         | $1634.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-20      | 6.0000%  | 6.0000% | $25000.00          | $69.80             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-20      | 7.5000%  | 7.5000% | $373340.00         | $446.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-11-20      | 5.0000%  | 5.0000% | $275000.00         | $1847.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-20      | 5.0000%  | 5.0000% | $330000.00         | $3052.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-20      | 5.5000%  | 5.5000% | $25000.00          | $114.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-01-20      | 6.0000%  | 6.0000% | $30000.00          | $165.32            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-12-20      | 5.0000%  | 5.0000% | $25000.00          | $144.51            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-12-20      | 4.5000%  | 4.5000% | $100000.00         | $2186.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-02-20      | 5.0000%  | 5.0000% | $3325000.00        | $21527.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-03-20      | 4.5000%  | 4.5000% | $189010.00         | $2506.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-03-20      | 5.5000%  | 5.5000% | $1113364.00        | $6609.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-05-20      | 4.0000%  | 4.0000% | $70000.00          | $2052.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-04-20      | 5.5000%  | 5.5000% | $18414726.00       | $123006.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-08-20      | 6.0000%  | 6.0000% | $25000.00          | $212.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-07-20      | 4.5000%  | 4.5000% | $145435.00         | $1119.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 6.0000%  | 6.0000% | $1111593.00        | $476635.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 6.0000%  | 6.0000% | $1064597.00        | $268263.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 6.5000%  | 6.5000% | $100000.00         | $52819.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 5.5000%  | 5.5000% | $416448.00         | $276455.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 6.0000%  | 6.0000% | $1048500.00        | $1036294.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 6.5000%  | 6.5000% | $1851426.00        | $390368.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 6.0000%  | 6.0000% | $1032750.00        | $514989.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 6.0000%  | 6.0000% | $94482.00          | $90476.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 5.5000%  | 5.5000% | $440000.00         | $276386.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 6.0000%  | 6.0000% | $5500.00           | $4122.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-03-01      | 4.1390%  | 4.1390% | $20728000.00       | $20310517.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-03-01      | 3.5650%  | 3.5650% | $34332000.00       | $33222692.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-04-01      | 3.4190%  | 3.4190% | $27648000.00       | $26540116.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-04-01      | 3.9100%  | 3.9100% | $37566000.00       | $36894910.53       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 7.0000%  | 7.0000% | $276769.00         | $1125.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-10-15      | 7.0000%  | 7.0000% | $435847.00         | $224.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-11-15      | 6.5000%  | 6.5000% | $350000.00         | $881.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 6.5000%  | 6.5000% | $80534.00          | $824.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-04-15      | 6.0000%  | 6.0000% | $25000.00          | $28.35             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-03-15      | 6.0000%  | 6.0000% | $124000.00         | $756.86            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-04-15      | 6.5000%  | 6.5000% | $130000.00         | $2320.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-15      | 6.5000%  | 6.5000% | $400000.00         | $942.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-04-15      | 7.0000%  | 7.0000% | $634044.00         | $2148.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-12-15      | 7.0000%  | 7.0000% | $35937.00          | $61.60             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-12-15      | 6.5000%  | 6.5000% | $40000.00          | $82.25             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 6.5000%  | 6.5000% | $39654.00          | $124.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 6.5000%  | 6.5000% | $761561.00         | $698.66            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-15      | 6.5000%  | 6.5000% | $25000.00          | $79.67             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-02-15      | 6.5000%  | 6.5000% | $25000.00          | $276.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-15      | 7.0000%  | 7.0000% | $31000.00          | $65.66             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-08-15      | 6.5000%  | 6.5000% | $100000.00         | $202.40            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 6.5000%  | 6.5000% | $750000.00         | $2019.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-02-15      | 6.0000%  | 6.0000% | $10306113.00       | $27887.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-02-15      | 6.5000%  | 6.5000% | $32581.00          | $230.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-08-15      | 7.0000%  | 7.0000% | $3484843.00        | $7566.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-05-15      | 6.5000%  | 6.5000% | $25000.00          | $43.74             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-15      | 7.0000%  | 7.0000% | $55000.00          | $274.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-05-15      | 7.0000%  | 7.0000% | $30055.00          | $141.79            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-02-15      | 7.0000%  | 7.0000% | $180000.00         | $318.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-15      | 7.0000%  | 7.0000% | $2589444.00        | $12683.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-01-15      | 6.0000%  | 6.0000% | $2521583.00        | $46909.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-04-15      | 7.0000%  | 7.0000% | $65000.00          | $51.04             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-05-15      | 6.5000%  | 6.5000% | $315000.00         | $1280.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-15      | 6.5000%  | 6.5000% | $110000.00         | $341.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-15      | 7.0000%  | 7.0000% | $1035964.00        | $3215.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-15      | 6.5000%  | 6.5000% | $125000.00         | $532.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-15      | 5.4900%  | 5.4900% | $4140510.00        | $86914.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-04-15      | 6.5000%  | 6.5000% | $230642.00         | $413.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-04-15      | 7.0000%  | 7.0000% | $3534082.00        | $4537.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-15      | 7.0000%  | 7.0000% | $5905048.00        | $10574.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-08-15      | 7.0000%  | 7.0000% | $225599.00         | $443.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-15      | 6.5000%  | 6.5000% | $25000.00          | $203.20            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-15      | 7.0000%  | 7.0000% | $151677.00         | $513.95            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-11-15      | 6.5000%  | 6.5000% | $35000.00          | $211.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-15      | 7.0000%  | 7.0000% | $50000.00          | $885.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-15      | 6.5000%  | 6.5000% | $444483.00         | $238.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-15      | 7.0000%  | 7.0000% | $25000.00          | $180.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-15      | 6.5000%  | 6.5000% | $38257.00          | $106.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-15      | 6.5000%  | 6.5000% | $25000.00          | $389.40            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-15      | 6.0000%  | 6.0000% | $114550.00         | $141.16            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-15      | 6.0000%  | 6.0000% | $36000.00          | $160.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-05-15      | 6.5000%  | 6.5000% | $500000.00         | $3029.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-15      | 6.5000%  | 6.5000% | $121000.00         | $818.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-15      | 7.0000%  | 7.0000% | $85803.00          | $610.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-15      | 6.5000%  | 6.5000% | $80000.00          | $299.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-15      | 7.0000%  | 7.0000% | $2845000.00        | $12611.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-03-15      | 6.0000%  | 6.0000% | $2025174.00        | $15640.51          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-15      | 7.0000%  | 7.0000% | $165000.00         | $547.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-15      | 7.0000%  | 7.0000% | $78000.00          | $754.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-10-15      | 5.0000%  | 5.0000% | $30000.00          | $314.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-08-15      | 7.0000%  | 7.0000% | $37000.00          | $663.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-15      | 6.5000%  | 6.5000% | $25372.00          | $548.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-05-15      | 6.5000%  | 6.5000% | $69133.00          | $167.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-06-15      | 6.5000%  | 6.5000% | $25000.00          | $2224.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-06-15      | 6.5000%  | 6.5000% | $25000.00          | $1682.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-08-20      | 5.0000%  | 5.0000% | $30000.00          | $530.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-12-15      | 7.0000%  | 7.0000% | $1297454.00        | $102088.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-01-15      | 6.5000%  | 6.5000% | $75000.00          | $2037.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-20      | 6.5000%  | 6.5000% | $500000.00         | $294.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-11-20      | 6.0000%  | 6.0000% | $223000.00         | $197.99            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-11-20      | 6.5000%  | 6.5000% | $2000000.00        | $4931.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-11-20      | 5.0000%  | 5.0000% | $24200000.00       | $265721.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-11-20      | 6.5000%  | 6.5000% | $711839.00         | $9401.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-20      | 5.0000%  | 5.0000% | $2500000.00        | $12296.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-20      | 5.5000%  | 5.5000% | $50460040.00       | $31972.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-20      | 6.0000%  | 6.0000% | $2617620.00        | $4607.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-20      | 4.5000%  | 4.5000% | $50000.00          | $562.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-02-20      | 5.5000%  | 5.5000% | $10808695.00       | $53150.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-02-20      | 4.5000%  | 4.5000% | $188000.00         | $3789.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-01-20      | 4.0000%  | 4.0000% | $82000.00          | $4729.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-01-20      | 4.5000%  | 4.5000% | $108000.00         | $1476.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-01-20      | 3.0000%  | 3.0000% | $70000.00          | $242.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-01-20      | 3.5000%  | 3.5000% | $9055155.00        | $26598.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-01-20      | 3.5000%  | 3.5000% | $50000.00          | $1775.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-01-20      | 3.5000%  | 3.5000% | $74000.00          | $4986.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-01-20      | 4.0000%  | 4.0000% | $190000.00         | $9551.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-01-20      | 4.5000%  | 4.5000% | $2190228.00        | $104830.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-02-20      | 3.5000%  | 3.5000% | $8382529.00        | $32923.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-02-20      | 4.0000%  | 4.0000% | $430000.00         | $19414.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-03-20      | 3.0000%  | 3.0000% | $18000.00          | $1397.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-03-20      | 3.5000%  | 3.5000% | $1992000.00        | $128542.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-02-20      | 5.0000%  | 5.0000% | $466100.00         | $20572.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-07-01      | 4.0000%  | 4.0000% | $35000.00          | $9285.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-08-01      | 3.5000%  | 3.5000% | $273000.00         | $36922.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-10-01      | 4.5000%  | 4.5000% | $84258.00          | $20319.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-05-01      | 4.5000%  | 4.5000% | $504065.00         | $97563.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-03-01      | 3.0000%  | 3.0000% | $505861.00         | $115141.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-04-01      | 4.5000%  | 4.5000% | $1620000.00        | $230929.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-10-01      | 3.0000%  | 3.0000% | $8518.00           | $434.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-08-01      | 4.5000%  | 4.5000% | $2284000.00        | $359263.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-09-01      | 4.5000%  | 4.5000% | $58918.00          | $7300.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-09-01      | 4.5000%  | 4.5000% | $94268.00          | $10198.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-10-01      | 4.0000%  | 4.0000% | $100000.00         | $11726.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-10-01      | 4.0000%  | 4.0000% | $30000.00          | $3692.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-10-01      | 4.0000%  | 4.0000% | $40000.00          | $6844.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-10-01      | 4.0000%  | 4.0000% | $30146.00          | $4895.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-10-01      | 4.0000%  | 4.0000% | $30113.00          | $4989.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-10-01      | 4.0000%  | 4.0000% | $50183.00          | $8847.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-11-01      | 4.0000%  | 4.0000% | $2275000.00        | $378663.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-11-01      | 4.0000%  | 4.0000% | $283094.00         | $36489.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-05-01      | 4.5000%  | 4.5000% | $514000.00         | $69429.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-12-01      | 4.5000%  | 4.5000% | $100000.00         | $16898.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-01-01      | 4.0000%  | 4.0000% | $3000000.00        | $382769.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-04-01      | 4.5000%  | 4.5000% | $575000.00         | $71506.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-10-01      | 4.5000%  | 4.5000% | $1600000.00        | $205994.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-05-01      | 4.5000%  | 4.5000% | $3632501.00        | $564981.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-06-01      | 4.0000%  | 4.0000% | $444602.00         | $81468.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-07-01      | 4.5000%  | 4.5000% | $48000.00          | $9857.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-08-01      | 3.0000%  | 3.0000% | $737000.00         | $164754.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-08-01      | 3.5000%  | 3.5000% | $2442000.00        | $446913.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-08-01      | 4.5000%  | 4.5000% | $1720454.00        | $204042.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-09-01      | 4.5000%  | 4.5000% | $1303000.00        | $272875.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-09-01      | 4.5000%  | 4.5000% | $219984.00         | $28155.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-11-01      | 3.0000%  | 3.0000% | $1375000.00        | $501125.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-11-01      | 3.0000%  | 3.0000% | $217000.00         | $84052.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-11-01      | 4.0000%  | 4.0000% | $80000.00          | $12859.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-11-01      | 3.0000%  | 3.0000% | $40824.00          | $10800.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-12-01      | 4.0000%  | 4.0000% | $1820000.00        | $226252.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-04-01      | 4.0000%  | 4.0000% | $557000.00         | $127264.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-05-01      | 3.0000%  | 3.0000% | $735000.00         | $307572.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 3.0000%  | 3.0000% | $300000.00         | $97331.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 2.5000%  | 2.5000% | $192772.00         | $90214.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 2.5000%  | 2.5000% | $192853.00         | $86955.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 2.5000%  | 2.5000% | $193023.00         | $90700.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 2.5000%  | 2.5000% | $1216170.00        | $180625.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-08-01      | 2.5000%  | 2.5000% | $190315.00         | $88812.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-08-01      | 2.5000%  | 2.5000% | $47837.00          | $22779.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-08-01      | 3.5000%  | 3.5000% | $341273.00         | $154792.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-10-01      | 2.0000%  | 2.0000% | $300000.00         | $145389.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-10-01      | 2.5000%  | 2.5000% | $83323.00          | $43211.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 3.0000%  | 3.0000% | $150000.00         | $81924.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-01-01      | 2.0000%  | 2.0000% | $3000.00           | $1654.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-01-01      | 4.0000%  | 4.0000% | $5000.00           | $1656.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-02-01      | 3.0000%  | 3.0000% | $100000.00         | $55906.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-04-01      | 3.0000%  | 3.0000% | $20000.00          | $11827.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-04-01      | 2.0000%  | 2.0000% | $180830.00         | $96306.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-05-01      | 2.5000%  | 2.5000% | $1050000.00        | $578062.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 3.0000%  | 3.0000% | $21000.00          | $12462.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 2.0000%  | 2.0000% | $110000.00         | $64945.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 2.5000%  | 2.5000% | $5000.00           | $2927.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-07-20      | 5.0000%  | 5.0000% | $25000.00          | $263.86            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-07-20      | 5.5000%  | 5.5000% | $140000.00         | $1249.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-08-20      | 5.0000%  | 5.0000% | $2132000.00        | $23658.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-09-20      | 5.0000%  | 5.0000% | $10443877.00       | $121859.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-10-20      | 4.0000%  | 4.0000% | $35673.00          | $568.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-10-20      | 4.5000%  | 4.5000% | $150000.00         | $1791.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-10-20      | 5.0000%  | 5.0000% | $2202000.00        | $24680.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-02-20      | 5.0000%  | 5.0000% | $45000.00          | $629.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-02-20      | 6.5000%  | 6.5000% | $25000.00          | $362.55            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-03-20      | 4.0000%  | 4.0000% | $193000.00         | $7501.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-03-20      | 6.5000%  | 6.5000% | $90000.00          | $2024.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-04-20      | 5.0000%  | 5.0000% | $1315000.00        | $1839.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-04-20      | 4.0000%  | 4.0000% | $230000.00         | $6668.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-04-20      | 6.0000%  | 6.0000% | $10181731.00       | $121001.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-05-20      | 4.0000%  | 4.0000% | $193000.00         | $6846.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-05-20      | 4.5000%  | 4.5000% | $180000.00         | $4315.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-06-20      | 5.5000%  | 5.5000% | $500000.00         | $6161.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-06-20      | 4.0000%  | 4.0000% | $158000.00         | $6134.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-20      | 4.0000%  | 4.0000% | $186266.00         | $6807.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-09-20      | 6.0000%  | 6.0000% | $25000.00          | $257.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-10-20      | 4.5000%  | 4.5000% | $68000.00          | $885.32            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-10-20      | 5.5000%  | 5.5000% | $50103.00          | $608.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-11-20      | 4.5000%  | 4.5000% | $30000.00          | $475.34            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-12-20      | 5.0000%  | 5.0000% | $98000.00          | $1311.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-03-20      | 5.0000%  | 5.0000% | $30000.00          | $444.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-06-20      | 4.5000%  | 4.5000% | $254000.00         | $5968.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-04-20      | 4.5000%  | 4.5000% | $785000.00         | $10613.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-07-20      | 5.0000%  | 5.0000% | $80000.00          | $1020.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-08-20      | 5.0000%  | 5.0000% | $75175.00          | $1070.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-08-20      | 5.5000%  | 5.5000% | $40000.00          | $576.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-08-20      | 6.0000%  | 6.0000% | $50000.00          | $897.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-02-20      | 5.5000%  | 5.5000% | $65000.00          | $770.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-12-20      | 6.0000%  | 6.0000% | $50000.00          | $781.40            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-01-20      | 5.5000%  | 5.5000% | $50000.00          | $582.99            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-03-20      | 5.5000%  | 5.5000% | $40000.00          | $460.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-20      | 5.0000%  | 5.0000% | $3110000.00        | $36892.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-06-20      | 5.0000%  | 5.0000% | $191000.00         | $2192.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-20      | 6.0000%  | 6.0000% | $49460.00          | $400.57            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-20      | 5.5000%  | 5.5000% | $30000.00          | $170.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-20      | 6.0000%  | 6.0000% | $20000.00          | $144.87            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-20      | 6.5000%  | 6.5000% | $12000.00          | $104.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-20      | 5.5000%  | 5.5000% | $6400000.00        | $48007.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-20      | 6.5000%  | 6.5000% | $1514533.00        | $12034.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-11-20      | 7.0000%  | 7.0000% | $14000.00          | $231.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-01-20      | 6.5000%  | 6.5000% | $22000.00          | $240.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-05-20      | 5.0000%  | 5.0000% | $928386.00         | $10875.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-02-20      | 5.5000%  | 5.5000% | $74000.00          | $732.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-03-20      | 5.0000%  | 5.0000% | $70000.00          | $640.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-08-20      | 5.5000%  | 5.5000% | $40000.00          | $399.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-05-20      | 5.5000%  | 5.5000% | $20000000.00       | $201551.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-06-20      | 5.5000%  | 5.5000% | $10306149.00       | $115172.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-11-20      | 5.5000%  | 5.5000% | $80000.00          | $673.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-09-20      | 5.5000%  | 5.5000% | $142000.00         | $1078.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-20      | 6.5000%  | 6.5000% | $3962798.00        | $39764.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-12-20      | 5.0000%  | 5.0000% | $1585663.00        | $13078.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-12-20      | 5.5000%  | 5.5000% | $30000.00          | $253.66            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-01-20      | 5.0000%  | 5.0000% | $40000.00          | $403.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-02-20      | 7.0000%  | 7.0000% | $407579.00         | $56496.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-02-20      | 5.0000%  | 5.0000% | $127000.00         | $1445.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-02-20      | 5.5000%  | 5.5000% | $25000.00          | $262.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-03-20      | 5.0000%  | 5.0000% | $41000.00          | $461.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-03-20      | 6.0000%  | 6.0000% | $20000.00          | $212.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-05-20      | 5.5000%  | 5.5000% | $540000.00         | $1105.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-05-20      | 5.0000%  | 5.0000% | $380763.00         | $4635.58           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-04-20      | 5.5000%  | 5.5000% | $67000.00          | $793.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-06-20      | 5.0000%  | 5.0000% | $40000.00          | $519.32            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-07-20      | 5.5000%  | 5.5000% | $68735000.00       | $193758.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-07-20      | 6.5000%  | 6.5000% | $250000.00         | $2464.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-09-20      | 6.5000%  | 6.5000% | $1300000.00        | $3468.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-08-20      | 5.0000%  | 5.0000% | $1898689.00        | $11157.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-08-20      | 6.0000%  | 6.0000% | $36000000.00       | $38754.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-08-20      | 5.5000%  | 5.5000% | $48000.00          | $526.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-08-20      | 6.0000%  | 6.0000% | $932736.00         | $7679.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-08-20      | 6.5000%  | 6.5000% | $30000.00          | $363.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-09-20      | 5.0000%  | 5.0000% | $86000.00          | $1051.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-09-20      | 6.0000%  | 6.0000% | $45000.00          | $369.66            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-09-20      | 6.5000%  | 6.5000% | $160000.00         | $1597.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-10-20      | 5.0000%  | 5.0000% | $1050000.00        | $16084.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-10-20      | 6.0000%  | 6.0000% | $830000.00         | $467.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-11-20      | 5.5000%  | 5.5000% | $35390000.00       | $44747.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.5000%  | 5.5000% | $1216400.00        | $1183094.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.5000%  | 6.5000% | $487511.00         | $504123.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 5.5000%  | 5.5000% | $400000.00         | $348460.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.0000%  | 6.0000% | $3000.00           | $2377.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 6.0000%  | 6.0000% | $1224000.00        | $1241251.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 6.0000%  | 6.0000% | $2391900.00        | $2218983.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 6.0000%  | 6.0000% | $6013.00           | $4904.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.5000%  | 5.5000% | $2415269.00        | $2105392.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 5.5000%  | 5.5000% | $1016100.00        | $986793.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.5000%  | 5.5000% | $2355091.00        | $2217496.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.0000%  | 5.0000% | $1054222.00        | $1039089.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 5.5000%  | 5.5000% | $190050.00         | $190593.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 6.0000%  | 6.0000% | $4716932.00        | $4214667.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 6.0000%  | 6.0000% | $1446447.00        | $312019.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 6.0000%  | 6.0000% | $5097.00           | $4222.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.0000%  | 6.0000% | $5000.00           | $3652.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 5.5000%  | 5.5000% | $18198400.00       | $15938966.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 6.0000%  | 6.0000% | $1649800.00        | $1555176.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 5.5000%  | 5.5000% | $2707068.00        | $2422436.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.0000%  | 6.0000% | $4966.00           | $4484.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 5.5000%  | 5.5000% | $4228400.00        | $3975972.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 5.5000%  | 5.5000% | $161033.00         | $158762.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.0000%  | 6.0000% | $1899524.00        | $1760848.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.0000%  | 6.0000% | $14307838.00       | $12098100.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 5.5000%  | 5.5000% | $177528.00         | $174942.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 6.0000%  | 6.0000% | $1678578.00        | $1708170.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 6.0000%  | 6.0000% | $1424318.00        | $332885.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 5.5000%  | 5.5000% | $959600.00         | $949744.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 5.5000%  | 5.5000% | $1719138.00        | $1614418.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.5000%  | 5.5000% | $7132800.00        | $6540552.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 5.0000%  | 5.0000% | $1535170.00        | $1512300.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 6.5000%  | 6.5000% | $3172720.00        | $2908964.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 5.5000%  | 5.5000% | $3049700.00        | $2828543.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.0000%  | 6.0000% | $3785800.00        | $3851474.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 6.0000%  | 6.0000% | $74316.00          | $67623.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.0000%  | 5.0000% | $4465.00           | $4396.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 6.0000%  | 6.0000% | $4891778.00        | $4306981.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.0000%  | 6.0000% | $13787913.00       | $12052438.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 6.0000%  | 6.0000% | $137700.00         | $116879.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 5.5000%  | 5.5000% | $2525878.00        | $2280561.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.0000%  | 6.0000% | $77087.00          | $63909.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 5.5000%  | 5.5000% | $1067477.00        | $953221.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.0000%  | 6.0000% | $1799100.00        | $1811949.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.0000%  | 6.0000% | $1009100.00        | $924339.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.0000%  | 6.0000% | $3848456.00        | $3350095.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.5000%  | 5.5000% | $536935.00         | $481378.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.5000%  | 5.5000% | $681055.00         | $545356.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.5000%  | 5.5000% | $18973594.00       | $17807586.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.5000%  | 6.5000% | $6665.00           | $4985.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.5000%  | 5.5000% | $539645.00         | $491181.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $13508192.00       | $11804623.95       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-12-01      | 4.0000%  | 4.0000% | $54748.00          | $49526.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 5.5000%  | 5.5000% | $8200.00           | $8310.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.0000%  | 6.0000% | $3655181.00        | $3263421.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 5.5000%  | 5.5000% | $1544500.00        | $1496414.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $4421027.00        | $4162562.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $300591.00         | $288615.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.5000%  | 6.5000% | $1036900.00        | $530951.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $5130.00           | $4800.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.5000%  | 6.5000% | $4003062.00        | $3799543.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.0000%  | 6.0000% | $4548994.00        | $4450004.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.0000%  | 6.0000% | $4981400.00        | $4875143.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.0000%  | 6.0000% | $6603025.00        | $6557933.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.0000%  | 6.0000% | $7841500.00        | $7468706.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.5000%  | 6.5000% | $203181.00         | $210860.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.0000%  | 5.0000% | $2915.00           | $2880.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.0000%  | 6.0000% | $21700.00          | $17693.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.0000%  | 6.0000% | $32659100.00       | $30726955.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.0000%  | 5.0000% | $5309816.00        | $5249002.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.0000%  | 5.0000% | $3169513.00        | $3145118.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $2213.00           | $1891.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.0000%  | 5.0000% | $37657.00          | $36535.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $2447.00           | $2459.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.0000%  | 5.0000% | $1578200.00        | $1477290.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-04-01      | 5.0000%  | 5.0000% | $35044.00          | $34871.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-03-01      | 4.0000%  | 4.0000% | $4394000.00        | $4264328.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.0000%  | 5.0000% | $1438100.00        | $1423351.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $3036.00           | $2724.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.0000%  | 6.0000% | $625238.00         | $457525.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 6.0000%  | 6.0000% | $59829.00          | $51393.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-20      | 3.0000%  | 3.0000% | $38000.00          | $8702.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-06-20      | 3.5000%  | 3.5000% | $2660000.00        | $498326.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-15      | 4.5000%  | 4.5000% | $1256811.00        | $251702.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-05-15      | 4.0000%  | 4.0000% | $86107.00          | $4905.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-04-15      | 5.0000%  | 5.0000% | $699210.00         | $401704.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-11-15      | 2.5000%  | 2.5000% | $265534.00         | $81140.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-15      | 4.5000%  | 4.5000% | $221804.00         | $7136.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-05-20      | 3.0000%  | 3.0000% | $1277429.00        | $97428.11          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-01-15      | 4.5000%  | 4.5000% | $1507099.00        | $80538.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-08-15      | 4.5000%  | 4.5000% | $264990.00         | $58358.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-15      | 4.0000%  | 4.0000% | $152056.00         | $32083.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-10-15      | 3.0000%  | 3.0000% | $2122.00           | $587.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-10-15      | 3.0000%  | 3.0000% | $700000.00         | $215866.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-15      | 2.5000%  | 2.5000% | $3116.00           | $1608.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-04-15      | 3.0000%  | 3.0000% | $1024.00           | $460.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-04-15      | 4.5000%  | 4.5000% | $192000.00         | $30994.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-03-15      | 3.5000%  | 3.5000% | $3065.00           | $2289.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-20      | 4.5000%  | 4.5000% | $2619877.00        | $394921.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-01-15      | 4.0000%  | 4.0000% | $115889.00         | $24427.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-03-15      | 4.5000%  | 4.5000% | $100000.00         | $36165.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-04-15      | 4.5000%  | 4.5000% | $68000.00          | $19653.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-04-15      | 4.5000%  | 4.5000% | $96000.00          | $28633.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-20      | 4.5000%  | 4.5000% | $43719.00          | $9955.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-04-15      | 3.0000%  | 3.0000% | $6574.00           | $639.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-15      | 7.0000%  | 7.0000% | $143250.00         | $7648.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-11-15      | 6.5000%  | 6.5000% | $55000.00          | $108.47            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-08-15      | 7.0000%  | 7.0000% | $1215708.00        | $37400.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-12-15      | 6.5000%  | 6.5000% | $65000.00          | $719.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-15      | 6.5000%  | 6.5000% | $35395.00          | $333.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-10-15      | 7.0000%  | 7.0000% | $564440.00         | $14914.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-15      | 6.5000%  | 6.5000% | $25000.00          | $125.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-15      | 6.5000%  | 6.5000% | $25706.00          | $927.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $99979.00          | $561.63            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-06-15      | 6.5000%  | 6.5000% | $35888.00          | $296.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-11-15      | 6.0000%  | 6.0000% | $1179083.00        | $9431.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-02-15      | 6.0000%  | 6.0000% | $1757535.00        | $5539.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-12-15      | 5.4500%  | 5.4500% | $1591212.00        | $21891.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-01-15      | 5.1250%  | 5.1250% | $1680131.00        | $34099.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-03-15      | 4.7500%  | 4.7500% | $822923.00         | $63649.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-08-15      | 6.6500%  | 6.6500% | $1500000.00        | $8835.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-04-15      | 6.0000%  | 6.0000% | $2856929.00        | $25574.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-03-15      | 6.0000%  | 6.0000% | $3353674.00        | $23585.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-12-15      | 5.5000%  | 5.5000% | $35000.00          | $430.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-03-15      | 6.0000%  | 6.0000% | $1490879.00        | $14900.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-02-15      | 5.5000%  | 5.5000% | $285000.00         | $1975.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-02-15      | 6.5000%  | 6.5000% | $135000.00         | $1053.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-06-15      | 6.0000%  | 6.0000% | $35000.00          | $124.28            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-02-15      | 6.5000%  | 6.5000% | $230000.00         | $2562.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-02-15      | 6.0000%  | 6.0000% | $1994873.00        | $9201.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-04-15      | 6.0000%  | 6.0000% | $7383300.00        | $14643.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-05-15      | 5.5000%  | 5.5000% | $140000.00         | $609.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-07-15      | 5.0000%  | 5.0000% | $50000.00          | $554.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-07-15      | 5.5000%  | 5.5000% | $50000.00          | $280.20            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-03-15      | 6.0000%  | 6.0000% | $10998677.00       | $96667.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-05-15      | 5.0000%  | 5.0000% | $1700000.00        | $22903.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-02-15      | 7.0000%  | 7.0000% | $5037225.00        | $5200.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-05-15      | 6.5000%  | 6.5000% | $333762.00         | $443.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-15      | 6.5000%  | 6.5000% | $69000.00          | $104.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-15      | 7.0000%  | 7.0000% | $164440.00         | $243.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-15      | 6.5000%  | 6.5000% | $101000.00         | $106.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 6.5000%  | 6.5000% | $40222.00          | $38.66             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 6.5000%  | 6.5000% | $479000.00         | $589.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 6.5000%  | 6.5000% | $550000.00         | $1696.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 6.5000%  | 6.5000% | $56360.00          | $429.86            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-10-15      | 7.0000%  | 7.0000% | $35500.00          | $167.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-15      | 6.0000%  | 6.0000% | $270297.00         | $1634.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-15      | 6.5000%  | 6.5000% | $787007.00         | $627.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-15      | 7.0000%  | 7.0000% | $7455919.00        | $9186.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-15      | 6.5000%  | 6.5000% | $341000.00         | $438.51            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-15      | 7.0000%  | 7.0000% | $94000.00          | $187.57            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-12-15      | 5.5000%  | 5.5000% | $47000.00          | $266.57            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-09-15      | 6.5000%  | 6.5000% | $200000.00         | $271.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-02-15      | 6.5000%  | 6.5000% | $25000.00          | $156.51            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-11-15      | 6.5000%  | 6.5000% | $25000.00          | $19.81             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-12-15      | 6.5000%  | 6.5000% | $50000.00          | $71.88             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-12-15      | 6.0000%  | 6.0000% | $50000.00          | $149.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 6.5000%  | 6.5000% | $663000.00         | $695.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 6.5000%  | 6.5000% | $200000.00         | $337.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.0000%  | 6.0000% | $1255.00           | $1060.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.5000%  | 6.5000% | $1232092.00        | $310107.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-08-01      | 4.0000%  | 4.0000% | $1190000.00        | $250459.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-04-01      | 3.5000%  | 3.5000% | $286000.00         | $8692.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-09-01      | 3.5000%  | 3.5000% | $1461652.00        | $483508.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-03-01      | 4.5000%  | 4.5000% | $650000.00         | $126266.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-11-01      | 4.5000%  | 4.5000% | $366000.00         | $65501.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-01-01      | 3.0000%  | 3.0000% | $85000.00          | $2076.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-11-01      | 4.5000%  | 4.5000% | $583000.00         | $77677.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-10-01      | 3.0000%  | 3.0000% | $886316.00         | $11725.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-08-01      | 5.0000%  | 5.0000% | $640492.00         | $1272.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-10-01      | 4.0000%  | 4.0000% | $595000.00         | $27981.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-10-01      | 3.0000%  | 3.0000% | $3250000.00        | $365141.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-11-01      | 3.0000%  | 3.0000% | $544000.00         | $89974.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-04-01      | 3.0000%  | 3.0000% | $1150000.00        | $155010.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-11-01      | 3.0000%  | 3.0000% | $400000.00         | $70832.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-09-01      | 6.0000%  | 6.0000% | $139814.00         | $1472.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-02-01      | 4.5000%  | 4.5000% | $375000.00         | $63679.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-04-01      | 5.0000%  | 5.0000% | $791000.00         | $56664.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-10-01      | 3.5000%  | 3.5000% | $48000.00          | $3823.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-10-01      | 3.5000%  | 3.5000% | $47000.00          | $2833.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-12-01      | 5.5000%  | 5.5000% | $222757.00         | $57113.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-01-01      | 4.5000%  | 4.5000% | $196000.00         | $39903.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-02-01      | 5.5000%  | 5.5000% | $2018990.00        | $195316.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-06-01      | 5.5000%  | 5.5000% | $1032180.00        | $347227.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-08-01      | 3.0000%  | 3.0000% | $56000.00          | $23079.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-10-01      | 2.5000%  | 2.5000% | $100000.00         | $22621.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-08-01      | 5.5000%  | 5.5000% | $1064684.00        | $484292.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-01-01      | 4.0000%  | 4.0000% | $12000.00          | $2211.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-12-01      | 3.0000%  | 3.0000% | $200000.00         | $55212.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-03-01      | 4.0000%  | 4.0000% | $15000.00          | $3513.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-06-01      | 3.0000%  | 3.0000% | $100000.00         | $24085.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 4.0000%  | 4.0000% | $1309101.00        | $567414.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-10-01      | 1.5000%  | 1.5000% | $16456.00          | $6533.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-08-01      | 2.0000%  | 2.0000% | $15000.00          | $8133.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-04-01      | 2.0000%  | 2.0000% | $3000.00           | $1686.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-05-01      | 1.4090%  | 1.4090% | $2506000.00        | $2313669.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.0000%  | 2.0000% | $9994.00           | $5873.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-03-01      | 2.0000%  | 2.0000% | $140718.00         | $82187.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 2.5000%  | 2.5000% | $500000.00         | $286587.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 3.5000%  | 3.5000% | $1323857.00        | $454235.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-04-01      | 1.5000%  | 1.5000% | $174314.00         | $107753.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-10-01      | 2.5000%  | 2.5000% | $2000.00           | $1224.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-04-01      | 2.0000%  | 2.0000% | $83145.00          | $54074.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-10-01      | 2.0000%  | 2.0000% | $600000.00         | $368539.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 2.0000%  | 2.0000% | $8000.00           | $5108.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 2.5000%  | 2.5000% | $2000.00           | $1325.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.5000%  | 3.5000% | $12000.00          | $8265.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-04-01      | 2.5000%  | 2.5000% | $63995.00          | $40739.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.5000%  | 6.5000% | $2429618.00        | $2293479.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 4.5000%  | 4.5000% | $94370.00          | $58978.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.0000%  | 3.0000% | $200000.00         | $106899.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.5000%  | 3.5000% | $64617.00          | $50218.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.5000%  | 3.5000% | $655000.00         | $486773.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.5000%  | 6.5000% | $21598684.00       | $18852089.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 6.0000%  | 6.0000% | $1188.00           | $1215.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 5.5000%  | 5.5000% | $107465.00         | $105421.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 6.5000%  | 6.5000% | $3396.00           | $2936.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 6.0000%  | 6.0000% | $6235.00           | $6246.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 6.0000%  | 6.0000% | $21800.00          | $21547.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 5.0000%  | 5.0000% | $80497.00          | $77725.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 6.0000%  | 6.0000% | $1596300.00        | $1559366.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.5000%  | 5.5000% | $1014650.00        | $1021893.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 5.5000%  | 5.5000% | $1572000.00        | $1467861.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 5.5000%  | 5.5000% | $1780593.00        | $1794201.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.0000%  | 6.0000% | $1329200.00        | $1301681.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.5000%  | 5.5000% | $85500.00          | $84161.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.5000%  | 6.5000% | $6039.00           | $6468.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-05-01      | 2.5000%  | 2.5000% | $29113.00          | $13854.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.5000%  | 2.5000% | $2000.00           | $1335.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.5000%  | 2.5000% | $567000.00         | $363570.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $12000.00          | $8186.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.5000%  | 3.5000% | $185000.00         | $124851.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 4.5000%  | 4.5000% | $4000.00           | $2618.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 5.0000%  | 5.0000% | $200000.00         | $125276.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 6.5000%  | 6.5000% | $95638.00          | $101519.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-04-01      | 5.0000%  | 5.0000% | $144275.00         | $143049.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 6.5000%  | 6.5000% | $206500.00         | $163677.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.0000%  | 5.0000% | $4269.00           | $3898.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.5000%  | 5.5000% | $29457.00          | $29624.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-12-01      | 6.0000%  | 6.0000% | $2381518.00        | $2122951.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-12-01      | 6.0000%  | 6.0000% | $62675.00          | $41944.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $1058.00           | $1075.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 6.0000%  | 6.0000% | $43296.00          | $45049.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.5000%  | 6.5000% | $1212998.00        | $425568.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 6.5000%  | 6.5000% | $1045303.00        | $418974.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.0000%  | 5.0000% | $2030793.00        | $2011429.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.0000%  | 5.0000% | $2818363.00        | $2784816.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.0000%  | 5.0000% | $5262980.00        | $5225199.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 5.0000%  | 5.0000% | $5310.00           | $5252.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.0000%  | 5.0000% | $30693.00          | $30184.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-12-01      | 4.0000%  | 4.0000% | $540000.00         | $514362.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.0000%  | 6.0000% | $1675081.00        | $1482073.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 6.0000%  | 6.0000% | $77103.00          | $79596.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.0000%  | 5.0000% | $4926500.00        | $4881449.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.0000%  | 5.0000% | $6833558.00        | $6767213.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 6.0000%  | 6.0000% | $489237.00         | $507851.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 6.0000%  | 6.0000% | $35543.00          | $27721.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $1380.00           | $1404.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 6.0000%  | 6.0000% | $1613.00           | $1659.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-11-01      | 3.0000%  | 3.0000% | $3000000.00        | $349198.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-11-01      | 3.5000%  | 3.5000% | $1723621.00        | $51789.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-07-01      | 2.5000%  | 2.5000% | $125000.00         | $13641.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-03-01      | 3.5000%  | 3.5000% | $16626.00          | $976.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-12-01      | 3.0000%  | 3.0000% | $570000.00         | $65994.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-04-01      | 4.0000%  | 4.0000% | $1625624.00        | $113489.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-08-01      | 4.5000%  | 4.5000% | $22641.00          | $399.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-12-01      | 4.5000%  | 4.5000% | $1162991.00        | $199695.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-06-01      | 3.5000%  | 3.5000% | $1387468.00        | $210655.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-12-01      | 3.0000%  | 3.0000% | $1849205.00        | $259497.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-05-01      | 3.5000%  | 3.5000% | $95000.00          | $17157.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-07-01      | 6.0000%  | 6.0000% | $51501.00          | $7877.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 4.5000%  | 4.5000% | $1750000.00        | $196761.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-05-01      | 3.5000%  | 3.5000% | $145000.00         | $35769.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-06-01      | 4.0000%  | 4.0000% | $1710000.00        | $423443.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-06-01      | 4.5000%  | 4.5000% | $1855000.00        | $376506.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2057-03-01      | 3.5000%  | 3.5000% | $400000.00         | $119551.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-04-01      | 4.5000%  | 4.5000% | $100000.00         | $27967.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-01-01      | 4.0000%  | 4.0000% | $235000.00         | $38238.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2057-02-01      | 3.0000%  | 3.0000% | $25000.00          | $7797.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2057-01-01      | 4.0000%  | 4.0000% | $200000.00         | $62831.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2057-09-01      | 3.5000%  | 3.5000% | $1075000.00        | $327733.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2057-09-01      | 4.5000%  | 4.5000% | $300000.00         | $82958.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-11-01      | 4.0000%  | 4.0000% | $880000.00         | $156850.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-02-01      | 4.0000%  | 4.0000% | $236506.00         | $47475.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-02-01      | 3.5000%  | 3.5000% | $40000.00          | $9255.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2058-01-01      | 3.5000%  | 3.5000% | $349000.00         | $136598.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-06-01      | 4.5000%  | 4.5000% | $1961364.00        | $536761.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-08-01      | 4.0000%  | 4.0000% | $2450000.00        | $420180.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-01-01      | 3.0000%  | 3.0000% | $226000.00         | $61430.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-07-01      | 4.5000%  | 4.5000% | $138000.00         | $52236.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2059-01-01      | 5.0000%  | 5.0000% | $450000.00         | $161294.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 3.0000%  | 3.0000% | $263000.00         | $129444.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-12-01      | 3.0000%  | 3.0000% | $1197000.00        | $452042.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2061-09-01      | 3.5000%  | 3.5000% | $700000.00         | $432970.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2057-04-01      | 3.0000%  | 3.0000% | $39494.00          | $31967.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-04-01      | 3.5000%  | 3.5000% | $832000.00         | $227572.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-04-01      | 3.5000%  | 3.5000% | $420000.00         | $131650.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-05-01      | 4.5000%  | 4.5000% | $32519.00          | $6060.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-09-01      | 3.5000%  | 3.5000% | $70000.00          | $12498.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-06-01      | 3.5000%  | 3.5000% | $160783.00         | $35501.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-06-01      | 4.5000%  | 4.5000% | $47131.00          | $7861.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-12-01      | 4.0000%  | 4.0000% | $1166973.00        | $353354.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-02-01      | 3.5000%  | 3.5000% | $150000.00         | $18597.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-02-01      | 3.5000%  | 3.5000% | $250000.00         | $41107.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-08-01      | 4.0000%  | 4.0000% | $141982.00         | $28616.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-01-01      | 5.0000%  | 5.0000% | $3238790.00        | $261863.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-08-01      | 4.5000%  | 4.5000% | $117716.00         | $22788.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-08-01      | 3.5000%  | 3.5000% | $47000.00          | $3574.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-06-01      | 3.5000%  | 3.5000% | $182000.00         | $10844.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-08-01      | 3.5000%  | 3.5000% | $180000.00         | $4851.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-06-01      | 3.2140%  | 3.2140% | $2167029.00        | $221300.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-09-01      | 4.0000%  | 4.0000% | $20000.00          | $3927.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-09-01      | 4.0000%  | 4.0000% | $15000.00          | $3366.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-10-01      | 4.5000%  | 4.5000% | $670000.00         | $120974.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-12-01      | 1.5000%  | 1.5000% | $250000.00         | $141006.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-10-01      | 1.5700%  | 1.5700% | $8354000.00        | $7047041.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-04-01      | 6.0000%  | 6.0000% | $1620000.00        | $286886.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-04-01      | 2.5000%  | 2.5000% | $319000.00         | $56684.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-03-01      | 4.0000%  | 4.0000% | $2000.00           | $3.23              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-07-01      | 3.5000%  | 3.5000% | $979000.00         | $156386.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-07-01      | 4.0000%  | 4.0000% | $438900.00         | $69724.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-11-15      | 6.5000%  | 6.5000% | $260000.00         | $1691.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.0000%  | 7.0000% | $244698.00         | $1112.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-08-15      | 6.5000%  | 6.5000% | $520000.00         | $4649.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-01-15      | 7.0000%  | 7.0000% | $243533.00         | $41.92             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 6.5000%  | 6.5000% | $50000.00          | $164.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-03-15      | 6.5000%  | 6.5000% | $175000.00         | $281.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-06-15      | 7.0000%  | 7.0000% | $2521969.00        | $47180.11          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 7.0000%  | 7.0000% | $280799.00         | $260.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.0000%  | 7.0000% | $134954.00         | $373.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-12-15      | 7.0000%  | 7.0000% | $74045.00          | $7.13              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-08-15      | 7.0000%  | 7.0000% | $752163.00         | $35.92             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-09-15      | 7.5000%  | 7.5000% | $10100000.00       | $1936.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-02-15      | 7.0000%  | 7.0000% | $670564.00         | $493.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-01-15      | 7.0000%  | 7.0000% | $240870.00         | $48.32             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-01-15      | 7.0000%  | 7.0000% | $243554.00         | $64.89             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-02-15      | 7.0000%  | 7.0000% | $100000.00         | $33.28             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-02-15      | 7.0000%  | 7.0000% | $45000.00          | $62.68             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-12-15      | 7.0000%  | 7.0000% | $60000.00          | $43.01             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 7.0000%  | 7.0000% | $909000.00         | $818.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 7.0000%  | 7.0000% | $34000.00          | $76.43             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-08-15      | 7.0000%  | 7.0000% | $55482.00          | $13.80             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-03-15      | 7.0000%  | 7.0000% | $5475320.00        | $6142.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-02-15      | 7.5000%  | 7.5000% | $219000.00         | $143.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-01-15      | 7.5000%  | 7.5000% | $2516141.00        | $41484.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-03-15      | 7.0000%  | 7.0000% | $30420.00          | $19.84             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-04-15      | 7.2500%  | 7.2500% | $125000.00         | $39.67             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-15      | 7.0000%  | 7.0000% | $993865.00         | $1962.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 7.5000%  | 7.5000% | $388317.00         | $163.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 7.0000%  | 7.0000% | $967027.00         | $919.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-02-15      | 7.0000%  | 7.0000% | $250000.00         | $24.17             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-15      | 7.0000%  | 7.0000% | $78000.00          | $128.65            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-03-15      | 7.0000%  | 7.0000% | $148758.00         | $65.95             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-15      | 6.5000%  | 6.5000% | $279409.00         | $161.63            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-15      | 7.5000%  | 7.5000% | $728816.00         | $6728.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-15      | 7.0000%  | 7.0000% | $1039218.00        | $1566.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-15      | 7.0000%  | 7.0000% | $317264.00         | $3768.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.0000%  | 7.0000% | $36714.00          | $230.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 7.0000%  | 7.0000% | $140411.00         | $436.30            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-15      | 6.5000%  | 6.5000% | $250000.00         | $183.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-06-15      | 7.5000%  | 7.5000% | $200000.00         | $67.10             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-06-15      | 7.0000%  | 7.0000% | $495000.00         | $232.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-03-15      | 7.5000%  | 7.5000% | $2508948.00        | $34196.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-15      | 7.0000%  | 7.0000% | $994353.00         | $3108.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-02-15      | 7.5000%  | 7.5000% | $2505274.00        | $30425.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-06-15      | 7.0000%  | 7.0000% | $2519825.00        | $45283.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-06-15      | 7.0000%  | 7.0000% | $2505488.00        | $30726.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-06-15      | 7.0000%  | 7.0000% | $2510667.00        | $35926.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-04-15      | 7.0000%  | 7.0000% | $2503760.00        | $28986.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-04-15      | 7.0000%  | 7.0000% | $2519624.00        | $45042.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-04-15      | 7.0000%  | 7.0000% | $2518553.00        | $43932.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-05-15      | 7.0000%  | 7.0000% | $2514171.00        | $39528.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-05-15      | 7.0000%  | 7.0000% | $2522097.00        | $47517.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-05-15      | 7.0000%  | 7.0000% | $2521826.00        | $47366.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-15      | 7.0000%  | 7.0000% | $816493.00         | $431.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 7.0000%  | 7.0000% | $1095000.00        | $474.42            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-01-15      | 7.0000%  | 7.0000% | $179731.00         | $71.01             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-02-15      | 7.5000%  | 7.5000% | $109042.00         | $21.13             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-15      | 6.5000%  | 6.5000% | $303000.00         | $422.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-06-15      | 7.0000%  | 7.0000% | $50000.00          | $44.76             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 6.5000%  | 6.5000% | $990001.00         | $2058.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 7.0000%  | 7.0000% | $730102.00         | $559.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 7.0000%  | 7.0000% | $991501.00         | $2303.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.0000%  | 7.0000% | $992677.00         | $308.65            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-15      | 7.0000%  | 7.0000% | $500625.00         | $125.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-01-20      | 3.5000%  | 3.5000% | $258000.00         | $15216.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-01-20      | 4.0000%  | 4.0000% | $428428.00         | $20358.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-01-20      | 4.5000%  | 4.5000% | $175000.00         | $8119.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-01-20      | 5.5000%  | 5.5000% | $120000.00         | $4872.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-03-20      | 3.5000%  | 3.5000% | $252000.00         | $19625.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-03-20      | 4.0000%  | 4.0000% | $44310.00          | $2263.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-03-20      | 4.5000%  | 4.5000% | $203000.00         | $7588.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-10-20      | 6.0000%  | 6.0000% | $303204.00         | $9222.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-03-20      | 5.0000%  | 5.0000% | $13540628.00       | $137369.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-03-20      | 5.5000%  | 5.5000% | $5575900.00        | $221625.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-03-20      | 4.5000%  | 4.5000% | $33000.00          | $322.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-04-20      | 3.5000%  | 3.5000% | $100000.00         | $4952.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-04-20      | 4.0000%  | 4.0000% | $145000.00         | $6933.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-04-20      | 5.5000%  | 5.5000% | $2192000.00        | $77723.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-05-20      | 5.0000%  | 5.0000% | $18000.00          | $589.20            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-02-20      | 3.5000%  | 3.5000% | $25000.00          | $1649.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-06-20      | 3.5000%  | 3.5000% | $626794.00         | $216.66            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-06-20      | 4.5000%  | 4.5000% | $1183370.00        | $44967.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-06-20      | 5.0000%  | 5.0000% | $413000.00         | $13952.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-08-20      | 4.5000%  | 4.5000% | $7058406.00        | $299902.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-07-20      | 4.0000%  | 4.0000% | $144741.00         | $5875.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-07-20      | 4.5000%  | 4.5000% | $850000.00         | $34465.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-03-20      | 4.5000%  | 4.5000% | $1381448.00        | $26858.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-08-20      | 3.5000%  | 3.5000% | $142166.00         | $6786.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-10-20      | 3.5000%  | 3.5000% | $337000.00         | $21346.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-10-20      | 4.0000%  | 4.0000% | $900000.00         | $41176.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-09-20      | 4.0000%  | 4.0000% | $1080000.00        | $49332.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-09-20      | 5.0000%  | 5.0000% | $689700.00         | $27443.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-11-20      | 3.5000%  | 3.5000% | $760000.00         | $48844.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-11-20      | 4.0000%  | 4.0000% | $165309.00         | $8177.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-10-20      | 3.0000%  | 3.0000% | $500000.00         | $1128.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-11-20      | 3.5000%  | 3.5000% | $434000.00         | $795.15            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-12-20      | 3.0000%  | 3.0000% | $4953131.00        | $14591.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-12-20      | 3.5000%  | 3.5000% | $4107531.00        | $273901.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-12-20      | 4.0000%  | 4.0000% | $50000.00          | $2409.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-12-20      | 4.5000%  | 4.5000% | $2200000.00        | $109470.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 6.5000%  | 6.5000% | $33800.00          | $800.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-01-15      | 5.5000%  | 5.5000% | $25000.00          | $55.88             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-03-15      | 6.0000%  | 6.0000% | $6419296.00        | $23636.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-06-15      | 6.5000%  | 6.5000% | $181869.00         | $1173.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-15      | 6.5000%  | 6.5000% | $50000.00          | $591.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-15      | 6.5000%  | 6.5000% | $111000.00         | $872.63            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-02-20      | 4.5000%  | 4.5000% | $107878.00         | $39745.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-08-15      | 6.5000%  | 6.5000% | $25000.00          | $1137.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-05-15      | 6.0000%  | 6.0000% | $1329836.00        | $11595.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-04-15      | 6.5000%  | 6.5000% | $78000.00          | $1940.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-07-15      | 5.0000%  | 5.0000% | $50000.00          | $345.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-08-15      | 5.0000%  | 5.0000% | $600000.00         | $8146.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-15      | 7.0000%  | 7.0000% | $780209.00         | $370.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-15      | 7.0000%  | 7.0000% | $839583.00         | $1496.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-01-15      | 7.0000%  | 7.0000% | $207761.00         | $6.94              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-02-15      | 7.0000%  | 7.0000% | $1887843.00        | $112.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-02-15      | 7.0000%  | 7.0000% | $85048.00          | $9.18              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-09-15      | 5.5000%  | 5.5000% | $50000.00          | $235.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-09-15      | 7.0000%  | 7.0000% | $288226.00         | $220.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-15      | 7.5000%  | 7.5000% | $25580.00          | $1.94              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-15      | 7.0000%  | 7.0000% | $2003925.00        | $249.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.0000%  | 7.0000% | $6069404.00        | $1264.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.5000%  | 7.5000% | $637168.00         | $263.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-15      | 7.0000%  | 7.0000% | $477184.00         | $264.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 7.0000%  | 7.0000% | $1403261.00        | $160.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-08-15      | 7.0000%  | 7.0000% | $504342.00         | $3344.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-09-15      | 7.5000%  | 7.5000% | $2514798.00        | $40046.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-05-15      | 7.5000%  | 7.5000% | $4950000.00        | $6313.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-03-01      | 7.5000%  | 7.5000% | $15823160.00       | $5657.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-07-01      | 6.5000%  | 6.5000% | $45460000.00       | $5731.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-07-01      | 5.7990%  | 5.7990% | $6201873.00        | $254207.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-08-01      | 5.2190%  | 5.2190% | $1276688.00        | $42733.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-11-01      | 7.0000%  | 7.0000% | $400000.00         | $1607.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-06-01      | 7.0000%  | 7.0000% | $6209430.00        | $4414.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-06-01      | 5.0000%  | 5.0000% | $2050000.00        | $5.89              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-05-01      | 5.0000%  | 5.0000% | $1000000.00        | $1470.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-09-01      | 5.0000%  | 5.0000% | $3493347.00        | $1762.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-05-01      | 3.0000%  | 3.0000% | $108801.00         | $12654.52          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-05-01      | 3.0000%  | 3.0000% | $239643.00         | $26351.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-02-01      | 5.0000%  | 5.0000% | $5000000.00        | $2485.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-12-01      | 5.0000%  | 5.0000% | $1500000.00        | $6245.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-09-01      | 3.5000%  | 3.5000% | $1200000.00        | $102341.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-08-01      | 4.0000%  | 4.0000% | $10000.00          | $1051.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-11-01      | 3.5000%  | 3.5000% | $2599506.00        | $301755.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-02-01      | 3.5000%  | 3.5000% | $121000.00         | $13490.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-06-01      | 3.5000%  | 3.5000% | $2300000.00        | $191518.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-11-01      | 4.0000%  | 4.0000% | $5815000.00        | $394089.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-08-01      | 4.0000%  | 4.0000% | $10000.00          | $627.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-01-01      | 3.0000%  | 3.0000% | $1037833.00        | $141648.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-10-01      | 3.0000%  | 3.0000% | $166811.00         | $32039.25          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-06-01      | 4.0000%  | 4.0000% | $6637512.00        | $381857.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-06-01      | 4.0000%  | 4.0000% | $6206648.00        | $552328.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-12-01      | 3.0000%  | 3.0000% | $505000.00         | $85671.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-01-01      | 4.0000%  | 4.0000% | $52778.00          | $4536.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-04-01      | 3.5000%  | 3.5000% | $1100000.00        | $97273.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-05-01      | 3.0000%  | 3.0000% | $2500000.00        | $234464.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-05-01      | 3.5000%  | 3.5000% | $300000.00         | $24643.96          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-01-01      | 3.5000%  | 3.5000% | $200195.00         | $13125.75          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-05-01      | 5.5000%  | 5.5000% | $725000.00         | $2056.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-06-01      | 6.0000%  | 6.0000% | $1250000.00        | $19006.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-10-01      | 6.5000%  | 6.5000% | $652268.00         | $535.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-04-01      | 4.0000%  | 4.0000% | $2050000.00        | $8747.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-02-01      | 4.5000%  | 4.5000% | $250000.00         | $2817.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-03-01      | 4.0000%  | 4.0000% | $25597.00          | $263.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-09-01      | 4.0000%  | 4.0000% | $500000.00         | $8064.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-01-01      | 4.5000%  | 4.5000% | $500000.00         | $13101.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-09-01      | 4.0000%  | 4.0000% | $50081.00          | $7644.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-04-01      | 4.5000%  | 4.5000% | $213239.00         | $31929.94          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-08-01      | 3.5000%  | 3.5000% | $2224053.00        | $346099.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-01-01      | 4.0000%  | 4.0000% | $14000061.00       | $286483.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-01-01      | 3.0000%  | 3.0000% | $120000.00         | $5568.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-10-01      | 4.5000%  | 4.5000% | $2252615.00        | $424489.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-01-01      | 3.0000%  | 3.0000% | $500000.00         | $49332.07          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-10-01      | 6.5000%  | 6.5000% | $559911.00         | $1191.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-02-01      | 5.5000%  | 5.5000% | $4000000.00        | $14907.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-10-01      | 6.5000%  | 6.5000% | $680503.00         | $5197.87           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-06-01      | 5.5000%  | 5.5000% | $84000.00          | $211.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-12-01      | 8.0000%  | 8.0000% | $225777.00         | $82.26             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-04-01      | 8.0000%  | 8.0000% | $662666.00         | $112.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-07-01      | 8.0000%  | 8.0000% | $165823.00         | $28.12             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-01-01      | 8.0000%  | 8.0000% | $453745.00         | $82.06             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-03-01      | 7.5000%  | 7.5000% | $2394651.00        | $7812.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-02-01      | 4.0000%  | 4.0000% | $46000.00          | $1942.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-05-01      | 4.0000%  | 4.0000% | $603000.00         | $5204.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-02-01      | 7.0000%  | 7.0000% | $560038.00         | $1882.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-10-01      | 7.5000%  | 7.5000% | $115099.00         | $74.63             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-12-01      | 8.0000%  | 8.0000% | $912697.00         | $200.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-04-01      | 8.0000%  | 8.0000% | $455002.00         | $1065.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-04-01      | 7.5000%  | 7.5000% | $7085233.00        | $4754.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-07-01      | 8.0000%  | 8.0000% | $27109.00          | $4.69              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-08-01      | 8.0000%  | 8.0000% | $559345.00         | $422.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-12-01      | 7.5000%  | 7.5000% | $630751.00         | $801.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-15      | 7.0000%  | 7.0000% | $2030000.00        | $44.57             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.0000%  | 7.0000% | $2118639.00        | $1409.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-08-15      | 7.5000%  | 7.5000% | $258230.00         | $678.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.0000%  | 7.0000% | $992513.00         | $2861.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-07-15      | 7.0000%  | 7.0000% | $31000.00          | $86.39             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-15      | 7.0000%  | 7.0000% | $943417.00         | $7565.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-15      | 7.0000%  | 7.0000% | $310218.00         | $1866.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-15      | 7.0000%  | 7.0000% | $36000.00          | $19.89             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 7.0000%  | 7.0000% | $32725.00          | $27.96             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 6.5000%  | 6.5000% | $356000.00         | $315.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-08-15      | 6.5000%  | 6.5000% | $75000.00          | $65.95             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-15      | 7.0000%  | 7.0000% | $759392.00         | $2377.37           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-01-15      | 9.0000%  | 9.0000% | $1001328.00        | $4021.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-15      | 7.0000%  | 7.0000% | $3397540.00        | $1535.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.0000%  | 7.0000% | $2027626.00        | $389.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-01-15      | 7.0000%  | 7.0000% | $111453.00         | $764.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-01-15      | 7.0000%  | 7.0000% | $631816.00         | $4996.94           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 7.0000%  | 7.0000% | $203906.00         | $217.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-15      | 7.0000%  | 7.0000% | $575984.00         | $3376.94           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-15      | 6.5000%  | 6.5000% | $90000.00          | $237.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 7.0000%  | 7.0000% | $113370.00         | $177.32            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 7.5000%  | 7.5000% | $837569.00         | $4828.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-15      | 7.0000%  | 7.0000% | $60000.00          | $32.24             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 7.0000%  | 7.0000% | $504364.00         | $1633.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-15      | 7.0000%  | 7.0000% | $25000.00          | $2.96              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 7.0000%  | 7.0000% | $1349967.00        | $2346.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-03-15      | 6.5000%  | 6.5000% | $25000.00          | $107.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-01-15      | 7.0000%  | 7.0000% | $131442.00         | $40.75             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.0000%  | 7.0000% | $992533.00         | $2488.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-15      | 7.5000%  | 7.5000% | $265629.00         | $1238.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 7.0000%  | 7.0000% | $357993.00         | $174.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-15      | 7.5000%  | 7.5000% | $61473.00          | $488.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 7.0000%  | 7.0000% | $99922.00          | $1306.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.0000%  | 7.0000% | $1380772.00        | $3925.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-02-15      | 7.0000%  | 7.0000% | $154434.00         | $329.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 7.0000%  | 7.0000% | $804832.00         | $2692.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.0000%  | 7.0000% | $25602.00          | $36.46             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-15      | 7.0000%  | 7.0000% | $166289.00         | $50.39             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.0000%  | 7.0000% | $2377111.00        | $432.79            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.0000%  | 7.0000% | $125000.00         | $44.80             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.5000%  | 7.5000% | $1425000.00        | $433.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 7.0000%  | 7.0000% | $8165752.00        | $3303.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 7.0000%  | 7.0000% | $199675.00         | $12.78             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 7.0000%  | 7.0000% | $1087993.00        | $175.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 7.0000%  | 7.0000% | $93133.00          | $55.27             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-02-15      | 7.5000%  | 7.5000% | $130746.00         | $142.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 6.5000%  | 6.5000% | $720000.00         | $230.87            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 7.0000%  | 7.0000% | $257000.00         | $305.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-15      | 6.5000%  | 6.5000% | $1400000.00        | $490.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-03-15      | 7.0000%  | 7.0000% | $150000.00         | $238.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 7.0000%  | 7.0000% | $3162465.00        | $348.15            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 7.0000%  | 7.0000% | $95307757.00       | $8516.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-06-15      | 6.5000%  | 6.5000% | $170000.00         | $344.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-06-15      | 7.0000%  | 7.0000% | $3700000.00        | $9085.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-15      | 6.5000%  | 6.5000% | $280000.00         | $106.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-15      | 7.0000%  | 7.0000% | $175000.00         | $44.60             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 7.5000%  | 7.5000% | $218215.00         | $1893.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 7.0000%  | 7.0000% | $184184.00         | $192.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-15      | 6.5000%  | 6.5000% | $12870000.00       | $7165.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-15      | 6.5000%  | 6.5000% | $25000.00          | $65.96             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-03-15      | 6.5000%  | 6.5000% | $115000.00         | $195.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-03-15      | 6.5000%  | 6.5000% | $30000.00          | $25.69             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-12-01      | 6.0000%  | 6.0000% | $1500000.00        | $412.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-10-01      | 5.0000%  | 5.0000% | $31344896.00       | $100244.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 5.5000%  | 5.5000% | $1649812.00        | $1474310.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 5.5000%  | 5.5000% | $4747558.00        | $4399987.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 5.0000%  | 5.0000% | $1680300.00        | $1560342.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 5.0000%  | 5.0000% | $2472626.00        | $2437866.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-01-01      | 4.0000%  | 4.0000% | $429467.00         | $408157.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 5.0000%  | 5.0000% | $10772650.00       | $10620570.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 5.0000%  | 5.0000% | $50001.00          | $44466.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-01-01      | 4.0000%  | 4.0000% | $105300.00         | $101123.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-03-01      | 5.0000%  | 5.0000% | $2100.00           | $2093.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-04-01      | 5.0000%  | 5.0000% | $1356483.00        | $1349819.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 5.0000%  | 5.0000% | $4630000.00        | $4591634.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 5.5000%  | 5.5000% | $3137.00           | $3197.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 5.5000%  | 5.5000% | $6765.00           | $6932.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 5.0000%  | 5.0000% | $10100.00          | $9970.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 6.5000%  | 6.5000% | $1399.00           | $1472.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 5.0000%  | 5.0000% | $65675.00          | $65077.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 4.5000%  | 4.5000% | $1175152.00        | $1135962.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 5.0000%  | 5.0000% | $208572.00         | $205775.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-03-01      | 5.0000%  | 5.0000% | $24387.00          | $24115.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-03-01      | 5.0000%  | 5.0000% | $14792997.00       | $14275055.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-03-01      | 5.0000%  | 5.0000% | $18111400.00       | $17938823.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 4.5000%  | 4.5000% | $2680999.00        | $2584743.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 5.0000%  | 5.0000% | $4890846.00        | $4836379.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 5.0000%  | 5.0000% | $9142300.00        | $8895237.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 5.0000%  | 5.0000% | $175317.00         | $173085.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 4.5000%  | 4.5000% | $2948100.00        | $2850608.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 6.0000%  | 6.0000% | $2374142.00        | $2177963.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-03-01      | 5.0000%  | 5.0000% | $1075.00           | $1060.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-03-01      | 5.0000%  | 5.0000% | $20432.00          | $20314.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-03-01      | 5.0000%  | 5.0000% | $34377.00          | $34054.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-03-01      | 5.5000%  | 5.5000% | $1382.00           | $1255.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-03-01      | 4.5000%  | 4.5000% | $10178642.00       | $9802942.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-03-01      | 5.0000%  | 5.0000% | $4071678.00        | $4035904.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-03-01      | 5.5000%  | 5.5000% | $3319400.00        | $3383260.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-03-01      | 4.0000%  | 4.0000% | $607361.00         | $590838.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 5.0000%  | 5.0000% | $1802856.00        | $1789283.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-03-01      | 4.0000%  | 4.0000% | $1341007.00        | $1246319.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-03-01      | 4.0000%  | 4.0000% | $49225.00          | $47827.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-04-01      | 5.5000%  | 5.5000% | $9800.00           | $9995.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-04-01      | 5.5000%  | 5.5000% | $5242.00           | $5342.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-04-01      | 5.0000%  | 5.0000% | $1632419.00        | $1624186.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-05-01      | 5.0000%  | 5.0000% | $2795354.00        | $2779190.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 5.0000%  | 5.0000% | $20087800.00       | $18405766.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 2.5000%  | 2.5000% | $2400.00           | $1844.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 6.0000%  | 6.0000% | $1826.00           | $1629.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-12-01      | 3.5000%  | 3.5000% | $262230.00         | $221598.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 6.0000%  | 6.0000% | $285700.00         | $210314.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-05-01      | 2.5000%  | 2.5000% | $2000.00           | $1556.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.0000%  | 6.0000% | $5000.00           | $4034.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 3.0000%  | 3.0000% | $1000.00           | $815.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 3.0000%  | 3.0000% | $1300.00           | $1061.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 4.5000%  | 4.5000% | $3300.00           | $2937.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-10-01      | 2.0000%  | 2.0000% | $6058.00           | $4541.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.5000%  | 5.5000% | $7985000.00        | $7594596.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.5000%  | 5.5000% | $1000.00           | $968.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.0000%  | 6.0000% | $2014800.00        | $1954474.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 5.5000%  | 5.5000% | $9542.00           | $9139.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.0000%  | 5.0000% | $5937065.00        | $5644341.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 5.0000%  | 5.0000% | $796598.00         | $765804.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 3.0000%  | 3.0000% | $20000.00          | $16913.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $13312785.00       | $12408936.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 5.5000%  | 5.5000% | $8943920.00        | $8670409.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.5000%  | 5.5000% | $55291978.00       | $52598819.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.0000%  | 6.0000% | $33220923.00       | $28931812.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 3.0000%  | 3.0000% | $6000.00           | $3827.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-10-01      | 2.5000%  | 2.5000% | $41772.00          | $25099.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 2.5000%  | 2.5000% | $12000.00          | $7963.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-12-01      | 2.5000%  | 2.5000% | $403000.00         | $224429.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $2000.00           | $1408.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 3.0000%  | 3.0000% | $15036.00          | $10388.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.5000%  | 2.5000% | $300000.00         | $184239.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.5000%  | 2.5000% | $400000.00         | $245441.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.0000%  | 2.0000% | $50000.00          | $31574.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 2.5000%  | 2.5000% | $825000.00         | $499447.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.5000%  | 2.5000% | $200000.00         | $123057.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-03-01      | 2.5000%  | 2.5000% | $2000.00           | $1326.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.5000%  | 3.5000% | $540000.00         | $343042.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.0000%  | 3.0000% | $605398.00         | $426858.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.5000%  | 2.5000% | $4000.00           | $2759.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-04-01      | 3.5000%  | 3.5000% | $300000.00         | $164654.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 3.5000%  | 3.5000% | $7361.00           | $6236.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 4.0000%  | 4.0000% | $7000.00           | $4602.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-05-01      | 2.5000%  | 2.5000% | $120000.00         | $73133.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.5000%  | 3.5000% | $1000.00           | $692.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-06-01      | 2.5000%  | 2.5000% | $46000.00          | $31392.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 5.0000%  | 5.0000% | $686700.00         | $545828.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 4.0000%  | 4.0000% | $2000.00           | $1462.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 4.5000%  | 4.5000% | $4000.00           | $3024.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-07-01      | 4.5000%  | 4.5000% | $22193.00          | $19870.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-12-01      | 6.0000%  | 6.0000% | $700000.00         | $441294.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 5.0000%  | 5.0000% | $40700.00          | $33285.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 4.5000%  | 4.5000% | $7000.00           | $5039.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-10-01      | 4.5000%  | 4.5000% | $730000.00         | $485021.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 4.5000%  | 4.5000% | $4000.00           | $2948.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-10-01      | 4.5000%  | 4.5000% | $208000.00         | $111651.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 5.0000%  | 5.0000% | $624599.00         | $487068.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 5.5000%  | 5.5000% | $266287.00         | $186342.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 5.0000%  | 5.0000% | $579572.00         | $487377.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 6.5000%  | 6.5000% | $100000.00         | $54718.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 4.5000%  | 4.5000% | $4700000.00        | $3793568.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 6.0000%  | 6.0000% | $425573.00         | $379318.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-05-01      | 4.5000%  | 4.5000% | $37000.00          | $20533.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 4.0000%  | 4.0000% | $11000.00          | $8237.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 5.0000%  | 5.0000% | $2553248.00        | $2464027.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 5.5000%  | 5.5000% | $5800.00           | $5030.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 5.5000%  | 5.5000% | $2290527.00        | $2176837.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 5.5000%  | 5.5000% | $2000.00           | $1507.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 6.5000%  | 6.5000% | $3891000.00        | $3498644.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 5.5000%  | 5.5000% | $9294.00           | $9281.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 6.0000%  | 6.0000% | $2511862.00        | $2385284.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 6.5000%  | 6.5000% | $7746.00           | $5101.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 5.0000%  | 5.0000% | $420200.00         | $378922.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 5.5000%  | 5.5000% | $3367274.00        | $3232321.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.5000%  | 6.5000% | $6496471.00        | $6127817.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 7.0000%  | 7.0000% | $8939.00           | $8846.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 5.5000%  | 5.5000% | $93073.00          | $77209.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.0000%  | 6.0000% | $6186.00           | $5333.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.5000%  | 5.5000% | $80000.00          | $74570.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.5000%  | 5.5000% | $749056.00         | $690573.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 5.5000%  | 5.5000% | $78113.00          | $79111.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 4.5000%  | 4.5000% | $19000.00          | $17685.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.0000%  | 6.0000% | $305239.00         | $267975.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.5000%  | 6.5000% | $2956300.00        | $2774692.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 5.5000%  | 5.5000% | $100368.00         | $97412.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.0000%  | 5.0000% | $1775934.00        | $1738548.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 6.0000%  | 6.0000% | $2075229.00        | $2036568.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 6.0000%  | 6.0000% | $118200.00         | $115377.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 4.5000%  | 4.5000% | $7302000.00        | $6729998.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-11-01      | 3.0000%  | 3.0000% | $330000.00         | $194640.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-11-01      | 3.0000%  | 3.0000% | $200000.00         | $113069.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.5000%  | 2.5000% | $300000.00         | $189618.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 3.0000%  | 3.0000% | $300000.00         | $174449.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 3.0000%  | 3.0000% | $200000.00         | $100161.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 2.5000%  | 2.5000% | $400000.00         | $241154.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-08-20      | 4.5000%  | 4.5000% | $26722141.00       | $322373.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-08-20      | 5.0000%  | 5.0000% | $12876139.00       | $195928.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-20      | 3.5000%  | 3.5000% | $35666.00          | $1545.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-08-20      | 5.0000%  | 5.0000% | $743750.00         | $17384.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-08-20      | 5.5000%  | 5.5000% | $10000.00          | $255.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-10-20      | 4.5000%  | 4.5000% | $37000.00          | $1168.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-10-20      | 5.0000%  | 5.0000% | $2975000.00        | $76744.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-10-20      | 6.0000%  | 6.0000% | $1082430.00        | $21498.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-09-20      | 4.0000%  | 4.0000% | $123000.00         | $5894.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-10-20      | 4.5000%  | 4.5000% | $75000.00          | $753.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-11-20      | 4.0000%  | 4.0000% | $79000.00          | $3253.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-11-20      | 4.5000%  | 4.5000% | $853000.00         | $28517.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-12-20      | 4.0000%  | 4.0000% | $218000.00         | $10239.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-12-20      | 4.5000%  | 4.5000% | $373000.00         | $13271.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-01-20      | 4.5000%  | 4.5000% | $10005795.00       | $203366.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-01-20      | 5.5000%  | 5.5000% | $3589697.00        | $103203.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-01-20      | 4.0000%  | 4.0000% | $22000.00          | $1156.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-01-20      | 4.5000%  | 4.5000% | $324000.00         | $11424.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-01-20      | 5.0000%  | 5.0000% | $5000000.00        | $162025.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-01-20      | 5.5000%  | 5.5000% | $30000.00          | $1016.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-03-20      | 4.0000%  | 4.0000% | $100000.00         | $4166.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-03-20      | 4.5000%  | 4.5000% | $150000.00         | $4823.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-03-20      | 6.0000%  | 6.0000% | $638748.00         | $13583.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-02-20      | 4.0000%  | 4.0000% | $51000.00          | $2070.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-02-20      | 4.5000%  | 4.5000% | $294000.00         | $10486.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-03-20      | 4.5000%  | 4.5000% | $9938015.00        | $150390.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-05-20      | 4.5000%  | 4.5000% | $29466926.00       | $20428.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-03-20      | 6.5000%  | 6.5000% | $75000.00          | $1230.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-04-20      | 4.5000%  | 4.5000% | $2564597.00        | $41032.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-04-20      | 4.5000%  | 4.5000% | $270000.00         | $8820.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-04-20      | 5.0000%  | 5.0000% | $1251460.00        | $37955.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-06-20      | 6.5000%  | 6.5000% | $10200000.00       | $113693.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-05-20      | 4.0000%  | 4.0000% | $100000.00         | $4085.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-05-20      | 4.5000%  | 4.5000% | $581166.00         | $18864.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-06-20      | 5.0000%  | 5.0000% | $92000.00          | $402.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-06-20      | 4.5000%  | 4.5000% | $5344860.00        | $180772.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-08-20      | 4.5000%  | 4.5000% | $34314066.00       | $243014.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-08-20      | 4.0000%  | 4.0000% | $50000.00          | $1815.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-08-20      | 4.5000%  | 4.5000% | $457000.00         | $14846.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-20      | 4.5000%  | 4.5000% | $8932000.00        | $57256.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-20      | 3.5000%  | 3.5000% | $215977.00         | $27636.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-20      | 4.0000%  | 4.0000% | $40000.00          | $1686.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-20      | 5.0000%  | 5.0000% | $557000.00         | $20953.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-20      | 5.5000%  | 5.5000% | $45000.00          | $1424.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-11-20      | 4.0000%  | 4.0000% | $1200000.00        | $26404.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-11-20      | 4.5000%  | 4.5000% | $3000000.00        | $34453.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-11-20      | 3.5000%  | 3.5000% | $239000.00         | $12647.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-10-20      | 4.0000%  | 4.0000% | $1400000.00        | $24954.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-10-20      | 4.5000%  | 4.5000% | $12150716.00       | $291997.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-10-20      | 3.5000%  | 3.5000% | $252000.00         | $13364.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-10-20      | 4.5000%  | 4.5000% | $277000.00         | $11666.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-12-20      | 4.5000%  | 4.5000% | $5350000.00        | $116527.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-12-20      | 3.5000%  | 3.5000% | $1248117.00        | $71261.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-12-20      | 4.0000%  | 4.0000% | $125219.00         | $5958.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-12-20      | 4.5000%  | 4.5000% | $250000.00         | $12447.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-04-20      | 6.0000%  | 6.0000% | $467674.00         | $11789.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-02-20      | 4.0000%  | 4.0000% | $145237.00         | $7075.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-02-20      | 4.5000%  | 4.5000% | $490000.00         | $18314.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-11-01      | 3.5000%  | 3.5000% | $3116.00           | $2812.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-01-01      | 4.0000%  | 4.0000% | $1730685.00        | $1594918.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 3.0000%  | 3.0000% | $72927.00          | $61893.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-02-01      | 3.5000%  | 3.5000% | $3915489.00        | $3586507.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.0000%  | 5.0000% | $33075642.00       | $32345956.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $65769300.00       | $61781076.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 4.5000%  | 4.5000% | $24900704.00       | $23939032.57       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.5000%  | 6.5000% | $18966449.00       | $18378287.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $3946.00           | $3913.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 3.0000%  | 3.0000% | $2821500.00        | $2450455.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 3.0000%  | 3.0000% | $2985000.00        | $2597612.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-03-01      | 3.0000%  | 3.0000% | $3965112.00        | $3456160.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-03-01      | 3.0000%  | 3.0000% | $201000.00         | $60944.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-09-01      | 5.0000%  | 5.0000% | $1400000.00        | $248056.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-08-01      | 4.0000%  | 4.0000% | $3000000.00        | $473586.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-10-01      | 3.5000%  | 3.5000% | $200000.00         | $24393.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-11-01      | 5.0000%  | 5.0000% | $85000.00          | $19464.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-08-01      | 6.5000%  | 6.5000% | $52000.00          | $9965.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-07-01      | 4.5000%  | 4.5000% | $1400000.00        | $203012.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-08-01      | 3.0000%  | 3.0000% | $329030.00         | $65019.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-09-01      | 4.0000%  | 4.0000% | $865585.00         | $178978.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-07-01      | 5.0000%  | 5.0000% | $700000.00         | $105204.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-09-01      | 3.5000%  | 3.5000% | $24000.00          | $4432.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-07-01      | 3.0000%  | 3.0000% | $187000.00         | $19564.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-01-01      | 3.5000%  | 3.5000% | $1549052.00        | $291211.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-02-01      | 3.0000%  | 3.0000% | $3075000.00        | $587841.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-02-01      | 3.0000%  | 3.0000% | $255000.00         | $70943.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-01-01      | 3.0000%  | 3.0000% | $3085000.00        | $540410.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-03-01      | 5.0000%  | 5.0000% | $1600000.00        | $292445.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-10-01      | 5.0000%  | 5.0000% | $7000.00           | $2047.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-02-01      | 3.0000%  | 3.0000% | $750000.00         | $230839.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-05-01      | 4.0000%  | 4.0000% | $850000.00         | $209037.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-02-01      | 4.0000%  | 4.0000% | $2000.00           | $630.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-03-01      | 3.0000%  | 3.0000% | $60500.00          | $18133.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-02-01      | 3.5000%  | 3.5000% | $2000.00           | $682.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-10-01      | 4.5000%  | 4.5000% | $2000.00           | $605.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-02-01      | 3.5000%  | 3.5000% | $64054.00          | $3687.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-03-01      | 4.0000%  | 4.0000% | $40000.00          | $369.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-05-01      | 3.0000%  | 3.0000% | $22000.00          | $6298.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-07-01      | 5.0000%  | 5.0000% | $468000.00         | $157966.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-03-01      | 4.0000%  | 4.0000% | $2013216.00        | $288434.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-03-01      | 5.0000%  | 5.0000% | $499000.00         | $85631.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-03-01      | 4.0000%  | 4.0000% | $87077.00          | $239.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-10-01      | 3.5000%  | 3.5000% | $29000.00          | $7901.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-11-01      | 3.5000%  | 3.5000% | $645000.00         | $248149.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 3.0000%  | 3.0000% | $115000.00         | $31714.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-03-01      | 3.0000%  | 3.0000% | $25885.00          | $4774.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-11-01      | 4.0000%  | 4.0000% | $39000.00          | $11284.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-08-01      | 4.0000%  | 4.0000% | $19000.00          | $4345.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-04-01      | 4.5000%  | 4.5000% | $115000.00         | $43983.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-01-01      | 3.0000%  | 3.0000% | $20000.00          | $10931.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 3.0000%  | 3.0000% | $3000.00           | $1545.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-08-01      | 4.5000%  | 4.5000% | $1697000.00        | $453067.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.5000%  | 2.5000% | $470000.00         | $269385.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-10-01      | 2.5000%  | 2.5000% | $237000.00         | $72068.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-05-01      | 3.0000%  | 3.0000% | $400000.00         | $175238.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-06-01      | 4.0000%  | 4.0000% | $100000.00         | $43970.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-09-01      | 2.0000%  | 2.0000% | $4000.00           | $1912.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-06-01      | 3.0000%  | 3.0000% | $200000.00         | $101897.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 2.5000%  | 2.5000% | $470000.00         | $320159.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-11-01      | 5.0000%  | 5.0000% | $71000.00          | $33895.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-09-01      | 3.0000%  | 3.0000% | $100000.00         | $54003.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-09-01      | 2.5000%  | 2.5000% | $1100.00           | $667.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-09-01      | 3.5000%  | 3.5000% | $396000.00         | $182505.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-11-15      | 6.0000%  | 6.0000% | $115000.00         | $84.62             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-15      | 7.0000%  | 7.0000% | $610250.00         | $369.87            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-12-15      | 6.5000%  | 6.5000% | $87638.00          | $138.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-02-15      | 7.0000%  | 7.0000% | $621974.00         | $934.86            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-11-15      | 7.0000%  | 7.0000% | $25000.00          | $799.86            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-07-15      | 7.0000%  | 7.0000% | $50000.00          | $48.13             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 6.5000%  | 6.5000% | $79949.00          | $99.64             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-04-15      | 6.5000%  | 6.5000% | $30000.00          | $262.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-03-15      | 6.5000%  | 6.5000% | $3347532.00        | $9595.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 6.5000%  | 6.5000% | $104000.00         | $430.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 7.0000%  | 7.0000% | $50000.00          | $282.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-15      | 6.5000%  | 6.5000% | $80000.00          | $102.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-07-15      | 7.0000%  | 7.0000% | $225880.00         | $122.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-08-15      | 7.0000%  | 7.0000% | $98911.00          | $79.86             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 6.5000%  | 6.5000% | $201319.00         | $2704.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-15      | 6.5000%  | 6.5000% | $25000.00          | $503.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 6.5000%  | 6.5000% | $102015.00         | $136.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-15      | 7.0000%  | 7.0000% | $76555.00          | $18.21             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 7.0000%  | 7.0000% | $400000.00         | $456.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-12-15      | 6.5000%  | 6.5000% | $522000.00         | $603.96            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-12-15      | 6.5000%  | 6.5000% | $63977.00          | $57.45             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-12-15      | 7.0000%  | 7.0000% | $221797.00         | $477.42            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 6.5000%  | 6.5000% | $52995.00          | $104.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 6.5000%  | 6.5000% | $550000.00         | $665.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 7.0000%  | 7.0000% | $62881.00          | $81.02             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-06-15      | 6.5000%  | 6.5000% | $140000.00         | $1270.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 7.0000%  | 7.0000% | $1422627.00        | $2721.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-08-15      | 7.0000%  | 7.0000% | $25000.00          | $47.19             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-04-15      | 7.0000%  | 7.0000% | $100000.00         | $28.44             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-04-15      | 6.5000%  | 6.5000% | $855000.00         | $810.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-06-15      | 6.5000%  | 6.5000% | $90000.00          | $182.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-03-15      | 6.5000%  | 6.5000% | $100324.00         | $27.26             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 6.5000%  | 6.5000% | $35000.00          | $5.08              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-02-15      | 7.0000%  | 7.0000% | $25084.00          | $26.20             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 6.5000%  | 6.5000% | $50000.00          | $235.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-09-15      | 6.5000%  | 6.5000% | $25000.00          | $542.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-07-15      | 7.0000%  | 7.0000% | $30000.00          | $58.89             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-08-15      | 7.0000%  | 7.0000% | $135176.00         | $316.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 7.0000%  | 7.0000% | $577527.00         | $371.06            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 7.0000%  | 7.0000% | $85816.00          | $34.04             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 7.0000%  | 7.0000% | $490700.00         | $1581.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 7.0000%  | 7.0000% | $369000.00         | $116.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-15      | 7.0000%  | 7.0000% | $25012.00          | $93.91             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 7.0000%  | 7.0000% | $278181.00         | $1885.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 6.5000%  | 6.5000% | $45000.00          | $40.13             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-05-15      | 7.0000%  | 7.0000% | $34000.00          | $59.18             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 7.0000%  | 7.0000% | $50990.00          | $109.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-08-15      | 7.0000%  | 7.0000% | $1014000.00        | $172.40            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-15      | 6.5000%  | 6.5000% | $681000.00         | $528.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-15      | 7.0000%  | 7.0000% | $51125.00          | $47.84             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-07-15      | 7.0000%  | 7.0000% | $174164.00         | $65.79             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-07-15      | 7.0000%  | 7.0000% | $217479.00         | $175.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-02-15      | 5.5000%  | 5.5000% | $21967639.00       | $168637.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-15      | 6.5000%  | 6.5000% | $57405.00          | $162.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 7.0000%  | 7.0000% | $914735.00         | $1481.35           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-10-15      | 7.0000%  | 7.0000% | $50000.00          | $743.53            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-08-15      | 7.0000%  | 7.0000% | $134331.00         | $349.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-07-15      | 6.5000%  | 6.5000% | $213523.00         | $280.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-07-15      | 7.0000%  | 7.0000% | $100000.00         | $223.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-04-15      | 7.0000%  | 7.0000% | $25000.00          | $755.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-11-15      | 7.0000%  | 7.0000% | $35000.00          | $283.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-06-15      | 7.0000%  | 7.0000% | $218772.00         | $437.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-15      | 7.0000%  | 7.0000% | $600000.00         | $102.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-01-15      | 7.0000%  | 7.0000% | $75000.00          | $152.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-02-15      | 7.7500%  | 7.7500% | $30000.00          | $55.72             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-02-15      | 7.0000%  | 7.0000% | $40971.00          | $964.94            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-02-15      | 7.0000%  | 7.0000% | $200000.00         | $11735.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-04-15      | 7.0000%  | 7.0000% | $29273.00          | $318.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-06-15      | 6.5000%  | 6.5000% | $75000.00          | $856.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-07-15      | 9.0000%  | 9.0000% | $25000.00          | $124.47            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-08-15      | 8.0000%  | 8.0000% | $434541.00         | $326.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-05-15      | 6.5000%  | 6.5000% | $875000.00         | $1312.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-11-15      | 6.5000%  | 6.5000% | $35000.00          | $237.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-10-15      | 7.0000%  | 7.0000% | $50000.00          | $185.28            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-09-15      | 7.0000%  | 7.0000% | $14268543.00       | $10837.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 6.5000%  | 6.5000% | $100000.00         | $166.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-03-15      | 7.0000%  | 7.0000% | $69000.00          | $217.42            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-15      | 6.5000%  | 6.5000% | $35000.00          | $393.16            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-15      | 6.5000%  | 6.5000% | $36629.00          | $33.82             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-02-15      | 6.5000%  | 6.5000% | $50182.00          | $123.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-15      | 6.5000%  | 6.5000% | $465450.00         | $76.71             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-07-15      | 7.0000%  | 7.0000% | $57950.00          | $36.03             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-09-15      | 7.0000%  | 7.0000% | $100000.00         | $158.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-08-15      | 6.5000%  | 6.5000% | $25000.00          | $15.75             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-08-15      | 7.5000%  | 7.5000% | $936032.00         | $7394.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-11-15      | 6.5000%  | 6.5000% | $1011771.00        | $1227.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-01-15      | 7.0000%  | 7.0000% | $156620.00         | $72.57             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-01-15      | 6.5000%  | 6.5000% | $100000.00         | $90.88             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-02-15      | 6.5000%  | 6.5000% | $25000.00          | $28.03             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-09-15      | 6.5000%  | 6.5000% | $40000.00          | $266.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-02-15      | 6.5000%  | 6.5000% | $200000.00         | $1614.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-15      | 7.0000%  | 7.0000% | $100000.00         | $108.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-03-15      | 6.5000%  | 6.5000% | $25000.00          | $91.13             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-15      | 7.0000%  | 7.0000% | $62446.00          | $278.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-15      | 7.0000%  | 7.0000% | $939675.00         | $990.79            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-08-15      | 7.0000%  | 7.0000% | $1279510.00        | $2389.37           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-09-15      | 6.5000%  | 6.5000% | $60000.00          | $20.44             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-10-15      | 6.5000%  | 6.5000% | $150000.00         | $3548.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-10-15      | 7.0000%  | 7.0000% | $88000.00          | $592.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-09-15      | 7.0000%  | 7.0000% | $452005.00         | $3195.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-15      | 7.0000%  | 7.0000% | $322173.00         | $1866.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-06-15      | 6.5000%  | 6.5000% | $25000.00          | $132.44            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-05-15      | 7.5000%  | 7.5000% | $640849.00         | $4851.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-05-15      | 4.5000%  | 4.5000% | $60000.00          | $393.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-11-15      | 6.5000%  | 6.5000% | $27899.00          | $2020.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-08-15      | 4.5000%  | 4.5000% | $72000.00          | $2207.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-15      | 3.0000%  | 3.0000% | $157433.00         | $69567.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-08-15      | 5.0000%  | 5.0000% | $500000.00         | $5843.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-11-15      | 4.5000%  | 4.5000% | $750000.00         | $13727.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-12-15      | 5.0000%  | 5.0000% | $35000.00          | $3651.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-12-20      | 5.0000%  | 5.0000% | $25000.00          | $1675.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-09-20      | 4.5000%  | 4.5000% | $3006742.00        | $72459.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-12-15      | 4.5000%  | 4.5000% | $85063.00          | $2835.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-12-15      | 5.0000%  | 5.0000% | $7000000.00        | $227537.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-01-15      | 4.5000%  | 4.5000% | $200000.00         | $8679.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-03-20      | 3.5000%  | 3.5000% | $374806.00         | $55650.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-07-15      | 4.5000%  | 4.5000% | $63931.00          | $1549.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-04-15      | 4.5000%  | 4.5000% | $6277522.00        | $137181.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-10-20      | 6.5000%  | 6.5000% | $19000.00          | $1182.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-11-20      | 3.5000%  | 3.5000% | $10460000.00       | $394109.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-07-20      | 7.0000%  | 7.0000% | $9000.00           | $192.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-07-15      | 3.5000%  | 3.5000% | $400000.00         | $191.20            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-07-15      | 4.0000%  | 4.0000% | $500000.00         | $280.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-07-20      | 5.0000%  | 5.0000% | $2000000.00        | $55045.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-12-15      | 3.5000%  | 3.5000% | $490000.00         | $11802.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-02-15      | 6.5000%  | 6.5000% | $32928.00          | $496.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-20      | 4.5000%  | 4.5000% | $28000.00          | $2169.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-02-20      | 5.0000%  | 5.0000% | $590000.00         | $30370.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-02-15      | 7.0000%  | 7.0000% | $133000.00         | $694.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-02-15      | 6.5000%  | 6.5000% | $400000.00         | $83.70             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-02-15      | 6.5000%  | 6.5000% | $201000.00         | $33.24             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-03-15      | 6.5000%  | 6.5000% | $25000.00          | $24.32             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-08-15      | 6.5000%  | 6.5000% | $990000.00         | $216.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-09-15      | 6.5000%  | 6.5000% | $1313000.00        | $339.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-09-15      | 7.0000%  | 7.0000% | $840510.00         | $188.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-15      | 6.5000%  | 6.5000% | $50000.00          | $31.00             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-15      | 6.5000%  | 6.5000% | $167000.00         | $99.12             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-11-15      | 6.5000%  | 6.5000% | $70000.00          | $41.23             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-01-15      | 6.5000%  | 6.5000% | $233000.00         | $346.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-01-15      | 6.5000%  | 6.5000% | $57047.00          | $93.61             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 6.5000%  | 6.5000% | $99310.00          | $390.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 6.5000%  | 6.5000% | $425000.00         | $200.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 6.5000%  | 6.5000% | $69054.00          | $58.00             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 6.5000%  | 6.5000% | $529074.00         | $109.28            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 7.0000%  | 7.0000% | $3066826.00        | $1585.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-03-15      | 7.0000%  | 7.0000% | $29138.00          | $101.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-03-15      | 6.5000%  | 6.5000% | $45000.00          | $67.42             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 7.0000%  | 7.0000% | $75000.00          | $244.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-03-15      | 4.5000%  | 4.5000% | $689000.00         | $9544.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-15      | 7.5000%  | 7.5000% | $318134.00         | $864.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-15      | 7.0000%  | 7.0000% | $925857.00         | $231.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 6.5000%  | 6.5000% | $115322.00         | $627.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-12-15      | 6.0000%  | 6.0000% | $50000.00          | $265.66            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-07-15      | 7.0000%  | 7.0000% | $300286.00         | $199.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-15      | 6.5000%  | 6.5000% | $50000.00          | $57.10             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-15      | 7.0000%  | 7.0000% | $477184.00         | $187.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-15      | 7.5000%  | 7.5000% | $707314.00         | $5028.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-11-15      | 6.5000%  | 6.5000% | $25000.00          | $53.95             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-11-15      | 7.0000%  | 7.0000% | $150000.00         | $422.44            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-11-15      | 6.5000%  | 6.5000% | $187000.00         | $139.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-12-01      | 7.0000%  | 7.0000% | $800000.00         | $221.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-04-01      | 7.0000%  | 7.0000% | $55100.00          | $3268.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-04-01      | 8.0000%  | 8.0000% | $101000.00         | $45.10             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-05-01      | 7.0000%  | 7.0000% | $97000.00          | $1003.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-05-01      | 7.0000%  | 7.0000% | $822584.00         | $278.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-01-01      | 8.0000%  | 8.0000% | $160000.00         | $415.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-06-01      | 7.0000%  | 7.0000% | $300000.00         | $2812.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-11-01      | 8.0000%  | 8.0000% | $2000000.00        | $9379.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-08-01      | 6.5000%  | 6.5000% | $1000000.00        | $398.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-01-01      | 7.0000%  | 7.0000% | $38000.00          | $63.01             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-10-01      | 6.5000%  | 6.5000% | $47000.00          | $118.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-06-01      | 7.0000%  | 7.0000% | $139939.00         | $99.37             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-06-01      | 7.0000%  | 7.0000% | $607123.00         | $549.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-06-01      | 7.0000%  | 7.0000% | $965319.00         | $4061.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-06-01      | 7.0000%  | 7.0000% | $2396380.00        | $20337.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-07-01      | 7.0000%  | 7.0000% | $651750.00         | $7239.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-07-01      | 7.0000%  | 7.0000% | $416157.00         | $2100.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-10-01      | 6.5000%  | 6.5000% | $9558142.00        | $675.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-04-01      | 7.0000%  | 7.0000% | $625000.00         | $1684.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-01-01      | 7.0000%  | 7.0000% | $16493.00          | $190.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-01-01      | 6.5000%  | 6.5000% | $300000.00         | $117.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-02-01      | 7.0000%  | 7.0000% | $1103017.00        | $5450.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-12-01      | 7.0000%  | 7.0000% | $1660000.00        | $20132.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-12-01      | 7.0000%  | 7.0000% | $10204390.00       | $91205.96          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-03-01      | 7.0000%  | 7.0000% | $60000.00          | $402.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-04-01      | 7.0000%  | 7.0000% | $10000.00          | $38.43             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-04-01      | 7.0000%  | 7.0000% | $13469292.00       | $152574.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-04-01      | 6.5000%  | 6.5000% | $90000.00          | $89.11             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-04-01      | 7.0000%  | 7.0000% | $23000.00          | $308.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-04-01      | 7.0000%  | 7.0000% | $322105.00         | $1220.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-05-01      | 7.0000%  | 7.0000% | $3054047.00        | $4104.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-05-01      | 7.0000%  | 7.0000% | $38000.00          | $208.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-08-01      | 6.5000%  | 6.5000% | $1795101.00        | $1106.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-08-01      | 7.0000%  | 7.0000% | $327172.00         | $795.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-07-01      | 6.5000%  | 6.5000% | $3650000.00        | $127792.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-07-01      | 6.5000%  | 6.5000% | $3400000.00        | $56564.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-07-01      | 6.5000%  | 6.5000% | $3675000.00        | $123921.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-04-01      | 7.0000%  | 7.0000% | $4065745.00        | $159.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-04-01      | 6.5000%  | 6.5000% | $1588748.00        | $301.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-12-01      | 5.5000%  | 5.5000% | $108570.00         | $90.73             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-01-01      | 5.0000%  | 5.0000% | $466623.00         | $13173.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-03-01      | 4.5000%  | 4.5000% | $208000.00         | $3351.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-09-01      | 5.0000%  | 5.0000% | $343658.00         | $1505.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-05-25      | 4.0000%  | 4.0000% | $5410000.00        | $231.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-05-25      | 4.0000%  | 4.0000% | $2500000.00        | $226.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-07-01      | 4.0000%  | 4.0000% | $125000.00         | $52.03             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-04-01      | 2.5000%  | 2.5000% | $77609.00          | $2074.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-11-01      | 3.0000%  | 3.0000% | $2562539.00        | $43852.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-02-01      | 2.5000%  | 2.5000% | $25420.00          | $614.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-03-01      | 3.0000%  | 3.0000% | $2784064.00        | $117189.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-04-01      | 2.5000%  | 2.5000% | $25019.00          | $736.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-06-01      | 3.0000%  | 3.0000% | $4427870.00        | $103071.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-07-01      | 3.0000%  | 3.0000% | $1000000.00        | $31398.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-02-01      | 3.0000%  | 3.0000% | $5705877.00        | $259073.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-03-01      | 3.0000%  | 3.0000% | $2649736.00        | $327393.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-05-01      | 3.0000%  | 3.0000% | $3064531.00        | $499864.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-04-01      | 3.0000%  | 3.0000% | $2902368.00        | $287009.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-05-01      | 3.0000%  | 3.0000% | $1600000.00        | $105050.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-05-01      | 3.0000%  | 3.0000% | $1100000.00        | $104473.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-02-01      | 3.0000%  | 3.0000% | $3918206.00        | $338604.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-03-01      | 3.0000%  | 3.0000% | $1948119.00        | $192685.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-11-01      | 2.5000%  | 2.5000% | $1000000.00        | $181150.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-12-01      | 3.0000%  | 3.0000% | $1859344.00        | $274467.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-04-01      | 3.0000%  | 3.0000% | $1430000.00        | $163283.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-08-01      | 4.5000%  | 4.5000% | $520000.00         | $16259.50          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-06-01      | 6.5000%  | 6.5000% | $4297498.00        | $56462.39          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-08-01      | 6.5000%  | 6.5000% | $40000000.00       | $24377.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-04-01      | 4.5000%  | 4.5000% | $6045137.00        | $274710.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-03-01      | 5.0000%  | 5.0000% | $5000000.00        | $122247.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-02-01      | 4.0000%  | 4.0000% | $7623232.00        | $377228.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-10-01      | 4.0000%  | 4.0000% | $3010000.00        | $393881.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-10-01      | 4.0000%  | 4.0000% | $279917.00         | $23628.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-05-01      | 3.5000%  | 3.5000% | $22000.00          | $2658.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-05-01      | 3.5000%  | 3.5000% | $7000.00           | $961.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-06-01      | 4.0000%  | 4.0000% | $4476000.00        | $375406.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-06-01      | 4.0000%  | 4.0000% | $200000.00         | $31581.10          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-05-01      | 4.0000%  | 4.0000% | $200000.00         | $29153.79          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-07-01      | 4.0000%  | 4.0000% | $500000.00         | $84790.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-07-01      | 4.0000%  | 4.0000% | $400000.00         | $58555.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-07-01      | 4.0000%  | 4.0000% | $3200000.00        | $498764.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-06-15      | 7.0000%  | 7.0000% | $57839.00          | $90.79             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-06-15      | 6.5000%  | 6.5000% | $50000.00          | $33.57             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-04-15      | 7.0000%  | 7.0000% | $340000.00         | $372.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-04-15      | 6.5000%  | 6.5000% | $275000.00         | $204.44            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-11-15      | 7.0000%  | 7.0000% | $449397.00         | $1183.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-04-15      | 6.5000%  | 6.5000% | $830738.00         | $342.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-12-15      | 7.0000%  | 7.0000% | $200000.00         | $126.43            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-01-15      | 7.5000%  | 7.5000% | $250000.00         | $1008.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-08-20      | 4.5000%  | 4.5000% | $2038594.00        | $265506.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-03-15      | 7.0000%  | 7.0000% | $25000.00          | $168.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-05-15      | 6.5000%  | 6.5000% | $25000.00          | $68.49             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-06-15      | 7.0000%  | 7.0000% | $8389772.00        | $27192.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-04-15      | 6.5000%  | 6.5000% | $50000.00          | $155.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-03-15      | 7.0000%  | 7.0000% | $171000.00         | $449.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 5.5000%  | 5.5000% | $25000.00          | $262.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-08-15      | 6.5000%  | 6.5000% | $50827.00          | $90.88             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-09-15      | 6.5000%  | 6.5000% | $25000.00          | $60.32             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-09-15      | 7.0000%  | 7.0000% | $589975.00         | $901.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-09-15      | 5.5000%  | 5.5000% | $100000.00         | $154.43            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-06-15      | 6.5000%  | 6.5000% | $316980.00         | $70.19             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-08-15      | 4.5000%  | 4.5000% | $25000.00          | $250.79            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-11-15      | 5.0000%  | 5.0000% | $4000000.00        | $51217.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-04-15      | 6.5000%  | 6.5000% | $33000.00          | $479.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-10-15      | 6.5000%  | 6.5000% | $1910000.00        | $1875.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-08-15      | 7.0000%  | 7.0000% | $70279.00          | $68.34             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-01-01      | 8.0000%  | 8.0000% | $210314.00         | $2606.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-01-01      | 7.0000%  | 7.0000% | $257374.00         | $427.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-08-01      | 4.0000%  | 4.0000% | $30892.00          | $1576.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-08-01      | 4.0000%  | 4.0000% | $40920.00          | $1306.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-08-01      | 4.0000%  | 4.0000% | $25282.00          | $1202.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-08-01      | 4.0000%  | 4.0000% | $74781.00          | $4093.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-04-01      | 2.5000%  | 2.5000% | $680000.00         | $66265.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-09-01      | 3.0000%  | 3.0000% | $2315214.00        | $359362.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-09-01      | 7.0000%  | 7.0000% | $13000.00          | $55.41             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-10-01      | 6.5000%  | 6.5000% | $573759.00         | $6900.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-11-01      | 6.0000%  | 6.0000% | $30000.00          | $368.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-11-01      | 7.0000%  | 7.0000% | $12000.00          | $60.38             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-08-01      | 6.5000%  | 6.5000% | $61000.00          | $36.36             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-04-01      | 7.0000%  | 7.0000% | $1669000.00        | $1368.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-04-01      | 7.0000%  | 7.0000% | $1150000.00        | $1717.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-11-01      | 6.0000%  | 6.0000% | $65000.00          | $227.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-01-01      | 7.0000%  | 7.0000% | $50000.00          | $591.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-08-01      | 7.0000%  | 7.0000% | $25000.00          | $698.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-07-01      | 7.0000%  | 7.0000% | $50000.00          | $1908.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-03-01      | 7.0000%  | 7.0000% | $545000.00         | $3177.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-12-01      | 7.0000%  | 7.0000% | $25000.00          | $729.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-02-01      | 6.5000%  | 6.5000% | $78000.00          | $172.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-02-01      | 7.0000%  | 7.0000% | $50000.00          | $671.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-11-01      | 6.5000%  | 6.5000% | $1707507.00        | $11316.75          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-08-01      | 4.5000%  | 4.5000% | $3350000.00        | $6973.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-07-01      | 7.0000%  | 7.0000% | $100000.00         | $1786.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-08-01      | 7.0000%  | 7.0000% | $75000.00          | $2454.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-09-01      | 6.5000%  | 6.5000% | $18484300.00       | $263581.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-09-01      | 6.5000%  | 6.5000% | $10000.00          | $23.54             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-11-01      | 6.5000%  | 6.5000% | $6000.00           | $12.84             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-08-01      | 7.0000%  | 7.0000% | $64575.00          | $2468.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-06-01      | 7.0000%  | 7.0000% | $25000.00          | $339.74            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-06-01      | 7.0000%  | 7.0000% | $95000.00          | $1365.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-06-01      | 5.5000%  | 5.5000% | $22110000.00       | $111997.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-11-01      | 7.0000%  | 7.0000% | $9799225.00        | $182337.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-05-01      | 4.5000%  | 4.5000% | $350000.00         | $15175.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-11-01      | 4.5000%  | 4.5000% | $421258.00         | $7455.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-09-01      | 4.0000%  | 4.0000% | $1444000.00        | $82302.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-02-01      | 4.5000%  | 4.5000% | $375000.00         | $24105.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-05-01      | 6.5000%  | 6.5000% | $905184.00         | $2753.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-05-01      | 6.5000%  | 6.5000% | $60000.00          | $8.10              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-08-01      | 6.5000%  | 6.5000% | $2345000.00        | $1322.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-03-01      | 6.5000%  | 6.5000% | $2000000.00        | $4414.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-03-01      | 6.0000%  | 6.0000% | $155900112.00      | $216661.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-05-01      | 6.5000%  | 6.5000% | $113058.00         | $361.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-06-01      | 6.5000%  | 6.5000% | $301720.00         | $484.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-07-01      | 6.5000%  | 6.5000% | $465144.00         | $159.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-07-01      | 6.5000%  | 6.5000% | $1928533.00        | $423.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-10-01      | 7.0000%  | 7.0000% | $97000.00          | $13.08             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-10-01      | 7.0000%  | 7.0000% | $115000.00         | $46.34             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-01-01      | 8.0000%  | 8.0000% | $1700000.00        | $3386.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-05-01      | 6.5000%  | 6.5000% | $470000.00         | $819.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-06-01      | 8.0000%  | 8.0000% | $79000.00          | $367.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-04-01      | 8.5000%  | 8.5000% | $41839.00          | $486.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-11-01      | 8.0000%  | 8.0000% | $548878.00         | $5903.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 3.5000%  | 3.5000% | $8300.00           | $6152.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 6.5000%  | 6.5000% | $200000.00         | $124829.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 4.0000%  | 4.0000% | $2000.00           | $1640.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 6.0000%  | 6.0000% | $126596.00         | $103187.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 2.5000%  | 2.5000% | $300000.00         | $217612.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 6.5000%  | 6.5000% | $300000.00         | $180583.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 2.5000%  | 2.5000% | $1000.00           | $743.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.0000%  | 3.0000% | $1000.00           | $785.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.0000%  | 6.0000% | $254700.00         | $201846.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 6.5000%  | 6.5000% | $10000.00          | $5808.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 4.5000%  | 4.5000% | $126300.00         | $104001.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 5.5000%  | 5.5000% | $15000000.00       | $13608286.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 5.5000%  | 5.5000% | $180200.00         | $144613.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 4.5000%  | 4.5000% | $2920000.00        | $2574338.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.5000%  | 5.5000% | $1300.00           | $1178.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.5000%  | 2.5000% | $650000.00         | $498718.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-25      | 6.5000%  | 6.5000% | $14255.00          | $12552.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.5000%  | 6.5000% | $72352284.00       | $68153733.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.0000%  | 5.0000% | $2313961.00        | $2277679.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.0000%  | 6.0000% | $54233782.00       | $47234808.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-05-01      | 6.5000%  | 6.5000% | $56115.00          | $48360.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.5000%  | 5.5000% | $31048800.00       | $29624434.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.5000%  | 6.5000% | $150686.00         | $159117.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-11-01      | 6.0000%  | 6.0000% | $4180931.00        | $3746627.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 5.0000%  | 5.0000% | $14830.00          | $14754.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-06-01      | 5.5000%  | 5.5000% | $1490676.00        | $37394.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-08-01      | 6.5000%  | 6.5000% | $972197.00         | $1938.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-08-01      | 6.5000%  | 6.5000% | $26000.00          | $53.49             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-11-01      | 5.0000%  | 5.0000% | $3700000.00        | $39732.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-10-01      | 7.0000%  | 7.0000% | $1440000.00        | $28373.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-03-01      | 7.0000%  | 7.0000% | $185000.00         | $1197.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-07-01      | 5.7990%  | 5.7990% | $17000.00          | $188.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-12-01      | 6.0000%  | 6.0000% | $46000.00          | $205.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-12-01      | 7.0000%  | 7.0000% | $2000.00           | $34.38             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-08-01      | 6.5000%  | 6.5000% | $846670.00         | $12341.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-06-01      | 7.0000%  | 7.0000% | $25000000.00       | $94061.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-11-01      | 7.0000%  | 7.0000% | $4876224.00        | $62319.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-08-01      | 6.5000%  | 6.5000% | $1481578.00        | $11170.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-12-01      | 6.5000%  | 6.5000% | $11653000.00       | $70939.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-11-01      | 6.5000%  | 6.5000% | $1340000.00        | $4987.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-10-01      | 6.5000%  | 6.5000% | $6000.00           | $76.95             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-10-01      | 6.5000%  | 6.5000% | $12000.00          | $61.08             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-12-01      | 6.5000%  | 6.5000% | $19000000.00       | $137614.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-05-01      | 6.0000%  | 6.0000% | $30000.00          | $304.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-12-01      | 5.5000%  | 5.5000% | $2800000.00        | $2060.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-05-01      | 5.0000%  | 5.0000% | $3712310.00        | $4059.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-09-01      | 5.0000%  | 5.0000% | $598200.00         | $7973.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-10-01      | 6.5000%  | 6.5000% | $843000.00         | $5669.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-06-01      | 4.0000%  | 4.0000% | $166116.00         | $5807.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-10-01      | 4.5000%  | 4.5000% | $1500000.00        | $177440.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-05-01      | 5.0000%  | 5.0000% | $294515.00         | $22086.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-09-01      | 6.5000%  | 6.5000% | $10000.00          | $69.75             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-08-01      | 6.5000%  | 6.5000% | $72000.00          | $159.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-07-01      | 6.5000%  | 6.5000% | $754769.00         | $7754.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-08-01      | 6.5000%  | 6.5000% | $4099681.00        | $53603.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-05-01      | 6.0000%  | 6.0000% | $2444735.00        | $25343.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-09-01      | 6.5000%  | 6.5000% | $20000.00          | $614.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-10-01      | 6.5000%  | 6.5000% | $31970.00          | $189.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-11-01      | 6.5000%  | 6.5000% | $5000.00           | $15.90             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-02-01      | 6.5000%  | 6.5000% | $3209000.00        | $25747.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-03-01      | 7.0000%  | 7.0000% | $185000.00         | $7007.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-04-01      | 7.0000%  | 7.0000% | $180000.00         | $19358.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-04-01      | 5.0000%  | 5.0000% | $500525.00         | $3255.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-12-01      | 5.0000%  | 5.0000% | $975907.00         | $70974.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-03-01      | 5.5000%  | 5.5000% | $200000.00         | $22.69             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-08-01      | 5.5000%  | 5.5000% | $464000.00         | $1672.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-03-01      | 4.5000%  | 4.5000% | $7350000.00        | $13514.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-06-01      | 7.0000%  | 7.0000% | $107000.00         | $1679.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-03-01      | 5.0000%  | 5.0000% | $5494473.00        | $253854.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-08-01      | 5.0000%  | 5.0000% | $1385356.00        | $2788.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-10-01      | 6.5000%  | 6.5000% | $2000000.00        | $45134.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-02-01      | 5.0000%  | 5.0000% | $4040.00           | $58.59             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-07-01      | 5.0000%  | 5.0000% | $8163400.00        | $196104.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-05-01      | 4.0000%  | 4.0000% | $140000.00         | $7414.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-07-01      | 4.5000%  | 4.5000% | $350000.00         | $13619.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-05-01      | 5.0000%  | 5.0000% | $2070000.00        | $1352.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-06-01      | 4.5000%  | 4.5000% | $580000.00         | $20224.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-09-01      | 4.5000%  | 4.5000% | $1340000.00        | $61368.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-11-01      | 4.5000%  | 4.5000% | $180000.00         | $8165.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-12-01      | 4.5000%  | 4.5000% | $597307.00         | $15793.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-12-01      | 8.0000%  | 8.0000% | $580561.00         | $846.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-01-01      | 2.0000%  | 2.0000% | $25000.00          | $13684.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 3.0000%  | 3.0000% | $100000.00         | $53414.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 3.0000%  | 3.0000% | $200000.00         | $118460.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-02-01      | 3.0000%  | 3.0000% | $74000.00          | $26944.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 2.0000%  | 2.0000% | $400000.00         | $233396.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.5000%  | 2.5000% | $400000.00         | $255156.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.5000%  | 2.5000% | $100000.00         | $59985.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 3.0000%  | 3.0000% | $1000.00           | $636.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 3.5000%  | 3.5000% | $575000.00         | $331543.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.0000%  | 3.0000% | $170000.00         | $105943.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-07-01      | 4.0000%  | 4.0000% | $250000.00         | $43778.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-04-01      | 2.5000%  | 2.5000% | $10000.00          | $5755.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 3.0000%  | 3.0000% | $400000.00         | $239397.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-04-01      | 3.0000%  | 3.0000% | $12410.00          | $5938.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.0000%  | 3.0000% | $200000.00         | $123781.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-04-01      | 2.5000%  | 2.5000% | $16000.00          | $8411.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.5000%  | 3.5000% | $133000.00         | $87853.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-02-01      | 3.0000%  | 3.0000% | $198000.00         | $118542.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.5000%  | 3.5000% | $900000.00         | $576974.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.0000%  | 2.0000% | $425000.00         | $269774.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-04-01      | 3.0000%  | 3.0000% | $64000.00          | $37440.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.5000%  | 2.5000% | $300000.00         | $185465.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.5000%  | 2.5000% | $400000.00         | $265062.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $10500.00          | $7124.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 4.5000%  | 4.5000% | $10139.00          | $6986.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.5000%  | 2.5000% | $3000.00           | $2001.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 2.5000%  | 2.5000% | $500000.00         | $314827.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-05-01      | 1.5000%  | 1.5000% | $150000.00         | $87414.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.0000%  | 2.0000% | $56098.00          | $35791.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-12-01      | 4.5000%  | 4.5000% | $3000.00           | $1735.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-04-01      | 3.5000%  | 3.5000% | $275000.00         | $171251.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 3.5000%  | 3.5000% | $3000.00           | $2087.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 2.5000%  | 2.5000% | $30000.00          | $18642.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 4.5000%  | 4.5000% | $4000.00           | $3077.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-07-01      | 2.0000%  | 2.0000% | $653043.00         | $431195.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 4.5000%  | 4.5000% | $300000.00         | $211482.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $755517.00         | $480474.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 4.0000%  | 4.0000% | $50000.00          | $33151.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-08-01      | 2.0000%  | 2.0000% | $110729.00         | $68285.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 2.0000%  | 2.0000% | $16000.00          | $10661.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 4.5000%  | 4.5000% | $9200.00           | $6990.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-12-01      | 5.0000%  | 5.0000% | $2900.00           | $2235.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 5.5000%  | 5.5000% | $2100.00           | $1691.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-01-01      | 3.5000%  | 3.5000% | $604769.00         | $405572.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 4.5000%  | 4.5000% | $7900.00           | $6189.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 4.5000%  | 4.5000% | $10000.00          | $8397.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-07-01      | 6.0000%  | 6.0000% | $100000.00         | $63438.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-09-01      | 3.0000%  | 3.0000% | $505000.00         | $313115.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 5.5000%  | 5.5000% | $7115.00           | $5202.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-05-01      | 3.5000%  | 3.5000% | $88000.00          | $46700.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 4.0000%  | 4.0000% | $3000.00           | $2290.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 2.5000%  | 2.5000% | $3000.00           | $2109.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.5000%  | 2.5000% | $70620.00          | $49318.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-03-01      | 5.0000%  | 5.0000% | $190000.00         | $131153.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.5000%  | 5.5000% | $18700.00          | $13686.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.0000%  | 5.0000% | $12758.00          | $9336.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.0000%  | 5.0000% | $571798.00         | $403061.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 6.5000%  | 6.5000% | $3000.00           | $2144.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.5000%  | 5.5000% | $440000.00         | $267268.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 5.5000%  | 5.5000% | $197300.00         | $154897.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 5.5000%  | 5.5000% | $252000.00         | $199038.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 4.0000%  | 4.0000% | $40900.00          | $31073.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 2.5000%  | 2.5000% | $200000.00         | $140413.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 4.5000%  | 4.5000% | $5000.00           | $3828.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 6.0000%  | 6.0000% | $37200.00          | $26139.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 5.5000%  | 5.5000% | $2306000.00        | $2001966.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 3.0000%  | 3.0000% | $3000.00           | $2216.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 6.5000%  | 6.5000% | $8000.00           | $5876.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 6.5000%  | 6.5000% | $771000.00         | $425950.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 3.5000%  | 3.5000% | $100000.00         | $80574.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 3.5000%  | 3.5000% | $1000.00           | $777.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.5000%  | 5.5000% | $24122316.00       | $22871041.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-02-01      | 4.5000%  | 4.5000% | $165000.00         | $124909.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 6.5000%  | 6.5000% | $500000.00         | $324356.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 1.5000%  | 1.5000% | $225000.00         | $147946.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 2.0000%  | 2.0000% | $3000.00           | $2081.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 2.5000%  | 2.5000% | $24000.00          | $17465.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 2.0000%  | 2.0000% | $5000.00           | $3602.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 5.5000%  | 5.5000% | $119850.00         | $91649.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-02-01      | 5.0000%  | 5.0000% | $263670.00         | $3663.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-03-01      | 4.5000%  | 4.5000% | $5885000.00        | $67623.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-03-01      | 4.0000%  | 4.0000% | $200000.00         | $1557.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-02-01      | 5.0000%  | 5.0000% | $5149883.00        | $80844.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-05-01      | 4.5000%  | 4.5000% | $86064.00          | $936.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-05-01      | 5.0000%  | 5.0000% | $1100000.00        | $14880.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-06-01      | 5.0000%  | 5.0000% | $3225000.00        | $24067.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-05-01      | 5.0000%  | 5.0000% | $785098.00         | $8586.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-07-01      | 5.0000%  | 5.0000% | $668894.00         | $9988.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-07-01      | 4.5000%  | 4.5000% | $168000.00         | $2312.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-08-01      | 5.0000%  | 5.0000% | $636656.00         | $12739.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-01-01      | 4.5000%  | 4.5000% | $115000.00         | $3172.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-02-01      | 4.0000%  | 4.0000% | $10000.00          | $256.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-02-01      | 5.0000%  | 5.0000% | $243492.00         | $2274.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-10-01      | 5.0000%  | 5.0000% | $2989940.00        | $451920.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-11-01      | 4.5000%  | 4.5000% | $2700000.00        | $401924.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-01-01      | 5.0000%  | 5.0000% | $1678522.00        | $213824.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-15      | 6.5000%  | 6.5000% | $41628.00          | $1.09              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 7.0000%  | 7.0000% | $633272.00         | $1591.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-09-15      | 7.0000%  | 7.0000% | $75000.00          | $57.74             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 7.0000%  | 7.0000% | $1128781.00        | $4502.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-15      | 7.0000%  | 7.0000% | $807140.00         | $1055.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-15      | 6.5000%  | 6.5000% | $30960.00          | $101.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-01-15      | 7.0000%  | 7.0000% | $84000.00          | $24.56             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 7.5000%  | 7.5000% | $29000.00          | $63.64             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-15      | 7.5000%  | 7.5000% | $72191.00          | $225.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-02-15      | 6.5000%  | 6.5000% | $100000.00         | $83.39             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-15      | 7.0000%  | 7.0000% | $68394.00          | $29.17             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-20      | 6.5000%  | 6.5000% | $70000.00          | $75.24             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-15      | 7.0000%  | 7.0000% | $105000.00         | $428.55            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-15      | 7.5000%  | 7.5000% | $81643.00          | $644.96            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 7.0000%  | 7.0000% | $285000.00         | $72.95             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-09-15      | 7.0000%  | 7.0000% | $34000.00          | $41.37             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-02-15      | 7.5000%  | 7.5000% | $254775.00         | $865.34            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 7.5000%  | 7.5000% | $540978.00         | $446.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 6.7500%  | 6.7500% | $92000.00          | $211.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 6.5000%  | 6.5000% | $400000.00         | $494.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 7.0000%  | 7.0000% | $1009132.00        | $9925.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 6.5000%  | 6.5000% | $456738.00         | $5782.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 7.0000%  | 7.0000% | $1008050.00        | $11370.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 7.0000%  | 7.0000% | $1009396.00        | $10558.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-06-15      | 7.0000%  | 7.0000% | $44761.00          | $333.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-06-15      | 7.0000%  | 7.0000% | $1007904.00        | $26402.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-15      | 7.0000%  | 7.0000% | $228000.00         | $588.95            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-11-15      | 7.0000%  | 7.0000% | $1120000.00        | $869.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-02-15      | 7.0000%  | 7.0000% | $150000.00         | $169.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-02-15      | 7.0000%  | 7.0000% | $150000.00         | $99.49             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-02-15      | 7.0000%  | 7.0000% | $80000.00          | $28.89             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 7.0000%  | 7.0000% | $105000.00         | $51.33             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-15      | 6.5000%  | 6.5000% | $335000.00         | $133.55            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-06-15      | 7.0000%  | 7.0000% | $676368.00         | $1215.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-07-15      | 7.0000%  | 7.0000% | $3012541.00        | $7275.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 7.0000%  | 7.0000% | $150000.00         | $259.57            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-08-15      | 7.0000%  | 7.0000% | $324749.00         | $748.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-09-15      | 6.5000%  | 6.5000% | $135000.00         | $47.03             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-06-15      | 7.5000%  | 7.5000% | $106185.00         | $780.87            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-15      | 7.0000%  | 7.0000% | $702908.00         | $17614.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-15      | 7.0000%  | 7.0000% | $80000.00          | $1008.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-15      | 7.0000%  | 7.0000% | $1588769.00        | $6173.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-15      | 7.0000%  | 7.0000% | $283723.00         | $1903.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-08-15      | 6.5000%  | 6.5000% | $49864.00          | $317.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-08-15      | 7.0000%  | 7.0000% | $2011923.00        | $13414.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-08-15      | 7.0000%  | 7.0000% | $2020008.00        | $40174.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-06-15      | 6.5000%  | 6.5000% | $550000.00         | $1061.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-06-15      | 7.5000%  | 7.5000% | $45788.00          | $52.75             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 6.5000%  | 6.5000% | $250277.00         | $257.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 7.0000%  | 7.0000% | $86833.00          | $252.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-15      | 6.7500%  | 6.7500% | $30000.00          | $157.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 7.0000%  | 7.0000% | $184996.00         | $61.61             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-15      | 7.0000%  | 7.0000% | $85000.00          | $353.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-07-15      | 7.0000%  | 7.0000% | $160000.00         | $558.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-15      | 7.5000%  | 7.5000% | $680000.00         | $491.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 6.5000%  | 6.5000% | $150000.00         | $677.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-15      | 6.5000%  | 6.5000% | $85000.00          | $109.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-06-15      | 6.7500%  | 6.7500% | $225000.00         | $91.63             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-15      | 7.0000%  | 7.0000% | $560860.00         | $50.90             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-12-15      | 6.5000%  | 6.5000% | $25000.00          | $50.55             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-12-15      | 8.0000%  | 8.0000% | $58241.00          | $68.03             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-05-15      | 7.5000%  | 7.5000% | $371034.00         | $258.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-11-15      | 6.5000%  | 6.5000% | $50000.00          | $44.49             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-04-01      | 5.0000%  | 5.0000% | $875000.00         | $26351.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-11-01      | 7.0000%  | 7.0000% | $1850000.00        | $6135.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-07-01      | 6.5000%  | 6.5000% | $4500000.00        | $102067.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-06-01      | 7.0000%  | 7.0000% | $25000.00          | $107.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-06-01      | 7.0000%  | 7.0000% | $405000.00         | $8532.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-08-01      | 6.5000%  | 6.5000% | $15000.00          | $61.61             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-09-01      | 6.0000%  | 6.0000% | $405000.00         | $2473.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-09-01      | 6.0000%  | 6.0000% | $157000.00         | $596.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-08-01      | 7.0000%  | 7.0000% | $50000.00          | $168.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-10-01      | 7.0000%  | 7.0000% | $100000.00         | $483.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-09-01      | 6.0000%  | 6.0000% | $64000.00          | $130.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-09-01      | 7.0000%  | 7.0000% | $50000.00          | $25.62             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-11-01      | 5.5000%  | 5.5000% | $3200000.00        | $2669.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-08-01      | 6.0000%  | 6.0000% | $5887765.00        | $150749.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-11-01      | 7.0000%  | 7.0000% | $200000.00         | $5748.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-10-01      | 6.5000%  | 6.5000% | $2767674.00        | $18700.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-12-01      | 7.0000%  | 7.0000% | $25000.00          | $360.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-05-01      | 6.8120%  | 6.8120% | $24095000.00       | $63455.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-10-01      | 7.0000%  | 7.0000% | $388681.00         | $8324.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-01-01      | 6.5000%  | 6.5000% | $530235.00         | $4592.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-08-01      | 6.5000%  | 6.5000% | $245000.00         | $4124.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-04-01      | 5.5000%  | 5.5000% | $62000.00          | $308.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-09-01      | 6.5000%  | 6.5000% | $95341.00          | $919.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-11-01      | 7.0000%  | 7.0000% | $4110683.00        | $58753.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-11-01      | 7.0000%  | 7.0000% | $1273774.00        | $26251.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-06-01      | 4.5000%  | 4.5000% | $350000.00         | $13723.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-11-01      | 7.0000%  | 7.0000% | $100000.00         | $2305.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-10-01      | 6.5000%  | 6.5000% | $6000.00           | $49.86             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-08-01      | 4.5000%  | 4.5000% | $1330000.00        | $19342.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-10-01      | 6.5000%  | 6.5000% | $2803275.00        | $358.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-11-01      | 6.0000%  | 6.0000% | $81430264.00       | $232541.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2026-09-01      | 5.5000%  | 5.5000% | $2000000.00        | $2.14              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-03-01      | 6.5000%  | 6.5000% | $460116.00         | $3344.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-06-01      | 5.0000%  | 5.0000% | $350000.00         | $13716.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-08-01      | 4.5000%  | 4.5000% | $350000.00         | $6062.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-08-01      | 4.0000%  | 4.0000% | $500000.00         | $15446.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-02-01      | 6.0000%  | 6.0000% | $3000000.00        | $115014.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-02-01      | 5.0000%  | 5.0000% | $35089.00          | $950.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-05-01      | 4.5000%  | 4.5000% | $280000.00         | $17529.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-07-01      | 4.5000%  | 4.5000% | $1110000.00        | $42560.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-08-01      | 5.0000%  | 5.0000% | $3144262.00        | $57748.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-08-01      | 4.5000%  | 4.5000% | $270000.00         | $19175.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-01-01      | 5.0000%  | 5.0000% | $12213122.00       | $267919.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-04-01      | 4.0000%  | 4.0000% | $330000.00         | $26788.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-07-01      | 4.5000%  | 4.5000% | $1195000.00        | $79362.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-05-01      | 4.0000%  | 4.0000% | $330000.00         | $21255.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-07-01      | 4.0000%  | 4.0000% | $440000.00         | $29030.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-10-01      | 4.0000%  | 4.0000% | $2150000.00        | $231890.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-04-01      | 3.5000%  | 3.5000% | $151825.00         | $13618.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-06-01      | 3.5000%  | 3.5000% | $148411.00         | $8479.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-07-01      | 4.0000%  | 4.0000% | $25000.00          | $1796.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-06-01      | 4.0000%  | 4.0000% | $90000.00          | $8722.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-12-01      | 3.5000%  | 3.5000% | $100000.00         | $9395.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-10-01      | 2.5000%  | 2.5000% | $30347.00          | $597.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-10-01      | 3.5000%  | 3.5000% | $2099127.00        | $158078.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-11-01      | 2.5000%  | 2.5000% | $54000.00          | $5896.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-10-01      | 5.0000%  | 5.0000% | $4563.00           | $190.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-07-01      | 5.0000%  | 5.0000% | $3051715.00        | $168604.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-07-01      | 2.5000%  | 2.5000% | $92584.00          | $3084.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-05-01      | 2.5000%  | 2.5000% | $300000.00         | $9227.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-11-01      | 5.0000%  | 5.0000% | $8000000.00        | $185769.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-07-01      | 5.0000%  | 5.0000% | $150408.00         | $3106.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-10-01      | 5.0000%  | 5.0000% | $2000000.00        | $52776.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-05-01      | 5.0000%  | 5.0000% | $125000.00         | $3224.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-11-01      | 5.5000%  | 5.5000% | $487945.00         | $20029.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-06-01      | 4.5000%  | 4.5000% | $215227.00         | $5687.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-06-01      | 5.0000%  | 5.0000% | $1000000.00        | $36889.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-10-01      | 4.0000%  | 4.0000% | $26000.00          | $991.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-04-01      | 4.5000%  | 4.5000% | $157032.00         | $571.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-05-01      | 4.5000%  | 4.5000% | $3500000.00        | $12772.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-07-01      | 4.0000%  | 4.0000% | $505000.00         | $4151.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-06-01      | 4.0000%  | 4.0000% | $905000.00         | $5132.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-09-01      | 5.0000%  | 5.0000% | $1360000.00        | $17440.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-10-01      | 4.0000%  | 4.0000% | $500000.00         | $6468.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-10-01      | 4.5000%  | 4.5000% | $223634.00         | $2425.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-09-01      | 5.0000%  | 5.0000% | $1475000.00        | $5083.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-10-01      | 5.0000%  | 5.0000% | $7670000.00        | $79440.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-12-01      | 4.5000%  | 4.5000% | $500000.00         | $5642.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-12-01      | 5.0000%  | 5.0000% | $4377128.00        | $68135.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-01-01      | 4.5000%  | 4.5000% | $1015000.00        | $12473.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-02-15      | 6.5000%  | 6.5000% | $800000.00         | $836.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-02-15      | 7.0000%  | 7.0000% | $500000.00         | $82.34             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-04-15      | 6.5000%  | 6.5000% | $400386.00         | $272.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-05-15      | 6.5000%  | 6.5000% | $54000.00          | $29.26             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-11-15      | 6.5000%  | 6.5000% | $35000.00          | $408.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-15      | 6.5000%  | 6.5000% | $35000.00          | $227.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-15      | 7.0000%  | 7.0000% | $47291.00          | $966.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-15      | 6.5000%  | 6.5000% | $25000.00          | $42.03             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-15      | 7.0000%  | 7.0000% | $64695.00          | $139.20            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-04-15      | 6.0000%  | 6.0000% | $4321269.00        | $2546.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-01-15      | 3.5000%  | 3.5000% | $1894900.00        | $115662.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 6.5000%  | 6.5000% | $335000.00         | $1343.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-05-15      | 6.5000%  | 6.5000% | $80000.00          | $134.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-15      | 6.5000%  | 6.5000% | $100000.00         | $108.66            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-15      | 7.0000%  | 7.0000% | $300000.00         | $402.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-15      | 7.0000%  | 7.0000% | $100000.00         | $72.08             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-11-15      | 6.5000%  | 6.5000% | $75000.00          | $159.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-06-15      | 6.5000%  | 6.5000% | $95000.00          | $342.87            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-15      | 7.0000%  | 7.0000% | $1400000.00        | $1604.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-15      | 7.0000%  | 7.0000% | $332663.00         | $562.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-10-15      | 6.5000%  | 6.5000% | $72000.00          | $1440.43           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-05-15      | 7.0000%  | 7.0000% | $150133.00         | $143.34            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-08-15      | 7.0000%  | 7.0000% | $75000.00          | $80.12             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-12-15      | 6.0000%  | 6.0000% | $255000.00         | $650.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-08-15      | 7.0000%  | 7.0000% | $128961.00         | $521.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-11-15      | 6.5000%  | 6.5000% | $100000.00         | $110.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-09-15      | 6.5000%  | 6.5000% | $135000.00         | $564.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-04-15      | 7.0000%  | 7.0000% | $128184.00         | $194.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-15      | 7.0000%  | 7.0000% | $351001.00         | $995.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-11-15      | 6.5000%  | 6.5000% | $130000.00         | $290.53            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-15      | 6.5000%  | 6.5000% | $250000.00         | $742.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-08-15      | 6.5000%  | 6.5000% | $11000.00          | $237.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-15      | 6.5000%  | 6.5000% | $171000.00         | $782.11            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-15      | 7.0000%  | 7.0000% | $156000.00         | $355.06            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-04-15      | 6.5000%  | 6.5000% | $306301.00         | $664.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-08-15      | 6.5000%  | 6.5000% | $199980.00         | $1981.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-10-15      | 6.5000%  | 6.5000% | $50000.00          | $119.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-08-15      | 7.0000%  | 7.0000% | $77000.00          | $344.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-10-15      | 6.5000%  | 6.5000% | $324000.00         | $2491.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-12-15      | 6.5000%  | 6.5000% | $399960.00         | $3656.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-09-15      | 6.5000%  | 6.5000% | $25000.00          | $225.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-10-15      | 6.5000%  | 6.5000% | $101925.00         | $750.40            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-04-15      | 6.5000%  | 6.5000% | $196000.00         | $684.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-10-15      | 7.0000%  | 7.0000% | $30000.00          | $65.88             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-06-20      | 5.5000%  | 5.5000% | $1033815.00        | $83089.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 6.0000%  | 6.0000% | $50000.00          | $36.94             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-04-15      | 7.0000%  | 7.0000% | $530000.00         | $132.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-05-15      | 6.5000%  | 6.5000% | $500000.00         | $184.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-15      | 6.5000%  | 6.5000% | $50000.00          | $28.92             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-15      | 7.5000%  | 7.5000% | $80069.00          | $37.44             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-20      | 8.5000%  | 8.5000% | $100000.00         | $29.63             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 8.0000%  | 8.0000% | $115750734.00      | $11233.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-11-15      | 6.5000%  | 6.5000% | $855000.00         | $200.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-11-15      | 7.0000%  | 7.0000% | $242000.00         | $132.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-12-15      | 7.0000%  | 7.0000% | $50000.00          | $0.30              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-10-15      | 7.0000%  | 7.0000% | $2697298.00        | $1.43              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-11-15      | 7.0000%  | 7.0000% | $41371875.00       | $34.88             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-11-15      | 7.0000%  | 7.0000% | $1273641.00        | $0.60              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-11-15      | 7.0000%  | 7.0000% | $76604.00          | $0.07              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-11-15      | 7.0000%  | 7.0000% | $3143121.00        | $2.49              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-02-15      | 6.5000%  | 6.5000% | $1514881.00        | $1.73              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-12-15      | 7.0000%  | 7.0000% | $2362532.00        | $1.35              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-06-15      | 7.0000%  | 7.0000% | $2375018.00        | $4.07              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-03-15      | 7.0000%  | 7.0000% | $29619030.00       | $3107.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-05-15      | 7.0000%  | 7.0000% | $2820944.00        | $184.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-07-15      | 7.0000%  | 7.0000% | $81876220.00       | $4676.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-06-15      | 7.0000%  | 7.0000% | $991056.00         | $125.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-06-15      | 7.0000%  | 7.0000% | $40140750.00       | $1169.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-06-15      | 7.0000%  | 7.0000% | $4047178.00        | $55.13             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-06-15      | 7.0000%  | 7.0000% | $63246957.00       | $1157.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-06-15      | 7.0000%  | 7.0000% | $5547539.00        | $74.40             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-08-15      | 7.0000%  | 7.0000% | $72298.00          | $14.32             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-08-15      | 6.5000%  | 6.5000% | $845886.00         | $11.38             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-08-15      | 7.0000%  | 7.0000% | $1369950.00        | $162.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-15      | 7.0000%  | 7.0000% | $34740.00          | $8.22              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-15      | 7.0000%  | 7.0000% | $1015074.00        | $144.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-09-15      | 7.0000%  | 7.0000% | $300000.00         | $41.38             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-10-15      | 6.5000%  | 6.5000% | $100000.00         | $12.54             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-03-01      | 4.5000%  | 4.5000% | $86488.00          | $73753.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 3.5000%  | 3.5000% | $2000.00           | $1718.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 5.5000%  | 5.5000% | $6000.00           | $4808.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 5.0000%  | 5.0000% | $2000.00           | $1820.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 5.5000%  | 5.5000% | $10000.00          | $8031.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-04-01      | 4.5000%  | 4.5000% | $3068565.00        | $2851168.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-05-01      | 5.0000%  | 5.0000% | $2800.00           | $2140.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-06-01      | 5.5000%  | 5.5000% | $8000.00           | $6290.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-06-01      | 6.0000%  | 6.0000% | $4000.00           | $2808.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 4.5000%  | 4.5000% | $1100000.00        | $1009610.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-07-01      | 4.5000%  | 4.5000% | $64432.00          | $56147.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 4.5000%  | 4.5000% | $3000.00           | $2790.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-08-01      | 5.5000%  | 5.5000% | $1467000.00        | $1240535.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 4.5000%  | 4.5000% | $4000.00           | $3746.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-09-01      | 7.0000%  | 7.0000% | $671748.00         | $515457.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.0000%  | 5.0000% | $49360000.00       | $47377749.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 4.5000%  | 4.5000% | $3000.00           | $2836.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.0000%  | 6.0000% | $7500000.00        | $6536475.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-10-01      | 3.5000%  | 3.5000% | $8168100.00        | $7298166.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 4.0000%  | 4.0000% | $13686.00          | $12678.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-11-01      | 4.0000%  | 4.0000% | $1045501.00        | $976125.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 4.5000%  | 4.5000% | $5000.00           | $4763.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-11-01      | 5.5000%  | 5.5000% | $270000.00         | $250217.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 6.0000%  | 6.0000% | $26978518.00       | $26440245.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 6.5000%  | 6.5000% | $68651200.00       | $69129856.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-02-01      | 3.5000%  | 3.5000% | $2277717.00        | $2151576.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-03-01      | 6.5000%  | 6.5000% | $4164.00           | $4234.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-02-01      | 4.0000%  | 4.0000% | $484000.00         | $462177.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-02-01      | 5.0000%  | 5.0000% | $43406363.00       | $42653142.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 7.0000%  | 7.0000% | $420752.00         | $396127.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-04-01      | 4.0000%  | 4.0000% | $7164645.00        | $6949492.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-03-01      | 7.0000%  | 7.0000% | $624800.00         | $632710.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-04-01      | 3.5000%  | 3.5000% | $29266.00          | $26700.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-04-01      | 4.0000%  | 4.0000% | $1640921.00        | $1543339.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-04-01      | 4.5000%  | 4.5000% | $74117084.00       | $71523134.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-04-01      | 4.0000%  | 4.0000% | $42145800.00       | $41143245.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-09-01      | 4.5000%  | 4.5000% | $3255000.00        | $38244.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-10-01      | 6.5000%  | 6.5000% | $509000.00         | $2743.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-12-01      | 6.0000%  | 6.0000% | $405196.00         | $69.78             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-08-01      | 6.5000%  | 6.5000% | $29575.00          | $304.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-12-01      | 6.5000%  | 6.5000% | $541326.00         | $13038.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-11-01      | 6.5000%  | 6.5000% | $2000000.00        | $899.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-05-01      | 4.5000%  | 4.5000% | $1015000.00        | $7277.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-05-01      | 5.0000%  | 5.0000% | $500000.00         | $20987.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-05-01      | 5.0000%  | 5.0000% | $120000.00         | $3632.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-07-01      | 5.0000%  | 5.0000% | $1438347.00        | $33400.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-05-01      | 5.0000%  | 5.0000% | $33069.00          | $751.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-09-01      | 5.0000%  | 5.0000% | $105000.00         | $3735.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-03-01      | 5.0000%  | 5.0000% | $523786.00         | $2975.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-10-01      | 6.0000%  | 6.0000% | $12627716.00       | $121142.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-10-01      | 6.5000%  | 6.5000% | $493582.00         | $7147.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-12-01      | 6.5000%  | 6.5000% | $8000.00           | $204.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-02-01      | 7.0000%  | 7.0000% | $1600000.00        | $30389.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-09-01      | 5.0000%  | 5.0000% | $1871465.00        | $32910.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-11-01      | 5.0000%  | 5.0000% | $5000000.00        | $319252.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-11-01      | 3.5000%  | 3.5000% | $500000.00         | $8810.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 5.0000%  | 5.0000% | $108645.00         | $93041.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 5.0000%  | 5.0000% | $1114300.00        | $1055493.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 6.0000%  | 6.0000% | $2489.00           | $2000.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.5000%  | 6.5000% | $1581794.00        | $415706.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.5000%  | 6.5000% | $1313.00           | $1119.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 5.0000%  | 5.0000% | $705704.00         | $648955.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 6.5000%  | 6.5000% | $1015000.00        | $958707.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 5.5000%  | 5.5000% | $63404.00          | $64231.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-08-15      | 7.0000%  | 7.0000% | $107022.00         | $276.79            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-06-15      | 7.0000%  | 7.0000% | $535073.00         | $576.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-15      | 7.5000%  | 7.5000% | $684986.00         | $4985.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-08-15      | 7.0000%  | 7.0000% | $1697805.00        | $1083.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-08-15      | 6.5000%  | 6.5000% | $854448.00         | $10406.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-09-15      | 6.5000%  | 6.5000% | $176500.00         | $569.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-15      | 7.0000%  | 7.0000% | $370413.00         | $669.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-15      | 7.0000%  | 7.0000% | $440327.00         | $1769.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-11-15      | 6.5000%  | 6.5000% | $190000.00         | $236.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-12-15      | 6.5000%  | 6.5000% | $537507.00         | $765.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 5.5000%  | 5.5000% | $50000.00          | $117.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 6.5000%  | 6.5000% | $50000.00          | $601.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-15      | 6.5000%  | 6.5000% | $300000.00         | $331.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-02-15      | 6.5000%  | 6.5000% | $250000.00         | $852.53            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-15      | 4.0000%  | 4.0000% | $188221.00         | $115408.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-20      | 3.5000%  | 3.5000% | $12600.00          | $9253.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-20      | 3.0000%  | 3.0000% | $100000.00         | $60812.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-20      | 3.0000%  | 3.0000% | $300000.00         | $176190.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-20      | 3.0000%  | 3.0000% | $200000.00         | $100568.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-20      | 3.0000%  | 3.0000% | $100000.00         | $63633.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-20      | 6.0000%  | 6.0000% | $7700.00           | $5646.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-20      | 4.0000%  | 4.0000% | $1565.00           | $1148.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-20      | 2.5000%  | 2.5000% | $2105.00           | $1591.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-20      | 4.5000%  | 4.5000% | $1042.00           | $862.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-20      | 5.5000%  | 5.5000% | $400000.00         | $279599.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-20      | 5.5000%  | 5.5000% | $700000.00         | $466743.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-20      | 5.0000%  | 5.0000% | $29500.00          | $22119.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-20      | 5.5000%  | 5.5000% | $8200.00           | $6089.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-20      | 2.0000%  | 2.0000% | $100000.00         | $67218.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 5.5000%  | 5.5000% | $9332.00           | $6993.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 5.5000%  | 5.5000% | $8200.00           | $6389.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-20      | 5.5000%  | 5.5000% | $6400.00           | $5000.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-20      | 5.5000%  | 5.5000% | $106600.00         | $82393.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-20      | 5.5000%  | 5.5000% | $4800.00           | $4151.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-20      | 3.0000%  | 3.0000% | $2008.00           | $1721.37           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-20      | 3.5000%  | 3.5000% | $7000.00           | $5346.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 5.0000%  | 5.0000% | $18106500.00       | $18079143.85       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 5.0000%  | 5.0000% | $1232.00           | $1226.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-15      | 4.4900%  | 4.4900% | $1097348.00        | $42954.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-10-15      | 4.4900%  | 4.4900% | $1550423.00        | $76328.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-15      | 4.7000%  | 4.7000% | $1059413.00        | $114339.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-05-15      | 5.0000%  | 5.0000% | $50000.00          | $8359.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-11-15      | 4.4900%  | 4.4900% | $1187605.00        | $50505.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-07-15      | 4.7000%  | 4.7000% | $409395.00         | $79638.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-10-15      | 4.7000%  | 4.7000% | $1377361.00        | $80411.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-10-15      | 4.4900%  | 4.4900% | $685989.00         | $60172.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-06-15      | 3.0000%  | 3.0000% | $85000.00          | $41485.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-04-15      | 5.0000%  | 5.0000% | $3954000.00        | $112436.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-04-15      | 5.0000%  | 5.0000% | $8000000.00        | $66936.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-01-15      | 6.5000%  | 6.5000% | $150000.00         | $1278.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-09-15      | 4.5000%  | 4.5000% | $4000000.00        | $57567.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-09-15      | 6.5000%  | 6.5000% | $1800000.00        | $15974.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-10-15      | 6.5000%  | 6.5000% | $25000.00          | $158.16            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-15      | 6.5000%  | 6.5000% | $15000.00          | $83.17             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-05-15      | 5.5000%  | 5.5000% | $50000.00          | $507.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-06-15      | 6.0000%  | 6.0000% | $1700000.00        | $20250.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-01-15      | 6.0000%  | 6.0000% | $100000.00         | $1646.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-12-15      | 6.5000%  | 6.5000% | $625000.00         | $5055.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-15      | 5.0000%  | 5.0000% | $20000.00          | $366.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-10-15      | 6.0000%  | 6.0000% | $50000.00          | $401.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-04-15      | 6.0000%  | 6.0000% | $531432.00         | $6211.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-02-15      | 5.5000%  | 5.5000% | $40000.00          | $574.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-05-15      | 5.0000%  | 5.0000% | $50000.00          | $645.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-15      | 6.0000%  | 6.0000% | $248556.00         | $2427.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-10-15      | 5.0000%  | 5.0000% | $25000.00          | $278.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-11-15      | 5.0000%  | 5.0000% | $1596717.00        | $21602.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-15      | 7.0000%  | 7.0000% | $50000.00          | $955.72            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-10-15      | 6.5000%  | 6.5000% | $85000.00          | $966.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-04-15      | 5.0000%  | 5.0000% | $9400000.00        | $337300.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-09-20      | 4.5000%  | 4.5000% | $23934420.00       | $157484.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-07-20      | 4.5000%  | 4.5000% | $1339818.00        | $63716.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-06-20      | 4.5000%  | 4.5000% | $4391402.00        | $199885.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-07-20      | 4.5000%  | 4.5000% | $605000.00         | $28771.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-15      | 5.0000%  | 5.0000% | $18000000.00       | $286738.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-09-15      | 6.0000%  | 6.0000% | $12000000.00       | $163629.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-15      | 6.0000%  | 6.0000% | $9500000.00        | $119192.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-09-15      | 6.0000%  | 6.0000% | $459980.00         | $4741.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-09-15      | 6.0000%  | 6.0000% | $233093.00         | $4405.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-12-15      | 6.0000%  | 6.0000% | $365689.00         | $5571.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-03-15      | 5.5000%  | 5.5000% | $17400000.00       | $256913.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-03-15      | 4.5000%  | 4.5000% | $1305000.00        | $45663.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-07-15      | 4.5000%  | 4.5000% | $897000.00         | $32610.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-07-20      | 5.0000%  | 5.0000% | $8000000.00        | $287254.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2041-02-20      | 6.5000%  | 6.5000% | $1600000.00        | $64396.51          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-06-20      | 5.0000%  | 5.0000% | $145000.00         | $9655.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-08-15      | 4.5000%  | 4.5000% | $107000.00         | $1114.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-06-15      | 5.2500%  | 5.2500% | $611184.00         | $49715.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-08-15      | 4.7500%  | 4.7500% | $1347650.00        | $50294.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-09-15      | 4.7500%  | 4.7500% | $2182673.00        | $46883.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-09-15      | 4.7500%  | 4.7500% | $2174466.00        | $37584.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-10-15      | 4.7500%  | 4.7500% | $3251374.00        | $44298.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-10-15      | 4.7500%  | 4.7500% | $2033389.00        | $18378.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-11-15      | 6.5000%  | 6.5000% | $150000.00         | $14.03             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 6.5000%  | 6.5000% | $250000.00         | $6.23              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-12-15      | 6.5000%  | 6.5000% | $80000.00          | $18.16             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-03-15      | 6.5000%  | 6.5000% | $102000.00         | $45.48             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-04-15      | 6.5000%  | 6.5000% | $61000.00          | $311.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-08-15      | 6.5000%  | 6.5000% | $68205.00          | $521.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-08-15      | 6.5000%  | 6.5000% | $27980.00          | $245.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-12-15      | 7.0000%  | 7.0000% | $719863.00         | $346.52            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-03-15      | 6.0000%  | 6.0000% | $175000.00         | $146.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-03-15      | 7.5000%  | 7.5000% | $1800000.00        | $1036.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-04-15      | 6.5000%  | 6.5000% | $475000.00         | $278.20            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 6.5000%  | 6.5000% | $74000.00          | $50.07             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-05-15      | 6.5000%  | 6.5000% | $1066000.00        | $778.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-12-15      | 7.0000%  | 7.0000% | $398474.00         | $437.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-12-15      | 7.0000%  | 7.0000% | $319972.00         | $263.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-12-15      | 7.0000%  | 7.0000% | $220000.00         | $256.52            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-12-15      | 6.5000%  | 6.5000% | $35000.00          | $24.53             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-10-15      | 7.0000%  | 7.0000% | $3465579.00        | $3454.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-11-15      | 7.0000%  | 7.0000% | $3944000.00        | $3522.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2028-11-15      | 7.0000%  | 7.0000% | $1243693.00        | $1193.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2030-01-15      | 7.0000%  | 7.0000% | $120000.00         | $94.64             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2029-09-15      | 6.5000%  | 6.5000% | $1431300.00        | $1119.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2026-12-15      | 8.0000%  | 8.0000% | $1500000.00        | $62.97             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-04-15      | 6.5000%  | 6.5000% | $331000.00         | $131.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-04-15      | 6.5000%  | 6.5000% | $1130000.00        | $1380.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-05-15      | 6.5000%  | 6.5000% | $125000.00         | $157.32            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-06-15      | 7.0000%  | 7.0000% | $13299412.00       | $12758.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-15      | 7.0000%  | 7.0000% | $276000.00         | $248.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2031-12-15      | 7.0000%  | 7.0000% | $490522.00         | $512.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-04-15      | 7.0000%  | 7.0000% | $29921127.00       | $42087.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-04-15      | 7.0000%  | 7.0000% | $9684219.00        | $13233.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-05-15      | 7.0000%  | 7.0000% | $44194988.00       | $59763.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-15      | 6.5000%  | 6.5000% | $370000.00         | $724.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-15      | 5.5000%  | 5.5000% | $25000.00          | $139.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-15      | 6.5000%  | 6.5000% | $700000.00         | $1315.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-15      | 7.0000%  | 7.0000% | $30000.00          | $81.79             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-11-15      | 6.5000%  | 6.5000% | $160496.00         | $295.32            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-15      | 6.5000%  | 6.5000% | $437840.00         | $817.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-15      | 7.0000%  | 7.0000% | $862612.00         | $2299.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-11-15      | 7.0000%  | 7.0000% | $971221.00         | $1746.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-03-15      | 6.5000%  | 6.5000% | $420000.00         | $758.51            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-01-15      | 6.5000%  | 6.5000% | $371000.00         | $866.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2032-08-15      | 7.0000%  | 7.0000% | $4408363.00        | $12411.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2033-06-15      | 7.0000%  | 7.0000% | $57660.00          | $665.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-08-15      | 4.5000%  | 4.5000% | $49000.00          | $5598.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-09-20      | 4.5000%  | 4.5000% | $25000.00          | $4024.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2027-07-15      | 3.5000%  | 3.5000% | $200000.00         | $910.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-02-15      | 5.0000%  | 5.0000% | $300000.00         | $23725.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-15      | 6.0000%  | 6.0000% | $3184158.00        | $297011.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-12-20      | 5.0000%  | 5.0000% | $312891.00         | $53511.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-06-15      | 5.0000%  | 5.0000% | $204000.00         | $26761.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-12-20      | 3.5000%  | 3.5000% | $10100.00          | $3868.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-11-20      | 5.0000%  | 5.0000% | $25000.00          | $6722.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-01-20      | 3.0000%  | 3.0000% | $45797.00          | $4929.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-02-20      | 3.0000%  | 3.0000% | $349406.00         | $40498.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-03-15      | 5.0000%  | 5.0000% | $2000000.00        | $261428.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-15      | 3.0000%  | 3.0000% | $270993.00         | $125163.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-15      | 4.0000%  | 4.0000% | $125000.00         | $16554.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-06-20      | 5.5000%  | 5.5000% | $1000000.00        | $368639.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-03-20      | 3.0000%  | 3.0000% | $200000.00         | $99693.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-01-15      | 4.5000%  | 4.5000% | $6000.00           | $1557.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-09-15      | 4.0000%  | 4.0000% | $221000.00         | $57369.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-20      | 4.5000%  | 4.5000% | $600000.00         | $97882.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-15      | 4.0000%  | 4.0000% | $964536.00         | $81325.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-15      | 2.5000%  | 2.5000% | $605115.00         | $199824.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-06-20      | 3.5000%  | 3.5000% | $50000.00          | $9898.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-20      | 3.0000%  | 3.0000% | $300000.00         | $136425.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-20      | 3.0000%  | 3.0000% | $1985144.00        | $398058.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-20      | 3.0000%  | 3.0000% | $205740.00         | $89677.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-01-20      | 2.5000%  | 2.5000% | $1300.00           | $582.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-20      | 5.0000%  | 5.0000% | $26233884.00       | $20452356.25       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-20      | 5.0000%  | 5.0000% | $17200.00          | $12713.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-20      | 4.0000%  | 4.0000% | $115182.00         | $78679.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-20      | 2.5000%  | 2.5000% | $300000.00         | $172005.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-08-20      | 2.5000%  | 2.5000% | $100000.00         | $55835.11          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-20      | 2.5000%  | 2.5000% | $400000.00         | $218793.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-20      | 2.5000%  | 2.5000% | $200000.00         | $115698.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-20      | 2.5000%  | 2.5000% | $400000.00         | $233611.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-08-01      | 8.5000%  | 8.5000% | $250386.00         | $67.43             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-11-01      | 7.0000%  | 7.0000% | $83000.00          | $47.57             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-12-01      | 7.0000%  | 7.0000% | $127049.00         | $40.98             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-01-01      | 7.0000%  | 7.0000% | $11126900.00       | $2728.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-08-01      | 7.0000%  | 7.0000% | $20000.00          | $18.15             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-03-01      | 6.5000%  | 6.5000% | $2000000.00        | $843.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-04-01      | 6.5000%  | 6.5000% | $2000000.00        | $1015.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-07-01      | 6.5000%  | 6.5000% | $108360.00         | $55.45             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-02-01      | 6.5000%  | 6.5000% | $1181061.00        | $19430.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-04-01      | 6.5000%  | 6.5000% | $14932356.00       | $187075.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-06-01      | 7.0000%  | 7.0000% | $33265.00          | $4871.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-11-01      | 6.5000%  | 6.5000% | $1850000.00        | $17919.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-10-01      | 6.5000%  | 6.5000% | $201746.00         | $1599.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-03-01      | 3.5000%  | 3.5000% | $7000.00           | $685.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-02-01      | 3.0000%  | 3.0000% | $84237.00          | $17343.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-12-01      | 8.0000%  | 8.0000% | $125311.00         | $13.49             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-06-01      | 5.0000%  | 5.0000% | $1140704.00        | $42.46             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-02-01      | 5.0000%  | 5.0000% | $270426.00         | $113.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-03-01      | 5.0000%  | 5.0000% | $750000.00         | $400.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-07-01      | 5.0000%  | 5.0000% | $1000000.00        | $1529.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-02-01      | 5.0000%  | 5.0000% | $9857087.00        | $9915.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-03-01      | 5.0000%  | 5.0000% | $25467638.00       | $46960.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-08-01      | 5.0000%  | 5.0000% | $750000.00         | $6650.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-12-01      | 5.5000%  | 5.5000% | $38165.00          | $96.68             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-01-01      | 5.5000%  | 5.5000% | $684805.00         | $1096.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-04-01      | 5.0000%  | 5.0000% | $9260252.00        | $16063.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-05-01      | 5.0000%  | 5.0000% | $2119646.00        | $3406.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-06-01      | 5.0000%  | 5.0000% | $12441956.00       | $14558.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-07-01      | 5.0000%  | 5.0000% | $1175826.00        | $3107.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-07-01      | 5.5000%  | 5.5000% | $114677.00         | $268.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-01-01      | 4.5000%  | 4.5000% | $5539750.00        | $9856.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-04-01      | 5.0000%  | 5.0000% | $1650941.00        | $10782.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-11-01      | 6.0000%  | 6.0000% | $1244225.00        | $4883.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-01-01      | 5.0000%  | 5.0000% | $1905318.00        | $4704.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-03-01      | 4.5000%  | 4.5000% | $7967050.00        | $21741.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-01-01      | 4.5000%  | 4.5000% | $1300651.00        | $13364.22          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-06-01      | 4.5000%  | 4.5000% | $995041.00         | $6111.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-08-01      | 5.0000%  | 5.0000% | $543379.00         | $6191.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-09-01      | 4.5000%  | 4.5000% | $2690000.00        | $30023.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-10-01      | 5.0000%  | 5.0000% | $500000.00         | $5083.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-05-01      | 5.0000%  | 5.0000% | $3757827.00        | $61789.39          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-08-01      | 4.5000%  | 4.5000% | $1327817.00        | $18000.96          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-08-01      | 5.0000%  | 5.0000% | $3028253.00        | $24624.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-11-01      | 4.0000%  | 4.0000% | $15000.00          | $618.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-11-01      | 4.5000%  | 4.5000% | $100000.00         | $3762.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-01-01      | 3.5000%  | 3.5000% | $2325000.00        | $91832.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-07-01      | 3.5000%  | 3.5000% | $2000000.00        | $86408.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-06-01      | 3.5000%  | 3.5000% | $200000.00         | $18982.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-08-01      | 3.5000%  | 3.5000% | $100000.00         | $11288.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-10-01      | 3.5000%  | 3.5000% | $89000.00          | $10444.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-09-01      | 4.5000%  | 4.5000% | $400000.00         | $31019.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-02-01      | 4.0000%  | 4.0000% | $2800000.00        | $305900.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-04-01      | 3.0000%  | 3.0000% | $200000.00         | $14259.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-03-01      | 2.5000%  | 2.5000% | $100000.00         | $10256.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-04-01      | 3.0000%  | 3.0000% | $5000.00           | $484.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-05-01      | 3.0000%  | 3.0000% | $239000.00         | $22259.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-06-01      | 3.0000%  | 3.0000% | $11000.00          | $1059.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-05-01      | 3.5000%  | 3.5000% | $1200000.00        | $146572.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-06-01      | 4.0000%  | 4.0000% | $250000.00         | $31231.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-07-01      | 4.0000%  | 4.0000% | $1110000.00        | $152021.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-09-01      | 4.5000%  | 4.5000% | $3200000.00        | $449339.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-08-20      | 5.0000%  | 5.0000% | $1989334.00        | $172297.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-10-01      | 4.5000%  | 4.5000% | $2000000.00        | $264683.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-04-01      | 4.5000%  | 4.5000% | $60000.00          | $6201.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-08-01      | 3.5000%  | 3.5000% | $3488000.00        | $73541.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-12-01      | 3.5000%  | 3.5000% | $2000.00           | $137.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-04-01      | 3.5000%  | 3.5000% | $5000.00           | $460.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-03-01      | 3.5000%  | 3.5000% | $316336.00         | $59385.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-11-01      | 3.5000%  | 3.5000% | $1307000.00        | $87791.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-02-01      | 4.0000%  | 4.0000% | $1000000.00        | $138660.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-10-01      | 3.5000%  | 3.5000% | $85000.00          | $5548.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-10-01      | 4.0000%  | 4.0000% | $250000.00         | $18544.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-11-01      | 4.0000%  | 4.0000% | $56304.00          | $2537.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-11-01      | 3.5000%  | 3.5000% | $1000.00           | $64.03             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-12-01      | 4.5000%  | 4.5000% | $9489051.00        | $490093.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-12-01      | 4.0000%  | 4.0000% | $158673.00         | $7294.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-11-01      | 4.5000%  | 4.5000% | $814723.00         | $231734.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-01-01      | 4.0000%  | 4.0000% | $390000.00         | $18840.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-08-01      | 4.0000%  | 4.0000% | $3000000.00        | $398196.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-11-01      | 4.0000%  | 4.0000% | $5500000.00        | $428275.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-02-01      | 4.0000%  | 4.0000% | $250000.00         | $39279.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-08-01      | 3.5000%  | 3.5000% | $120000.00         | $15714.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-08-01      | 3.5000%  | 3.5000% | $130000.00         | $22392.07          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-07-01      | 4.0000%  | 4.0000% | $35824.00          | $1902.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-09-01      | 4.5000%  | 4.5000% | $160465.00         | $23377.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-07-01      | 3.0000%  | 3.0000% | $750000.00         | $172849.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-07-01      | 3.0000%  | 3.0000% | $1050000.00        | $221624.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-02-01      | 3.5000%  | 3.5000% | $160000.00         | $27426.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-01-01      | 4.0000%  | 4.0000% | $1219171.00        | $215078.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-07-01      | 4.5000%  | 4.5000% | $2186253.00        | $175756.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-08-01      | 4.5000%  | 4.5000% | $1214309.00        | $299639.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-09-01      | 3.5000%  | 3.5000% | $2500000.00        | $519133.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-10-01      | 4.5000%  | 4.5000% | $4143403.00        | $524564.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-11-01      | 4.5000%  | 4.5000% | $700000.00         | $137296.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-08-01      | 4.0000%  | 4.0000% | $1958125.00        | $330760.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-09-01      | 5.5000%  | 5.5000% | $262791.00         | $108930.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-10-01      | 3.5000%  | 3.5000% | $2996546.00        | $389330.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-03-01      | 4.0000%  | 4.0000% | $1847804.00        | $287812.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-02-01      | 3.0000%  | 3.0000% | $241390.00         | $36767.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-03-01      | 3.0000%  | 3.0000% | $86000.00          | $9195.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-03-01      | 3.0000%  | 3.0000% | $45000.00          | $8194.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-11-01      | 4.5000%  | 4.5000% | $40000.00          | $7159.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-12-01      | 4.0000%  | 4.0000% | $1032555.00        | $184422.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-03-01      | 4.0000%  | 4.0000% | $1165553.00        | $351418.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-04-01      | 3.0000%  | 3.0000% | $20000.00          | $3292.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-03-01      | 5.5000%  | 5.5000% | $1507156.00        | $367359.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-02-01      | 5.5000%  | 5.5000% | $1662414.00        | $436922.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-04-01      | 5.5000%  | 5.5000% | $1538983.00        | $401861.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-04-01      | 5.5000%  | 5.5000% | $1330477.00        | $288405.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-10-01      | 3.4900%  | 3.4900% | $39842.00          | $24794.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-05-01      | 4.0000%  | 4.0000% | $1473690.00        | $188929.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-05-01      | 3.5000%  | 3.5000% | $239000.00         | $57055.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-05-01      | 4.5000%  | 4.5000% | $6685726.00        | $353926.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-10-01      | 3.5000%  | 3.5000% | $5231.00           | $280.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-06-01      | 4.5000%  | 4.5000% | $1449851.00        | $31394.27          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-08-01      | 4.5000%  | 4.5000% | $2199900.00        | $46058.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-05-01      | 4.5000%  | 4.5000% | $1817400.00        | $73286.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-10-01      | 4.0000%  | 4.0000% | $2330000.00        | $85896.27          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-02-01      | 3.5000%  | 3.5000% | $1887808.00        | $145823.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-12-01      | 3.5000%  | 3.5000% | $445612.00         | $31815.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-05-01      | 4.0000%  | 4.0000% | $468868.00         | $25137.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-04-01      | 4.5000%  | 4.5000% | $1563665.00        | $164179.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-01-01      | 4.5000%  | 4.5000% | $3583450.00        | $210334.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-09-01      | 5.0000%  | 5.0000% | $8967591.00        | $35180.39          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-10-01      | 7.0000%  | 7.0000% | $50000.00          | $25.50             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-11-01      | 7.0000%  | 7.0000% | $1396204.00        | $1202.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-01-01      | 6.5000%  | 6.5000% | $1999802.00        | $2130.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-03-01      | 7.0000%  | 7.0000% | $165000.00         | $241.05            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-04-01      | 6.5000%  | 6.5000% | $2000000.00        | $2860.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-04-01      | 7.0000%  | 7.0000% | $3584000.00        | $6555.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-05-01      | 7.0000%  | 7.0000% | $45000.00          | $104.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-07-01      | 7.0000%  | 7.0000% | $3930000.00        | $7913.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-10-01      | 6.5000%  | 6.5000% | $100000.00         | $271.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-09-01      | 7.0000%  | 7.0000% | $12207772.00       | $36452.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-10-01      | 7.0000%  | 7.0000% | $1396140.00        | $3980.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-11-01      | 7.0000%  | 7.0000% | $2451330.00        | $2817.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-01-01      | 7.0000%  | 7.0000% | $507656.00         | $16.78             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-02-01      | 7.0000%  | 7.0000% | $300217.00         | $27.39             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-04-01      | 7.0000%  | 7.0000% | $482009.00         | $21.85             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-12-01      | 7.0000%  | 7.0000% | $190000.00         | $27.75             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-07-01      | 6.5000%  | 6.5000% | $250000.00         | $62.47             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-07-01      | 7.0000%  | 7.0000% | $1057198.00        | $174.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-12-01      | 7.0000%  | 7.0000% | $4913054.00        | $212.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-01-01      | 6.5000%  | 6.5000% | $8500000.00        | $4672.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-11-01      | 7.0000%  | 7.0000% | $17000.00          | $19.97             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-09-01      | 6.5000%  | 6.5000% | $66333.00          | $19.95             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-11-01      | 7.0000%  | 7.0000% | $516000.00         | $140.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-12-01      | 6.5000%  | 6.5000% | $1910000.00        | $900.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-02-01      | 6.5000%  | 6.5000% | $4218793.00        | $2415.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-03-01      | 6.5000%  | 6.5000% | $105460.00         | $51.20             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-04-01      | 6.5000%  | 6.5000% | $6811772.00        | $2807.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-07-01      | 6.5000%  | 6.5000% | $2756485.00        | $1075.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-02-01      | 8.5000%  | 8.5000% | $185000.00         | $26.60             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-12-01      | 7.0000%  | 7.0000% | $45000.00          | $16.66             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-01-01      | 7.0000%  | 7.0000% | $25000.00          | $11.93             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-06-01      | 8.5000%  | 8.5000% | $750000.00         | $84.98             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-06-01      | 2.5000%  | 2.5000% | $30000.00          | $7829.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 4.0000%  | 4.0000% | $3000.00           | $679.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-08-01      | 2.5000%  | 2.5000% | $1000.00           | $301.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-09-01      | 2.0000%  | 2.0000% | $600000.00         | $278880.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-10-01      | 2.5000%  | 2.5000% | $600000.00         | $251359.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-12-01      | 2.0000%  | 2.0000% | $100000.00         | $39680.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-11-01      | 2.0000%  | 2.0000% | $200000.00         | $78050.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-10-01      | 3.0000%  | 3.0000% | $20000.00          | $4965.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-01-01      | 3.0000%  | 3.0000% | $249412.00         | $70370.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 1.5000%  | 1.5000% | $802157.00         | $439585.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-04-01      | 2.0000%  | 2.0000% | $2000.00           | $932.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-03-01      | 2.0000%  | 2.0000% | $550000.00         | $298433.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-05-01      | 2.0000%  | 2.0000% | $17000.00          | $8165.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-05-01      | 2.0000%  | 2.0000% | $550000.00         | $313105.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-06-01      | 1.5000%  | 1.5000% | $2418.00           | $1220.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 5.0000%  | 5.0000% | $6000.00           | $4995.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.5000%  | 5.5000% | $11000.00          | $8154.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 4.5000%  | 4.5000% | $4800000.00        | $4166536.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-05-01      | 6.5000%  | 6.5000% | $671500.00         | $304773.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-04-01      | 4.0000%  | 4.0000% | $16841.00          | $13126.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 4.0000%  | 4.0000% | $57072.00          | $49145.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-01-01      | 2.0000%  | 2.0000% | $212101.00         | $79008.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.5000%  | 2.5000% | $511000.00         | $325572.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-02-01      | 2.5000%  | 2.5000% | $21000.00          | $10812.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.0000%  | 2.0000% | $25000.00          | $16126.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.0000%  | 3.0000% | $2000.00           | $1325.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.5000%  | 3.5000% | $13000.00          | $8437.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-04-01      | 2.5000%  | 2.5000% | $20000.00          | $11419.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.0000%  | 3.0000% | $5000.00           | $3507.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 2.0000%  | 2.0000% | $6000.00           | $3873.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 4.0000%  | 4.0000% | $3000.00           | $1869.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-05-01      | 3.0000%  | 3.0000% | $25000.00          | $16433.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 4.0000%  | 4.0000% | $3000.00           | $2024.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.5000%  | 3.5000% | $757801.00         | $504179.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 3.0000%  | 3.0000% | $7000.00           | $4943.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 4.5000%  | 4.5000% | $1998.00           | $1451.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-07-01      | 4.0000%  | 4.0000% | $7943.00           | $4043.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-08-01      | 3.0000%  | 3.0000% | $507140.00         | $320207.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 3.5000%  | 3.5000% | $6000.00           | $4405.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 4.0000%  | 4.0000% | $730006.00         | $537702.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 3.0000%  | 3.0000% | $21200.00          | $15319.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 3.5000%  | 3.5000% | $3000.00           | $2227.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.5000%  | 5.5000% | $92199.00          | $59785.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 5.0000%  | 5.0000% | $2400.00           | $1701.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 3.0000%  | 3.0000% | $9000.00           | $6929.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-12-01      | 3.0000%  | 3.0000% | $2000.00           | $1494.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-12-01      | 5.5000%  | 5.5000% | $1218.00           | $580.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-02-01      | 7.0000%  | 7.0000% | $1050053.00        | $182086.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 4.0000%  | 4.0000% | $7000.00           | $5543.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 3.5000%  | 3.5000% | $1000.00           | $775.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-07-01      | 6.5000%  | 6.5000% | $620924.00         | $315874.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 5.5000%  | 5.5000% | $301000.00         | $215126.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-08-01      | 6.0000%  | 6.0000% | $114000.00         | $65784.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 5.5000%  | 5.5000% | $3000.00           | $2158.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 4.0000%  | 4.0000% | $1000.00           | $800.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 5.0000%  | 5.0000% | $57000.00          | $47981.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 7.5000%  | 7.5000% | $400000.00         | $137244.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 3.5000%  | 3.5000% | $2000.00           | $1645.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 5.0000%  | 5.0000% | $1000.00           | $860.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 6.0000%  | 6.0000% | $8000.00           | $4670.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-07-01      | 6.5000%  | 6.5000% | $988961.00         | $419775.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 4.0000%  | 4.0000% | $4000.00           | $3488.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 5.5000%  | 5.5000% | $6000.00           | $4459.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 5.0000%  | 5.0000% | $11400.00          | $10090.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 4.5000%  | 4.5000% | $1800.00           | $1611.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-07-01      | 7.0000%  | 7.0000% | $971495.00         | $518394.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 5.5000%  | 5.5000% | $163900.00         | $124028.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 6.0000%  | 6.0000% | $2000.00           | $1348.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 4.5000%  | 4.5000% | $2963063.00        | $2615406.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.0000%  | 5.0000% | $2865.00           | $2498.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.5000%  | 5.5000% | $4000.00           | $3199.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-11-01      | 6.0000%  | 6.0000% | $12000.00          | $6836.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 4.0000%  | 4.0000% | $36131.00          | $32075.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 4.5000%  | 4.5000% | $2000.00           | $1785.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 3.5000%  | 3.5000% | $1000.00           | $867.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-01-01      | 6.0000%  | 6.0000% | $760000.00         | $473497.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 4.5000%  | 4.5000% | $11000.00          | $9969.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 5.0000%  | 5.0000% | $1000.00           | $883.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-01-01      | 3.0000%  | 3.0000% | $633000.00         | $57014.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-02-01      | 4.0000%  | 4.0000% | $94736.00          | $5053.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-02-01      | 3.0000%  | 3.0000% | $1000000.00        | $68942.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-07-01      | 3.0000%  | 3.0000% | $588253.00         | $129968.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2026-08-01      | 2.5000%  | 2.5000% | $1441935.00        | $4581.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-08-01      | 4.0000%  | 4.0000% | $1000000.00        | $152669.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-09-01      | 3.0000%  | 3.0000% | $9000.00           | $1154.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-10-01      | 4.0000%  | 4.0000% | $3860063.00        | $456916.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-12-01      | 4.5000%  | 4.5000% | $207997.00         | $25394.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-01-01      | 4.5000%  | 4.5000% | $303000.00         | $40111.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-01-01      | 4.0000%  | 4.0000% | $214845.00         | $38767.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-03-01      | 3.0000%  | 3.0000% | $400000.00         | $84191.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-12-01      | 4.5000%  | 4.5000% | $1529558.00        | $118880.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-02-01      | 3.5000%  | 3.5000% | $305710.00         | $102592.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-01-01      | 3.0000%  | 3.0000% | $3000.00           | $910.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-03-01      | 3.5000%  | 3.5000% | $134690.00         | $2064.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-06-01      | 3.5000%  | 3.5000% | $500000.00         | $65325.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-07-01      | 3.0000%  | 3.0000% | $500000.00         | $9844.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-09-01      | 3.0000%  | 3.0000% | $1030000.00        | $106554.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-10-01      | 3.5000%  | 3.5000% | $606107.00         | $32360.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-01-01      | 3.0000%  | 3.0000% | $10531397.00       | $320966.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-01-01      | 3.5000%  | 3.5000% | $975000.00         | $72445.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-03-01      | 4.0000%  | 4.0000% | $2000.00           | $219.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-02-01      | 3.0000%  | 3.0000% | $2000.00           | $283.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-02-01      | 3.0000%  | 3.0000% | $32000.00          | $1186.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-05-01      | 3.5000%  | 3.5000% | $1000.00           | $77.65             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-05-01      | 3.5000%  | 3.5000% | $12000.00          | $453.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-05-01      | 3.5000%  | 3.5000% | $5000000.00        | $356995.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-04-01      | 4.5000%  | 4.5000% | $4082186.00        | $248164.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-06-01      | 4.5000%  | 4.5000% | $1145501.00        | $81326.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-06-01      | 4.0000%  | 4.0000% | $221384.00         | $15659.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-07-01      | 4.0000%  | 4.0000% | $548000.00         | $23611.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-06-01      | 4.0000%  | 4.0000% | $375832.00         | $19938.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-07-01      | 4.0000%  | 4.0000% | $160000.00         | $10060.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-09-01      | 4.0000%  | 4.0000% | $275000.00         | $15623.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-08-01      | 4.5000%  | 4.5000% | $484500.00         | $34368.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-08-01      | 3.5000%  | 3.5000% | $5000000.00        | $193186.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-07-01      | 3.0000%  | 3.0000% | $27907.00          | $945.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.0000%  | 2.0000% | $310000.00         | $181893.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.5000%  | 2.5000% | $550000.00         | $307513.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 2.0000%  | 2.0000% | $210000.00         | $123849.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 2.5000%  | 2.5000% | $2000.00           | $1136.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-08-01      | 2.5000%  | 2.5000% | $13000.00          | $6553.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-09-01      | 2.0000%  | 2.0000% | $892529.00         | $534018.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-09-01      | 1.5000%  | 1.5000% | $163561.00         | $96610.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-10-01      | 2.5000%  | 2.5000% | $6000.00           | $3535.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-08-01      | 2.0000%  | 2.0000% | $557432.00         | $290092.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-11-01      | 2.0000%  | 2.0000% | $1000.00           | $612.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-11-01      | 1.5000%  | 1.5000% | $74920.00          | $41594.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-11-01      | 2.0000%  | 2.0000% | $560000.00         | $354721.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 2.5000%  | 2.5000% | $4000.00           | $2451.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-03-01      | 4.5000%  | 4.5000% | $3807696.00        | $302914.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-05-01      | 3.5000%  | 3.5000% | $227424.00         | $11160.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-05-01      | 3.0000%  | 3.0000% | $74000.00          | $5685.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-05-01      | 3.5000%  | 3.5000% | $535568.00         | $40145.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-04-01      | 3.5000%  | 3.5000% | $1000000.00        | $30419.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-07-01      | 3.5000%  | 3.5000% | $5000000.00        | $427037.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-05-01      | 3.5000%  | 3.5000% | $1024789.00        | $57858.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-07-01      | 3.0000%  | 3.0000% | $1091766.00        | $115324.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-07-01      | 3.5000%  | 3.5000% | $739677.00         | $73549.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-08-01      | 4.0000%  | 4.0000% | $8050000.00        | $568710.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-08-01      | 3.0000%  | 3.0000% | $1192000.00        | $104655.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-09-01      | 4.0000%  | 4.0000% | $3500000.00        | $352779.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-08-01      | 4.5000%  | 4.5000% | $494935.00         | $47403.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-09-01      | 2.5000%  | 2.5000% | $735000.00         | $116721.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-10-01      | 2.5000%  | 2.5000% | $7000.00           | $914.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-12-01      | 4.0000%  | 4.0000% | $1276500.00        | $170080.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-12-01      | 2.5000%  | 2.5000% | $500000.00         | $112367.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-01-01      | 3.0000%  | 3.0000% | $306500.00         | $47990.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-01-01      | 3.5000%  | 3.5000% | $3000.00           | $381.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-01-01      | 2.5000%  | 2.5000% | $500000.00         | $109122.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-01-01      | 4.5000%  | 4.5000% | $5280478.00        | $245226.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-01-01      | 4.5000%  | 4.5000% | $351142.00         | $37500.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-01-01      | 5.0000%  | 5.0000% | $340000.00         | $29861.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-02-01      | 3.5000%  | 3.5000% | $3000.00           | $441.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-04-01      | 3.0000%  | 3.0000% | $750000.00         | $94462.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-03-01      | 3.0000%  | 3.0000% | $844081.00         | $80268.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-04-01      | 3.5000%  | 3.5000% | $2000000.00        | $304116.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-07-01      | 2.5000%  | 2.5000% | $10000.00          | $2829.48           | Agency Mortgage-Backed Securities |

### Security 143: NORTHERN TRUST COMPANY - FIXED INCOME CLEARING CORP

- **C.1 - Title:** NORTHERN TRUST COMPANY - FIXED INCOME CLEARING CORP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM73JC57, C.4 - ISIN: 186434, C.3 - LEI: 6PTKHDJ8HDUF78PFWH30
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.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 Corp

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-15      | 0.1200%  | 0.1200% | $32360400.00       | $38913379.14       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-15      | 0.1200%  | 0.1200% | $50000000.00       | $60124997.13       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-15      | 0.1200%  | 0.1200% | $50000000.00       | $60124997.13       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 0.3800%  | 0.3800% | $32386900.00       | $44086665.47       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 0.3800%  | 0.3800% | $50000000.00       | $68062496.76       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 0.3800%  | 0.3800% | $50000000.00       | $68062496.76       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 0.3800%  | 0.3800% | $50000000.00       | $68062496.76       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 0.3800%  | 0.3800% | $50000000.00       | $68062496.76       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 0.3800%  | 0.3800% | $50000000.00       | $68062496.76       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 0.3800%  | 0.3800% | $50000000.00       | $68062496.76       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 0.3800%  | 0.3800% | $50000000.00       | $68062496.76       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 0.3800%  | 0.3800% | $50000000.00       | $68062496.76       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 0.3800%  | 0.3800% | $50000000.00       | $68062496.76       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 0.3800%  | 0.3800% | $50000000.00       | $68062496.76       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 0.3800%  | 0.3800% | $50000000.00       | $68062496.76       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 0.3800%  | 0.3800% | $50000000.00       | $68062496.76       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-15      | 3.8790%  | 3.8790% | $31118000.00       | $31167415.58       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 3.7500%  | 3.7500% | $21632000.00       | $21770783.25       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 4.3790%  | 4.3790% | $24850000.00       | $25320654.38       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-15      | 4.6200%  | 4.6200% | $49974700.00       | $51275547.13       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 4.5000%  | 4.5000% | $49950000.00       | $51355355.91       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 0.3800%  | 0.3800% | $40775100.00       | $55505099.13       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 0.3800%  | 0.3800% | $50000000.00       | $68062492.96       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 0.3800%  | 0.3800% | $50000000.00       | $68062492.96       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 0.5000%  | 0.5000% | $16500000.00       | $15908596.44       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-15      | 0.0000%  | 0.0000% | $30000000.00       | $28949997.01       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 0.5000%  | 0.5000% | $2153000.00        | $2060590.44        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 3.5000%  | 3.5000% | $33191000.00       | $33025041.58       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 3.5000%  | 3.5000% | $20710100.00       | $20665961.54       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.6200%  | 3.6200% | $18847000.00       | $18917034.05       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 3.8790%  | 3.8790% | $19400000.00       | $19584820.41       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 3.8790%  | 3.8790% | $36311000.00       | $36940079.17       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 3.7500%  | 3.7500% | $9224000.00        | $9223999.04        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 4.1200%  | 4.1200% | $50000000.00       | $50187494.81       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 4.1200%  | 4.1200% | $50000000.00       | $50187494.81       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-15      | 1.6200%  | 1.6200% | $50000000.00       | $56312494.18       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-15      | 1.6200%  | 1.6200% | $50000000.00       | $56312494.18       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-15      | 1.6200%  | 1.6200% | $50000000.00       | $56312494.18       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-15      | 1.6200%  | 1.6200% | $50000000.00       | $56312494.18       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-15      | 1.6200%  | 1.6200% | $50000000.00       | $56312494.16       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-15      | 0.1200%  | 0.1200% | $6828000.00        | $7715639.20        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-15      | 0.1200%  | 0.1200% | $50000000.00       | $56499994.15       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-31      | 2.5000%  | 2.5000% | $16200000.00       | $16050945.05       | U.S. Treasuries (including strips) |

### Security 144: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM71MEG6, C.4 - ISIN: 539, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $4250000000.00
- **C.18.a - Value (excl. sponsor support):** $4250000000.00
- **C.19 - Percentage of Net Assets:** 2.5900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-01-25      | 4.0000%  | 4.0000% | $29850264.00       | $3008435.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-07-25      | 2.3400%  | 2.3400% | $34180109.00       | $2800524.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-09-25      | 4.0000%  | 4.0000% | $35375235.00       | $2900823.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-07-25      | 4.5000%  | 4.5000% | $29698437.00       | $3088557.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-12-25      | 4.5000%  | 4.5000% | $25000000.00       | $2989768.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-06-25      | 0.7540%  | 0.7540% | $200000000.00      | $4120581.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-08-25      | 1.5540%  | 1.5540% | $171988475.00      | $6597914.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-08-25      | 1.7140%  | 1.7140% | $84406500.00       | $2226129.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-09-25      | 1.6040%  | 1.6040% | $75389684.00       | $2382827.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-09-25      | 4.5000%  | 4.5000% | $22067503.00       | $2877044.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-02-25      | 2.0000%  | 2.0000% | $66172000.00       | $3019542.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-08-15      | 4.1040%  | 4.1040% | $758639.00         | $557694.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-01-15      | 4.0540%  | 4.0540% | $1147092.00        | $845002.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 1.7040%  | 1.7040% | $59950340.00       | $1603487.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-10-25      | 3.1540%  | 3.1540% | $63000000.00       | $2941416.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-04-25      | 3.4040%  | 3.4040% | $87654791.00       | $2791771.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-05-25      | 3.5540%  | 3.5540% | $50000000.00       | $2518608.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-05-25      | 2.3040%  | 2.3040% | $66666666.00       | $3267151.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-06-25      | 3.3540%  | 3.3540% | $86379000.00       | $3535985.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-07-25      | 4.7450%  | 4.7450% | $12700000.00       | $7891057.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-07-25      | 3.4640%  | 3.4640% | $75000000.00       | $2620302.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2061-01-25      | 3.0000%  | 3.0000% | $47947343.00       | $6745350.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-08-25      | 4.8450%  | 4.8450% | $5000000.00        | $2086318.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-03-15      | 2.1950%  | 2.1950% | $160401241.00      | $7653297.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-08-25      | 4.9450%  | 4.9450% | $8635000.00        | $4224386.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-10-25      | 1.7040%  | 1.7040% | $171957888.00      | $4808191.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 1.7540%  | 1.7540% | $117000000.00      | $3042387.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 5.0950%  | 5.0950% | $21090000.00       | $12634729.03       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 4.8450%  | 4.8450% | $700000.00         | $451435.28         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 5.0450%  | 5.0450% | $42695000.00       | $21047709.31       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 5.1450%  | 5.1450% | $11300000.00       | $5580489.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-01-25      | 2.2040%  | 2.2040% | $70305741.00       | $2460591.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 0.0000%  | 0.0000% | $17670720.00       | $8958187.30        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-09-25      | 0.0000%  | 0.0000% | $16153847.00       | $7463259.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 4.6450%  | 4.6450% | $1400000.00        | $915694.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 0.0000%  | 0.0000% | $10416557.00       | $4826908.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 5.2450%  | 5.2450% | $6843783.00        | $4482027.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 0.0000%  | 0.0000% | $11571429.00       | $5171608.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-04-25      | 2.3040%  | 2.3040% | $58283000.00       | $3211309.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-06-25      | 3.3540%  | 3.3540% | $42615511.00       | $2815758.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-05-25      | 5.0000%  | 5.0000% | $8650000.00        | $4659493.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-05-25      | 4.7950%  | 4.7950% | $1600000.00        | $1381074.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-05-25      | 2.0540%  | 2.0540% | $36825082.00       | $1251074.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-08-25      | 4.6950%  | 4.6950% | $35693853.00       | $30328433.13       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-08-25      | 2.1540%  | 2.1540% | $100000000.00      | $5011627.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-09-25      | 3.4540%  | 3.4540% | $65401020.00       | $5823964.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-10-25      | 3.4540%  | 3.4540% | $50933649.00       | $3564893.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-10-25      | 2.2540%  | 2.2540% | $69060599.00       | $4743377.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-02-25      | 4.5950%  | 4.5950% | $1400000.00        | $1291251.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-05-25      | 4.4000%  | 4.4000% | $80730313.00       | $80949184.20       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-05-25      | 2.5990%  | 2.5990% | $80730313.00       | $9312651.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-12-25      | 6.6950%  | 6.6950% | $145971.00         | $140174.47         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 6.0000%  | 6.0000% | $18299334.00       | $14898752.56       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.0000%  | 5.0000% | $4616000.00        | $4543126.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.5000%  | 5.5000% | $1215538.00        | $1242526.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.5000%  | 5.5000% | $4935937.00        | $5012696.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2057-02-01      | 3.0000%  | 3.0000% | $126948000.00      | $39593454.08       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-12-01      | 1.9290%  | 1.9290% | $20000000.00       | $17252778.81       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-07-01      | 4.2400%  | 4.2400% | $4050000.00        | $4023535.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-10-01      | 4.2400%  | 4.2400% | $1193000.00        | $1177259.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 4.5000%  | 4.5000% | $5210000.00        | $4402586.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-05-01      | 5.0400%  | 5.0400% | $18698000.00       | $17343199.58       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-09-01      | 4.6600%  | 4.6600% | $3286650.00        | $3304637.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-06-01      | 4.4900%  | 4.4900% | $218046.00         | $217775.39         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-12-15      | 3.0000%  | 3.0000% | $166600000.00      | $3045525.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 6.0000%  | 6.0000% | $9000000.00        | $6005088.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 6.0000%  | 6.0000% | $10211130.00       | $6813357.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 6.0000%  | 6.0000% | $14607557.00       | $7941116.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | 6.0000% | $1000000.00        | $848625.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-02-01      | 2.0000%  | 2.0000% | $685000.00         | $302358.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 5.0000%  | 5.0000% | $2849841.00        | $2639254.30        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-04-01      | 5.5000%  | 5.5000% | $2184763.00        | $1535959.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-04-01      | 2.0000%  | 2.0000% | $107000000.00      | $58586238.34       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.5000%  | 6.5000% | $87647540.00       | $51399950.21       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-06-25      | 0.0000%  | 0.0000% | $230769231.00      | $13492655.43       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-10-25      | 2.1400%  | 2.1400% | $148231925.00      | $3445593.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2057-07-25      | 2.3400%  | 2.3400% | $65842947.00       | $2577815.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-06-25      | 2.2900%  | 2.2900% | $50026193.00       | $2425794.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-07-25      | 4.5000%  | 4.5000% | $87260492.00       | $3126318.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-09-25      | 4.0000%  | 4.0000% | $41420343.00       | $2780507.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-11-25      | 5.0000%  | 5.0000% | $51239689.00       | $3247994.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-04-25      | 3.5000%  | 3.5000% | $78151170.00       | $3524965.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-09-25      | 2.5000%  | 2.5000% | $36381741.00       | $3908246.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2039-04-25      | 6.0000%  | 6.0000% | $34370819.00       | $2513804.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2061-11-25      | 5.5000%  | 5.5000% | $43092577.00       | $4643731.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-12-25      | 3.0000%  | 3.0000% | $28219356.00       | $2555738.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-02-25      | 2.2880%  | 2.2880% | $162401807.00      | $4237418.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-02-25      | 4.0000%  | 4.0000% | $42893749.00       | $3085815.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-09-25      | 1.6540%  | 1.6540% | $248280009.00      | $8569676.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-07-25      | 4.5000%  | 4.5000% | $26105419.00       | $2744265.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-08-25      | 1.7040%  | 1.7040% | $72876220.00       | $2935143.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-12-25      | 4.0000%  | 4.0000% | $50571885.00       | $4683145.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-10-25      | 1.4840%  | 1.4840% | $98011328.00       | $3618231.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-04-25      | 2.6040%  | 2.6040% | $102884004.00      | $3600253.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-03-25      | 2.6040%  | 2.6040% | $159780763.00      | $3543929.87        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2057-07-25      | 2.2400%  | 2.2400% | $160263837.00      | $9803017.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-08-25      | 2.3040%  | 2.3040% | $54548382.00       | $2437830.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-08-25      | 2.2540%  | 2.2540% | $88173290.00       | $3023795.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-09-25      | 2.0540%  | 2.0540% | $106795684.00      | $2784773.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-02-25      | 6.0890%  | 6.0890% | $47440592.00       | $3337165.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-09-25      | 3.2540%  | 3.2540% | $75000000.00       | $3775936.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 1.8040%  | 1.8040% | $100000000.00      | $2560964.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 2.5540%  | 2.5540% | $196049280.00      | $5219692.43        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-04-25      | 3.4540%  | 3.4540% | $59438675.00       | $2438166.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 6.5000%  | 6.5000% | $69000000.00       | $6197044.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 3.3540%  | 3.3540% | $109432893.00      | $6114111.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-10-25      | 2.4040%  | 2.4040% | $65687000.00       | $3627834.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-05-25      | 4.5000%  | 4.5000% | $16373326.00       | $2444179.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 5.0450%  | 5.0450% | $9725000.00        | $5370610.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-03-25      | 2.2040%  | 2.2040% | $116926054.00      | $5324806.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 4.7950%  | 4.7950% | $1000000.00        | $578446.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-07-25      | 2.1540%  | 2.1540% | $115336310.00      | $3698414.43        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-05-25      | 3.4040%  | 3.4040% | $72652550.00       | $4116331.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-06-25      | 4.8450%  | 4.8450% | $28410000.00       | $19991113.28       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-02-25      | 5.0000%  | 5.0000% | $4900000.00        | $3224491.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 3.3540%  | 3.3540% | $53730333.00       | $3499544.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 4.7450%  | 4.7450% | $900000.00         | $753145.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 2.1540%  | 2.1540% | $50000000.00       | $3799371.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 4.7450%  | 4.7450% | $4795000.00        | $4286837.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 2.1540%  | 2.1540% | $128447438.00      | $6138632.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-12-25      | 6.0000%  | 6.0000% | $13206912.00       | $2453185.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-09-25      | 1.5040%  | 1.5040% | $185000000.00      | $7093618.61        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2033-03-25      | 4.2000%  | 4.2000% | $30000000.00       | $29789042.34       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2033-03-25      | 4.2990%  | 4.2990% | $53910000.00       | $53203395.64       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 4.6450%  | 4.6450% | $10000000.00       | $9584335.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-05-25      | 4.7500%  | 4.7500% | $53152749.00       | $50570290.20       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-08-25      | 3.5000%  | 3.5000% | $88248749.00       | $57189999.43       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-12-25      | 3.0000%  | 3.0000% | $44029000.00       | $2746179.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-02-20      | 1.9840%  | 1.9840% | $34400000.00       | $98800.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-05-20      | 0.0000%  | 0.0000% | $36000000.00       | $864999.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-05-16      | 2.2710%  | 2.2710% | $92857830.00       | $173385.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-02-20      | 2.2740%  | 2.2740% | $43078000.00       | $120499.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-03-20      | 2.8240%  | 2.8240% | $45697200.00       | $216078.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-04-20      | 2.8740%  | 2.8740% | $129491000.00      | $578421.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-05-16      | 2.2710%  | 2.2710% | $25800000.00       | $77369.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2035-12-20      | 2.3240%  | 2.3240% | $6000000.00        | $68815.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-12-16      | 2.8710%  | 2.8710% | $45000000.00       | $336038.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-07-20      | 2.9240%  | 2.9240% | $7500000.00        | $59597.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-12-20      | 2.8240%  | 2.8240% | $115593750.00      | $793868.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-01-20      | 2.2740%  | 2.2740% | $28656548.00       | $227452.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-04-16      | 5.5000%  | 5.5000% | $7072909.00        | $85891.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-02-20      | 3.0000%  | 3.0000% | $11286666.00       | $216930.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-10-16      | 3.5000%  | 3.5000% | $13065039.00       | $454995.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-04-20      | 3.5000%  | 3.5000% | $6662768.00        | $38134.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-01-20      | 2.3740%  | 2.3740% | $136303380.00      | $697612.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-12-20      | 2.3640%  | 2.3640% | $43000000.00       | $520630.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-12-20      | 1.7740%  | 1.7740% | $132000000.00      | $803219.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-12-20      | 1.7740%  | 1.7740% | $43369209.00       | $151206.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-09-20      | 5.0000%  | 5.0000% | $14700000.00       | $87111.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-04-20      | 2.5240%  | 2.5240% | $31250000.00       | $147059.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-09-20      | 2.4240%  | 2.4240% | $73333333.00       | $454748.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-07-16      | 2.3210%  | 2.3210% | $96709662.00       | $1120039.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-09-20      | 2.3740%  | 2.3740% | $36206662.00       | $161077.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-08-16      | 2.3210%  | 2.3210% | $37514550.00       | $277746.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-11-20      | 2.3740%  | 2.3740% | $37269289.00       | $129287.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-01-20      | 2.9740%  | 2.9740% | $85277575.00       | $680919.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-02-16      | 6.0000%  | 6.0000% | $41746269.00       | $592443.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-03-16      | 2.4210%  | 2.4210% | $25000000.00       | $165426.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-04-20      | 2.3240%  | 2.3240% | $54035286.00       | $434070.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-07-16      | 4.5000%  | 4.5000% | $5285713.00        | $59887.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-08-20      | 1.8240%  | 1.8240% | $34400000.00       | $441673.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-05-20      | 5.0000%  | 5.0000% | $9261106.00        | $115163.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-11-20      | 3.5000%  | 3.5000% | $31300000.00       | $287556.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-10-20      | 1.9440%  | 1.9440% | $35000000.00       | $223211.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-11-20      | 1.8240%  | 1.8240% | $9500000.00        | $122542.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-09-20      | 2.4240%  | 2.4240% | $39093773.00       | $194161.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-10-20      | 4.5000%  | 4.5000% | $19293000.00       | $243694.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-10-16      | 1.8210%  | 1.8210% | $66231125.00       | $640341.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-01-16      | 6.0000%  | 6.0000% | $23521233.00       | $600402.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-01-20      | 1.8240%  | 1.8240% | $102197306.00      | $838994.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-02-16      | 1.8210%  | 1.8210% | $21766915.00       | $247277.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-02-16      | 4.0000%  | 4.0000% | $9328677.00        | $85786.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-02-16      | 6.0000%  | 6.0000% | $38029926.00       | $411804.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-08-20      | 2.1200%  | 2.1200% | $16708873.00       | $79899.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-05-20      | 4.0000%  | 4.0000% | $15518366.00       | $108447.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-06-20      | 7.0000%  | 7.0000% | $29089813.00       | $207047.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-08-20      | 5.5000%  | 5.5000% | $12400000.00       | $87583.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-05-20      | 4.0000%  | 4.0000% | $39243492.00       | $699530.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-01-20      | 4.0000%  | 4.0000% | $9588250.00        | $78388.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-10-20      | 1.9040%  | 1.9040% | $68906615.00       | $944291.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-02-20      | 2.3240%  | 2.3240% | $34187896.00       | $681689.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-12-20      | 2.9740%  | 2.9740% | $27730074.00       | $552085.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-01-20      | 1.8740%  | 1.8740% | $36225000.00       | $365656.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2058-01-16      | 2.2710%  | 2.2710% | $10000000.00       | $61361.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-02-20      | 2.3740%  | 2.3740% | $3500000.00        | $73639.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-06-20      | 4.5000%  | 4.5000% | $7165270.00        | $76151.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-05-20      | 4.0000%  | 4.0000% | $16849250.00       | $291894.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-10-20      | 4.0000%  | 4.0000% | $56071519.00       | $180229.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-11-20      | 4.0000%  | 4.0000% | $9796228.00        | $150754.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-08-20      | 3.5000%  | 3.5000% | $7142857.00        | $380718.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-20      | 2.4740%  | 2.4740% | $39848410.00       | $1752442.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-20      | 4.0000%  | 4.0000% | $10625000.00       | $288847.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-04-01      | 3.9900%  | 3.9900% | $64337000.00       | $63425484.12       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-05-01      | 3.0000%  | 3.0000% | $56624704.00       | $37716989.76       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-12-01      | 5.5000%  | 5.5000% | $16917749.00       | $13187045.67       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 5.5000%  | 5.5000% | $9189863.00        | $6497324.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 6.0000%  | 6.0000% | $150447600.00      | $120143846.79      | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 5.0000%  | 5.0000% | $121012731.00      | $109820522.69      | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | 5.0000% | $13275618.00       | $13072344.83       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.5000%  | 5.5000% | $7806745.00        | $7895116.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-01-01      | 5.0000%  | 5.0000% | $5056565.00        | $4983605.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 5.5000%  | 5.5000% | $17711213.00       | $18098597.54       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 5.0000%  | 5.0000% | $10061347.00       | $9691251.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 5.0000%  | 5.0000% | $18415154.00       | $18207425.39       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-03-01      | 5.5000%  | 5.5000% | $1432552.00        | $1477367.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-02-01      | 5.5000%  | 5.5000% | $2054143.00        | $2113360.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.0000%  | 5.0000% | $50353722.00       | $46120838.09       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 6.5000%  | 6.5000% | $22000000.00       | $16386948.10       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000% | $127552717.00      | $124479425.44      | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 6.5000%  | 6.5000% | $10695644.00       | $7198934.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 6.5000%  | 6.5000% | $252635904.00      | $157469529.57      | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 5.5000%  | 5.5000% | $125723360.00      | $117355184.14      | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.5000%  | 5.5000% | $160194304.00      | $149831019.17      | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-03-01      | 2.0000%  | 2.0000% | $9000000.00        | $5515216.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 6.5000%  | 6.5000% | $11000000.00       | $4709167.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 6.0000%  | 6.0000% | $39370247.00       | $23266196.41       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 6.0000%  | 6.0000% | $22000000.00       | $17654024.94       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-10-25      | 2.4540%  | 2.4540% | $80000000.00       | $2484574.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 6.5000%  | 6.5000% | $24036563.00       | $16610386.50       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 5.5000%  | 5.5000% | $1342206.00        | $1370460.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.5000%  | 5.5000% | $29584383.00       | $30312006.77       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.5000%  | 5.5000% | $3165830.00        | $3226114.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.5000%  | 5.5000% | $3423189.00        | $3490667.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-01-01      | 5.5000%  | 5.5000% | $5913375.00        | $6027286.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.0000%  | 5.0000% | $2368307.00        | $2336355.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.0000%  | 5.0000% | $17579072.00       | $17376269.55       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.0000%  | 5.0000% | $16702857.00       | $16511570.29       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-04-20      | 3.0000%  | 3.0000% | $6585000.00        | $4194714.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2038-05-20      | 2.5640%  | 2.5640% | $82670759.00       | $57009.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-06-16      | 2.2710%  | 2.2710% | $233333333.00      | $114131.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-07-20      | 2.1640%  | 2.1640% | $100000000.00      | $614284.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-05-20      | 2.9740%  | 2.9740% | $26138580.00       | $92050.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-07-16      | 2.3210%  | 2.3210% | $42037019.00       | $663104.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-08-20      | 2.3440%  | 2.3440% | $6291390.00        | $103887.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-08-16      | 3.5000%  | 3.5000% | $22733000.00       | $805104.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-08-20      | 2.2740%  | 2.2740% | $39750000.00       | $603402.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2037-04-16      | 3.0210%  | 3.0210% | $94323131.00       | $75951.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2037-04-16      | 2.4090%  | 2.4090% | $20700000.00       | $48603.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2037-04-16      | 3.0310%  | 3.0310% | $45300000.00       | $65516.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-08-20      | 2.3240%  | 2.3240% | $90300000.00       | $57950.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-09-16      | 2.4210%  | 2.4210% | $60000000.00       | $108531.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-09-16      | 2.4210%  | 2.4210% | $35250000.00       | $61197.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-11-16      | 5.5000%  | 5.5000% | $2739257.00        | $38017.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-11-20      | 2.5540%  | 2.5540% | $50000000.00       | $140438.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-06-20      | 2.2240%  | 2.2240% | $50000000.00       | $106940.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-05-20      | 1.6240%  | 1.6240% | $29000000.00       | $182104.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-03-16      | 2.8210%  | 2.8210% | $64972949.00       | $11055.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-01-16      | 1.7710%  | 1.7710% | $17850000.00       | $84816.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-20      | 4.0000%  | 4.0000% | $23970000.00       | $551016.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-12-16      | 2.0210%  | 2.0210% | $49025072.00       | $101417.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-06-16      | 2.8210%  | 2.8210% | $12538194.00       | $56383.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-05-16      | 2.3710%  | 2.3710% | $7689881.00        | $225162.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-02-20      | 2.4740%  | 2.4740% | $238176896.00      | $742738.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-02-16      | 2.6710%  | 2.6710% | $50750000.00       | $95340.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-03-20      | 2.6940%  | 2.6940% | $150000000.00      | $546013.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-02-16      | 2.2210%  | 2.2210% | $89740000.00       | $131598.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 4.4900%  | 4.4900% | $9516900.00        | $9053436.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 4.4900%  | 4.4900% | $7103061.00        | $6757153.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 4.4900%  | 4.4900% | $9491103.00        | $9051499.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-05-20      | 2.2740%  | 2.2740% | $65268356.00       | $1649403.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-06-20      | 2.2740%  | 2.2740% | $1825623.00        | $47352.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-07-20      | 2.3240%  | 2.3240% | $24720896.00       | $416294.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-05-20      | 4.0000%  | 4.0000% | $24084250.00       | $1165742.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 2.3240%  | 2.3240% | $30268291.00       | $263104.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 2.3240%  | 2.3240% | $12172000.00       | $286640.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 2.2740%  | 2.2740% | $58462107.00       | $1165858.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 0.7040%  | 0.7040% | $100000000.00      | $856554.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 2.3240%  | 2.3240% | $38655059.00       | $1414016.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-09-20      | 5.5000%  | 5.5000% | $69974180.00       | $3101303.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-01-20      | 2.2740%  | 2.2740% | $27000000.00       | $609804.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-09-20      | 2.3240%  | 2.3240% | $16433000.00       | $330333.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-09-20      | 2.2740%  | 2.2740% | $10950000.00       | $411834.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-09-20      | 2.3240%  | 2.3240% | $11525000.00       | $270597.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-10-20      | 0.7240%  | 0.7240% | $20000000.00       | $152703.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-10-20      | 4.5000%  | 4.5000% | $6332606.00        | $270485.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-11-20      | 2.2740%  | 2.2740% | $49643799.00       | $573301.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-12-20      | 3.5000%  | 3.5000% | $31374000.00       | $1786823.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-01-20      | 2.2740%  | 2.2740% | $45042032.00       | $651217.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 3.5000%  | 3.5000% | $27098285.00       | $335923.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-08-20      | 2.1200%  | 2.1200% | $28903029.00       | $651058.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 1.8240%  | 1.8240% | $105035671.00      | $4110872.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 3.5000%  | 3.5000% | $74999999.00       | $589846.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 6.5000%  | 6.5000% | $14973000.00       | $417814.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 2.3240%  | 2.3240% | $7200000.00        | $119645.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-05-20      | 2.2740%  | 2.2740% | $25485118.00       | $1629080.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 3.5000%  | 3.5000% | $3390000.00        | $216735.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-11-20      | 2.2740%  | 2.2740% | $29400000.00       | $665255.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-03-20      | 4.0000%  | 4.0000% | $35000000.00       | $1115469.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 3.5000%  | 3.5000% | $12532000.00       | $652398.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-05-20      | 2.3740%  | 2.3740% | $14583333.00       | $655901.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-07-20      | 2.3240%  | 2.3240% | $45349669.00       | $975974.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-06-20      | 4.0000%  | 4.0000% | $44256169.00       | $2194309.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-10-20      | 1.9140%  | 1.9140% | $13698974.00       | $294077.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 3.5000%  | 3.5000% | $13980049.00       | $861127.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 0.4240%  | 0.4240% | $26806396.00       | $457311.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 2.4740%  | 2.4740% | $10675000.00       | $656500.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 2.5000%  | 2.5000% | $3459000.00        | $310402.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 3.0000%  | 3.0000% | $76515779.00       | $5979924.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 3.0000%  | 3.0000% | $14583333.00       | $1186791.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 4.0000%  | 4.0000% | $42282280.00       | $2463892.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 3.0000%  | 3.0000% | $28969908.00       | $2507659.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 2.5000%  | 2.5000% | $19300000.00       | $1649818.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 2.5000%  | 2.5000% | $14075000.00       | $874259.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 2.5000%  | 2.5000% | $10800000.00       | $779353.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 2.5000%  | 2.5000% | $100000000.00      | $8485227.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 2.5000%  | 2.5000% | $1900000.00        | $168279.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-03-20      | 6.5000%  | 6.5000% | $42249024.00       | $1162653.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 3.0000%  | 3.0000% | $8025458.00        | $1008657.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 2.0000%  | 2.0000% | $37500000.00       | $2249418.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 3.0000%  | 3.0000% | $72734460.00       | $5553064.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | 2.5000% | $155254939.00      | $14643827.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | 2.5000% | $32691999.00       | $3012262.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | 2.5000% | $31095616.00       | $3093185.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 2.0000%  | 2.0000% | $56250000.00       | $3858566.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 3.5000%  | 3.5000% | $7369000.00        | $665408.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 4.0000%  | 4.0000% | $26365147.00       | $2925553.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 3.0000%  | 3.0000% | $36652333.00       | $2864470.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-02-20      | 4.0000%  | 4.0000% | $52865489.00       | $3660309.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-02-20      | 2.5000%  | 2.5000% | $54669341.00       | $4927538.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-02-20      | 3.0000%  | 3.0000% | $23480333.00       | $2485395.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-09-20      | 2.3240%  | 2.3240% | $19781353.00       | $456889.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-16      | 2.1200%  | 2.1200% | $13253848.00       | $268209.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-10-20      | 2.4740%  | 2.4740% | $56350717.00       | $896169.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-20      | 2.3240%  | 2.3240% | $26501199.00       | $613182.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-11-20      | 5.0000%  | 5.0000% | $14329000.00       | $432807.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-09-20      | 6.0000%  | 6.0000% | $12022470.00       | $170239.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2036-05-20      | 3.3880%  | 3.3880% | $32325751.00       | $362435.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-08-16      | 5.0000%  | 5.0000% | $3471000.00        | $134480.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-07-20      | 6.0000%  | 6.0000% | $31360274.00       | $824355.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-08-20      | 2.4240%  | 2.4240% | $13000000.00       | $454087.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-09-20      | 2.4240%  | 2.4240% | $19097714.00       | $546960.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-08-20      | 4.0000%  | 4.0000% | $6776299.00        | $236357.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-11-20      | 2.4240%  | 2.4240% | $30121153.00       | $519589.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-10-20      | 2.4240%  | 2.4240% | $61229287.00       | $1194377.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-11-20      | 3.5000%  | 3.5000% | $43406142.00       | $484456.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-02-20      | 2.3240%  | 2.3240% | $53277272.00       | $982013.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-02-16      | 1.8210%  | 1.8210% | $36566799.00       | $509261.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-02-16      | 2.3710%  | 2.3710% | $76777880.00       | $2424144.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-05-20      | 2.4740%  | 2.4740% | $11354168.00       | $299649.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-04-20      | 1.9440%  | 1.9440% | $30000000.00       | $435585.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-10-20      | 4.0000%  | 4.0000% | $22349777.00       | $339732.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-05-20      | 2.4240%  | 2.4240% | $16114759.00       | $373620.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-08-20      | 2.4240%  | 2.4240% | $27855683.00       | $783193.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-06-20      | 2.4740%  | 2.4740% | $24698979.00       | $407716.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-07-20      | 2.4240%  | 2.4240% | $29900000.00       | $688408.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-03-20      | 4.0000%  | 4.0000% | $12328000.00       | $43833.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-09-20      | 2.4740%  | 2.4740% | $46000000.00       | $976792.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-09-20      | 2.4240%  | 2.4240% | $77108333.00       | $671191.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-10-20      | 2.3740%  | 2.3740% | $32265116.00       | $862234.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-10-16      | 2.4210%  | 2.4210% | $5553716.00        | $92099.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-10-20      | 2.4240%  | 2.4240% | $36380463.00       | $462460.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-08-20      | 5.0000%  | 5.0000% | $8529850.00        | $291498.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-01-20      | 2.3240%  | 2.3240% | $40000000.00       | $739245.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-12-20      | 2.3440%  | 2.3440% | $44933301.00       | $685319.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-12-20      | 2.3240%  | 2.3240% | $11600000.00       | $190093.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-01-20      | 5.0000%  | 5.0000% | $12718112.00       | $379064.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 3.2090%  | 3.2090% | $4781338.00        | $227427.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.7590%  | 2.7590% | $26245389.00       | $1106405.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 2.5090%  | 2.5090% | $6197341.00        | $246322.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 1.7590%  | 1.7590% | $60933192.00       | $1864084.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 2.3590%  | 2.3590% | $50591235.00       | $2181052.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 1.8590%  | 1.8590% | $7425466.00        | $263550.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-04-20      | 2.1540%  | 2.1540% | $25021691.00       | $2031959.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 6.4990%  | 6.4990% | $2641280.00        | $328035.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 5.0400%  | 5.0400% | $50000000.00       | $10706767.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-06-20      | 4.5400%  | 4.5400% | $55000000.00       | $37476628.54       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 0.0000%  | 0.0000% | $405556.00         | $278990.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 2.2590%  | 2.2590% | $52396429.00       | $2633225.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 4.7900%  | 4.7900% | $5900000.00        | $5634622.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-08-20      | 4.6400%  | 4.6400% | $115687187.00      | $86457249.73       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 2.9090%  | 2.9090% | $23648403.00       | $1301883.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 2.3090%  | 2.3090% | $60000000.00       | $3834686.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 1.5490%  | 1.5490% | $33000000.00       | $1101275.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 2.2890%  | 2.2890% | $23900178.00       | $1146685.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-03-20      | 2.2740%  | 2.2740% | $55178045.00       | $704489.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-02-20      | 2.2740%  | 2.2740% | $35000000.00       | $541385.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-02-20      | 2.3110%  | 2.3110% | $24797136.00       | $527649.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 2.3090%  | 2.3090% | $10000000.00       | $538739.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-03-20      | 2.2740%  | 2.2740% | $31666666.00       | $469854.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-03-20      | 2.2740%  | 2.2740% | $29233333.00       | $436170.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 3.5590%  | 3.5590% | $20900000.00       | $1513808.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 1.7590%  | 1.7590% | $101800480.00      | $5671299.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 4.5400%  | 4.5400% | $33337894.00       | $28260726.84       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 4.8400%  | 4.8400% | $20177564.00       | $19906470.47       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 4.0000%  | 4.0000% | $3000000.00        | $426907.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 2.6090%  | 2.6090% | $72000000.00       | $1253861.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 2.5090%  | 2.5090% | $100000000.00      | $1623296.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 1.8590%  | 1.8590% | $350000000.00      | $4261876.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 3.2090%  | 3.2090% | $100000000.00      | $2166441.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 3.1590%  | 3.1590% | $99900000.00       | $2132006.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 3.5000%  | 3.5000% | $16879000.00       | $1679357.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 5.0000%  | 5.0000% | $7584000.00        | $718379.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-09-20      | 6.0000%  | 6.0000% | $32877317.00       | $2194080.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 4.0000%  | 4.0000% | $24657546.00       | $4283026.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 3.5000%  | 3.5000% | $24556284.00       | $1185845.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-07-20      | 2.4240%  | 2.4240% | $10947855.00       | $710092.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-05-20      | 4.5000%  | 4.5000% | $10766109.00       | $700563.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-04-20      | 4.0000%  | 4.0000% | $9917011.00        | $1366279.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 2.5000%  | 2.5000% | $27711544.00       | $3000315.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-05-20      | 4.5000%  | 4.5000% | $3470345.00        | $466433.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-06-20      | 0.8590%  | 0.8590% | $47958269.00       | $1400253.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 3.0000%  | 3.0000% | $15789000.00       | $888714.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-07-20      | 2.3190%  | 2.3190% | $82075908.00       | $5223233.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-10-20      | 2.0390%  | 2.0390% | $57121991.00       | $3357786.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-10-20      | 2.0090%  | 2.0090% | $31551398.00       | $984928.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.0490%  | 2.0490% | $39900000.00       | $1149481.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.8590%  | 1.8590% | $30000000.00       | $892490.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.8590%  | 1.8590% | $76842479.00       | $2125841.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.8590%  | 1.8590% | $28057521.00       | $1021800.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.2590%  | 1.2590% | $72380596.00       | $2123322.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.8590%  | 1.8590% | $50000000.00       | $1394475.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.8590%  | 1.8590% | $40000000.00       | $1285042.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.2590%  | 1.2590% | $55193281.00       | $1132409.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 2.5090%  | 2.5090% | $85000000.00       | $4640115.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.6090%  | 2.6090% | $77168089.00       | $1888814.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.6090%  | 2.6090% | $58511103.00       | $3662287.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.6390%  | 2.6390% | $5000000.00        | $363325.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.0590%  | 2.0590% | $74956217.00       | $3314111.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.6090%  | 2.6090% | $135339562.00      | $6569790.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 2.6490%  | 2.6490% | $41664585.00       | $1705341.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 1.8590%  | 1.8590% | $29900000.00       | $949677.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 1.8590%  | 1.8590% | $120000000.00      | $1668246.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 2.6290%  | 2.6290% | $72335435.00       | $2045707.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 1.3590%  | 1.3590% | $100000000.00      | $2253036.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-04-20      | 2.5090%  | 2.5090% | $16699918.00       | $1234553.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-08-20      | 5.0000%  | 5.0000% | $10000000.00       | $1385802.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-08-20      | 2.3590%  | 2.3590% | $21334746.00       | $1265413.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 2.8590%  | 2.8590% | $51711731.00       | $3192763.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 2.4090%  | 2.4090% | $20124614.00       | $1059531.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 2.3590%  | 2.3590% | $53562585.00       | $2683322.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-10-20      | 1.0590%  | 1.0590% | $50000000.00       | $753398.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 2.3590%  | 2.3590% | $71695272.00       | $3009802.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 2.4090%  | 2.4090% | $20088000.00       | $1071898.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $22391565.00       | $2870922.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 1.9090%  | 1.9090% | $100000000.00      | $2137795.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 1.8590%  | 1.8590% | $89547489.00       | $1886310.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 2.5090%  | 2.5090% | $126923076.00      | $2306226.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 3.3090%  | 3.3090% | $50000000.00       | $1868854.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 2.3790%  | 2.3790% | $50570891.00       | $2086236.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-07-20      | 2.3090%  | 2.3090% | $31341699.00       | $1297076.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 3.0000%  | 3.0000% | $11196161.00       | $1570883.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 2.3090%  | 2.3090% | $138553000.00      | $3094776.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 4.9400%  | 4.9400% | $80558285.00       | $44367049.60       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 4.7600%  | 4.7600% | $35000000.00       | $20144664.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 4.8400%  | 4.8400% | $50000000.00       | $28828906.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 2.7090%  | 2.7090% | $74999996.00       | $1166666.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 4.9400%  | 4.9400% | $10000000.00       | $4052542.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 2.0590%  | 2.0590% | $100000000.00      | $1061689.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 2.5000%  | 2.5000% | $30218981.00       | $2444409.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 2.5000%  | 2.5000% | $8885000.00        | $533213.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-02-20      | 3.0000%  | 3.0000% | $44637000.00       | $2823006.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 2.5000%  | 2.5000% | $37548923.00       | $2417611.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.0000%  | 3.0000% | $6286000.00        | $503643.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 3.0000%  | 3.0000% | $46625022.00       | $3266775.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 3.5000%  | 3.5000% | $6819093.00        | $734898.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 2.5240%  | 2.5240% | $72046465.00       | $2381571.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 3.0000%  | 3.0000% | $16404666.00       | $1470480.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.0000%  | 3.0000% | $25193542.00       | $2800938.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.0000%  | 3.0000% | $16823000.00       | $2094396.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.0000%  | 3.0000% | $27945234.00       | $3207073.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.5000%  | 3.5000% | $20561000.00       | $2292447.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 3.5000%  | 3.5000% | $12799000.00       | $1372115.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 2.5000%  | 2.5000% | $8899000.00        | $675744.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 4.0000%  | 4.0000% | $8713000.00        | $1128683.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $6412000.00        | $799937.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.0000%  | 3.0000% | $17149833.00       | $2270644.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $27270069.00       | $2646406.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $70494500.00       | $6458069.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 2.5000%  | 2.5000% | $6559869.00        | $928905.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 6.0000%  | 6.0000% | $11950000.00       | $841618.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 2.5240%  | 2.5240% | $46748211.00       | $2552938.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.5000%  | 3.5000% | $25263826.00       | $3081644.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.5000%  | 3.5000% | $16208000.00       | $2048513.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 3.0000%  | 3.0000% | $10665000.00       | $1142915.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 1.5890%  | 1.5890% | $657846854.00      | $24392275.16       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-10-20      | 3.5590%  | 3.5590% | $46555945.00       | $5259009.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-10-20      | 1.7690%  | 1.7690% | $63900000.00       | $2425238.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 1.7090%  | 1.7090% | $42362850.00       | $1399951.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-10-20      | 2.9590%  | 2.9590% | $22947136.00       | $2050845.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-10-20      | 4.4400%  | 4.4400% | $20882147.00       | $20402188.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.0000%  | 3.0000% | $14378469.00       | $1851539.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.0000%  | 3.0000% | $18372560.00       | $2202032.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 4.5000%  | 4.5000% | $20446000.00       | $2570828.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 3.0000%  | 3.0000% | $15103376.00       | $1232812.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.5000%  | 3.5000% | $28209976.00       | $3621365.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 4.0000%  | 4.0000% | $28005459.00       | $3668151.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.5000%  | 3.5000% | $26819000.00       | $3583830.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.0000%  | 3.0000% | $13870000.00       | $1211973.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.0000%  | 3.0000% | $4236000.00        | $215283.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.5000%  | 3.5000% | $44172857.00       | $2949834.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 4.0000%  | 4.0000% | $11224000.00       | $1335973.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 4.5000%  | 4.5000% | $12513000.00       | $1002996.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 3.0000%  | 3.0000% | $19615000.00       | $1741863.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 0.0000%  | 0.0000% | $150000000.00      | $754895.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.0000%  | 3.0000% | $15236154.00       | $1652241.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.0000%  | 3.0000% | $21015416.00       | $1355470.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 3.0000%  | 3.0000% | $8304000.00        | $977652.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 3.5000%  | 3.5000% | $7279999.00        | $647873.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 3.0000%  | 3.0000% | $31756281.00       | $4304967.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $2559134.00        | $195988.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 3.5000%  | 3.5000% | $20639000.00       | $2012146.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 1.5000%  | 1.5000% | $71619486.00       | $37961481.77       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.0000%  | 3.0000% | $25833333.00       | $1620840.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 2.6290%  | 2.6290% | $63404453.00       | $3273652.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.9590%  | 1.9590% | $31465206.00       | $1090949.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.9090%  | 1.9090% | $100000000.00      | $1252701.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.7590%  | 1.7590% | $100000000.00      | $1228108.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 2.6090%  | 2.6090% | $149900000.00      | $3993695.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 1.8590%  | 1.8590% | $400000000.00      | $4870593.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 2.6090%  | 2.6090% | $26258535.00       | $2096278.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-03-20      | 2.3740%  | 2.3740% | $8434800.00        | $687282.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-11-16      | 2.8210%  | 2.8210% | $16356101.00       | $1327047.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 1.8370%  | 1.8370% | $364686019.00      | $13590442.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 4.8400%  | 4.8400% | $50000000.00       | $43725352.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 4.8400%  | 4.8400% | $44134951.00       | $39976178.88       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 2.2490%  | 2.2490% | $100000000.00      | $2552038.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 2.4590%  | 2.4590% | $22622479.00       | $1339055.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 1.8590%  | 1.8590% | $300000000.00      | $10044089.62       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 6.5000%  | 6.5000% | $1935307.00        | $447051.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.9890%  | 2.9890% | $25100000.00       | $595632.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 2.9090%  | 2.9090% | $16364000.00       | $346158.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 2.5090%  | 2.5090% | $55798791.00       | $2229839.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 6.5000%  | 6.5000% | $9702697.00        | $1740916.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 6.5000%  | 6.5000% | $19010487.00       | $3600293.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 2.4090%  | 2.4090% | $100000000.00      | $3751594.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 2.9090%  | 2.9090% | $37995725.00       | $748972.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.9390%  | 2.9390% | $6000000.00        | $285637.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 2.3090%  | 2.3090% | $100000000.00      | $5339647.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 2.9590%  | 2.9590% | $50000000.00       | $2782838.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 1.7090%  | 1.7090% | $48832809.00       | $2433614.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 2.3090%  | 2.3090% | $67281047.00       | $3650715.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 4.8900%  | 4.8900% | $41785103.00       | $38126413.24       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 6.3900%  | 6.3900% | $30178334.00       | $29410539.31       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-07-20      | 5.6400%  | 5.6400% | $17658206.00       | $16737093.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 2.2890%  | 2.2890% | $86263000.00       | $3772239.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 5.0100%  | 5.0100% | $58670000.00       | $49422172.22       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 4.7900%  | 4.7900% | $50000000.00       | $49235069.11       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 4.7900%  | 4.7900% | $37818434.00       | $36935516.04       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 4.7900%  | 4.7900% | $132324016.00      | $120137505.66      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 5.0900%  | 5.0900% | $26000000.00       | $19455733.49       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 5.1400%  | 5.1400% | $36000000.00       | $27475529.02       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 4.8900%  | 4.8900% | $14032138.00       | $12670111.86       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-10-20      | 4.4400%  | 4.4400% | $33314779.00       | $33260936.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-10-20      | 4.7400%  | 4.7400% | $38320523.00       | $38116276.53       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-10-20      | 4.7400%  | 4.7400% | $47545447.00       | $47345509.47       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-10-20      | 2.3590%  | 2.3590% | $41172499.00       | $1718171.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-10-20      | 4.6400%  | 4.6400% | $8718261.00        | $8437007.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 4.5400%  | 4.5400% | $43030535.00       | $42547057.81       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 1.8590%  | 1.8590% | $41390061.00       | $1956528.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-12-20      | 3.6090%  | 3.6090% | $48103400.00       | $6409354.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-12-20      | 1.8090%  | 1.8090% | $52185507.00       | $1778775.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-02-20      | 2.5890%  | 2.5890% | $64000000.00       | $3329326.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 4.2900%  | 4.2900% | $50000000.00       | $48188953.16       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 5.0000%  | 5.0000% | $7533155.00        | $6950988.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-01-20      | 1.3590%  | 1.3590% | $37500000.00       | $1256580.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-01-20      | 5.5000%  | 5.5000% | $7421001.00        | $1400494.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-01-20      | 2.1090%  | 2.1090% | $50000000.00       | $1939640.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-01-20      | 2.0590%  | 2.0590% | $31925000.00       | $2530178.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 4.4900%  | 4.4900% | $24917297.00       | $24390395.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-01-20      | 2.0590%  | 2.0590% | $39200000.00       | $2369470.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-03-20      | 4.5400%  | 4.5400% | $66471600.00       | $66182172.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-04-20      | 2.0600%  | 2.0600% | $68804562.00       | $5543477.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-04-20      | 2.0600%  | 2.0600% | $250698872.00      | $17691661.31       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-05-31      | 1.2500%  | 1.2500% | $39466700.00       | $37556765.86       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-01-31      | 1.7500%  | 1.7500% | $10000000.00       | $9470724.86        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2032-08-15      | 2.7500%  | 2.7500% | $12928500.00       | $11972974.56       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-01-31      | 3.5000%  | 3.5000% | $800.00            | $792.66            | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2033-05-15      | 3.3750%  | 3.3750% | $1000000.00        | $962746.51         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-10-31      | 4.8750%  | 4.8750% | $16193900.00       | $16737367.28       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-02-28      | 4.2500%  | 4.2500% | $13000000.00       | $13192072.88       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-04-30      | 4.6250%  | 4.6250% | $6456300.00        | $6575354.17        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2034-05-15      | 4.3750%  | 4.3750% | $4947100.00        | $5068017.78        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-08-15      | 3.7500%  | 3.7500% | $38384300.00       | $38606765.64       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2035-05-15      | 4.2500%  | 4.2500% | $35914200.00       | $36268994.59       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-09-30      | 3.6250%  | 3.6250% | $28217100.00       | $27828023.19       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-10-31      | 3.5000%  | 3.5000% | $20540100.00       | $20413367.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 2.6590%  | 2.6590% | $129000000.00      | $1334801.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 2.3590%  | 2.3590% | $100000000.00      | $1323041.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 2.7590%  | 2.7590% | $100000000.00      | $2131685.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 1.9090%  | 1.9090% | $100000000.00      | $1536256.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 1.7090%  | 1.7090% | $50000000.00       | $639591.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 4.9400%  | 4.9400% | $50000000.00       | $12952462.82       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 3.3590%  | 3.3590% | $64285710.00       | $1196996.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 1.9590%  | 1.9590% | $99900000.00       | $1107983.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 2.8590%  | 2.8590% | $59900000.00       | $944689.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 3.0090%  | 3.0090% | $107016751.00      | $1617129.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 4.6900%  | 4.6900% | $2760000.00        | $1904599.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 4.9400%  | 4.9400% | $60328379.00       | $18632123.56       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 2.8590%  | 2.8590% | $77598380.00       | $1784433.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-09-20      | 4.6900%  | 4.6900% | $150000000.00      | $43814124.50       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-09-20      | 0.0000%  | 0.0000% | $21630872.00       | $5226527.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 2.8090%  | 2.8090% | $30000000.00       | $668649.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 2.3590%  | 2.3590% | $100000000.00      | $1270343.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 6.5000%  | 6.5000% | $40356725.00       | $2712577.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 2.6890%  | 2.6890% | $100000000.00      | $2660906.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 3.5000%  | 3.5000% | $8936000.00        | $951350.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.8590%  | 2.8590% | $35754320.00       | $2056073.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.7390%  | 2.7390% | $48000000.00       | $2100240.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.7590%  | 2.7590% | $44850000.00       | $534489.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.2590%  | 2.2590% | $38404335.00       | $1633918.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.7590%  | 2.7590% | $215000000.00      | $9560930.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 4.7900%  | 4.7900% | $50000000.00       | $19766663.14       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 4.8900%  | 4.8900% | $35000000.00       | $23771333.17       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 4.9400%  | 4.9400% | $46839948.00       | $28502698.41       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 7.0000%  | 7.0000% | $18437935.00       | $2896398.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 6.0000%  | 6.0000% | $2500000.00        | $392981.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-02-20      | 2.6090%  | 2.6090% | $40598031.00       | $370367.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 6.0000%  | 6.0000% | $5502000.00        | $786016.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 4.8900%  | 4.8900% | $5515000.00        | $3943243.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 2.7590%  | 2.7590% | $60000000.00       | $3075073.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 4.8900%  | 4.8900% | $9550000.00        | $6906296.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 3.3590%  | 3.3590% | $61953134.00       | $2489654.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 1.7590%  | 1.7590% | $49900000.00       | $1955026.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 4.5000%  | 4.5000% | $28549495.00       | $4930028.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 1.7590%  | 1.7590% | $55000000.00       | $1380586.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 1.6790%  | 1.6790% | $50000000.00       | $1365771.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 4.8900%  | 4.8900% | $25000000.00       | $19735692.06       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 2.3590%  | 2.3590% | $17801000.00       | $540808.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.7590%  | 1.7590% | $250000000.00      | $8203376.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 2.3590%  | 2.3590% | $172665000.00      | $7577687.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 3.0090%  | 3.0090% | $77562000.00       | $3436246.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 2.2270%  | 2.2270% | $21330000.00       | $797620.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-07-20      | 3.5000%  | 3.5000% | $23831465.00       | $3054603.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 3.6090%  | 3.6090% | $40490108.00       | $1871741.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 4.8400%  | 4.8400% | $136200.00         | $74000.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.6590%  | 1.6590% | $75000000.00       | $1785489.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 2.2590%  | 2.2590% | $23806000.00       | $965164.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 6.5000%  | 6.5000% | $17817115.00       | $1155298.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 3.5590%  | 3.5590% | $50000000.00       | $1012424.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 2.5000%  | 2.5000% | $24140230.00       | $2626242.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 3.0590%  | 3.0590% | $18424112.00       | $1746733.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 2.3590%  | 2.3590% | $101915334.00      | $3866610.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 3.6590%  | 3.6590% | $32533000.00       | $1881273.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 3.0090%  | 3.0090% | $9856000.00        | $503597.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 2.3090%  | 2.3090% | $50000000.00       | $2221456.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 3.0090%  | 3.0090% | $49660000.00       | $2534683.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 3.0090%  | 3.0090% | $75412000.00       | $4770109.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-09-20      | 4.7900%  | 4.7900% | $30345531.00       | $23515203.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 4.8900%  | 4.8900% | $31198500.00       | $27177256.40       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 1.8090%  | 1.8090% | $169000000.00      | $5568375.51        | Agency Collateralized Mortgage Obligation |

### Security 145: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM705N17, C.4 - ISIN: 539, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-06-25      | 2.3400%  | 2.3400% | $5994990.00        | $105419.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-09-25      | 4.0000%  | 4.0000% | $22170000.00       | $1450572.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-12-25      | 2.5000%  | 2.5000% | $3555900.00        | $303476.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2035-11-25      | 4.0000%  | 4.0000% | $25839000.00       | $562307.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2030-12-25      | 0.8500%  | 0.8500% | $7458000.00        | $3494289.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-03-25      | 1.5440%  | 1.5440% | $13612404.00       | $5523450.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-11-25      | 2.5000%  | 2.5000% | $7243000.00        | $416609.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-04-25      | 4.5000%  | 4.5000% | $10019110.00       | $463261.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 5.0950%  | 5.0950% | $1492000.00        | $797607.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-08-15      | 0.7450%  | 0.7450% | $132362786.00      | $284091.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-06-15      | 6.0000%  | 6.0000% | $6596544.00        | $64002.97          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-01-15      | 2.1950%  | 2.1950% | $62591952.00       | $192532.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-02-15      | 2.7850%  | 2.7850% | $86751597.00       | $455597.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-05-15      | 2.2950%  | 2.2950% | $41095926.00       | $186763.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-07-15      | 2.9450%  | 2.9450% | $7479158.00        | $88238.46          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-07-15      | 2.8650%  | 2.8650% | $37430744.00       | $455503.90         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-09-15      | 2.8450%  | 2.8450% | $25000000.00       | $441262.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-07-15      | 4.5000%  | 4.5000% | $6378996.00        | $51137.40          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-02-15      | 6.0000%  | 6.0000% | $71242350.00       | $463241.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-02-15      | 3.5000%  | 3.5000% | $37953000.00       | $477236.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-06-15      | 2.9450%  | 2.9450% | $26482266.00       | $445938.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2039-06-15      | 2.1950%  | 2.1950% | $47295652.00       | $392065.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-11-15      | 2.3950%  | 2.3950% | $81268293.00       | $360008.96         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2037-07-15      | 2.3450%  | 2.3450% | $88000000.00       | $486661.96         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-03-15      | 2.2950%  | 2.2950% | $42328875.00       | $438475.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-06-15      | 2.2950%  | 2.2950% | $42820800.00       | $136197.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2037-12-15      | 2.3660%  | 2.3660% | $171076974.00      | $548936.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-08-15      | 4.5000%  | 4.5000% | $44400000.00       | $549805.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-01-15      | 4.5000%  | 4.5000% | $39903090.00       | $390752.19         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-11-15      | 6.0000%  | 6.0000% | $24827275.00       | $417796.36         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-12-15      | 4.0000%  | 4.0000% | $30931500.00       | $449566.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-09-15      | 4.5000%  | 4.5000% | $3245554.00        | $52568.91          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-08-15      | 2.2450%  | 2.2450% | $21335039.00       | $484278.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-06-15      | 2.3450%  | 2.3450% | $20000000.00       | $213530.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-05-15      | 4.0000%  | 4.0000% | $18750000.00       | $314192.39         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-08-15      | 2.1450%  | 2.1450% | $25000000.00       | $454542.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-05-15      | 2.3150%  | 2.3150% | $13674459.00       | $200593.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-05-15      | 4.0000%  | 4.0000% | $13042546.00       | $186121.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2035-12-25      | 4.0000%  | 4.0000% | $22620000.00       | $455512.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-01-25      | 2.0000%  | 2.0000% | $7500000.00        | $462326.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-02-25      | 4.0000%  | 4.0000% | $29790000.00       | $2454456.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-09-15      | 2.3950%  | 2.3950% | $20417215.00       | $497659.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-10-15      | 4.0000%  | 4.0000% | $41621261.00       | $289557.53         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-09-25      | 2.2400%  | 2.2400% | $30176000.00       | $494417.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2049-01-15      | 5.0000%  | 5.0000% | $9678503.00        | $137526.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2045-07-25      | 5.0000%  | 5.0000% | $13229798.00       | $508889.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-08-25      | 4.0000%  | 4.0000% | $4139000.00        | $513544.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-10-15      | 6.5000%  | 6.5000% | $167506283.00      | $557951.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-02-25      | 4.9950%  | 4.9950% | $337954.00         | $172786.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-02-25      | 4.3950%  | 4.3950% | $84282666.00       | $81574210.29       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-03-25      | 4.4950%  | 4.4950% | $100000000.00      | $93690325.10       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2035-04-25      | 6.5000%  | 6.5000% | $16532577.00       | $38751.33          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-09-25      | 2.7900%  | 2.7900% | $61330239.00       | $151915.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-05-15      | 3.4950%  | 3.4950% | $91325541.00       | $221332.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-05-25      | 2.3600%  | 2.3600% | $29696198.00       | $61067.52          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-10-25      | 2.6400%  | 2.6400% | $57625000.00       | $164164.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-07-25      | 2.9200%  | 2.9200% | $201905021.00      | $485714.06         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2039-11-25      | 2.3900%  | 2.3900% | $35500000.00       | $114615.17         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2039-11-25      | 2.3900%  | 2.3900% | $50000000.00       | $61430.52          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-03-25      | 2.5700%  | 2.5700% | $113636362.00      | $319667.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-04-25      | 2.6400%  | 2.6400% | $15663000.00       | $59998.41          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-05-25      | 2.6900%  | 2.6900% | $40000000.00       | $94230.29          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-12-25      | 6.5000%  | 6.5000% | $37264176.00       | $128199.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-07-25      | 1.7400%  | 1.7400% | $117773970.00      | $143984.58         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-09-15      | 2.2950%  | 2.2950% | $50539734.00       | $409192.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-07-01      | 4.0000%  | 4.0000% | $176859257.00      | $34664022.62       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-01-01      | 4.5000%  | 4.5000% | $159332221.00      | $26084769.20       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-11-01      | 5.5000%  | 5.5000% | $47858740.00       | $36354556.59       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | 5.0000% | $12496988.00       | $8998925.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 4.5000%  | 4.5000% | $5279350.00        | $3645601.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-10-25      | 2.6900%  | 2.6900% | $80000000.00       | $429401.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-01-25      | 2.7400%  | 2.7400% | $22264215.00       | $98668.67          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-01-25      | 2.7900%  | 2.7900% | $50000000.00       | $481796.73         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-02-25      | 2.2400%  | 2.2400% | $13741213.00       | $64576.34          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-03-25      | 2.6900%  | 2.6900% | $15585300.00       | $72716.93          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-05-25      | 2.7400%  | 2.7400% | $53520253.00       | $425077.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-04-25      | 2.7400%  | 2.7400% | $28457346.00       | $211697.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-07-25      | 2.8400%  | 2.8400% | $36126447.00       | $178001.96         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-07-25      | 2.2900%  | 2.2900% | $39324532.00       | $109481.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-08-25      | 2.2400%  | 2.2400% | $47851923.00       | $434919.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-08-25      | 3.5000%  | 3.5000% | $65268540.00       | $473262.89         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-09-25      | 2.2900%  | 2.2900% | $12141368.00       | $81408.06          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-09-25      | 2.8400%  | 2.8400% | $20651920.00       | $282732.73         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-10-25      | 2.3400%  | 2.3400% | $61707188.00       | $202015.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-09-25      | 2.2900%  | 2.2900% | $19679885.00       | $138604.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-11-25      | 3.5000%  | 3.5000% | $67416571.00       | $247544.49         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-02-25      | 2.3900%  | 2.3900% | $45024388.00       | $505516.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2033-04-25      | 3.0000%  | 3.0000% | $60458722.00       | $426283.94         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-02-25      | 2.3900%  | 2.3900% | $32817148.00       | $479498.88         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-12-25      | 2.4400%  | 2.4400% | $11460000.00       | $115158.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-03-25      | 4.0000%  | 4.0000% | $32886021.00       | $44002.51          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-06-25      | 4.0000%  | 4.0000% | $19500000.00       | $96738.65          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-06-25      | 2.4400%  | 2.4400% | $31205455.00       | $497548.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2033-07-25      | 2.3900%  | 2.3900% | $13271684.00       | $120020.88         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-03-25      | 5.0000%  | 5.0000% | $23520000.00       | $104001.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-05-25      | 5.0000%  | 5.0000% | $62643330.00       | $390255.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-04-25      | 2.3400%  | 2.3400% | $25228625.00       | $85654.93          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2044-11-25      | 2.8900%  | 2.8900% | $45888103.00       | $510495.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-02-25      | 2.3400%  | 2.3400% | $26891448.00       | $416171.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2044-07-25      | 4.0000%  | 4.0000% | $4144352.00        | $67825.43          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-04-25      | 2.3900%  | 2.3900% | $28710332.00       | $452641.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-05-25      | 1.8400%  | 1.8400% | $14650000.00       | $103703.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-05-25      | 1.8600%  | 1.8600% | $27685939.00       | $500604.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-08-25      | 2.4400%  | 2.4400% | $37667000.00       | $462791.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2044-09-25      | 4.0000%  | 4.0000% | $38500000.00       | $302311.23         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-10-25      | 2.4900%  | 2.4900% | $30200841.00       | $341757.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-09-25      | 4.5000%  | 4.5000% | $25694519.00       | $429863.94         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-10-25      | 3.5000%  | 3.5000% | $10060000.00       | $166680.15         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-01-25      | 2.2310%  | 2.2310% | $9025000.00        | $110315.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-05-25      | 2.3900%  | 2.3900% | $18684486.00       | $510870.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-11-25      | 4.0000%  | 4.0000% | $40082625.00       | $521050.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-01-25      | 2.3900%  | 2.3900% | $14491428.00       | $473137.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-04-25      | 3.0000%  | 3.0000% | $1250500.00        | $165219.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-04-25      | 2.4400%  | 2.4400% | $24090139.00       | $454420.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-04-25      | 2.4400%  | 2.4400% | $11487480.00       | $413052.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-08-25      | 2.4400%  | 2.4400% | $35000000.00       | $407450.14         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-02-25      | 5.0000%  | 5.0000% | $13071003.00       | $409329.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-11-25      | 2.3900%  | 2.3900% | $26348852.00       | $386182.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-06-25      | 4.0000%  | 4.0000% | $20826720.00       | $279685.10         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-07-25      | 2.2400%  | 2.2400% | $6028333.00        | $146119.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-07-25      | 2.2900%  | 2.2900% | $14000000.00       | $437591.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-08-25      | 2.3100%  | 2.3100% | $13792087.00       | $519970.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-10-25      | 2.2900%  | 2.2900% | $2481000.00        | $62914.06          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-10-25      | 1.8400%  | 1.8400% | $18768837.00       | $399745.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-11-25      | 2.2400%  | 2.2400% | $4385000.00        | $246272.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-03-25      | 3.5000%  | 3.5000% | $11546571.00       | $266477.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-02-25      | 3.5000%  | 3.5000% | $6666666.00        | $146995.17         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-12-25      | 3.0000%  | 3.0000% | $27380447.00       | $523653.80         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-09-01      | 3.5000%  | 3.5000% | $45821268.00       | $11291360.36       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 6.0000%  | 6.0000% | $32996675.00       | $23128553.25       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 5.0000%  | 5.0000% | $34807286.00       | $27359157.45       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 4.0000%  | 4.0000% | $17224044.00       | $13755839.29       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 5.0000%  | 5.0000% | $40285836.00       | $33084887.61       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-12-01      | 5.0000%  | 5.0000% | $48031937.00       | $36021301.56       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 6.0000%  | 6.0000% | $21018916.00       | $2883823.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 4.4400%  | 4.4400% | $36445231.00       | $35896624.39       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 4.5000%  | 4.5000% | $5324853.00        | $5148676.07        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2035-05-15      | 4.2500%  | 4.2500% | $2079800.00        | $2100346.24        | Agency Collateralized Mortgage Obligation |

### Security 146: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6TCHW2, C.4 - ISIN: 539, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield    | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-12-01      | 3.5000%  | 3.5000%  | $22000000.00       | $18605818.50       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-07-01      | 3.0000%  | 3.0000%  | $56006293.00       | $47709460.36       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-08-01      | 3.5000%  | 3.5000%  | $28500000.00       | $25529974.74       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-02-01      | 3.0000%  | 3.0000%  | $29100875.00       | $20594040.80       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 6.0000%  | 6.0000%  | $46128876.00       | $43826089.89       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-06-01      | 2.0000%  | 2.0000%  | $53438023.00       | $31815096.62       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 5.0000%  | 5.0000%  | $44951500.00       | $41136788.93       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 6.5000%  | 6.5000%  | $30753194.00       | $26767295.70       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-02-01      | 5.0000%  | 5.0000%  | $57237008.00       | $55713970.13       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-10-25      | 2.4540%  | 2.4540%  | $98760000.00       | $3067207.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2056-03-01      | 5.5000%  | 5.5000%  | $336743.00         | $342004.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 4.7100%  | 4.7100%  | $57200178.00       | $55513536.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 4.8400%  | 4.8400%  | $30336023.00       | $29928446.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 4.6400%  | 4.6400%  | $58921782.00       | $58665891.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.1590%  | 2.1590%  | $344547441.00      | $15265054.92       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 4.7900%  | 4.7900%  | $75000000.00       | $72875168.22       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-10-20      | 4.4400%  | 4.4400%  | $34627509.00       | $33831624.31       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 3.5000%  | 3.5000%  | $1000000.00        | $252888.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 1.4490%  | 1.4490%  | $50000000.00       | $1619563.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 2.2990%  | 2.2990%  | $38962024.00       | $2491993.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-07-20      | 2.3090%  | 2.3090%  | $101610993.00      | $2979440.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 4.7400%  | 4.7400%  | $100000000.00      | $36524559.92       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 2.6590%  | 2.6590%  | $87000000.00       | $1362671.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 5.1400%  | 5.1400%  | $200000000.00      | $78763355.59       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 1.8590%  | 1.8590%  | $200000000.00      | $2994774.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 2.2590%  | 2.2590%  | $50000000.00       | $1839027.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.7590%  | 1.7590%  | $129818170.00      | $3522829.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-09-20      | 4.7900%  | 4.7900%  | $4536267.00        | $3515220.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 2.3590%  | 2.3590%  | $37500000.00       | $1931219.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-09-20      | 2.3590%  | 2.3590%  | $72725203.00       | $3791011.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 2.4290%  | 2.4290%  | $65020000.00       | $3243196.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 4.8400%  | 4.8400%  | $61413474.00       | $53709463.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 5.0100%  | 5.0100%  | $60178287.00       | $52600460.06       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 4.4900%  | 4.4900%  | $72780201.00       | $72211095.36       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-12-20      | 4.4400%  | 4.4400%  | $45000000.00       | $44596444.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 4.2900%  | 4.2900%  | $73318858.00       | $70663180.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 5.5000%  | 5.5000%  | $18028987.00       | $3941162.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-01-20      | 4.5900%  | 4.5900%  | $70142705.00       | $70095086.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 5.0000%  | 5.0000%  | $17455680.00       | $16106694.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-01-20      | 4.4400%  | 4.4400%  | $58811622.00       | $58506210.22       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-12-20      | 1.9390%  | 1.9390%  | $27003596.00       | $1562041.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 3.7090%  | 3.7090%  | $49846164.00       | $5263850.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-02-20      | 7.0000%  | 7.0000%  | $101664555.00      | $106456504.95      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-01-20      | 2.6090%  | 2.6090%  | $45106130.00       | $4443429.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-12-20      | 3.6890%  | 3.6890%  | $30000000.00       | $4096297.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-03-20      | 1.4090%  | 1.4090%  | $12300000.00       | $459413.79         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-11-15      | 6.5000%  | 6.5000%  | $876400.00         | $915221.56         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2041-11-15      | 3.1250%  | 3.1250%  | $23852100.00       | $19692773.43       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2043-02-15      | 3.1250%  | 3.1250%  | $11514100.00       | $9211949.21        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2048-08-15      | 3.0000%  | 3.0000%  | $56742400.00       | $41517426.57       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2049-05-15      | 2.8750%  | 2.8750%  | $728000.00         | $521614.69         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2041-05-15      | 2.2500%  | 2.2500%  | $100.00            | $73.32             | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2051-08-15      | 2.0000%  | 2.0000%  | $13127900.00       | $7439691.17        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2054-08-15      | 4.2500%  | 4.2500%  | $1743000.00        | $1558307.96        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2045-05-15      | 5.0000%  | 5.0000%  | $12501100.00       | $12833106.42       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-06-30      | 3.7500%  | 3.7500%  | $94241900.00       | $94412566.35       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-02-28      | 4.2500%  | 4.2500%  | $83572300.00       | $84804559.93       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-04-01      | 2.0000%  | 2.0000%  | $38080033.00       | $25493245.52       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-08-01      | 2.0000%  | 2.0000%  | $33090251.00       | $26347776.59       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-08-01      | 2.0000%  | 2.0000%  | $12500000.00       | $9819525.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 6.0000%  | 6.0000%  | $29503745.00       | $20291346.27       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 6.0000%  | 6.0000%  | $26110075.00       | $20276334.50       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-03-01      | 5.5000%  | 5.5000%  | $69063640.00       | $50123564.72       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 5.5000%  | 5.5000%  | $72027473.00       | $50569498.26       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-03-25      | 1.5440%  | 1.5440%  | $2079462.00        | $843774.94         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-04-25      | 4.0000%  | 4.0000%  | $53474034.00       | $4416868.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-07-25      | 2.5000%  | 2.5000%  | $17255000.00       | $11837462.98       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-05-25      | 1.0000%  | 1.0000%  | $35000000.00       | $11183853.32       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-11-25      | 4.5000%  | 4.5000%  | $45991152.00       | $5105632.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2062-03-25      | 2.1900%  | 2.1900%  | $136016372.00      | $2714894.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 2.4600%  | 2.4600%  | $85000000.00       | $2443269.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-10-25      | 2.3540%  | 2.3540%  | $24700000.00       | $1086656.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-06-25      | 5.0000%  | 5.0000%  | $8747046.00        | $4201040.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-11-25      | 4.8450%  | 4.8450%  | $11000000.00       | $7539187.43        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-10-25      | 5.0000%  | 5.0000%  | $9036301.00        | $6597370.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-03-25      | 1.4540%  | 1.4540%  | $76753415.00       | $1722273.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 2.3040%  | 2.3040%  | $18492985.00       | $972391.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-09-25      | 3.4540%  | 3.4540%  | $100000000.00      | $5820622.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-05-25      | 3.3540%  | 3.3540%  | $128294589.00      | $7121560.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-10-25      | 5.0000%  | 5.0000%  | $6743757.00        | $3457369.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2057-01-25      | 2.5000%  | 2.5000%  | $12523773.00       | $8058194.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-10-25      | 3.5000%  | 3.5000%  | $19000000.00       | $16028540.12       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-09-25      | 4.0000%  | 4.0000%  | $20000000.00       | $17876206.55       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-09-15      | 3.2440%  | 3.2440%  | $7624894.00        | $542526.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-10-25      | 1.5000%  | 1.5000%  | $10000000.00       | $6604523.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-12-25      | 2.5000%  | 2.5000%  | $25516200.00       | $2395804.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-02-25      | 0.7500%  | 0.7500%  | $40000000.00       | $18566162.03       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-04-25      | 3.5000%  | 3.5000%  | $79694464.00       | $3484345.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-04-25      | 2.0000%  | 2.0000%  | $75000000.00       | $2336990.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 1.7040%  | 1.7040%  | $23729536.00       | $634692.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-01-25      | 2.7540%  | 2.7540%  | $75000000.00       | $2377051.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-02-25      | 2.1540%  | 2.1540%  | $33056679.00       | $1005583.39        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-07-25      | 3.4540%  | 3.4540%  | $17516361.00       | $566487.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-07-25      | 3.4540%  | 3.4540%  | $14654265.00       | $431038.08         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-03-25      | 1.4710%  | 1.4710%  | $245000000.00      | $5079388.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-03-25      | 4.9950%  | 4.9950%  | $10500000.00       | $6832515.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-09-25      | 5.5000%  | 5.5000%  | $26305000.00       | $19391954.46       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-11-25      | 5.0000%  | 5.0000%  | $26339880.00       | $17916322.48       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-12-25      | 6.6950%  | 6.6950%  | $10691108.00       | $10266562.85       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-01-01      | 3.5000%  | 3.5000%  | $54362759.00       | $9512632.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2035-12-15      | 16.7740% | 16.7740% | $8333334.00        | $182802.17         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 7.0000%  | 7.0000%  | $1157000.00        | $665382.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-06-01      | 2.0000%  | 2.0000%  | $43999000.00       | $26027061.87       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-11-01      | 3.0000%  | 3.0000%  | $33000000.00       | $16544525.00       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.5000%  | 5.5000%  | $82638158.00       | $67628651.68       | Agency Collateralized Mortgage Obligation |

### Security 147: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6Q3E65, C.4 - ISIN: 539, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-06-25      | 5.5000%  | 5.5000% | $18557677.00       | $233226.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-07-25      | 1.8400%  | 1.8400% | $115287659.00      | $836241.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-03-25      | 6.0000%  | 6.0000% | $83989000.00       | $1391681.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-05-25      | 1.9350%  | 1.9350% | $98172297.00       | $297175.25         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-02-25      | 1.8400%  | 1.8400% | $135000000.00      | $1272826.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-04-25      | 2.3400%  | 2.3400% | $30000000.00       | $331296.01         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-07-25      | 3.5000%  | 3.5000% | $14285714.00       | $156709.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-07-25      | 2.2400%  | 2.2400% | $25000000.00       | $760673.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-06-25      | 3.5000%  | 3.5000% | $18084212.00       | $133108.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-06-25      | 2.1900%  | 2.1900% | $23923267.00       | $538040.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-07-25      | 6.0000%  | 6.0000% | $14651350.00       | $336019.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-11-25      | 2.2400%  | 2.2400% | $52811235.00       | $1097054.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-05-25      | 3.0000%  | 3.0000% | $15500000.00       | $227612.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-11-25      | 2.2400%  | 2.2400% | $32625000.00       | $963163.23         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-12-25      | 2.2400%  | 2.2400% | $43035150.00       | $791659.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-02-25      | 2.3400%  | 2.3400% | $20669656.00       | $275111.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-04-25      | 6.0000%  | 6.0000% | $18513919.00       | $410976.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-10-25      | 1.9900%  | 1.9900% | $63440282.00       | $875385.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-07-25      | 2.3900%  | 2.3900% | $33304475.00       | $1179479.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-09-25      | 2.3900%  | 2.3900% | $25000000.00       | $810693.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-10-25      | 2.3900%  | 2.3900% | $42557094.00       | $1007179.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-10-25      | 2.3900%  | 2.3900% | $42926212.00       | $1093927.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-10-25      | 4.0000%  | 4.0000% | $20820250.00       | $306477.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-11-25      | 2.3900%  | 2.3900% | $57036974.00       | $1341006.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-12-25      | 2.4400%  | 2.4400% | $61226988.00       | $1158750.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-02-25      | 2.4900%  | 2.4900% | $39632837.00       | $688553.82         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-05-25      | 3.0000%  | 3.0000% | $7150000.00        | $178499.47         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-05-25      | 2.4400%  | 2.4400% | $3190904.00        | $103183.89         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-10-25      | 4.0000%  | 4.0000% | $19000000.00       | $288937.17         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-04-25      | 2.4400%  | 2.4400% | $30328456.00       | $642505.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-09-25      | 2.4900%  | 2.4900% | $55448263.00       | $1026182.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-10-25      | 2.3900%  | 2.3900% | $20707928.00       | $749949.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-12-25      | 3.0000%  | 3.0000% | $5000000.00        | $106559.82         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-01-25      | 2.3900%  | 2.3900% | $29762835.00       | $604578.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-03-25      | 3.5000%  | 3.5000% | $13094590.00       | $287883.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-07-25      | 2.2400%  | 2.2400% | $17750000.00       | $645887.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-07-25      | 2.2400%  | 2.2400% | $9321667.00        | $225945.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2059-07-25      | 2.2400%  | 2.2400% | $22540888.00       | $820574.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-04-25      | 2.2400%  | 2.2400% | $16417651.00       | $241854.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2057-09-25      | 5.0000%  | 5.0000% | $19134766.00       | $782630.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-06-25      | 2.2900%  | 2.2900% | $38821776.00       | $678144.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-06-25      | 2.2900%  | 2.2900% | $11500000.00       | $125239.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-01-25      | 2.2900%  | 2.2900% | $11700000.00       | $118765.23         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-06-25      | 2.2900%  | 2.2900% | $10000000.00       | $336174.89         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-07-25      | 2.2400%  | 2.2400% | $40000000.00       | $598243.75         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-11-25      | 2.8400%  | 2.8400% | $33942838.00       | $1203543.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-07-25      | 2.3200%  | 2.3200% | $16117495.00       | $600258.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2039-06-25      | 2.1900%  | 2.1900% | $39694486.00       | $1488098.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-07-25      | 2.2900%  | 2.2900% | $8100000.00        | $234501.65         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-06-25      | 2.3100%  | 2.3100% | $7181250.00        | $367892.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-08-25      | 2.3400%  | 2.3400% | $29384036.00       | $888359.80         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-08-25      | 3.3900%  | 3.3900% | $8529663.00        | $68295.26          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-10-25      | 2.2930%  | 2.2930% | $17514836.00       | $665582.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-10-25      | 2.2900%  | 2.2900% | $19675387.00       | $322107.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2059-11-25      | 2.2400%  | 2.2400% | $32518304.00       | $1222878.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-08-25      | 2.2900%  | 2.2900% | $30508731.00       | $1499129.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-12-25      | 2.1900%  | 2.1900% | $18530951.00       | $884015.49         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-06-25      | 4.0000%  | 4.0000% | $5978571.00        | $323314.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2030-05-25      | 3.5000%  | 3.5000% | $85787164.00       | $244594.80         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-06-25      | 4.0000%  | 4.0000% | $1370000.00        | $88170.41          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-07-25      | 2.3400%  | 2.3400% | $3400000.00        | $83508.10          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2057-07-25      | 5.5000%  | 5.5000% | $4101822.00        | $397759.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-08-25      | 2.3800%  | 2.3800% | $26008878.00       | $1346237.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-08-25      | 3.0000%  | 3.0000% | $8000000.00        | $831843.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2039-04-15      | 2.1950%  | 2.1950% | $100000000.00      | $84803.98          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-06-15      | 2.1950%  | 2.1950% | $48620912.00       | $282354.39         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-07-15      | 2.7450%  | 2.7450% | $42705734.00       | $659702.90         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-10-15      | 2.2450%  | 2.2450% | $51800000.00       | $357845.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-12-15      | 2.3950%  | 2.3950% | $15566471.00       | $89811.57          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2043-01-15      | 4.0000%  | 4.0000% | $51435022.00       | $742768.48         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-12-15      | 3.0000%  | 3.0000% | $29968438.00       | $690650.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2032-12-15      | 3.0000%  | 3.0000% | $25563538.00       | $125937.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-10-15      | 4.0000%  | 4.0000% | $56500000.00       | $642367.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-07-15      | 2.1950%  | 2.1950% | $82532704.00       | $1162898.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2043-08-15      | 3.5000%  | 3.5000% | $42857142.00       | $888216.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-09-15      | 2.1950%  | 2.1950% | $46915040.00       | $795525.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-11-15      | 2.2250%  | 2.2250% | $113846153.00      | $1719286.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-01-15      | 2.1950%  | 2.1950% | $21029934.00       | $249348.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2043-12-15      | 3.5000%  | 3.5000% | $30257194.00       | $410514.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2043-12-15      | 3.5000%  | 3.5000% | $140549112.00      | $2802814.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2039-04-15      | 6.5000%  | 6.5000% | $41232145.00       | $676691.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2043-12-15      | 4.5000%  | 4.5000% | $21805461.00       | $382686.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2039-06-15      | 5.5000%  | 5.5000% | $30900000.00       | $538965.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2043-06-15      | 3.0000%  | 3.0000% | $54252950.00       | $618982.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-08-15      | 2.2950%  | 2.2950% | $53638238.00       | $1010870.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-09-15      | 2.2950%  | 2.2950% | $50328508.00       | $901289.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2045-08-15      | 4.0000%  | 4.0000% | $47666227.00       | $1180788.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2047-11-15      | 4.0000%  | 4.0000% | $14674356.00       | $514306.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2048-09-15      | 3.0000%  | 3.0000% | $10420187.00       | $290084.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-11-15      | 4.5000%  | 4.5000% | $75000000.00       | $13527384.66       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.0000%  | 5.0000% | $74541390.00       | $66477489.76       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2037-10-15      | 4.1330%  | 4.1330% | $13036116.00       | $724777.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-12-25      | 2.7900%  | 2.7900% | $50000000.00       | $573875.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-02-25      | 2.7400%  | 2.7400% | $49291146.00       | $556576.22         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-01-25      | 2.7900%  | 2.7900% | $31333333.00       | $526462.94         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-02-25      | 2.1600%  | 2.1600% | $51770999.00       | $331722.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2032-02-25      | 2.8900%  | 2.8900% | $21648056.00       | $53288.80          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-05-25      | 2.7400%  | 2.7400% | $40435399.00       | $266904.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-05-25      | 0.0000%  | 0.0000% | $2487412.00        | $251167.15         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-04-25      | 2.7400%  | 2.7400% | $38333333.00       | $282753.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-05-25      | 2.1900%  | 2.1900% | $29855065.00       | $178533.65         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-09-25      | 2.8400%  | 2.8400% | $42726454.00       | $552726.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-11-25      | 2.3900%  | 2.3900% | $58000000.00       | $929131.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2032-12-25      | 3.0000%  | 3.0000% | $10162707.00       | $66410.25          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-12-25      | 2.3900%  | 2.3900% | $43313000.00       | $549247.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-10-25      | 0.3270%  | 0.3270% | $3669382.00        | $622705.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-02-25      | 2.3900%  | 2.3900% | $10400000.00       | $116275.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2033-02-25      | 3.5000%  | 3.5000% | $24865853.00       | $102240.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-10-25      | 3.5000%  | 3.5000% | $17702571.00       | $77209.03          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-02-25      | 2.3900%  | 2.3900% | $34421052.00       | $777455.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-03-25      | 2.3900%  | 2.3900% | $95877039.00       | $2029698.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2033-03-25      | 2.4400%  | 2.4400% | $17117888.00       | $144918.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-03-25      | 2.3900%  | 2.3900% | $29364600.00       | $292065.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2033-05-25      | 3.0000%  | 3.0000% | $15346667.00       | $107489.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2038-04-25      | 4.0000%  | 4.0000% | $28402812.00       | $270158.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-05-25      | 3.5000%  | 3.5000% | $94278857.00       | $1255900.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-06-25      | 2.3900%  | 2.3900% | $47156928.00       | $623053.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-08-25      | 2.3400%  | 2.3400% | $57565000.00       | $545712.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-10-25      | 0.0000%  | 0.0000% | $13655000.00       | $1826410.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-10-25      | 2.1400%  | 2.1400% | $100000000.00      | $1873900.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-12-25      | 2.2200%  | 2.2200% | $24729418.00       | $330282.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-12-25      | 2.1400%  | 2.1400% | $94109919.00       | $1814084.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2044-04-25      | 2.1900%  | 2.1900% | $109901428.00      | $1164268.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2044-09-25      | 5.5000%  | 5.5000% | $46900792.00       | $606063.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2044-08-25      | 2.2290%  | 2.2290% | $219487269.00      | $678389.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-08-25      | 2.1550%  | 2.1550% | $41760620.00       | $137577.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-02-25      | 2.2900%  | 2.2900% | $9250953.00        | $197310.88         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-06-25      | 6.5000%  | 6.5000% | $16044023.00       | $299539.48         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2033-06-15      | 3.0000%  | 3.0000% | $12515000.00       | $98305.12          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-05-15      | 2.2950%  | 2.2950% | $42343980.00       | $161103.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-12-15      | 2.2950%  | 2.2950% | $67488151.00       | $572016.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2054-02-15      | 2.1950%  | 2.1950% | $46882557.00       | $663843.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2050-11-15      | 2.2450%  | 2.2450% | $23484774.00       | $286059.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-09-15      | 2.3450%  | 2.3450% | $127616621.00      | $1629889.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2037-07-15      | 6.0000%  | 6.0000% | $50000000.00       | $620413.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-06-15      | 2.4250%  | 2.4250% | $30841164.00       | $612565.01         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2038-11-15      | 2.1990%  | 2.1990% | $65963488.00       | $231144.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-05-15      | 2.3450%  | 2.3450% | $22368052.00       | $186225.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2031-04-15      | 3.0000%  | 3.0000% | $16748568.00       | $75207.12          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-04-15      | 2.2950%  | 2.2950% | $12089020.00       | $99127.95          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2031-04-15      | 2.5000%  | 2.5000% | $20000000.00       | $75735.98          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2034-01-15      | 3.0000%  | 3.0000% | $23333333.00       | $247488.90         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-10-15      | 2.2950%  | 2.2950% | $16808475.00       | $633337.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-06-15      | 2.3950%  | 2.3950% | $10750000.00       | $278223.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-10-15      | 4.5000%  | 4.5000% | $47142957.00       | $1419463.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-10-25      | 2.5000%  | 2.5000% | $8720067.00        | $564296.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-10-25      | 3.0000%  | 3.0000% | $16069511.00       | $1423016.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-11-25      | 4.5000%  | 4.5000% | $25227916.00       | $1796801.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-12-25      | 4.0000%  | 4.0000% | $31981561.00       | $2091914.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-11-25      | 4.0000%  | 4.0000% | $27754500.00       | $1983133.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-12-25      | 2.5000%  | 2.5000% | $23725100.00       | $1614214.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-12-25      | 3.0000%  | 3.0000% | $28973526.00       | $1854361.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-01-15      | 3.0000%  | 3.0000% | $33825758.00       | $2111911.39        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-01-25      | 2.6540%  | 2.6540% | $4396656.00        | $293337.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-01-25      | 2.0000%  | 2.0000% | $6000000.00        | $336256.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-02-25      | 3.0000%  | 3.0000% | $7034737.00        | $654808.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-02-25      | 2.5000%  | 2.5000% | $88532400.00       | $8530239.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-02-25      | 3.0000%  | 3.0000% | $40418999.00       | $4248263.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-09-15      | 2.3950%  | 2.3950% | $24181142.00       | $750432.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-09-15      | 2.3950%  | 2.3950% | $1115908.00        | $27199.67          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-12-15      | 2.4450%  | 2.4450% | $48728649.00       | $1341528.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-12-15      | 5.0000%  | 5.0000% | $16181051.00       | $379255.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-01-15      | 4.0000%  | 4.0000% | $21223121.00       | $826255.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-01-15      | 2.3950%  | 2.3950% | $71199737.00       | $1537782.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-01-15      | 2.3950%  | 2.3950% | $39666828.00       | $1092350.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-06-15      | 2.4450%  | 2.4450% | $40500000.00       | $623083.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-03-25      | 2.0000%  | 2.0000% | $6000000.00        | $326099.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-09-15      | 3.0000%  | 3.0000% | $7500000.00        | $167268.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2058-10-15      | 2.3950%  | 2.3950% | $12721598.00       | $542008.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-04-15      | 4.0000%  | 4.0000% | $49787213.00       | $1226034.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-06-15      | 5.5000%  | 5.5000% | $2896150.00        | $119952.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2038-07-15      | 2.3450%  | 2.3450% | $18144177.00       | $350967.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-09-25      | 2.2900%  | 2.2900% | $43468661.00       | $955009.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-07-15      | 5.5000%  | 5.5000% | $7138489.00        | $351124.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2038-03-15      | 2.2510%  | 2.2510% | $38649912.00       | $774039.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-06-15      | 5.5000%  | 5.5000% | $3765612.00        | $142480.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-09-25      | 5.0000%  | 5.0000% | $27583400.00       | $1336460.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-09-25      | 4.5000%  | 4.5000% | $17375306.00       | $1436844.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-01-25      | 4.0000%  | 4.0000% | $10170919.00       | $818274.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-02-25      | 4.0000%  | 4.0000% | $66070125.00       | $4012236.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-03-25      | 3.0000%  | 3.0000% | $12590333.00       | $598528.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-05-25      | 6.0000%  | 6.0000% | $22155376.00       | $1445921.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-01-15      | 1.1950%  | 1.1950% | $29422746.00       | $590114.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-06-25      | 5.0000%  | 5.0000% | $38859984.00       | $1779303.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-06-25      | 4.5000%  | 4.5000% | $28000000.00       | $1490926.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-04-25      | 3.0000%  | 3.0000% | $27623917.00       | $2210729.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-06-25      | 2.3400%  | 2.3400% | $2300000.00        | $87554.48          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-06-25      | 4.5000%  | 4.5000% | $19665976.00       | $1043217.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-04-15      | 2.1950%  | 2.1950% | $37181924.00       | $982493.96         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-08-25      | 2.5000%  | 2.5000% | $24000000.00       | $1624963.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-09-25      | 4.0000%  | 4.0000% | $63416663.00       | $4945912.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-10-25      | 3.0000%  | 3.0000% | $10166666.00       | $724036.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-08-25      | 2.4540%  | 2.4540% | $21101692.00       | $1202663.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-06-25      | 4.0000%  | 4.0000% | $97680232.00       | $7364808.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-11-25      | 2.5000%  | 2.5000% | $23525000.00       | $1872060.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-01-25      | 4.5000%  | 4.5000% | $20000000.00       | $2224046.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-01-25      | 3.5000%  | 3.5000% | $19638447.00       | $1068797.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-02-25      | 1.5000%  | 1.5000% | $15777717.00       | $302366.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-03-25      | 1.5440%  | 1.5440% | $9753998.00        | $3957840.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-11-25      | 4.5000%  | 4.5000% | $18824593.00       | $789397.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-04-25      | 4.5000%  | 4.5000% | $7184000.00        | $853069.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-04-25      | 3.5000%  | 3.5000% | $27920657.00       | $2169454.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-04-25      | 2.5000%  | 2.5000% | $16000000.00       | $1135157.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-03-25      | 3.5000%  | 3.5000% | $14055195.00       | $183394.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-11-25      | 0.0000%  | 0.0000% | $4492213.00        | $1802231.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-10-25      | 3.0000%  | 3.0000% | $26666666.00       | $1158082.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-12-25      | 2.0720%  | 2.0720% | $48642306.00       | $858809.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-06-25      | 4.0000%  | 4.0000% | $28898423.00       | $2140078.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-01-25      | 4.5000%  | 4.5000% | $13953497.00       | $590672.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-06-25      | 4.5000%  | 4.5000% | $16222222.00       | $764370.25         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-03-25      | 2.7040%  | 2.7040% | $66931785.00       | $2062000.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-10-25      | 1.5540%  | 1.5540% | $250000000.00      | $8735090.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-03-25      | 2.6040%  | 2.6040% | $59576234.00       | $2063853.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-07-25      | 1.8540%  | 1.8540% | $59738524.00       | $2015941.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-01-25      | 2.7540%  | 2.7540% | $50000000.00       | $2161874.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-11-25      | 2.3540%  | 2.3540% | $77709000.00       | $1487946.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-10-25      | 2.2400%  | 2.2400% | $49156953.00       | $3344376.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-11-25      | 3.2540%  | 3.2540% | $41000000.00       | $1556629.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 1.9540%  | 1.9540% | $79098000.00       | $1161447.61        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 2.5540%  | 2.5540% | $84017305.00       | $1438160.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 3.4040%  | 3.4040% | $25742921.00       | $1415364.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 2.2740%  | 2.2740% | $50016667.00       | $1280017.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-04-25      | 1.6830%  | 1.6830% | $106000000.00      | $1997346.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 2.2040%  | 2.2040% | $20771120.00       | $890331.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-10-25      | 2.3540%  | 2.3540% | $24800000.00       | $1091055.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-10-25      | 1.7540%  | 1.7540% | $46810626.00       | $1495748.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-07-25      | 2.7840%  | 2.7840% | $33000000.00       | $898864.17         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-07-25      | 3.4340%  | 3.4340% | $41000000.00       | $1494806.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-07-25      | 3.4540%  | 3.4540% | $16586000.00       | $1140957.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 1.4540%  | 1.4540% | $69598000.00       | $1508405.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-11-25      | 2.4040%  | 2.4040% | $102317134.00      | $5463527.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-11-25      | 2.4040%  | 2.4040% | $162604608.00      | $6938742.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 2.2040%  | 2.2040% | $34000000.00       | $1237260.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-09-25      | 3.4040%  | 3.4040% | $100000000.00      | $5761814.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-09-25      | 3.4540%  | 3.4540% | $18300000.00       | $1519403.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-06-25      | 2.7040%  | 2.7040% | $121153168.00      | $8723578.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 2.1540%  | 2.1540% | $80000000.00       | $6488311.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 3.4040%  | 3.4040% | $60775370.00       | $3630826.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-10-25      | 2.2540%  | 2.2540% | $80000000.00       | $5964016.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-10-25      | 2.2540%  | 2.2540% | $52900686.00       | $3851624.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-05-15      | 2.7850%  | 2.7850% | $100000000.00      | $185871.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-09-15      | 2.7450%  | 2.7450% | $119810404.00      | $721221.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-04-15      | 2.8950%  | 2.8950% | $43627875.00       | $133945.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-02-15      | 2.1950%  | 2.1950% | $25742360.00       | $289623.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-02-15      | 2.1850%  | 2.1850% | $85892593.00       | $618546.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-07-15      | 2.2450%  | 2.2450% | $31050000.00       | $238119.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-07-15      | 2.9450%  | 2.9450% | $38592250.00       | $363958.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-08-15      | 2.2950%  | 2.2950% | $11525618.00       | $181068.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-09-15      | 2.2450%  | 2.2450% | $42654372.00       | $571967.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2032-10-15      | 3.0000%  | 3.0000% | $60511093.00       | $325557.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2033-01-15      | 3.0000%  | 3.0000% | $53115734.00       | $297673.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-03-15      | 2.3450%  | 2.3450% | $22243120.00       | $347380.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-02-15      | 5.0000%  | 5.0000% | $24299245.00       | $34117.69          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-03-15      | 2.3650%  | 2.3650% | $30181968.00       | $631125.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2033-04-15      | 3.0000%  | 3.0000% | $36917831.00       | $212113.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2033-05-15      | 3.0000%  | 3.0000% | $40333333.00       | $307111.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-12-25      | 2.8800%  | 2.8800% | $39285000.00       | $71901.04          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-07-15      | 2.7150%  | 2.7150% | $16862278.00       | $64621.80          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-09-25      | 2.6650%  | 2.6650% | $50000000.00       | $41177.47          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-11-15      | 6.5000%  | 6.5000% | $111538461.00      | $253065.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-12-15      | 2.8950%  | 2.8950% | $93333333.00       | $174429.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2038-01-15      | 2.2450%  | 2.2450% | $100000000.00      | $266454.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-06-25      | 0.0000%  | 0.0000% | $47538735.00       | $680120.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-07-25      | 2.1600%  | 2.1600% | $41190490.00       | $106602.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-02-25      | 2.4700%  | 2.4700% | $118012223.00      | $340838.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-08-15      | 0.0000%  | 0.0000% | $4067750.00        | $196986.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-12-25      | 2.2900%  | 2.2900% | $50000000.00       | $134702.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-10-25      | 2.3100%  | 2.3100% | $59113364.00       | $45794.55          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 5.5000%  | 5.5000% | $24274560.00       | $22491725.60       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 5.5000%  | 5.5000% | $25740800.00       | $24772440.45       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-06-01      | 4.0000%  | 4.0000% | $130213632.00      | $27857824.09       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 5.0000%  | 5.0000% | $77420805.00       | $70260320.56       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 6.0000%  | 6.0000% | $4233000.00        | $3414780.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-05-01      | 5.5000%  | 5.5000% | $223000.00         | $207593.08         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-01-25      | 5.5000%  | 5.5000% | $70000000.00       | $9579217.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-06-25      | 6.0000%  | 6.0000% | $106201325.00      | $14604095.34       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2037-07-25      | 2.0000%  | 2.0000% | $6245370.00        | $292654.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2037-04-25      | 1.5000%  | 1.5000% | $11208011.00       | $457793.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2042-04-25      | 2.0000%  | 2.0000% | $7109513.00        | $512222.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-09-25      | 6.0000%  | 6.0000% | $1427091.00        | $131204.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-07-25      | 3.5000%  | 3.5000% | $2566459.00        | $170236.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2037-08-25      | 2.5000%  | 2.5000% | $2194437.00        | $82614.15          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-09-25      | 6.5000%  | 6.5000% | $17188919.00       | $2150410.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-09-25      | 7.0000%  | 7.0000% | $1422643.00        | $166977.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2037-11-25      | 3.0000%  | 3.0000% | $3466452.00        | $162063.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-12-25      | 4.0000%  | 4.0000% | $2522078.00        | $433991.62         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-06-25      | 4.5000%  | 4.5000% | $3857923.00        | $646933.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-08-25      | 4.7120%  | 4.7120% | $401721.00         | $24204.57          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-07-25      | 3.0170%  | 3.0170% | $2779719.00        | $372621.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-09-25      | 5.3110%  | 5.3110% | $4226172.00        | $594972.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-12-25      | 2.8870%  | 2.8870% | $576853.00         | $42823.10          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-09-25      | 5.0590%  | 5.0590% | $408922.00         | $38589.06          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-08-25      | 5.0000%  | 5.0000% | $4961121.00        | $299636.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-08-25      | 5.5000%  | 5.5000% | $1476801.00        | $66584.12          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-08-25      | 4.0000%  | 4.0000% | $3696456.00        | $292931.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-08-25      | 4.5000%  | 4.5000% | $31000000.00       | $6055801.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-08-25      | 4.5000%  | 4.5000% | $5329944.00        | $377425.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-06-25      | 2.2970%  | 2.2970% | $545082.00         | $21901.53          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-10-01      | 5.5000%  | 5.5000% | $30837.00          | $22124.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-02-20      | 2.4740%  | 2.4740% | $100095.00         | $312.13            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-01-20      | 1.8240%  | 1.8240% | $100095.00         | $821.73            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-20      | 2.4740%  | 2.4740% | $100032.00         | $4399.18           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-20      | 2.3240%  | 2.3240% | $100000.00         | $2313.79           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-08-20      | 2.4240%  | 2.4240% | $100000.00         | $2811.60           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-07-20      | 2.4240%  | 2.4240% | $100000.00         | $2302.37           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-12-20      | 2.3440%  | 2.3440% | $100032.00         | $1525.68           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-03-20      | 2.2740%  | 2.2740% | $100032.00         | $1277.16           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 2.3240%  | 2.3240% | $100032.00         | $3659.20           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-12-20      | 3.5000%  | 3.5000% | $100000.00         | $5695.23           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-11-20      | 2.2740%  | 2.2740% | $100000.00         | $2262.77           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 3.5000%  | 3.5000% | $100000.00         | $6159.68           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 3.0000%  | 3.0000% | $100096.00         | $7822.78           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | 2.5000% | $101888.00         | $9610.19           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | 2.5000% | $100032.00         | $9217.01           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 4.0000%  | 4.0000% | $100000.00         | $11096.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-02-20      | 3.0000%  | 3.0000% | $100000.00         | $10585.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 2.5000%  | 2.5000% | $100032.00         | $6440.62           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 2.5240%  | 2.5240% | $82186399.00       | $3314135.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $100000.00         | $12475.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $100000.00         | $9704.43           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-11-25      | 4.0000%  | 4.0000% | $86062400.00       | $6531986.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-11-25      | 0.4540%  | 0.4540% | $12500000.00       | $301740.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-09-15      | 2.2450%  | 2.2450% | $150500077.00      | $173674.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-03-15      | 5.5000%  | 5.5000% | $6966201.00        | $300034.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-09-25      | 3.0000%  | 3.0000% | $10553161.00       | $830710.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-10-25      | 3.0000%  | 3.0000% | $82192000.00       | $4563597.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2033-09-25      | 3.0000%  | 3.0000% | $48880752.00       | $1357710.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-09-25      | 4.0000%  | 4.0000% | $57031048.00       | $6046225.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-12-25      | 4.5000%  | 4.5000% | $34408546.00       | $4803094.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2037-01-25      | 3.0000%  | 3.0000% | $19120983.00       | $1120999.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-09-25      | 1.6540%  | 1.6540% | $100000000.00      | $3229097.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-09-25      | 1.6540%  | 1.6540% | $50000000.00       | $1569403.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-11-15      | 4.0000%  | 4.0000% | $9955249.00        | $1169660.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-03-25      | 2.6040%  | 2.6040% | $37578707.00       | $964555.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-12-25      | 2.6040%  | 2.6040% | $89069445.00       | $3549885.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-05-25      | 1.9340%  | 1.9340% | $40000000.00       | $1384346.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-12-25      | 1.9040%  | 1.9040% | $61412000.00       | $1691291.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-10-25      | 3.0000%  | 3.0000% | $19000000.00       | $2050114.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-09-25      | 2.2940%  | 2.2940% | $25000000.00       | $805150.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-10-25      | 2.8840%  | 2.8840% | $34776082.00       | $1710520.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-10-25      | 2.5840%  | 2.5840% | $50948708.00       | $2164118.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 2.3440%  | 2.3440% | $42624881.00       | $1282314.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-12-25      | 3.3540%  | 3.3540% | $100000000.00      | $2260615.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-12-25      | 2.4040%  | 2.4040% | $50000000.00       | $843979.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-11-25      | 4.0000%  | 4.0000% | $32571652.00       | $5002197.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-01-25      | 2.0540%  | 2.0540% | $39813501.00       | $1180054.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-02-25      | 2.1540%  | 2.1540% | $38271100.00       | $1164205.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-04-25      | 2.0940%  | 2.0940% | $59000000.00       | $2037951.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-04-25      | 2.9040%  | 2.9040% | $72441115.00       | $1404680.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-06-25      | 2.1040%  | 2.1040% | $74463747.00       | $2004568.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-06-25      | 2.1540%  | 2.1540% | $50000000.00       | $1118530.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-01-25      | 3.5040%  | 3.5040% | $36875784.00       | $1574791.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-06-25      | 3.4840%  | 3.4840% | $27500000.00       | $1731804.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-10-25      | 3.5000%  | 3.5000% | $39253008.00       | $5407124.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-07-25      | 3.4540%  | 3.4540% | $30645735.00       | $901408.48         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-08-25      | 3.4540%  | 3.4540% | $76803345.00       | $4870302.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-03-15      | 6.0000%  | 6.0000% | $7459405.00        | $890896.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-07-25      | 4.0000%  | 4.0000% | $34035687.00       | $4397048.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-10-25      | 2.4040%  | 2.4040% | $87171806.00       | $4676669.39        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-10-25      | 3.5540%  | 3.5540% | $46087444.00       | $3569279.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-10-25      | 2.3690%  | 2.3690% | $125888040.00      | $7189515.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 6.5000%  | 6.5000% | $24177000.00       | $3756801.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 1.7540%  | 1.7540% | $57917090.00       | $3458557.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 3.4540%  | 3.4540% | $9400000.00        | $570815.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-01-25      | 2.2540%  | 2.2540% | $24711763.00       | $860492.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 4.9950%  | 4.9950% | $87617691.00       | $49122783.73       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 0.0000%  | 0.0000% | $7692308.00        | $3635824.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 0.0000%  | 0.0000% | $7142857.00        | $3376122.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 3.4540%  | 3.4540% | $24740000.00       | $1556733.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 3.4040%  | 3.4040% | $10400000.00       | $658851.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 3.4040%  | 3.4040% | $85227669.00       | $5567214.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 2.2040%  | 2.2040% | $23807618.00       | $954091.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-03-25      | 3.4540%  | 3.4540% | $43577741.00       | $4500027.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-05-25      | 2.0540%  | 2.0540% | $39175000.00       | $2033242.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-06-25      | 2.8040%  | 2.8040% | $54203847.00       | $5069739.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-08-25      | 2.1540%  | 2.1540% | $140000000.00      | $7988625.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-08-25      | 2.1540%  | 2.1540% | $142719296.00      | $10289034.31       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-09-25      | 1.5040%  | 1.5040% | $87976243.00       | $3799258.30        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-10-25      | 2.2540%  | 2.2540% | $150000000.00      | $10407801.46       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2056-01-25      | 6.0000%  | 6.0000% | $6900000.00        | $1483935.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-07-01      | 3.5000%  | 3.5000% | $164919808.00      | $26133791.46       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-04-25      | 2.8300%  | 2.8300% | $100000000.00      | $84742.18          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-06-25      | 3.4400%  | 3.4400% | $50000600.00       | $68262.22          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2035-11-15      | 2.8950%  | 2.8950% | $115857995.00      | $282570.68         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2035-05-15      | 4.2500%  | 4.2500% | $2966500.00        | $2995805.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-10-20      | 4.7600%  | 4.7600% | $22316980.00       | $22320888.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 4.9900%  | 4.9900% | $89601876.00       | $76824264.74       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-04-20      | 4.0000%  | 4.0000% | $43084023.00       | $5640499.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 6.5000%  | 6.5000% | $100000.00         | $18938.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 1.7790%  | 1.7790% | $250000000.00      | $8027105.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-09-20      | 4.7900%  | 4.7900% | $8685565.00        | $6730573.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 3.6590%  | 3.6590% | $100000.00         | $5782.66           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-09-20      | 2.2740%  | 2.2740% | $79660989.00       | $7037981.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 2.5000%  | 2.5000% | $100000.00         | $10879.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 4.0000%  | 4.0000% | $33898153.00       | $5187136.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 3.5590%  | 3.5590% | $35766536.00       | $3421482.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 2.2270%  | 2.2270% | $100000.00         | $3739.43           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 2.8590%  | 2.8590% | $45514845.00       | $3031376.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 1.7590%  | 1.7590% | $100000.00         | $3917.88           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 6.0000%  | 6.0000% | $100000.00         | $14286.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 2.2740%  | 2.2740% | $63087044.00       | $5519197.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 7.0000%  | 7.0000% | $100000.00         | $15708.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.2590%  | 2.2590% | $8814912.00        | $375031.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 3.0090%  | 3.0090% | $100096.00         | $1512.55           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 2.8590%  | 2.8590% | $100000.00         | $1577.11           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 1.9590%  | 1.9590% | $100000.00         | $1109.09           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 2.2590%  | 2.2590% | $20209170.00       | $1078964.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 3.0000%  | 3.0000% | $100000.00         | $14030.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-07-20      | 2.3090%  | 2.3090% | $100000.00         | $4138.49           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 2.3790%  | 2.3790% | $100032.00         | $4126.68           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $100000.00         | $12821.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 2.4090%  | 2.4090% | $100000.00         | $5336.01           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 2.6290%  | 2.6290% | $100096.00         | $2830.80           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 1.8590%  | 1.8590% | $100000.00         | $3176.17           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 2.6490%  | 2.6490% | $100032.00         | $4094.33           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.6090%  | 2.6090% | $100096.00         | $4858.96           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.8590%  | 1.8590% | $100000.00         | $3641.80           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.0490%  | 2.0490% | $100000.00         | $2880.90           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 3.0000%  | 3.0000% | $100000.00         | $5628.69           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 3.5000%  | 3.5000% | $100000.00         | $9949.39           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 3.1590%  | 3.1590% | $100000.00         | $2134.14           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.0000%  | 3.0000% | $28475586.00       | $5064854.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 2.6090%  | 2.6090% | $100000.00         | $2664.23           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.9590%  | 1.9590% | $100000.00         | $3467.16           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 3.5000%  | 3.5000% | $100000.00         | $9749.24           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.0000%  | 3.0000% | $33451485.00       | $4795387.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 4.7900%  | 4.7900% | $107912482.00      | $106664157.57      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 2.3590%  | 2.3590% | $60000000.00       | $3148623.51        | Agency Collateralized Mortgage Obligation |

### Security 148: SMBC NIKKO SECURITIES AM

- **C.1 - Title:** SMBC NIKKO SECURITIES AM
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM73JC65, C.4 - ISIN: 754982, C.3 - LEI: 5493001KJTIIGC8Y1R12
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 1.7500%  | 1.7500% | $1000.00           | $948.08            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-01-15      | 0.1250%  | 0.1250% | $900.00            | $984.28            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 1.8750%  | 1.8750% | $100.00            | $94.86             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 1.8750%  | 1.8750% | $23000.00          | $22718.43          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-31      | 2.7500%  | 2.7500% | $205900.00         | $201233.88         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-07-15      | 0.6250%  | 0.6250% | $151900.00         | $162640.39         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 2.7500%  | 2.7500% | $797000.00         | $791703.17         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-31      | 3.1250%  | 3.1250% | $999800.00         | $979364.11         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 4.1250%  | 4.1250% | $1223700.00        | $1232006.65        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-11-15      | 4.1250%  | 4.1250% | $12214200.00       | $12403138.35       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 3.8750%  | 3.8750% | $800.00            | $812.61            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 3.8750%  | 3.8750% | $11783900.00       | $11931202.33       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-31      | 3.5000%  | 3.5000% | $44696000.00       | $44785614.24       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 1.2500%  | 1.2500% | $11220900.00       | $12301071.14       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 4.0000%  | 4.0000% | $79800.00          | $81029.61          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 4.1250%  | 4.1250% | $370000.00         | $375505.07         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-07-31      | 4.0000%  | 4.0000% | $1100.00           | $1110.63           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-08-15      | 3.8750%  | 3.8750% | $53300.00          | $52534.04          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-31      | 4.1250%  | 4.1250% | $300.00            | $303.35            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-31      | 4.3750%  | 4.3750% | $700.00            | $712.18            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-09-30      | 4.6250%  | 4.6250% | $800.00            | $822.72            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 4.6250%  | 4.6250% | $1900.00           | $1949.05           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3750%  | 4.3750% | $163200.00         | $167984.70         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 4.0000%  | 4.0000% | $3000.00           | $3040.37           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 4.0000%  | 4.0000% | $700.00            | $708.31            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-01-31      | 4.0000%  | 4.0000% | $2242300.00        | $2260992.38        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-01-15      | 1.7500%  | 1.7500% | $15931200.00       | $17055501.64       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-28      | 4.2500%  | 4.2500% | $333200.00         | $338672.42         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-03-31      | 4.1250%  | 4.1250% | $2000.00           | $2013.99           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-15      | 2.1250%  | 2.1250% | $10894400.00       | $11859580.45       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-04-30      | 4.6250%  | 4.6250% | $100.00            | $102.59            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-31      | 4.6250%  | 4.6250% | $1800.00           | $1881.22           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-06-30      | 4.2500%  | 4.2500% | $400.00            | $409.26            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-30      | 4.6250%  | 4.6250% | $49341400.00       | $50174899.19       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 4.3750%  | 4.3750% | $300.00            | $305.69            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-31      | 4.3750%  | 4.3750% | $24838800.00       | $25149960.99       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-07-15      | 1.8750%  | 1.8750% | $1404900.00        | $1487413.12        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-31      | 3.7500%  | 3.7500% | $3256800.00        | $3276891.30        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-15      | 3.8750%  | 3.8750% | $1300.00           | $1302.07           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-11-15      | 4.2500%  | 4.2500% | $94631900.00       | $95999988.67       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 4.2500%  | 4.2500% | $1126800.00        | $1147309.27        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 4.2500%  | 4.2500% | $5591900.00        | $5703418.67        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-01-15      | 2.1250%  | 2.1250% | $89805500.00       | $95722825.48       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-03-31      | 4.1250%  | 4.1250% | $381300.00         | $382539.66         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 3.7500%  | 3.7500% | $400.00            | $399.52            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 3.8030%  | 3.8030% | $200.00            | $200.21            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-04-30      | 4.0000%  | 4.0000% | $13925300.00       | $13825553.07       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-05-31      | 4.1250%  | 4.1250% | $47500.00          | $48268.78          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-31      | 4.0000%  | 4.0000% | $30704300.00       | $31226254.87       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-06-30      | 3.8750%  | 3.8750% | $50904700.00       | $51324526.52       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 3.7500%  | 3.7500% | $884800.00         | $895135.29         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-08-15      | 4.2500%  | 4.2500% | $18455300.00       | $18453211.69       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-09-30      | 3.6250%  | 3.6250% | $1762400.00        | $1740627.85        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-15      | 3.5000%  | 3.5000% | $400.00            | $396.74            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 3.5000%  | 3.5000% | $100.00            | $99.45             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 3.3750%  | 3.3750% | $9326200.00        | $9384308.63        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-30      | 3.5000%  | 3.5000% | $2428000.00        | $2411339.62        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-01-31      | 3.7500%  | 3.7500% | $745200.00         | $743368.75         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2036-02-15      | 4.1250%  | 4.1250% | $100.00            | $98.71             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-15      | 3.5000%  | 3.5000% | $41090700.00       | $40811365.42       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-31      | 3.8750%  | 3.8750% | $909800.00         | $912404.05         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-04-15      | 1.2500%  | 1.2500% | $1424700.00        | $1420537.20        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-01      | 0.0000%  | 0.0000% | $263600.00         | $259592.22         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-28      | 0.0000%  | 0.0000% | $143800.00         | $143415.19         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-21      | 0.0000%  | 0.0000% | $140900.00         | $137240.26         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-20      | 0.0000%  | 0.0000% | $19600.00          | $19383.28          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-27      | 0.0000%  | 0.0000% | $100.00            | $98.82             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-16      | 0.0000%  | 0.0000% | $200.00            | $199.08            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-15      | 0.0000%  | 0.0000% | $400.00            | $386.14            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-15      | 0.0000%  | 0.0000% | $835000.00         | $821094.74         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-11      | 0.0000%  | 0.0000% | $2172000.00        | $2149821.70        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 6.5000%  | 6.5000% | $1200.00           | $1253.50           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-15      | 3.8750%  | 3.8750% | $5600.00           | $12045.78          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-08-15      | 4.5000%  | 4.5000% | $1592800.00        | $1582683.95        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-11-15      | 4.3750%  | 4.3750% | $7461500.00        | $7377693.58        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-11-15      | 4.2500%  | 4.2500% | $100.00            | $96.58             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-08-15      | 3.7500%  | 3.7500% | $100.00            | $89.31             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 3.1250%  | 3.1250% | $175100.00         | $142688.83         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.0000%  | 3.0000% | $86600.00          | $69718.10          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-08-15      | 2.7500%  | 2.7500% | $1900.00           | $1453.32           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-11-15      | 2.7500%  | 2.7500% | $300.00            | $230.31            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-11-15      | 3.7500%  | 3.7500% | $19100.00          | $16752.84          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 0.7500%  | 0.7500% | $2100.00           | $2100.39           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-08-15      | 2.8750%  | 2.8750% | $410600.00         | $304725.99         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-11-15      | 3.0000%  | 3.0000% | $911000.00         | $695573.01         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-02-15      | 2.5000%  | 2.5000% | $309900.00         | $213468.26         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-02-15      | 3.0000%  | 3.0000% | $4200.00           | $3128.53           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-08-15      | 2.7500%  | 2.7500% | $200.00            | $141.39            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 3.0000%  | 3.0000% | $100.00            | $73.64             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-05-15      | 3.1250%  | 3.1250% | $200.00            | $151.93            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 0.2500%  | 0.2500% | $200.00            | $144.05            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-05-15      | 1.2500%  | 1.2500% | $200.00            | $95.08             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-11-15      | 1.3750%  | 1.3750% | $710900.00         | $459374.51         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-02-15      | 1.8750%  | 1.8750% | $148200.00         | $102585.94         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-11-15      | 2.0000%  | 2.0000% | $100.00            | $69.60             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 2.3750%  | 2.3750% | $84200.00          | $61389.62          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-08-15      | 3.3750%  | 3.3750% | $1000.00           | $836.96            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-08-15      | 4.1250%  | 4.1250% | $44100.00          | $38628.17          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 2.1250%  | 2.1250% | $239700.00         | $225964.48         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-05-15      | 4.6250%  | 4.6250% | $31600.00          | $30460.80          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-05-15      | 4.6250%  | 4.6250% | $23700.00          | $23308.34          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-05-15      | 4.7500%  | 4.7500% | $565000.00         | $556231.06         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-05-15      | 5.0000%  | 5.0000% | $62000.00          | $63735.88          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-08-15      | 4.7500%  | 4.7500% | $200.00            | $194.62            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-02-15      | 4.6250%  | 4.6250% | $6000.00           | $5791.33           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 2.7500%  | 2.7500% | $800.00            | $788.66            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8750%  | 2.8750% | $1700.00           | $1671.86           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-15      | 0.8750%  | 0.8750% | $427600.00         | $552603.47         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-31      | 1.8750%  | 1.8750% | $400.00            | $400.00            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 1.6250%  | 1.6250% | $900.00            | $893.38            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-15      | 1.5000%  | 1.5000% | $27700.00          | $25405.61          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 0.6250%  | 0.6250% | $900.00            | $790.38            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 0.5000%  | 0.5000% | $185800.00         | $179113.70         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-15      | 0.8750%  | 0.8750% | $251000.00         | $219538.26         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 0.6250%  | 0.6250% | $400.00            | $381.14            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-01-15      | 0.1250%  | 0.1250% | $761000.00         | $904253.56         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 1.2500%  | 1.2500% | $200.00            | $189.91            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-15      | 1.6250%  | 1.6250% | $33600.00          | $30156.55          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 1.2500%  | 1.2500% | $600.00            | $571.54            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-15      | 0.1250%  | 0.1250% | $13883300.00       | $15929323.54       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 1.0000%  | 1.0000% | $1400.00           | $1316.57           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-31      | 1.1250%  | 1.1250% | $9903400.00        | $9311204.50        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-30      | 1.2500%  | 1.2500% | $500.00            | $470.01            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 0.8750%  | 0.8750% | $300.00            | $296.70            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-15      | 1.3750%  | 1.3750% | $61000.00          | $53182.43          | U.S. Treasuries (including strips) |

### Security 149: SMBC NIKKO SECURITIES AM

- **C.1 - Title:** SMBC NIKKO SECURITIES AM
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM73JBR0, C.4 - ISIN: 754982, C.3 - LEI: 5493001KJTIIGC8Y1R12
- **C.18 - Value (incl. sponsor support):** $1700000000.00
- **C.18.a - Value (excl. sponsor support):** $1700000000.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-05-01      | 3.0000%  | 3.0000% | $1000.00           | $509.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 4.0000%  | 4.0000% | $2000.00           | $1004.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 3.5000%  | 3.5000% | $2000.00           | $1333.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 5.0000%  | 5.0000% | $1034.00           | $732.41            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 6.0000%  | 6.0000% | $1000.00           | $669.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 4.5000%  | 4.5000% | $299203.00         | $209530.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 4.5000%  | 4.5000% | $15000.00          | $10901.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 4.0000%  | 4.0000% | $1000.00           | $731.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 3.5000%  | 3.5000% | $1000.00           | $736.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 6.0000%  | 6.0000% | $1000.00           | $687.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 5.5000%  | 5.5000% | $6968380.00        | $5187230.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 4.5000%  | 4.5000% | $16987.00          | $11908.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 5.0000%  | 5.0000% | $1000.00           | $787.05            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-02-01      | 3.5000%  | 3.5000% | $2000.00           | $1488.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 4.5000%  | 4.5000% | $1000.00           | $807.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 5.5000%  | 5.5000% | $15599808.00       | $13009085.82       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 6.0000%  | 6.0000% | $2324650.00        | $1975038.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 6.0000%  | 6.0000% | $1000.00           | $793.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 5.5000%  | 5.5000% | $1007.00           | $885.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 5.5000%  | 5.5000% | $1000.00           | $831.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 5.0000%  | 5.0000% | $17080049.00       | $15842043.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-08-01      | 4.0000%  | 4.0000% | $1000.00           | $94.76             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-12-01      | 3.0000%  | 3.0000% | $2000.00           | $332.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-05-01      | 3.0000%  | 3.0000% | $2874.00           | $682.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-05-01      | 4.5000%  | 4.5000% | $300000.00         | $63614.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-07-01      | 2.5000%  | 2.5000% | $1000.00           | $340.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-08-01      | 3.5000%  | 3.5000% | $1979.00           | $346.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-02-01      | 2.5000%  | 2.5000% | $26867.00          | $13305.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 5.0000%  | 5.0000% | $29991000.00       | $21789243.65       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 4.0000%  | 4.0000% | $2000.00           | $1399.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-01-01      | 6.5000%  | 6.5000% | $1000.00           | $743.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.5000%  | 5.5000% | $27830955.00       | $25099811.69       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.5000%  | 5.5000% | $1000.00           | $906.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-02-01      | 2.0000%  | 2.0000% | $1000.00           | $530.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-08-01      | 2.5000%  | 2.5000% | $1000.00           | $573.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-04-01      | 2.0000%  | 2.0000% | $1000.00           | $554.05            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-05-01      | 2.5000%  | 2.5000% | $1000.00           | $525.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 2.0000%  | 2.0000% | $1000.00           | $628.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-09-01      | 2.5000%  | 2.5000% | $1000.00           | $584.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 2.0000%  | 2.0000% | $18626478.00       | $11459210.98       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-03-01      | 2.0000%  | 2.0000% | $1000.00           | $630.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 2.0000%  | 2.0000% | $1000.00           | $641.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 2.5000%  | 2.5000% | $2679.00           | $1741.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 2.5000%  | 2.5000% | $1000.00           | $669.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 2.0000%  | 2.0000% | $1000.00           | $657.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 4.0000%  | 4.0000% | $1000.00           | $749.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 4.5000%  | 4.5000% | $112000.00         | $81621.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 3.5000%  | 3.5000% | $71000.00          | $52030.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 4.0000%  | 4.0000% | $2420676.00        | $1809041.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 5.0000%  | 5.0000% | $1835002.00        | $1339177.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 5.5000%  | 5.5000% | $1000.00           | $702.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 5.0000%  | 5.0000% | $353053.00         | $268395.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 5.0000%  | 5.0000% | $84560436.00       | $64577670.96       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 5.5000%  | 5.5000% | $279958.00         | $203695.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 4.5000%  | 4.5000% | $102104244.00      | $80625146.29       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 5.0000%  | 5.0000% | $33000.00          | $25472.92          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.5000%  | 5.5000% | $4000.00           | $2943.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 5.5000%  | 5.5000% | $2374.00           | $1771.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 5.0000%  | 5.0000% | $285000.00         | $229961.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 5.5000%  | 5.5000% | $1002.00           | $753.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 6.0000%  | 6.0000% | $900000.00         | $552906.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 6.0000%  | 6.0000% | $108007417.00      | $65678612.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 5.0000%  | 5.0000% | $1000.00           | $870.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 5.5000%  | 5.5000% | $1024.00           | $820.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-06-01      | 3.0000%  | 3.0000% | $1000.00           | $69.45             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-11-01      | 3.0000%  | 3.0000% | $1000.00           | $89.83             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-09-01      | 3.0000%  | 3.0000% | $1000.00           | $105.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-11-01      | 3.0000%  | 3.0000% | $1000.00           | $170.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-11-01      | 3.0000%  | 3.0000% | $1000.00           | $166.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-11-01      | 3.0000%  | 3.0000% | $1000.00           | $202.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-03-01      | 3.0000%  | 3.0000% | $1000.00           | $146.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-12-01      | 3.5000%  | 3.5000% | $6783.00           | $566.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-02-01      | 4.0000%  | 4.0000% | $1368.00           | $91.76             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-08-01      | 4.0000%  | 4.0000% | $3073.00           | $355.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-01-01      | 3.5000%  | 3.5000% | $1000.00           | $84.18             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-10-01      | 3.5000%  | 3.5000% | $11805.00          | $763.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-09-01      | 3.5000%  | 3.5000% | $1000.00           | $65.04             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-04-01      | 3.0000%  | 3.0000% | $1000.00           | $108.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-08-01      | 2.5000%  | 2.5000% | $1000.00           | $326.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-02-01      | 3.0000%  | 3.0000% | $1000.00           | $38.03             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-02-01      | 3.0000%  | 3.0000% | $1000.00           | $55.95             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-06-01      | 3.0000%  | 3.0000% | $1000.00           | $69.32             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-12-01      | 3.5000%  | 3.5000% | $1000.00           | $123.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-07-01      | 8.5000%  | 8.5000% | $1000.00           | $24.98             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-08-01      | 3.5000%  | 3.5000% | $1000.00           | $77.63             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-05-01      | 3.5000%  | 3.5000% | $1000.00           | $174.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-11-01      | 2.5000%  | 2.5000% | $2000.00           | $478.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-06-01      | 3.5000%  | 3.5000% | $1000.00           | $83.16             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-12-01      | 3.0000%  | 3.0000% | $1000.00           | $60.67             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-07-01      | 2.5000%  | 2.5000% | $1000.00           | $36.00             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-05-01      | 3.5000%  | 3.5000% | $1000.00           | $120.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-05-01      | 3.5000%  | 3.5000% | $1000.00           | $148.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-07-01      | 3.0000%  | 3.0000% | $1000.00           | $74.33             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-07-01      | 3.0000%  | 3.0000% | $1000.00           | $109.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-08-01      | 3.0000%  | 3.0000% | $1000.00           | $105.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-12-01      | 3.0000%  | 3.0000% | $1024.00           | $54.34             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-12-01      | 3.0000%  | 3.0000% | $1000.00           | $138.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-01-01      | 2.0000%  | 2.0000% | $1000.00           | $142.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-03-01      | 3.0000%  | 3.0000% | $1000.00           | $117.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-11-01      | 3.0000%  | 3.0000% | $1000.00           | $176.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-02-01      | 3.5000%  | 3.5000% | $1000.00           | $110.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-09-01      | 2.5000%  | 2.5000% | $1000.00           | $37.27             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-03-01      | 3.0000%  | 3.0000% | $1000.00           | $83.16             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-10-01      | 2.5000%  | 2.5000% | $1000.00           | $111.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-11-01      | 3.0000%  | 3.0000% | $1000.00           | $116.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-04-01      | 3.5000%  | 3.5000% | $1000.00           | $89.20             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-05-01      | 3.5000%  | 3.5000% | $1000.00           | $84.12             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-09-01      | 4.0000%  | 4.0000% | $6550818.00        | $724193.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-12-01      | 4.0000%  | 4.0000% | $1000.00           | $159.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-10-01      | 4.5000%  | 4.5000% | $830267.00         | $165904.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-02-01      | 3.0000%  | 3.0000% | $1000.00           | $100.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-02-01      | 3.0000%  | 3.0000% | $1000.00           | $28.16             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-01-01      | 3.5000%  | 3.5000% | $1000.00           | $177.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-04-01      | 3.5000%  | 3.5000% | $1000.00           | $183.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-09-01      | 2.5000%  | 2.5000% | $1000.00           | $499.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-01-01      | 1.5000%  | 1.5000% | $1000.00           | $684.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-11-01      | 3.0000%  | 3.0000% | $1000.00           | $243.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-06-01      | 2.0000%  | 2.0000% | $1000.00           | $883.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-01-01      | 3.0000%  | 3.0000% | $1000.00           | $615.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-01-01      | 2.5000%  | 2.5000% | $1000.00           | $654.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-06-01      | 2.0000%  | 2.0000% | $1000.00           | $484.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-07-01      | 3.5000%  | 3.5000% | $25757.00          | $14148.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-04-01      | 2.5000%  | 2.5000% | $1000.00           | $557.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-09-01      | 6.0000%  | 6.0000% | $8000.00           | $4578.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-10-01      | 2.5000%  | 2.5000% | $1000.00           | $451.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-03-01      | 5.0000%  | 5.0000% | $4197000.00        | $568886.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-10-01      | 2.0000%  | 2.0000% | $2003.00           | $957.74            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-03-01      | 2.5000%  | 2.5000% | $225963.00         | $120275.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 6.5000%  | 6.5000% | $9833711.00        | $5766873.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-11-01      | 5.5000%  | 5.5000% | $41039.00          | $86.28             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-07-01      | 6.5000%  | 6.5000% | $1001.00           | $3.97              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-02-01      | 4.5000%  | 4.5000% | $1000.00           | $103.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-05-01      | 5.0000%  | 5.0000% | $1649976.00        | $80689.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-11-01      | 3.5000%  | 3.5000% | $1000.00           | $126.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-01-01      | 3.5000%  | 3.5000% | $975000.00         | $147346.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-08-01      | 3.5000%  | 3.5000% | $6737504.00        | $682629.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-01-01      | 3.5000%  | 3.5000% | $88335488.00       | $17091829.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-05-01      | 3.5000%  | 3.5000% | $51043879.00       | $3676858.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-08-01      | 3.0000%  | 3.0000% | $834503.00         | $167279.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-11-01      | 3.0000%  | 3.0000% | $1000.00           | $185.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-11-01      | 4.0000%  | 4.0000% | $936000.00         | $107137.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-01-01      | 3.5000%  | 3.5000% | $2775040.00        | $424748.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-05-01      | 3.5000%  | 3.5000% | $18944608.00       | $3412028.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-02-01      | 3.5000%  | 3.5000% | $16986246.00       | $3611681.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-02-01      | 3.0000%  | 3.0000% | $9782470.00        | $1275868.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-08-01      | 3.0000%  | 3.0000% | $8339040.00        | $1399015.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-03-01      | 3.5000%  | 3.5000% | $1958092.00        | $264664.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-06-01      | 3.5000%  | 3.5000% | $14004797.00       | $2249124.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-07-01      | 3.5000%  | 3.5000% | $22015.00          | $4577.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-06-01      | 3.5000%  | 3.5000% | $1592476.00        | $314447.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-06-01      | 3.0000%  | 3.0000% | $1462598.00        | $76147.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-10-01      | 4.5000%  | 4.5000% | $435000.00         | $42844.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-01-01      | 3.0000%  | 3.0000% | $1000.00           | $123.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-10-01      | 4.0000%  | 4.0000% | $956483.00         | $121477.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-05-01      | 3.5000%  | 3.5000% | $180791055.00      | $16114355.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-06-01      | 3.5000%  | 3.5000% | $1000.00           | $188.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-05-01      | 3.5000%  | 3.5000% | $1000.00           | $170.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-10-01      | 3.5000%  | 3.5000% | $8303616.00        | $2153928.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-03-01      | 6.0000%  | 6.0000% | $2048.00           | $31.88             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-04-01      | 5.5000%  | 5.5000% | $1303.00           | $7.38              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-06-01      | 5.0000%  | 5.0000% | $4713418.00        | $63432.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-02-01      | 6.0000%  | 6.0000% | $1369.00           | $6.69              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-07-01      | 5.0000%  | 5.0000% | $7494957.00        | $60289.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-09-01      | 5.5000%  | 5.5000% | $4877336.00        | $29217.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-02-01      | 6.0000%  | 6.0000% | $1000.00           | $67.40             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 6.5000%  | 6.5000% | $1000.00           | $512.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 6.5000%  | 6.5000% | $1000.00           | $599.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 5.5000%  | 5.5000% | $291050.00         | $238353.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 7.0000%  | 7.0000% | $1000.00           | $1056.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 7.0000%  | 7.0000% | $1000.00           | $931.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 7.0000%  | 7.0000% | $1000.00           | $833.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 5.5000%  | 5.5000% | $1000.00           | $792.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.5000%  | 5.5000% | $1000.00           | $594.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.0000%  | 5.0000% | $1000.00           | $923.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 5.5000%  | 5.5000% | $1000.00           | $365.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 5.5000%  | 5.5000% | $1000.00           | $781.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.5000%  | 6.5000% | $1000.00           | $709.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 6.0000%  | 6.0000% | $1000.00           | $644.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.5000%  | 5.5000% | $1213038.00        | $802400.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.0000%  | 6.0000% | $1000.00           | $755.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.5000%  | 5.5000% | $1000.00           | $1007.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 7.0000%  | 7.0000% | $1000.00           | $916.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 4.5000%  | 4.5000% | $2780036.00        | $2344591.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 6.0000%  | 6.0000% | $1000.00           | $1026.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 4.5000%  | 4.5000% | $1000.00           | $810.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.0000%  | 6.0000% | $1000.00           | $671.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 7.0000%  | 7.0000% | $1000.00           | $762.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 7.0000%  | 7.0000% | $1000.00           | $1059.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-08-01      | 4.5000%  | 4.5000% | $84761.00          | $76635.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 6.5000%  | 6.5000% | $1000.00           | $1033.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 6.5000%  | 6.5000% | $1000.00           | $1035.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 6.5000%  | 6.5000% | $11155000.00       | $8447461.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 4.0000%  | 4.0000% | $31000.00          | $27163.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 5.0000%  | 5.0000% | $53381.00          | $46823.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 6.5000%  | 6.5000% | $52000.00          | $30253.98          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 3.0000%  | 3.0000% | $1000.00           | $706.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 6.0000%  | 6.0000% | $300000.00         | $239562.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 5.0000%  | 5.0000% | $1024.00           | $783.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 6.0000%  | 6.0000% | $2000.00           | $1631.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-09-01      | 3.5000%  | 3.5000% | $1000.00           | $68.20             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-02-01      | 3.5000%  | 3.5000% | $1000.00           | $178.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-06-01      | 3.0000%  | 3.0000% | $6446.00           | $258.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-11-01      | 3.0000%  | 3.0000% | $2949000.00        | $463726.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-03-01      | 3.5000%  | 3.5000% | $8449841.00        | $1717902.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-09-01      | 2.0000%  | 2.0000% | $2000.00           | $1004.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-07-01      | 2.0000%  | 2.0000% | $2048.00           | $1220.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-08-01      | 2.5000%  | 2.5000% | $1008.00           | $586.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-10-01      | 3.0000%  | 3.0000% | $1193741.00        | $657486.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 3.0000%  | 3.0000% | $1000.00           | $656.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.5000%  | 4.5000% | $1000.00           | $679.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 5.0000%  | 5.0000% | $40187.00          | $27954.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 5.5000%  | 5.5000% | $1000.00           | $773.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 5.5000%  | 5.5000% | $1000.00           | $681.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 5.5000%  | 5.5000% | $3179500.00        | $1842154.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 6.0000%  | 6.0000% | $2225.00           | $1597.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 6.5000%  | 6.5000% | $1178350.00        | $1047442.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.5000%  | 5.5000% | $772920.00         | $591121.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 5.5000%  | 5.5000% | $1394814.00        | $964050.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 6.0000%  | 6.0000% | $3649329.00        | $1841162.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.0000%  | 6.0000% | $277438.00         | $254846.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 6.0000%  | 6.0000% | $1000.00           | $488.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 6.0000%  | 6.0000% | $1000.00           | $793.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 5.0000%  | 5.0000% | $2000.00           | $1835.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-06-01      | 2.5000%  | 2.5000% | $1000.00           | $397.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-11-01      | 2.5000%  | 2.5000% | $1000.00           | $469.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-05-01      | 2.0000%  | 2.0000% | $2000.00           | $1132.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-07-01      | 2.5000%  | 2.5000% | $1000.00           | $574.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-10-01      | 3.0000%  | 3.0000% | $59973.00          | $40407.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-10-01      | 4.0000%  | 4.0000% | $6920000.00        | $3048415.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.5000%  | 3.5000% | $1000.00           | $699.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 2.5000%  | 2.5000% | $1000.00           | $617.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.5000%  | 3.5000% | $4927.00           | $3175.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 4.5000%  | 4.5000% | $2048.00           | $1487.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 4.5000%  | 4.5000% | $1000.00           | $742.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 4.5000%  | 4.5000% | $7999.00           | $6053.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 4.5000%  | 4.5000% | $91619.00          | $65156.73          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 4.5000%  | 4.5000% | $6482208.00        | $4675160.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 5.0000%  | 5.0000% | $1000.00           | $749.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 5.5000%  | 5.5000% | $39691471.00       | $34938273.31       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-11-01      | 5.0000%  | 5.0000% | $1000.00           | $959.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-01-01      | 5.0000%  | 5.0000% | $2048.00           | $1980.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-03-01      | 2.0000%  | 2.0000% | $1000.00           | $625.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-01-01      | 2.0000%  | 2.0000% | $1000.00           | $244.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-12-01      | 2.0000%  | 2.0000% | $1000.00           | $397.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-05-01      | 1.5000%  | 1.5000% | $1000.00           | $331.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-06-01      | 3.0000%  | 3.0000% | $1000.00           | $409.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-04-01      | 3.0000%  | 3.0000% | $1000.00           | $412.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-10-01      | 4.5000%  | 4.5000% | $1000.00           | $418.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-04-01      | 5.0000%  | 5.0000% | $1000.00           | $424.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-05-01      | 5.0000%  | 5.0000% | $1000.00           | $733.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-05-01      | 3.0000%  | 3.0000% | $1000.00           | $148.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-06-01      | 4.0000%  | 4.0000% | $1000.00           | $198.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-07-25      | 2.5000%  | 2.5000% | $116709383.00      | $85319013.21       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 4.5000%  | 4.5000% | $660480.00         | $567568.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 5.0000%  | 5.0000% | $1000.00           | $906.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 6.0000%  | 6.0000% | $1000.00           | $918.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-04-01      | 2.5000%  | 2.5000% | $1047770.00        | $571164.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-06-01      | 2.0000%  | 2.0000% | $1008.00           | $550.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-03-01      | 2.5000%  | 2.5000% | $1000.00           | $464.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-11-01      | 3.0000%  | 3.0000% | $1000.00           | $604.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-11-01      | 2.0000%  | 2.0000% | $2000.00           | $1153.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.0000%  | 6.0000% | $1000.00           | $826.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.5000%  | 6.5000% | $1000.00           | $668.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 6.5000%  | 6.5000% | $1000.00           | $792.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 5.5000%  | 5.5000% | $18621349.00       | $16535943.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.0000%  | 3.0000% | $1003.00           | $695.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.0000%  | 5.0000% | $1024.00           | $993.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.5000%  | 2.5000% | $1000.00           | $646.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 5.5000%  | 5.5000% | $1000.00           | $1002.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 5.0000%  | 5.0000% | $1024.00           | $815.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 4.0000%  | 4.0000% | $2000.00           | $1201.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 5.0000%  | 5.0000% | $3402880.00        | $2442126.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 4.5000%  | 4.5000% | $3213424.00        | $2157505.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.5000%  | 5.5000% | $1000.00           | $527.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 6.0000%  | 6.0000% | $1000.00           | $661.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 4.5000%  | 4.5000% | $417856.00         | $292054.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.5000%  | 5.5000% | $1000.00           | $673.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 6.0000%  | 6.0000% | $1000.00           | $744.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.5000%  | 5.5000% | $1000.00           | $787.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 4.5000%  | 4.5000% | $1000.00           | $726.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.5000%  | 5.5000% | $1000.00           | $642.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 6.0000%  | 6.0000% | $1000.00           | $901.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 5.5000%  | 5.5000% | $1000.00           | $835.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 5.5000%  | 5.5000% | $1000.00           | $805.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 5.5000%  | 5.5000% | $1000.00           | $576.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 5.5000%  | 5.5000% | $1000.00           | $673.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 5.5000%  | 5.5000% | $1000.00           | $635.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 5.5000%  | 5.5000% | $1000.00           | $741.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 5.0000%  | 5.0000% | $202258.00         | $162518.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 5.5000%  | 5.5000% | $1002.00           | $750.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 5.5000%  | 5.5000% | $3260976.00        | $2764569.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.5000%  | 5.5000% | $1000.00           | $810.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.5000%  | 5.5000% | $1000.00           | $633.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.0000%  | 5.0000% | $43069.00          | $41408.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.0000%  | 5.0000% | $1000.00           | $754.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 4.0000%  | 4.0000% | $1000.00           | $897.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-10-01      | 3.0000%  | 3.0000% | $79502720.00       | $14942341.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-10-01      | 4.5000%  | 4.5000% | $13827327.00       | $3523158.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-12-01      | 4.5000%  | 4.5000% | $12601698.00       | $2735872.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-03-01      | 4.0000%  | 4.0000% | $1317584.00        | $228063.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-07-01      | 3.5000%  | 3.5000% | $257000.00         | $28487.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-08-01      | 5.0000%  | 5.0000% | $449000.00         | $86100.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-08-01      | 3.0000%  | 3.0000% | $73670.00          | $16468.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-04-01      | 3.0000%  | 3.0000% | $1000.00           | $283.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-05-01      | 3.5000%  | 3.5000% | $2025000.00        | $706856.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 2.5000%  | 2.5000% | $3418046.00        | $1209478.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-09-01      | 2.5000%  | 2.5000% | $946168.00         | $459504.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-10-01      | 2.5000%  | 2.5000% | $1000.00           | $590.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 2.0000%  | 2.0000% | $1120.00           | $617.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-05-01      | 2.5000%  | 2.5000% | $89790.00          | $48734.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-05-01      | 2.0000%  | 2.0000% | $1000.00           | $565.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-05-01      | 2.0000%  | 2.0000% | $1000.00           | $491.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.0000%  | 2.0000% | $1000.00           | $603.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 3.5000%  | 3.5000% | $1024.00           | $420.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 3.0000%  | 3.0000% | $2048.00           | $1411.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-09-01      | 3.5000%  | 3.5000% | $1000.00           | $512.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 2.5000%  | 2.5000% | $2003.00           | $1214.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 2.5000%  | 2.5000% | $1000.00           | $608.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.5000%  | 3.5000% | $896567.00         | $633598.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $1000.00           | $682.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.5000%  | 6.5000% | $3135698.00        | $3325570.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 7.0000%  | 7.0000% | $1000.00           | $737.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 6.5000%  | 6.5000% | $1000.00           | $1040.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 7.0000%  | 7.0000% | $1000.00           | $377.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 6.0000%  | 6.0000% | $1000.00           | $941.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 7.0000%  | 7.0000% | $1000.00           | $807.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 6.5000%  | 6.5000% | $1000.00           | $807.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 6.5000%  | 6.5000% | $1000.00           | $779.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 5.5000%  | 5.5000% | $1000.00           | $1000.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.5000%  | 6.5000% | $1000.00           | $833.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.0000%  | 6.0000% | $9093.00           | $7190.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 7.0000%  | 7.0000% | $1000.00           | $898.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 7.0000%  | 7.0000% | $1000.00           | $1092.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 7.0000%  | 7.0000% | $1000.00           | $900.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 7.0000%  | 7.0000% | $1000.00           | $865.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 7.0000%  | 7.0000% | $1000.00           | $900.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.5000%  | 5.5000% | $9138340.00        | $9146642.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $1027.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 7.0000%  | 7.0000% | $1000.00           | $825.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 7.0000%  | 7.0000% | $1000.00           | $606.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $828.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.5000%  | 5.5000% | $1024.00           | $945.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.5000%  | 5.5000% | $15650425.00       | $15441931.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.0000%  | 6.0000% | $1000.00           | $1027.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $4154530.00        | $3783172.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.0000%  | 6.0000% | $1000.00           | $1030.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $1000.00           | $1023.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $17055.00          | $16375.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $1000.00           | $1017.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.5000%  | 5.5000% | $1000.00           | $866.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.5000%  | 5.5000% | $1000.00           | $1014.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 7.0000%  | 7.0000% | $1000.00           | $1064.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 4.5000%  | 4.5000% | $1000.00           | $959.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-03-01      | 5.0000%  | 5.0000% | $268864.00         | $266357.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $1000.00           | $1009.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $1000.00           | $1012.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.0000%  | 6.0000% | $1000.00           | $1039.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-04-01      | 5.5000%  | 5.5000% | $1000.00           | $1013.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $1135000.00        | $1149659.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 5.5000%  | 5.5000% | $1000.00           | $958.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 6.5000%  | 6.5000% | $879418.00         | $917458.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.0000%  | 5.0000% | $798554.00         | $802264.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $1023.00           | $1036.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $1000.00           | $1009.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-03-01      | 5.0000%  | 5.0000% | $1000.00           | $997.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.0000%  | 5.0000% | $1574924.00        | $1563293.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-03-01      | 4.0000%  | 4.0000% | $29008.00          | $11596.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2064-09-01      | 2.5000%  | 2.5000% | $105898116.00      | $80985928.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-08-01      | 5.5000%  | 5.5000% | $14260001.00       | $3373988.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-08-01      | 4.5000%  | 4.5000% | $284142.00         | $92647.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2062-06-01      | 4.0000%  | 4.0000% | $1024.00           | $697.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 7.0000%  | 7.0000% | $1000.00           | $945.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-01-01      | 3.5000%  | 3.5000% | $1000.00           | $143.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-06-01      | 4.0000%  | 4.0000% | $7799170.00        | $715525.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-02-01      | 2.9400%  | 2.9400% | $1000.00           | $691.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-02-01      | 4.5000%  | 4.5000% | $1000.00           | $161.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-01-01      | 2.5000%  | 2.5000% | $1000.00           | $106.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-12-01      | 4.0000%  | 4.0000% | $260653.00         | $56973.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-11-01      | 4.5000%  | 4.5000% | $699000.00         | $93132.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-09-01      | 4.5000%  | 4.5000% | $1000.00           | $255.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-06-01      | 2.5000%  | 2.5000% | $1000.00           | $158.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-08-01      | 3.5000%  | 3.5000% | $1000.00           | $191.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-06-01      | 3.0000%  | 3.0000% | $1000.00           | $435.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-11-01      | 3.0000%  | 3.0000% | $93000.00          | $28317.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-04-01      | 3.0000%  | 3.0000% | $1000.00           | $78.53             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-03-01      | 3.0000%  | 3.0000% | $1000.00           | $102.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-06-01      | 2.5000%  | 2.5000% | $1000.00           | $29.03             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-01-01      | 3.0000%  | 3.0000% | $1000.00           | $59.39             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-02-01      | 3.5000%  | 3.5000% | $6219.00           | $693.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-11-01      | 4.0000%  | 4.0000% | $4900.00           | $546.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-08-01      | 4.0000%  | 4.0000% | $136134.00         | $20094.72          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-01-15      | 4.0000%  | 4.0000% | $500.00            | $506.72            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-08-13      | 0.0000%  | 0.0000% | $156500.00         | $154876.93         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-05-05      | 0.0000%  | 0.0000% | $500.00            | $499.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-20      | 7.0000%  | 7.0000% | $25691000.00       | $8393775.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-20      | 5.0000%  | 5.0000% | $3573344.00        | $3045430.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-20      | 2.0000%  | 2.0000% | $267926304.00      | $162131102.32      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-04-01      | 5.5000%  | 5.5000% | $25197.00          | $25544.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-04-01      | 5.5000%  | 5.5000% | $99748423.00       | $101461557.87      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-04-01      | 5.5000%  | 5.5000% | $73386008.00       | $74739213.40       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2056-02-01      | 5.0000%  | 5.0000% | $118117312.00      | $116013659.35      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $2182370.00        | $2059879.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.0000%  | 6.0000% | $56791314.00       | $53050151.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.5000%  | 6.5000% | $55692204.00       | $39123757.76       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 5.5000%  | 5.5000% | $42821365.00       | $38445264.15       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.5000%  | 6.5000% | $11111000.00       | $7994309.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 7.0000%  | 7.0000% | $27890000.00       | $20459929.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-01-01      | 1.5000%  | 1.5000% | $65082777.00       | $35429119.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-04-01      | 5.0000%  | 5.0000% | $81182033.00       | $80060304.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-04-01      | 5.0000%  | 5.0000% | $57230528.00       | $56900917.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-04-01      | 5.0000%  | 5.0000% | $41576570.00       | $41315772.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-01-01      | 6.0000%  | 6.0000% | $8309700.00        | $8026365.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-03-01      | 5.0000%  | 5.0000% | $16323928.00       | $16159401.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $40516215.00       | $39922215.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 5.0000%  | 5.0000% | $35392181.00       | $34928073.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-02-01      | 5.5000%  | 5.5000% | $33751488.00       | $33233167.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.0000%  | 6.0000% | $79108104.00       | $67299056.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 6.0000%  | 6.0000% | $1100.00           | $712.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.0000%  | 5.0000% | $1000.00           | $785.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 3.5000%  | 3.5000% | $8000.00           | $5957.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.5000%  | 2.5000% | $552000.00         | $373240.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.5000%  | 3.5000% | $2050.00           | $1329.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.0000%  | 3.0000% | $9726.00           | $6513.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.5000%  | 2.5000% | $1000.00           | $614.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $444000.00         | $312584.55         | Agency Mortgage-Backed Securities |

### Security 150: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM73JBS8, C.4 - ISIN: 115510, C.3 - LEI: 254900J6B390XMPVLV82
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 1.3750%  | 1.3750% | $204999000.00      | $238783321.00      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-31      | 3.5000%  | 3.5000% | $5000.00           | $5006.52           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-28      | 4.0000%  | 4.0000% | $202517600.00      | $203757095.76      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 4.2500%  | 4.2500% | $120194000.00      | $121966240.93      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-15      | 2.1250%  | 2.1250% | $1000.00           | $1088.20           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-31      | 4.0000%  | 4.0000% | $48007000.00       | $48507437.16       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-31      | 4.1250%  | 4.1250% | $500206000.00      | $505924142.19      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-15      | 3.3750%  | 3.3750% | $1000.00           | $997.26            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-01-15      | 2.1250%  | 2.1250% | $246499000.00      | $262428863.97      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.6250%  | 3.6250% | $656990000.00      | $658625137.42      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 3.7500%  | 3.7500% | $800.00            | $797.18            | U.S. Treasuries (including strips) |

### Security 151: SOCIETE GENERALE NY

- **C.1 - Title:** SOCIETE GENERALE NY
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 248815378, C.4 - ISIN: 4290, C.3 - LEI: 254900J6B390XMPVLV82
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 4.2500%  | 4.2500% | $150391000.00      | $152972972.51      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-03-31      | 4.1250%  | 4.1250% | $194274600.00      | $194560406.60      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-06-30      | 4.0000%  | 4.0000% | $196430600.00      | $197116077.67      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-08-31      | 3.8750%  | 3.8750% | $185541800.00      | $183421657.21      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-10-31      | 3.6250%  | 3.6250% | $196193000.00      | $192820442.33      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-04-30      | 4.1250%  | 4.1250% | $99810200.00       | $99108534.29       | U.S. Treasuries (including strips) |

### Security 152: STATE STREET CORP - FIXED INCOME CLEARING CORP

- **C.1 - Title:** STATE STREET CORP - FIXED INCOME CLEARING CORP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM73JCQ1, C.4 - ISIN: 186434, C.3 - LEI: 54930040JC714R218K66
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.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 Corp

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.6200%  | 3.6200% | $321933500.00      | $322761303.70      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 3.7500%  | 3.7500% | $113211300.00      | $113875725.80      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 2.2500%  | 2.2500% | $74551900.00       | $73362991.03       | U.S. Treasuries (including strips) |

### Security 153: STATE STREET CORP - FIXED INCOME CLEARING CORP

- **C.1 - Title:** STATE STREET CORP - FIXED INCOME CLEARING CORP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM73NSK8, C.4 - ISIN: 186434, C.3 - LEI: 54930040JC714R218K66
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.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 Corp

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-15      | 4.0000%  | 4.0000% | $1939477600.00     | $1970433039.53     | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-31      | 3.8790%  | 3.8790% | $50000000.00       | $50104125.50       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2056-02-15      | 4.7500%  | 4.7500% | $20000000.00       | $19462949.39       | U.S. Treasuries (including strips) |

### Security 154: STATE STREET CORP - FIXED INCOME CLEARING CORP

- **C.1 - Title:** STATE STREET CORP - FIXED INCOME CLEARING CORP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM73NSL6, C.4 - ISIN: 186434, C.3 - LEI: 54930040JC714R218K66
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.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 Corp

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 3.3790%  | 3.3790% | $92567300.00       | $93085887.93       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 3.8790%  | 3.8790% | $185865400.00      | $188693438.71      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-15      | 4.0000%  | 4.0000% | $1730599200.00     | $1758220791.96     | U.S. Treasuries (including strips) |

### Security 155: STATE STREET CORP - FIXED INCOME CLEARING CORP

- **C.1 - Title:** STATE STREET CORP - FIXED INCOME CLEARING CORP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM73LHC2, C.4 - ISIN: 186434, C.3 - LEI: 54930040JC714R218K66
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.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 Corp

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2034-05-15      | 4.3790%  | 4.3790% | $50000000.00       | $51229670.50       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-09-30      | 3.6200%  | 3.6200% | $982313000.00      | $968770351.64      | U.S. Treasuries (including strips) |

### Security 156: SUMITOMO MITSUI BANKING

- **C.1 - Title:** SUMITOMO MITSUI BANKING
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM73JB90, C.4 - ISIN: 1837, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 Treasury-U.S. Treasuries (including strips) | 2028-09-30      | 4.6250%  | 4.6250% | $7333475.00        | $7481361.73        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 4.1250%  | 4.1250% | $6351375.00        | $6445874.40        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 4.0000%  | 4.0000% | $28496375.00       | $28935466.19       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 3.6250%  | 3.6250% | $1135800.00        | $1146675.02        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 3.6250%  | 3.6250% | $11276750.00       | $11462105.12       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 3.5000%  | 3.5000% | $2225125.00        | $2208178.44        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-28      | 4.0000%  | 4.0000% | $2576875.00        | $2596127.95        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 4.0000%  | 4.0000% | $37942200.00       | $38263321.33       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 3.8750%  | 3.8750% | $34306050.00       | $34847154.61       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 4.1250%  | 4.1250% | $22710475.00       | $22864637.05       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.1250%  | 3.1250% | $17254725.00       | $17179080.75       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 2.6250%  | 2.6250% | $11465150.00       | $11445904.86       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 2.7500%  | 2.7500% | $791925.00         | $783804.60         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 1.8750%  | 1.8750% | $672400.00         | $664168.49         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 1.2500%  | 1.2500% | $27627350.00       | $27293684.72       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 1.2500%  | 1.2500% | $24515700.00       | $24292814.03       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-15      | 1.3750%  | 1.3750% | $33725.00          | $29402.91          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 1.3750%  | 1.3750% | $651175.00         | $612111.66         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-31      | 1.1250%  | 1.1250% | $5027550.00        | $4726916.63        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-30      | 0.8750%  | 0.8750% | $6236700.00        | $6224853.71        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 1.2500%  | 1.2500% | $219200.00         | $208805.19         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-15      | 1.6250%  | 1.6250% | $840475.00         | $754340.31         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 0.5000%  | 0.5000% | $2013850.00        | $1915805.71        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 0.5000%  | 0.5000% | $350550.00         | $339045.71         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 0.6250%  | 0.6250% | $9705025.00        | $8522991.98        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-31      | 1.5000%  | 1.5000% | $441325.00         | $435661.40         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 2.2500%  | 2.2500% | $471150.00         | $467790.44         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 3.1250%  | 3.1250% | $468750.00         | $466538.95         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 2.8750%  | 2.8750% | $4043375.00        | $4015280.42        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 2.7500%  | 2.7500% | $37500000.00       | $36968870.51       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 3.0000%  | 3.0000% | $156025.00         | $113775.86         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-08-15      | 2.2500%  | 2.2500% | $466275.00         | $303497.20         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-06-30      | 3.8750%  | 3.8750% | $62150.00          | $62662.56          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-15      | 3.8750%  | 3.8750% | $2608025.00        | $2612182.49        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-31      | 3.7500%  | 3.7500% | $2968100.00        | $2940894.49        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-08-15      | 3.8750%  | 3.8750% | $447425.00         | $437599.66         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-31      | 4.0000%  | 4.0000% | $2931275.00        | $2965718.22        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 4.2500%  | 4.2500% | $26914275.00       | $27544698.76       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-31      | 4.6250%  | 4.6250% | $1122725.00        | $1173385.86        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-31      | 4.5000%  | 4.5000% | $34536425.00       | $35747499.39       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 4.5000%  | 4.5000% | $6250000.00        | $6422658.49        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 4.6250%  | 4.6250% | $66033350.00       | $67328131.92       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-04-30      | 4.6250%  | 4.6250% | $1645275.00        | $1687987.98        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-31      | 4.1250%  | 4.1250% | $8163175.00        | $8235754.99        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 4.0000%  | 4.0000% | $5455975.00        | $5520804.28        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-31      | 3.7500%  | 3.7500% | $4298875.00        | $4334095.42        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 4.6250%  | 4.6250% | $6781325.00        | $6956395.50        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 4.8750%  | 4.8750% | $31305000.00       | $32013494.76       | U.S. Treasuries (including strips) |

### Security 157: SUMITOMO MITSUI BANKING

- **C.1 - Title:** SUMITOMO MITSUI BANKING
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM73JBF6, C.4 - ISIN: 1837, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 3.8750%  | 3.8750% | $408680.00         | $415126.05         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 4.0000%  | 4.0000% | $4019560.00        | $4053579.28        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-28      | 4.0000%  | 4.0000% | $979520.00         | $986838.41         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 3.5000%  | 3.5000% | $1668015.00        | $1655311.39        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 3.6250%  | 3.6250% | $311695.00         | $314679.40         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 4.0000%  | 4.0000% | $448020.00         | $454923.39         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 4.1250%  | 4.1250% | $2896800.00        | $2939900.25        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-08-15      | 3.8750%  | 3.8750% | $180160.00         | $177570.96         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-30      | 4.6250%  | 4.6250% | $1600160.00        | $1632428.80        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 4.8750%  | 4.8750% | $467290.00         | $477865.70         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-10-31      | 4.8750%  | 4.8750% | $3185.00           | $3296.22           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3750%  | 4.3750% | $11767110.00       | $12112098.58       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 4.0000%  | 4.0000% | $2474720.00        | $2504125.25        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-02-15      | 4.0000%  | 4.0000% | $1303080.00        | $1290730.44        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-28      | 4.2500%  | 4.2500% | $1072025.00        | $1089631.76        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 4.2500%  | 4.2500% | $403595.00         | $409933.79         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-31      | 4.1250%  | 4.1250% | $2155840.00        | $2175007.89        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 4.5000%  | 4.5000% | $2482260.00        | $2550833.32        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-31      | 4.6250%  | 4.6250% | $1775455.00        | $1855569.08        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 4.2500%  | 4.2500% | $516430.00         | $528526.54         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 4.3750%  | 4.3750% | $1737540.00        | $1770534.00        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-31      | 4.0000%  | 4.0000% | $9917540.00        | $10034073.61       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-31      | 3.7500%  | 3.7500% | $18959700.00       | $18785916.00       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-09-30      | 3.6250%  | 3.6250% | $356120.00         | $349425.76         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-09-30      | 3.5000%  | 3.5000% | $630300.00         | $623099.99         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-31      | 4.1250%  | 4.1250% | $10226550.00       | $10281650.65       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-30      | 4.1250%  | 4.1250% | $1250000.00        | $1273219.93        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-30      | 4.1250%  | 4.1250% | $4925895.00        | $5037067.28        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-12-31      | 4.3750%  | 4.3750% | $3416230.00        | $3512884.58        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 4.2500%  | 4.2500% | $35115.00          | $35815.29          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 4.0000%  | 4.0000% | $1254345.00        | $1259267.91        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-30      | 3.8750%  | 3.8750% | $1386605.00        | $1381046.10        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-31      | 4.0000%  | 4.0000% | $6139035.00        | $6243394.95        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-06-30      | 3.8750%  | 3.8750% | $2335655.00        | $2354917.85        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-08-15      | 4.2500%  | 4.2500% | $557695.00         | $557631.89         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-31      | 3.6250%  | 3.6250% | $208805.00         | $206868.08         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-15      | 3.3750%  | 3.3750% | $278095.00         | $275928.57         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-09-30      | 3.6250%  | 3.6250% | $3098015.00        | $3059743.08        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-15      | 3.5000%  | 3.5000% | $3330730.00        | $3303609.28        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-10-31      | 3.6250%  | 3.6250% | $116930.00         | $115088.11         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 3.5000%  | 3.5000% | $1913750.00        | $1903254.99        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-30      | 3.5000%  | 3.5000% | $4028155.00        | $4000514.72        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 5.3750%  | 5.3750% | $1250000.00        | $1336383.21        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-11-15      | 3.1250%  | 3.1250% | $1225030.00        | $1012922.31        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-11-15      | 2.7500%  | 2.7500% | $6211095.00        | $4768310.40        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-11-15      | 3.7500%  | 3.7500% | $1745140.00        | $1530683.46        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-08-15      | 2.2500%  | 2.2500% | $1715605.00        | $1116682.91        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-08-15      | 3.0000%  | 3.0000% | $3445280.00        | $2523528.39        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 3.0000%  | 3.0000% | $234310.00         | $170862.50         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-05-15      | 2.8750%  | 2.8750% | $1834805.00        | $1315822.51        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-08-15      | 1.3750%  | 1.3750% | $4419530.00        | $2150582.07        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-05-15      | 1.1250%  | 1.1250% | $2000000.00        | $1263329.67        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-02-15      | 1.8750%  | 1.8750% | $2500000.00        | $1382892.18        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-02-15      | 1.8750%  | 1.8750% | $1849015.00        | $1279911.98        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-05-15      | 2.2500%  | 2.2500% | $2855625.00        | $2097075.84        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-08-15      | 1.7500%  | 1.7500% | $1494345.00        | $998215.50         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 2.2500%  | 2.2500% | $5888830.00        | $3536633.71        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 2.3750%  | 2.3750% | $2250620.00        | $1640911.22        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.2500%  | 3.2500% | $995750.00         | $830698.77         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 3.8750%  | 3.8750% | $1398480.00        | $1255018.79        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-08-15      | 4.3750%  | 4.3750% | $1250000.00        | $1182024.21        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-11-15      | 4.7500%  | 4.7500% | $385135.00         | $385926.36         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 4.5000%  | 4.5000% | $3508935.00        | $3360938.28        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 4.1250%  | 4.1250% | $1500000.00        | $1362399.48        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 2.2500%  | 2.2500% | $99170.00          | $97781.29          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8750%  | 2.8750% | $512860.00         | $504371.69         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 3.1250%  | 3.1250% | $454980.00         | $452833.90         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 2.2500%  | 2.2500% | $311570.00         | $309348.33         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-31      | 1.5000%  | 1.5000% | $5056275.00        | $4991387.04        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 1.1250%  | 1.1250% | $4798680.00        | $4704687.34        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 0.5000%  | 0.5000% | $2000000.00        | $1935942.00        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 0.5000%  | 0.5000% | $225345.00         | $217949.66         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 0.5000%  | 0.5000% | $7820745.00        | $7439992.02        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 1.2500%  | 1.2500% | $1963975.00        | $1870840.24        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 1.2500%  | 1.2500% | $3700000.00        | $3513329.99        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 1.3750%  | 1.3750% | $5.00              | $4.70              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 1.1250%  | 1.1250% | $577295.00         | $569791.31         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-15      | 1.3750%  | 1.3750% | $1928455.00        | $1681310.47        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 1.2500%  | 1.2500% | $290085.00         | $286581.54         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 1.8750%  | 1.8750% | $3294820.00        | $3254484.86        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-31      | 2.5000%  | 2.5000% | $12000000.00       | $11888642.16       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 2.7500%  | 2.7500% | $8971020.00        | $8879031.16        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.1250%  | 3.1250% | $426810.00         | $424938.87         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 4.1250%  | 4.1250% | $95180.00          | $95826.09          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 4.1250%  | 4.1250% | $384950.00         | $386242.27         | U.S. Treasuries (including strips) |

### Security 158: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM73JC40, C.4 - ISIN: 831076, C.3 - LEI: SUVUFHICNZMP2WKHG940
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-01-20      | 2.0000%  | 2.0000% | $25000000.00       | $11772636.22       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-20      | 2.0000%  | 2.0000% | $37430485.00       | $15472405.25       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-09-20      | 2.0000%  | 2.0000% | $25000000.00       | $10818032.87       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-20      | 2.5000%  | 2.5000% | $25000000.00       | $9491214.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-05-20      | 2.5000%  | 2.5000% | $50110000.00       | $25093845.89       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-20      | 2.5000%  | 2.5000% | $25000000.00       | $14431075.75       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-20      | 5.5000%  | 5.5000% | $17628799.00       | $11518633.31       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-11-20      | 6.0000%  | 6.0000% | $25000000.00       | $12686194.48       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-20      | 4.5000%  | 4.5000% | $20000000.00       | $17693072.58       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 6.0000%  | 6.0000% | $10527925.00       | $10565563.59       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-20      | 6.0000%  | 6.0000% | $12332926.00       | $12817545.10       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 5.5000%  | 5.5000% | $16232366.00       | $16474718.36       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 5.5000%  | 5.5000% | $12114115.00       | $12324674.50       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 5.5000%  | 5.5000% | $10128746.00       | $10302841.79       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 5.5000%  | 5.5000% | $15214613.00       | $15475908.17       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 5.0000%  | 5.0000% | $768847.00         | $772537.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-20      | 6.0000%  | 6.0000% | $15942053.00       | $16535485.28       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-03-20      | 5.5000%  | 5.5000% | $9044086.00        | $9199191.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 5.5000%  | 5.5000% | $15000000.00       | $11341493.21       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 5.5000%  | 5.5000% | $10000000.00       | $9628969.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 5.0000%  | 5.0000% | $20000000.00       | $19600080.08       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 5.5000%  | 5.5000% | $20000000.00       | $19874518.78       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-20      | 5.5000%  | 5.5000% | $11936897.00       | $12109361.66       | Agency Mortgage-Backed Securities |

### Security 159: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $821366575.44
- **C.18.a - Value (excl. sponsor support):** $821366575.44
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 160: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $683702628.00
- **C.18.a - Value (excl. sponsor support):** $683702628.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **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'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $650558469.37
- **C.18.a - Value (excl. sponsor support):** $650558469.37
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 162: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TP2, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1685919393.00
- **C.18.a - Value (excl. sponsor support):** $1685919393.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1839515721.12
- **C.18.a - Value (excl. sponsor support):** $1839515721.12
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 164: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1683498495.64
- **C.18.a - Value (excl. sponsor support):** $1683498495.64
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 165: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TZ0, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $750071454.99
- **C.18.a - Value (excl. sponsor support):** $750071454.99
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 166: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UK1, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1010891581.96
- **C.18.a - Value (excl. sponsor support):** $1010891581.96
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 167: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1604309249.43
- **C.18.a - Value (excl. sponsor support):** $1604309249.43
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 168: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SP3, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1503099434.88
- **C.18.a - Value (excl. sponsor support):** $1503099434.88
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $775159652.18
- **C.18.a - Value (excl. sponsor support):** $775159652.18
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UL9, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $569419734.64
- **C.18.a - Value (excl. sponsor support):** $569419734.64
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-10-22
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SK4, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $690381733.49
- **C.18.a - Value (excl. sponsor support):** $690381733.49
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1196791500.00
- **C.18.a - Value (excl. sponsor support):** $1196791500.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UG0, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $464473560.24
- **C.18.a - Value (excl. sponsor support):** $464473560.24
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-09-17
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UJ4, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $344436946.00
- **C.18.a - Value (excl. sponsor support):** $344436946.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1619852938.44
- **C.18.a - Value (excl. sponsor support):** $1619852938.44
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UE5, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $883673694.02
- **C.18.a - Value (excl. sponsor support):** $883673694.02
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UF2, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $924408547.66
- **C.18.a - Value (excl. sponsor support):** $924408547.66
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-09-10
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $685968747.59
- **C.18.a - Value (excl. sponsor support):** $685968747.59
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $557707186.40
- **C.18.a - Value (excl. sponsor support):** $557707186.40
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $775157284.20
- **C.18.a - Value (excl. sponsor support):** $775157284.20
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UU9, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $805117127.32
- **C.18.a - Value (excl. sponsor support):** $805117127.32
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-18
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $595381662.63
- **C.18.a - Value (excl. sponsor support):** $595381662.63
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UP0, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1058359346.45
- **C.18.a - Value (excl. sponsor support):** $1058359346.45
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $823281889.60
- **C.18.a - Value (excl. sponsor support):** $823281889.60
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1141064226.80
- **C.18.a - Value (excl. sponsor support):** $1141064226.80
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $479495302.85
- **C.18.a - Value (excl. sponsor support):** $479495302.85
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2901026984.03
- **C.18.a - Value (excl. sponsor support):** $2901026984.03
- **C.19 - Percentage of Net Assets:** 1.7700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TR8, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $419891553.68
- **C.18.a - Value (excl. sponsor support):** $419891553.68
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UB1, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $848144595.21
- **C.18.a - Value (excl. sponsor support):** $848144595.21
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $484674114.75
- **C.18.a - Value (excl. sponsor support):** $484674114.75
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UH8, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1065210827.52
- **C.18.a - Value (excl. sponsor support):** $1065210827.52
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TT4, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $554697523.95
- **C.18.a - Value (excl. sponsor support):** $554697523.95
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $922862684.80
- **C.18.a - Value (excl. sponsor support):** $922862684.80
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: UBS SECURITIES LLC

- **C.1 - Title:** UBS SECURITIES LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM73JBQ2, C.4 - ISIN: 36029, C.3 - LEI: T6FIZBDPKLYJKFCRVK44
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 Treasury-U.S. Treasuries (including strips) | 2051-11-15      | 1.8750%  | 1.8750% | $600.00            | $330.79            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-11-15      | 2.0000%  | 2.0000% | $100.00            | $69.51             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.2500%  | 3.2500% | $24100.00          | $20072.24          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-08-15      | 3.3750%  | 3.3750% | $400.00            | $334.24            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 3.6250%  | 3.6250% | $12400.00          | $9927.07           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 1.5000%  | 1.5000% | $3017300.00        | $2546519.67        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 3.8750%  | 3.8750% | $8000.00           | $7110.25           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-11-15      | 4.7500%  | 4.7500% | $100.00            | $98.26             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 4.2500%  | 4.2500% | $1158000.00        | $1035203.18        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-11-15      | 4.5000%  | 4.5000% | $200.00            | $188.79            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-11-15      | 4.6250%  | 4.6250% | $500.00            | $489.86            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 4.6250%  | 4.6250% | $600000.00         | $571220.65         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 2.3750%  | 2.3750% | $1239500.00        | $1196207.31        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-11-15      | 4.6250%  | 4.6250% | $1406700.00        | $1357632.28        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-11-15      | 4.6250%  | 4.6250% | $528000.00         | $515522.60         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 0.0000%  | 0.0000% | $185000.00         | $184723.60         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 0.0000%  | 0.0000% | $30000.00          | $28830.63          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-02-15      | 0.0000%  | 0.0000% | $500.00            | $393.20            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 0.3750%  | 0.3750% | $41500.00          | $55561.79          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 0.5000%  | 0.5000% | $230000.00         | $303409.62         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 2.7500%  | 2.7500% | $100.00            | $98.49             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 3.1250%  | 3.1250% | $14700.00          | $14617.43          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-15      | 0.8750%  | 0.8750% | $15284800.00       | $19746197.59       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-15      | 0.1250%  | 0.1250% | $18300.00          | $25272.36          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 2.0000%  | 2.0000% | $100.00            | $99.98             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 2.3750%  | 2.3750% | $300.00            | $298.79            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-15      | 0.1250%  | 0.1250% | $2278000.00        | $2783131.19        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-15      | 1.5000%  | 1.5000% | $100.00            | $91.57             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-07-15      | 0.1250%  | 0.1250% | $2384400.00        | $2909602.97        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 0.3750%  | 0.3750% | $400.00            | $383.26            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-15      | 0.6250%  | 0.6250% | $98000.00          | $85044.16          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 0.6250%  | 0.6250% | $1800.00           | $1708.12           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 1.1250%  | 1.1250% | $4700.00           | $4116.86           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-30      | 0.8750%  | 0.8750% | $100.00            | $99.79             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-15      | 0.1250%  | 0.1250% | $6011000.00        | $6891591.24        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-15      | 1.2500%  | 1.2500% | $13000.00          | $11277.69          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-30      | 1.2500%  | 1.2500% | $500.00            | $469.55            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-15      | 0.1250%  | 0.1250% | $9704400.00        | $11726783.45       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 1.2500%  | 1.2500% | $25200.00          | $24891.13          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-15      | 0.1250%  | 0.1250% | $12910000.00       | $14890463.18       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 2.6250%  | 2.6250% | $1000.00           | $997.95            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-07-15      | 0.6250%  | 0.6250% | $2786300.00        | $2980240.79        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 3.6250%  | 3.6250% | $13500.00          | $13616.06          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-07-15      | 1.3750%  | 1.3750% | $14236000.00       | $15120289.79       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 4.1250%  | 4.1250% | $1470300.00        | $1490842.40        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-07-31      | 4.0000%  | 4.0000% | $499900.00         | $504096.28         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-08-15      | 3.8750%  | 3.8750% | $10300.00          | $10133.35          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 4.3750%  | 4.3750% | $1979500.00        | $2000552.71        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-31      | 4.1250%  | 4.1250% | $499800.00         | $504721.84         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-09-30      | 4.6250%  | 4.6250% | $13200.00          | $13556.80          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-30      | 4.6250%  | 4.6250% | $9600.00           | $9785.28           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-11-15      | 4.5000%  | 4.5000% | $9000.00           | $9313.69           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-15      | 4.3750%  | 4.3750% | $2735000.00        | $2790447.07        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 4.0000%  | 4.0000% | $4989800.00        | $5056270.17        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-01-15      | 1.7500%  | 1.7500% | $418000.00         | $446950.59         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 4.1250%  | 4.1250% | $20000.00          | $20219.44          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-15      | 4.2500%  | 4.2500% | $300.00            | $302.78            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-15      | 2.1250%  | 2.1250% | $92500.00          | $100658.71         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-04-30      | 4.6250%  | 4.6250% | $507200.00         | $519545.24         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-31      | 4.8750%  | 4.8750% | $4000.00           | $4083.72           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-31      | 4.6250%  | 4.6250% | $5000.00           | $5217.83           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 4.3750%  | 4.3750% | $3350400.00        | $3412489.33        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-08-15      | 3.8750%  | 3.8750% | $21300.00          | $20793.93          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-31      | 3.7500%  | 3.7500% | $2495500.00        | $2510612.82        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-14      | 0.0000%  | 0.0000% | $3563000.00        | $3558011.79        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-11      | 0.0000%  | 0.0000% | $800.00            | $796.64            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-09      | 0.0000%  | 0.0000% | $228900.00         | $227298.84         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-06      | 0.0000%  | 0.0000% | $38700.00          | $38321.51          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-01      | 0.0000%  | 0.0000% | $2089900.00        | $2057673.74        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-29      | 0.0000%  | 0.0000% | $2777000.00        | $2726375.29        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-27      | 0.0000%  | 0.0000% | $777000.00         | $760698.54         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-21      | 0.0000%  | 0.0000% | $261900.00         | $261352.62         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-28      | 0.0000%  | 0.0000% | $16900.00          | $16853.01          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-04      | 0.0000%  | 0.0000% | $204000.00         | $203286.00         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-30      | 0.0000%  | 0.0000% | $12000.00          | $11890.79          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-12      | 0.0000%  | 0.0000% | $502500.00         | $501897.00         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-20      | 0.0000%  | 0.0000% | $25000.00          | $24719.75          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-09      | 0.0000%  | 0.0000% | $35000.00          | $34860.00          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-23      | 0.0000%  | 0.0000% | $2945000.00        | $2929067.54        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-24      | 0.0000%  | 0.0000% | $21000.00          | $20691.29          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-04      | 0.0000%  | 0.0000% | $1000.00           | $990.37            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-25      | 0.0000%  | 0.0000% | $1382000.00        | $1365706.22        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 0.0000%  | 0.0000% | $100.00            | $98.89             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 0.0000%  | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 0.0000%  | 0.0000% | $46600.00          | $44331.13          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 0.0000%  | 0.0000% | $15000.00          | $14128.84          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 0.0000%  | 0.0000% | $71000.00          | $64269.41          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 0.0000%  | 0.0000% | $40000.00          | $32944.72          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-11-15      | 0.0000%  | 0.0000% | $1900.00           | $664.80            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-11-15      | 0.0000%  | 0.0000% | $35600.00          | $9212.21           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-05-15      | 0.0000%  | 0.0000% | $100.00            | $25.23             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-11-15      | 0.0000%  | 0.0000% | $4900.00           | $1214.90           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 6.6250%  | 6.6250% | $6500.00           | $6737.33           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 3.6250%  | 3.6250% | $200000.00         | $425646.41         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 6.2500%  | 6.2500% | $100.00            | $111.07            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 5.3750%  | 5.3750% | $8200.00           | $8753.53           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-04-15      | 3.3750%  | 3.3750% | $4052200.00        | $8269317.04        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 2.3750%  | 2.3750% | $500000.00         | $830211.54         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-05-15      | 5.0000%  | 5.0000% | $900.00            | $965.73            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 1.7500%  | 1.7500% | $1651200.00        | $2628388.15        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-15      | 2.5000%  | 2.5000% | $4955200.00        | $7892882.11        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-11-15      | 4.3750%  | 4.3750% | $700.00            | $691.18            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-02-15      | 4.6250%  | 4.6250% | $300.00            | $300.17            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-02-15      | 2.1250%  | 2.1250% | $4472700.00        | $6669258.43        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-11-15      | 4.2500%  | 4.2500% | $1300.00           | $1254.02           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-02-15      | 2.1250%  | 2.1250% | $7861400.00        | $11440752.31       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 3.1250%  | 3.1250% | $12100.00          | $9847.56           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.0000%  | 3.0000% | $300.00            | $241.19            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 2.8750%  | 2.8750% | $300.00            | $232.37            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-08-15      | 3.6250%  | 3.6250% | $300.00            | $256.04            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 1.3750%  | 1.3750% | $200000.00         | $232960.47         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-05-15      | 3.3750%  | 3.3750% | $6700.00           | $5526.00           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 3.1250%  | 3.1250% | $3000.00           | $2348.51           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-11-15      | 3.0000%  | 3.0000% | $100.00            | $77.20             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 0.7500%  | 0.7500% | $10635900.00       | $10635878.24       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-05-15      | 3.0000%  | 3.0000% | $14100.00          | $10815.22          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-02-15      | 2.5000%  | 2.5000% | $152500.00         | $104885.00         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-02-15      | 1.0000%  | 1.0000% | $11148000.00       | $11442322.11       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-11-15      | 2.8750%  | 2.8750% | $15200.00          | $11198.96          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 1.0000%  | 1.0000% | $100.00            | $95.47             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 3.0000%  | 3.0000% | $100.00            | $72.82             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 2.0000%  | 2.0000% | $320900.00         | $186066.93         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 0.2500%  | 0.2500% | $2568300.00        | $1848917.68        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-05-15      | 1.1250%  | 1.1250% | $400.00            | $252.11            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-11-15      | 1.6250%  | 1.6250% | $2000.00           | $1046.54           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-02-15      | 1.8750%  | 1.8750% | $6400.00           | $3537.81           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-02-15      | 0.1250%  | 0.1250% | $5584300.00        | $3719460.45        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-08-15      | 2.0000%  | 2.0000% | $200.00            | $113.34            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 0.0000%  | 0.0000% | $0.03              | $0.00              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 0.0000%  | 0.0000% | $48602.90          | $15600.51          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-11-15      | 0.0000%  | 0.0000% | $99977.99          | $36070.05          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-11-15      | 0.0000%  | 0.0000% | $450000.00         | $193287.60         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-05-15      | 0.0000%  | 0.0000% | $494958.85         | $183417.89         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-11-15      | 0.0000%  | 0.0000% | $69.15             | $17.47             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-11-15      | 0.0000%  | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-08-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-08-15      | 0.0000%  | 0.0000% | $0.04              | $0.02              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2036-11-15      | 0.0000%  | 0.0000% | $270999.98         | $167172.84         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-15      | 0.0000%  | 0.0000% | $415000.00         | $355971.22         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-15      | 0.0000%  | 0.0000% | $40000.00          | $35797.63          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 0.0000%  | 0.0000% | $850000.00         | $776339.00         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 0.0000%  | 0.0000% | $100000.00         | $94158.19          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 0.0000%  | 0.0000% | $138208.48         | $132843.22         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 0.0000%  | 0.0000% | $9697.79           | $9500.53           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 0.0000%  | 0.0000% | $463999.67         | $458932.80         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 0.0000%  | 0.0000% | $50000.00          | $49923.80          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-02-15      | 0.0000%  | 0.0000% | $0.03              | $0.01              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-08-15      | 0.0000%  | 0.0000% | $1350.55           | $892.32            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-08-15      | 0.0000%  | 0.0000% | $250544.23         | $174238.47         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-08-15      | 0.0000%  | 0.0000% | $39999.98          | $29262.38          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-02-15      | 0.0000%  | 0.0000% | $196.37            | $147.18            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-15      | 0.0000%  | 0.0000% | $23236.88          | $18675.31          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-04-15      | 1.2500%  | 1.2500% | $72423500.00       | $72157668.71       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-04-30      | 4.1250%  | 4.1250% | $870400.00         | $864281.08         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-03-31      | 3.8750%  | 3.8750% | $3806900.00        | $3786861.35        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-03-31      | 4.2500%  | 4.2500% | $1361700.00        | $1367505.75        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-15      | 3.5000%  | 3.5000% | $98700.00          | $97928.65          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-28      | 3.5000%  | 3.5000% | $902400.00         | $885851.45         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-01-31      | 4.0000%  | 4.0000% | $583800.00         | $581811.72         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2036-01-15      | 1.8750%  | 1.8750% | $6940000.00        | $6971047.38        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 3.3750%  | 3.3750% | $300.00            | $300.65            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-12-31      | 3.6250%  | 3.6250% | $600000.00         | $596313.94         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-30      | 3.5000%  | 3.5000% | $952800.00         | $944900.55         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 3.5000%  | 3.5000% | $854100.00         | $858464.21         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-11-15      | 4.0000%  | 4.0000% | $2187000.00        | $2158421.46        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-10-31      | 3.7500%  | 3.7500% | $2000000.00        | $1947900.00        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 3.5000%  | 3.5000% | $25300.00          | $25143.89          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-09-30      | 3.6250%  | 3.6250% | $86400.00          | $85208.65          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.6250%  | 3.6250% | $7800.00           | $7819.41           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-08-15      | 4.2500%  | 4.2500% | $3030700.00        | $3024359.30        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-07-15      | 1.8750%  | 1.8750% | $11189000.00       | $11455048.90       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-15      | 3.8750%  | 3.8750% | $499600.00         | $504475.91         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 3.7500%  | 3.7500% | $499700.00         | $505327.09         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-15      | 3.8750%  | 3.8750% | $499600.00         | $506188.73         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 3.8750%  | 3.8750% | $501000.00         | $509228.85         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 3.7500%  | 3.7500% | $600000.00         | $608043.67         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-15      | 1.6250%  | 1.6250% | $1778900.00        | $1852867.44        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 3.7500%  | 3.7500% | $40000.00          | $39916.27          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-31      | 3.8750%  | 3.8750% | $403400.00         | $404971.73         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 4.1250%  | 4.1250% | $499800.00         | $504571.90         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 4.2500%  | 4.2500% | $499700.00         | $508378.46         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-12-31      | 4.3750%  | 4.3750% | $9900.00           | $10168.11          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-15      | 4.0000%  | 4.0000% | $100.00            | $101.59            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-15      | 1.6250%  | 1.6250% | $2436600.00        | $2581846.99        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-10-31      | 4.1250%  | 4.1250% | $199900.00         | $199923.98         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 4.1250%  | 4.1250% | $5000.00           | $5008.00           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-31      | 4.1250%  | 4.1250% | $911500.00         | $915237.15         | U.S. Treasuries (including strips) |

### Security 195: US TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3
- **C.18 - Value (incl. sponsor support):** $2262354161.34
- **C.18.a - Value (excl. sponsor support):** $2262354161.34
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7
- **C.18 - Value (incl. sponsor support):** $2481835873.71
- **C.18.a - Value (excl. sponsor support):** $2481835873.71
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0
- **C.18 - Value (incl. sponsor support):** $1670687781.84
- **C.18.a - Value (excl. sponsor support):** $1670687781.84
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CQM6
- **C.18 - Value (incl. sponsor support):** $235010144.95
- **C.18.a - Value (excl. sponsor support):** $235010144.95
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-30
- **C.13 - Final Legal Maturity Date:** 2028-04-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6
- **C.18 - Value (incl. sponsor support):** $723820337.49
- **C.18.a - Value (excl. sponsor support):** $723820337.49
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7
- **C.18 - Value (incl. sponsor support):** $1857779977.14
- **C.18.a - Value (excl. sponsor support):** $1857779977.14
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0
- **C.18 - Value (incl. sponsor support):** $1982410937.77
- **C.18.a - Value (excl. sponsor support):** $1982410937.77
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6
- **C.18 - Value (incl. sponsor support):** $1681353744.00
- **C.18.a - Value (excl. sponsor support):** $1681353744.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2
- **C.18 - Value (incl. sponsor support):** $652414884.00
- **C.18.a - Value (excl. sponsor support):** $652414884.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2
- **C.18 - Value (incl. sponsor support):** $250016692.50
- **C.18.a - Value (excl. sponsor support):** $250016692.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEN7
- **C.18 - Value (incl. sponsor support):** $158392897.60
- **C.18.a - Value (excl. sponsor support):** $158392897.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9
- **C.18 - Value (incl. sponsor support):** $202152184.78
- **C.18.a - Value (excl. sponsor support):** $202152184.78
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5
- **C.18 - Value (incl. sponsor support):** $954918013.28
- **C.18.a - Value (excl. sponsor support):** $954918013.28
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4
- **C.18 - Value (incl. sponsor support):** $108456102.70
- **C.18.a - Value (excl. sponsor support):** $108456102.70
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKJ9
- **C.18 - Value (incl. sponsor support):** $362494638.00
- **C.18.a - Value (excl. sponsor support):** $362494638.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8
- **C.18 - Value (incl. sponsor support):** $252803941.94
- **C.18.a - Value (excl. sponsor support):** $252803941.94
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1
- **C.18 - Value (incl. sponsor support):** $493827360.10
- **C.18.a - Value (excl. sponsor support):** $493827360.10
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0
- **C.18 - Value (incl. sponsor support):** $1974348317.46
- **C.18.a - Value (excl. sponsor support):** $1974348317.46
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4
- **C.18 - Value (incl. sponsor support):** $89915616.00
- **C.18.a - Value (excl. sponsor support):** $89915616.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3
- **C.18 - Value (incl. sponsor support):** $250760105.00
- **C.18.a - Value (excl. sponsor support):** $250760105.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2027-03-01
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6
- **C.18 - Value (incl. sponsor support):** $152223084.32
- **C.18.a - Value (excl. sponsor support):** $152223084.32
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1
- **C.18 - Value (incl. sponsor support):** $1396966093.88
- **C.18.a - Value (excl. sponsor support):** $1396966093.88
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2027-02-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78
- **C.18 - Value (incl. sponsor support):** $132787028.70
- **C.18.a - Value (excl. sponsor support):** $132787028.70
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2027-02-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8
- **C.18 - Value (incl. sponsor support):** $477260721.41
- **C.18.a - Value (excl. sponsor support):** $477260721.41
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-11-02
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YQ7
- **C.18 - Value (incl. sponsor support):** $193969079.36
- **C.18.a - Value (excl. sponsor support):** $193969079.36
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-11-02
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8
- **C.18 - Value (incl. sponsor support):** $1331916831.45
- **C.18.a - Value (excl. sponsor support):** $1331916831.45
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 221: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEC1
- **C.18 - Value (incl. sponsor support):** $340130660.50
- **C.18.a - Value (excl. sponsor support):** $340130660.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2027-03-01
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 222: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5
- **C.18 - Value (incl. sponsor support):** $72522045.40
- **C.18.a - Value (excl. sponsor support):** $72522045.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 223: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6
- **C.18 - Value (incl. sponsor support):** $67294802.01
- **C.18.a - Value (excl. sponsor support):** $67294802.01
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 224: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEF4
- **C.18 - Value (incl. sponsor support):** $359959938.52
- **C.18.a - Value (excl. sponsor support):** $359959938.52
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 225: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNE7
- **C.18 - Value (incl. sponsor support):** $920654603.17
- **C.18.a - Value (excl. sponsor support):** $920654603.17
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 226: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMY4
- **C.18 - Value (incl. sponsor support):** $1103310393.29
- **C.18.a - Value (excl. sponsor support):** $1103310393.29
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 227: WELLS FARGO & COMPANY

- **C.1 - Title:** WELLS FARGO & COMPANY
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6W2RM1, C.4 - ISIN: 333, C.3 - LEI: PBLD0EJDB5FWOLXP3B76
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 5.0400%  | 5.0400% | $178000000.00      | $128709342.39      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-08-20      | 4.4900%  | 4.4900% | $185215842.00      | $129523785.48      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 3.9750%  | 3.9750% | $166666667.00      | $84799127.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.9750%  | 3.9750% | $126756877.00      | $79442748.19       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.9750%  | 3.9750% | $158136457.00      | $99733882.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.0000%  | 3.0000% | $200000000.00      | $115747273.45      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 5.0400%  | 5.0400% | $225000000.00      | $160953466.17      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 5.3600%  | 5.3600% | $284539869.00      | $182321497.94      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-10-20      | 4.6400%  | 4.6400% | $100000000.00      | $98768876.69       | Agency Collateralized Mortgage Obligation |

### Security 228: WELLS FARGO & COMPANY

- **C.1 - Title:** WELLS FARGO & COMPANY
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM73JD31, C.4 - ISIN: 333, C.3 - LEI: PBLD0EJDB5FWOLXP3B76
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 1.8750%  | 1.8750% | $388214800.00      | $367856045.78      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 3.5000%  | 3.5000% | $373210000.00      | $370019054.50      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-09-30      | 3.6250%  | 3.6250% | $64305500.00       | $62979604.92       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-30      | 4.1250%  | 4.1250% | $215515600.00      | $219145303.07      | U.S. Treasuries (including strips) |

### Security 229: WELLS FARGO & COMPANY

- **C.1 - Title:** WELLS FARGO & COMPANY
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM73JC08, C.4 - ISIN: 333, C.3 - LEI: PBLD0EJDB5FWOLXP3B76
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                       | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-04-01      | 5.5000%  | 5.5000% | $273939832.00      | $186574272.07      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-04-01      | 6.5000%  | 6.5000% | $69157451.00       | $53118028.75       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-06-01      | 5.0000%  | 5.0000% | $300000000.00      | $227756113.18      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-05-01      | 6.0000%  | 6.0000% | $277460724.00      | $225070798.09      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2053-03-01      | 5.0000%  | 5.0000% | $220328834.00      | $172332150.87      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-04-01      | 5.0000%  | 5.0000% | $200600184.00      | $161133302.44      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-05-01      | 6.5000%  | 6.5000% | $299381516.00      | $184272198.42      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2052-10-01      | 4.5000%  | 4.5000% | $229287053.00      | $174000628.84      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2046-02-01      | 5.0000%  | 5.0000% | $59694505.00       | $58419132.72       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 5.5000%  | 5.5000% | $176960861.00      | $163708415.33      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-04-01      | 5.0000%  | 5.0000% | $193265560.00      | $188440137.36      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2054-02-01      | 5.0000%  | 5.0000% | $206088608.00      | $201033205.00      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-12-01      | 6.5000%  | 6.5000% | $231596472.00      | $241510216.28      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 5.5000%  | 5.5000% | $197900341.00      | $190659817.78      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2055-11-01      | 5.5000%  | 5.5000% | $239581577.00      | $233723317.02      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2056-04-01      | 4.5000%  | 4.5000% | $235791077.00      | $227538860.88      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities | 2040-07-01      | 5.5000%  | 5.5000% | $220878343.00      | $170709405.37      | Agency Mortgage-Backed Securities |

### Security 230: WFC HOLDINGS CORP

- **C.1 - Title:** WFC HOLDINGS CORP
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM73JC16, C.4 - ISIN: 11965, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-04-20      | 5.0000%  | 5.0000% | $21144653.00       | $21181122.82       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-04-20      | 0.8590%  | 0.8590% | $100000000.00      | $1997185.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-04-20      | 1.3470%  | 1.3470% | $80000000.00       | $2829230.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-04-20      | 1.9510%  | 1.9510% | $100000000.00      | $6365699.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-04-20      | 1.8880%  | 1.8880% | $100000000.00      | $5052347.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-04-20      | 1.9270%  | 1.9270% | $50000000.00       | $2057614.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-04-20      | 0.4770%  | 0.4770% | $50000000.00       | $13085.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-03-20      | 4.5000%  | 4.5000% | $7513000.00        | $7181276.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-03-20      | 2.0090%  | 2.0090% | $85000000.00       | $6657875.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-03-20      | 0.3590%  | 0.3590% | $100000000.00      | $1040151.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-02-20      | 2.0590%  | 2.0590% | $50000000.00       | $2988997.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-02-20      | 4.6400%  | 4.6400% | $45700158.00       | $44927434.42       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-01-20      | 1.8590%  | 1.8590% | $141428809.00      | $8905908.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2056-01-20      | 1.2590%  | 1.2590% | $61713248.00       | $2225923.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-12-20      | 4.6400%  | 4.6400% | $44852991.00       | $43948184.05       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 1.6090%  | 1.6090% | $75000000.00       | $2598928.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 2.8590%  | 2.8590% | $67200000.00       | $3334329.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 1.7590%  | 1.7590% | $66809130.00       | $2772706.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 5.0000%  | 5.0000% | $9792040.00        | $9704225.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 2.2590%  | 2.2590% | $34750000.00       | $2922732.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 1.5590%  | 1.5590% | $125000000.00      | $4405295.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 1.7090%  | 1.7090% | $99808257.00       | $2720932.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.3590%  | 2.3590% | $50000000.00       | $2623755.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 5.5000%  | 5.5000% | $17953104.00       | $18257957.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 5.7500%  | 5.7500% | $50000000.00       | $50812997.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 5.5000%  | 5.5000% | $50000000.00       | $50730727.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 5.5000%  | 5.5000% | $50000000.00       | $50832727.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 5.5000%  | 5.5000% | $50000000.00       | $50780727.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 5.5000%  | 5.5000% | $50000000.00       | $50245977.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 5.5000%  | 5.5000% | $50000000.00       | $50369977.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 1.3090%  | 1.3090% | $10000000.00       | $110696.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 1.2590%  | 1.2590% | $10000000.00       | $106810.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 3.0000%  | 3.0000% | $6912250.00        | $647506.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 2.5000%  | 2.5000% | $23539497.00       | $2594834.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-09-20      | 0.1120%  | 0.1120% | $63334376.00       | $123302.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 1.7090%  | 1.7090% | $50000000.00       | $2232966.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 2.3090%  | 2.3090% | $150000000.00      | $8020111.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 1.6090%  | 1.6090% | $100000000.00      | $3640106.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 2.9090%  | 2.9090% | $61948195.00       | $2987855.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 1.5090%  | 1.5090% | $100000000.00      | $3341681.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 2.2590%  | 2.2590% | $50000000.00       | $2446812.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-06-20      | 2.4240%  | 2.4240% | $14285714.00       | $319987.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-07-20      | 5.0000%  | 5.0000% | $16600000.00       | $2941293.85        | Agency Collateralized Mortgage Obligation |

## N-MFP: Signatures

**Registrant:** Dreyfus Government Cash Management Funds

**Date:** 2026-05-06

**By:** /S/Robert Svagna

**Name of Signing Officer:** Robert Svagna

**Title of Signing Officer:** Treasury Manager