# EDGAR Filing Document

**Accession Number:** 0001094885
**File Stem:** 0001410368-26-022217
**Filing Date:** 2026-3
**Character Count:** 1419581
**Document Hash:** 9cd9a600cdcd69111d6c89952463defc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-022217.hdr.sgml**: 20260306

**ACCESSION NUMBER**: 0001410368-26-022217

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260306

**DATE AS OF CHANGE**: 20260306

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** STATE STREET MASTER FUNDS
- **CENTRAL INDEX KEY:** 0001094885

**ORGANIZATION NAME:**
- **EIN:** 043480508
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09599
- **FILM NUMBER:** 26729184

**BUSINESS ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114
- **BUSINESS PHONE:** 6176643920

**MAIL ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STATE STREET MASTER TRUST
- **DATE OF NAME CHANGE:** 19990913

## Series and Classes Contracts Data

### State Street U.S. Government Money Market Portfolio (Series ID: S000010686)

| Class ID   | Class Name                                          | Ticker Symbol   |
|:---|:---|:---|
| C000029566 | State Street U.S. Government Money Market Portfolio |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001094885

### General Information

**Report for (YYYY-MM-DD):** 2026-02-28

**Registrant Full Name:** STATE STREET MASTER FUNDS

**CIK Number of Registrant:** 0001094885

**LEI of Registrant:** 549300NPC2XKLU7VNS49

**Name of Series:** State Street U.S. Government Money Market Portfolio

**LEI of Series:** 549300EG2J8MKJKUK458

**EDGAR Series Identifier:** S000010686

**Total number of share classes in the series:** 1

**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            | SSGA Funds Management, Inc.                     | 801-60103         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: Boston<br>State: MA |  |
| Administrator                 | SSGA Funds Management, Inc.                     |  |
| Transfer Agent                | None<br>CIK: —                                  |  |

### Fund Characteristics & Assets

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

- **Is this a Master Fund?:** Yes

- **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:** 46 days

- **WAL:** 94 days

- **Total Value of Portfolio Securities:** $222472616699.92

- **Amortized Cost of Portfolio Securities:** $222454315894.46

- **Cash:** $14126449321.51

- **Total Other Assets:** $385786166.50

- **Total Liabilities:** $689358468.02

- **Net Assets of Series:** $236277192914.45

- **Number of Shares Outstanding (Series):** 0.0000

- **Does the fund seek to maintain a stable price per share?:** No

- **Stable Price Per Share:** $0.00

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $190830243980.67          | $194698735351.15           | 84.4000%                  | 86.1100%                   |
| 2026-02-03 | $195076389542.41          | $198945111915.96           | 84.6800%                  | 86.3600%                   |
| 2026-02-04 | $201925633223.73          | $206944678178.00           | 85.1400%                  | 87.2500%                   |
| 2026-02-05 | $206126836269.06          | $209768195863.15           | 85.8900%                  | 87.4000%                   |
| 2026-02-06 | $200840302595.06          | $205516104416.22           | 85.3200%                  | 87.3100%                   |
| 2026-02-09 | $202568173443.21          | $206554180164.40           | 85.7100%                  | 87.4000%                   |
| 2026-02-10 | $201285571901.98          | $205671813885.53           | 85.4000%                  | 87.2600%                   |
| 2026-02-11 | $202895744583.41          | $207657214605.22           | 85.3600%                  | 87.3700%                   |
| 2026-02-12 | $204387630232.81          | $208059596119.57           | 85.8300%                  | 87.3700%                   |
| 2026-02-13 | $203564538443.80          | $207231723010.49           | 85.7600%                  | 87.3100%                   |
| 2026-02-17 | $207709915165.01          | $211003072222.86           | 85.9400%                  | 87.3000%                   |
| 2026-02-18 | $204236474738.99          | $207228342424.96           | 85.5900%                  | 86.8500%                   |
| 2026-02-19 | $207965287157.63          | $210121090653.10           | 86.2500%                  | 87.1400%                   |
| 2026-02-20 | $201564573204.34          | $204490502667.77           | 85.3700%                  | 86.6100%                   |
| 2026-02-23 | $201548863369.01          | $204960629040.22           | 85.5200%                  | 86.9600%                   |
| 2026-02-24 | $203012607406.26          | $205114465176.75           | 85.7400%                  | 86.6300%                   |
| 2026-02-25 | $205762899364.71          | $207692954485.70           | 85.9500%                  | 86.7600%                   |
| 2026-02-26 | $206919251775.23          | $208670694488.10           | 86.1500%                  | 86.8800%                   |
| 2026-02-27 | $202934845728.24          | $205456368966.16           | 85.6300%                  | 86.7000%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 0.0000%             |
| 2026-02-03 | 0.0000%             |
| 2026-02-04 | 0.0000%             |
| 2026-02-05 | 0.0000%             |
| 2026-02-06 | 0.0000%             |
| 2026-02-09 | 0.0000%             |
| 2026-02-10 | 0.0000%             |
| 2026-02-11 | 0.0000%             |
| 2026-02-12 | 0.0000%             |
| 2026-02-13 | 0.0000%             |
| 2026-02-17 | 0.0000%             |
| 2026-02-18 | 0.0000%             |
| 2026-02-19 | 0.0000%             |
| 2026-02-20 | 0.0000%             |
| 2026-02-23 | 0.0000%             |
| 2026-02-24 | 0.0000%             |
| 2026-02-25 | 0.0000%             |
| 2026-02-26 | 0.0000%             |
| 2026-02-27 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 0.0000                      |
|  |  |
| 2026-02-03 | 0.0000                      |
|  |  |
| 2026-02-04 | 0.0000                      |
|  |  |
| 2026-02-05 | 0.0000                      |
|  |  |
| 2026-02-06 | 0.0000                      |
|  |  |
| 2026-02-09 | 0.0000                      |
|  |  |
| 2026-02-10 | 0.0000                      |
|  |  |
| 2026-02-11 | 0.0000                      |
|  |  |
| 2026-02-12 | 0.0000                      |
|  |  |
| 2026-02-13 | 0.0000                      |
|  |  |
| 2026-02-17 | 0.0000                      |
|  |  |
| 2026-02-18 | 0.0000                      |
|  |  |
| 2026-02-19 | 0.0000                      |
|  |  |
| 2026-02-20 | 0.0000                      |
|  |  |
| 2026-02-23 | 0.0000                      |
|  |  |
| 2026-02-24 | 0.0000                      |
|  |  |
| 2026-02-25 | 0.0000                      |
|  |  |
| 2026-02-26 | 0.0000                      |
|  |  |
| 2026-02-27 | 0.0000                      |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $236277192914.45

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.0000          |
|  |  |
| 2026-02-03 | 0.0000          |
|  |  |
| 2026-02-04 | 0.0000          |
|  |  |
| 2026-02-05 | 0.0000          |
|  |  |
| 2026-02-06 | 0.0000          |
|  |  |
| 2026-02-09 | 0.0000          |
|  |  |
| 2026-02-10 | 0.0000          |
|  |  |
| 2026-02-11 | 0.0000          |
|  |  |
| 2026-02-12 | 0.0000          |
|  |  |
| 2026-02-13 | 0.0000          |
|  |  |
| 2026-02-17 | 0.0000          |
|  |  |
| 2026-02-18 | 0.0000          |
|  |  |
| 2026-02-19 | 0.0000          |
|  |  |
| 2026-02-20 | 0.0000          |
|  |  |
| 2026-02-23 | 0.0000          |
|  |  |
| 2026-02-24 | 0.0000          |
|  |  |
| 2026-02-25 | 0.0000          |
|  |  |
| 2026-02-26 | 0.0000          |
|  |  |
| 2026-02-27 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $0.00                     | $0.00                   |
| 2026-02-03 | $0.00                     | $0.00                   |
| 2026-02-04 | $0.00                     | $0.00                   |
| 2026-02-05 | $0.00                     | $0.00                   |
| 2026-02-06 | $0.00                     | $0.00                   |
| 2026-02-09 | $0.00                     | $0.00                   |
| 2026-02-10 | $0.00                     | $0.00                   |
| 2026-02-11 | $0.00                     | $0.00                   |
| 2026-02-12 | $0.00                     | $0.00                   |
| 2026-02-13 | $0.00                     | $0.00                   |
| 2026-02-17 | $0.00                     | $0.00                   |
| 2026-02-18 | $0.00                     | $0.00                   |
| 2026-02-19 | $0.00                     | $0.00                   |
| 2026-02-20 | $0.00                     | $0.00                   |
| 2026-02-23 | $0.00                     | $0.00                   |
| 2026-02-24 | $0.00                     | $0.00                   |
| 2026-02-25 | $0.00                     | $0.00                   |
| 2026-02-26 | $0.00                     | $0.00                   |
| 2026-02-27 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $0.00

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 0.0000%           |
| 2026-02-03 | 0.0000%           |
| 2026-02-04 | 0.0000%           |
| 2026-02-05 | 0.0000%           |
| 2026-02-06 | 0.0000%           |
| 2026-02-09 | 0.0000%           |
| 2026-02-10 | 0.0000%           |
| 2026-02-11 | 0.0000%           |
| 2026-02-12 | 0.0000%           |
| 2026-02-13 | 0.0000%           |
| 2026-02-17 | 0.0000%           |
| 2026-02-18 | 0.0000%           |
| 2026-02-19 | 0.0000%           |
| 2026-02-20 | 0.0000%           |
| 2026-02-23 | 0.0000%           |
| 2026-02-24 | 0.0000%           |
| 2026-02-25 | 0.0000%           |
| 2026-02-26 | 0.0000%           |
| 2026-02-27 | 0.0000%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Registered investment company |  | 99.1800%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: RBC Capital Markets LLC Tri Party Repo

- **C.1 - Title:** RBC Capital Markets LLC Tri Party Repo 3.689900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 15499Q009, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: 15499Q009_3.69_0302
- **C.18 - Value (incl. sponsor support):** $1860000000.00
- **C.18.a - Value (excl. sponsor support):** $1860000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae               | 2046-10-01      | 3.0000%  | 0.0000% | $1900000.00        | $1006452.16        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2033-02-01      | 3.5000%  | 0.0000% | $500000.00         | $176657.78         | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2039-10-01      | 5.0000%  | 0.0000% | $13020812.00       | $699107.43         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2047-11-01      | 3.0000%  | 0.0000% | $7214053.00        | $5692063.28        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2027-04-01      | 3.0000%  | 0.0000% | $65463441.00       | $617177.22         | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2028-06-01      | 3.0000%  | 0.0000% | $24828219.00       | $733274.41         | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2028-07-01      | 3.0000%  | 0.0000% | $23332369.00       | $789381.36         | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2032-04-01      | 3.0000%  | 0.0000% | $5000000.00        | $288445.94         | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2032-09-01      | 3.5000%  | 0.0000% | $40000000.00       | $2462107.41        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2032-11-01      | 3.0000%  | 0.0000% | $7200000.00        | $623150.00         | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2031-10-01      | 2.5000%  | 0.0000% | $10000000.00       | $1175232.76        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2047-12-01      | 3.5000%  | 0.0000% | $4000.00           | $511.94            | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2034-05-01      | 4.5000%  | 0.0000% | $4746159.00        | $586176.65         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2028-07-01      | 3.0000%  | 0.0000% | $15950000.00       | $476628.83         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2028-07-01      | 2.5000%  | 0.0000% | $10000000.00       | $325094.39         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2028-11-01      | 3.0000%  | 0.0000% | $20960721.00       | $1142060.07        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2028-12-01      | 3.0000%  | 0.0000% | $17382717.00       | $700388.28         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2029-01-01      | 3.0000%  | 0.0000% | $21173850.00       | $882505.17         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2029-02-01      | 3.0000%  | 0.0000% | $21865576.00       | $1204131.41        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2029-09-01      | 3.0000%  | 0.0000% | $23629707.00       | $1400608.86        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2029-11-01      | 3.0000%  | 0.0000% | $21151152.00       | $1034175.30        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2029-11-01      | 3.0000%  | 0.0000% | $15179857.00       | $987343.89         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2046-04-15      | 3.0000%  | 0.0000% | $19672302.00       | $16606637.80       | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2048-09-01      | 3.0000%  | 0.0000% | $17092380.00       | $15074559.98       | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2054-11-01      | 5.0000%  | 0.0000% | $139437671.00      | $124367133.23      | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2052-11-01      | 5.5000%  | 0.0000% | $13529052.00       | $11267261.40       | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2030-01-01      | 3.5000%  | 0.0000% | $1000000.00        | $111576.39         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2056-01-01      | 6.0000%  | 0.0000% | $11989695.00       | $12386058.22       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2056-01-01      | 6.0000%  | 0.0000% | $10848560.00       | $11050198.64       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2056-01-01      | 6.0000%  | 0.0000% | $9879180.00        | $10206950.51       | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2033-02-25      | 3.9100%  | 0.0000% | $1606000.00        | $1593354.36        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2031-02-27      | 3.6800%  | 0.0000% | $4937000.00        | $4941665.47        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2032-10-01      | 5.5000%  | 0.0000% | $125000.00         | $361.85            | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2036-04-01      | 5.5000%  | 0.0000% | $6000.00           | $5.37              | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2031-07-01      | 3.0000%  | 0.0000% | $4000000.00        | $1699540.26        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2031-11-01      | 1.5000%  | 0.0000% | $2000000.00        | $827650.03         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2031-12-01      | 1.5000%  | 0.0000% | $10000000.00       | $4320751.57        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2031-01-01      | 1.5000%  | 0.0000% | $68135000.00       | $20986996.19       | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2031-04-01      | 1.5000%  | 0.0000% | $48000000.00       | $15974305.97       | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2031-05-01      | 1.5000%  | 0.0000% | $5000000.00        | $1755750.57        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2031-06-01      | 1.5000%  | 0.0000% | $5000000.00        | $1826172.02        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2031-07-01      | 1.5000%  | 0.0000% | $5000000.00        | $1906248.48        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2031-08-01      | 1.5000%  | 0.0000% | $5000000.00        | $1930513.98        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2031-09-01      | 1.5000%  | 0.0000% | $5000000.00        | $1981179.87        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2032-02-01      | 1.5000%  | 0.0000% | $5000000.00        | $2266026.91        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2032-03-01      | 1.5000%  | 0.0000% | $5000000.00        | $2276515.81        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2028-09-01      | 2.5000%  | 0.0000% | $4091196.00        | $386257.91         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2050-02-01      | 3.0000%  | 0.0000% | $19168357.00       | $17438594.28       | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2032-02-01      | 3.5000%  | 0.0000% | $10000000.00       | $939570.83         | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2047-05-01      | 4.5000%  | 0.0000% | $6000.00           | $713.36            | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2029-05-01      | 4.0000%  | 0.0000% | $18760000.00       | $43542.51          | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2046-11-01      | 3.0000%  | 0.0000% | $98817510.00       | $24807700.11       | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2032-04-01      | 3.0000%  | 0.0000% | $2000000.00        | $195101.41         | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2052-07-01      | 3.0000%  | 0.0000% | $63591474.00       | $48277246.50       | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2034-01-01      | 4.0000%  | 0.0000% | $5000000.00        | $498610.92         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2055-05-01      | 6.0000%  | 0.0000% | $7774259.00        | $7449351.31        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2044-06-01      | 3.0000%  | 0.0000% | $6996633.00        | $5698619.95        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2028-05-09      | 3.6000%  | 0.0000% | $40000.00          | $40605.04          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2028-01-21      | 3.5000%  | 0.0000% | $125000.00         | $125387.75         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2034-09-01      | 3.5000%  | 0.0000% | $2055818.00        | $392772.27         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2029-08-01      | 3.0000%  | 0.0000% | $7982894.00        | $808269.74         | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2031-05-01      | 1.5000%  | 0.0000% | $15691051.00       | $5277933.54        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2031-05-01      | 1.5000%  | 0.0000% | $14417043.00       | $4011898.45        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2050-09-01      | 2.0000%  | 0.0000% | $5647450.00        | $2787934.92        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2051-02-01      | 2.0000%  | 0.0000% | $3146193.00        | $2330374.36        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2030-11-01      | 3.5000%  | 0.0000% | $2288684.00        | $242998.71         | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2037-07-01      | 3.0000%  | 0.0000% | $12321962.00       | $10125134.29       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2035-09-01      | 3.5000%  | 0.0000% | $4246095.00        | $3692793.04        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2032-04-01      | 1.5000%  | 0.0000% | $22350348.00       | $19362968.70       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2055-09-01      | 6.0000%  | 0.0000% | $13897547.00       | $13978330.80       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2055-09-01      | 6.0000%  | 0.0000% | $4035833.00        | $3814699.82        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2055-09-01      | 6.0000%  | 0.0000% | $11982864.00       | $11999582.68       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2055-09-01      | 6.0000%  | 0.0000% | $7954719.00        | $7967695.20        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2055-09-01      | 6.0000%  | 0.0000% | $19537805.00       | $19670235.93       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2055-10-01      | 6.0000%  | 0.0000% | $5119281.00        | $5055502.01        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2051-01-01      | 2.0000%  | 0.0000% | $11271000.00       | $6469113.85        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2045-11-01      | 3.0000%  | 0.0000% | $43032215.00       | $6027035.09        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2032-07-01      | 2.0000%  | 0.0000% | $38142299.00       | $33780622.53       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2033-07-01      | 2.5000%  | 0.0000% | $31262230.00       | $27701020.40       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2035-02-01      | 2.5000%  | 0.0000% | $21009445.00       | $18473705.36       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2037-05-01      | 3.5000%  | 0.0000% | $24785158.00       | $22994422.28       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2035-05-01      | 3.5000%  | 0.0000% | $20041025.00       | $18649659.99       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2037-10-01      | 3.5000%  | 0.0000% | $18890237.00       | $17621012.80       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2032-02-01      | 2.0000%  | 0.0000% | $14960675.00       | $13375738.59       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2032-06-01      | 2.5000%  | 0.0000% | $8484962.00        | $7734678.33        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2035-05-01      | 2.5000%  | 0.0000% | $9781674.00        | $9032234.90        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2034-11-01      | 3.0000%  | 0.0000% | $22348304.00       | $20559879.68       | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2034-06-01      | 4.0000%  | 0.0000% | $6399257.00        | $6273725.82        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2038-06-01      | 4.0000%  | 0.0000% | $16755382.00       | $16137972.31       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2042-06-01      | 3.5000%  | 0.0000% | $3031546.00        | $2895632.08        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2032-05-01      | 1.5000%  | 0.0000% | $10251570.00       | $9522582.80        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2032-04-01      | 2.0000%  | 0.0000% | $9933045.00        | $9316607.23        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2047-01-01      | 3.0000%  | 0.0000% | $15750000.00       | $3727972.78        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2055-05-01      | 6.5000%  | 0.0000% | $23294641.00       | $21733802.71       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2055-09-01      | 6.5000%  | 0.0000% | $70788191.00       | $72033657.29       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2055-11-01      | 5.5000%  | 0.0000% | $11250000.00       | $11365909.13       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2055-11-01      | 5.5000%  | 0.0000% | $200629644.00      | $202550760.29      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2055-09-01      | 6.0000%  | 0.0000% | $9398410.00        | $9677659.84        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2055-11-01      | 6.0000%  | 0.0000% | $9121265.00        | $9394591.42        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2055-11-01      | 6.0000%  | 0.0000% | $8221739.00        | $8479806.80        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2055-11-01      | 6.0000%  | 0.0000% | $7396628.00        | $7603003.83        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2055-10-01      | 6.0000%  | 0.0000% | $7402721.00        | $7605410.97        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2055-10-01      | 6.0000%  | 0.0000% | $6158196.00        | $6342921.25        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2055-11-01      | 6.0000%  | 0.0000% | $11805260.00       | $12155446.41       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2055-11-01      | 6.0000%  | 0.0000% | $7896823.00        | $8132169.70        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2055-11-01      | 6.0000%  | 0.0000% | $15359127.00       | $15637742.85       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2055-11-01      | 6.0000%  | 0.0000% | $16474512.00       | $16951170.38       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2055-04-01      | 6.0000%  | 0.0000% | $191704.00         | $171367.25         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2055-04-01      | 6.0000%  | 0.0000% | $519755.00         | $475297.37         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2055-04-01      | 6.0000%  | 0.0000% | $16638275.00       | $15694342.01       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2055-04-01      | 6.0000%  | 0.0000% | $3561558.00        | $3123646.12        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2055-04-01      | 6.0000%  | 0.0000% | $8214844.00        | $6919328.49        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2055-04-01      | 6.0000%  | 0.0000% | $9877904.00        | $8029150.64        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2055-04-01      | 6.0000%  | 0.0000% | $8091365.00        | $7330034.97        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2055-04-01      | 6.0000%  | 0.0000% | $6424978.00        | $5932715.14        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2034-04-01      | 4.5000%  | 0.0000% | $1431452.00        | $292179.76         | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2035-02-01      | 3.0000%  | 0.0000% | $1500000.00        | $315183.64         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2032-01-01      | 1.5000%  | 0.0000% | $13164871.00       | $9585020.88        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2049-05-01      | 3.0000%  | 0.0000% | $9028357.00        | $7726707.84        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2035-09-01      | 3.5000%  | 0.0000% | $12932811.00       | $10208633.02       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2038-11-01      | 4.5000%  | 0.0000% | $12678300.00       | $9948827.08        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2045-05-01      | 3.0000%  | 0.0000% | $26638904.00       | $23345505.12       | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2052-04-01      | 2.5000%  | 0.0000% | $13294003.00       | $11181942.81       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2038-06-01      | 3.0000%  | 0.0000% | $5117392.00        | $4765131.44        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2035-10-01      | 3.5000%  | 0.0000% | $9333407.00        | $8805866.37        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2034-01-01      | 4.5000%  | 0.0000% | $2130325.00        | $1537429.29        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2040-03-01      | 3.0000%  | 0.0000% | $1910527.00        | $1698372.35        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2033-02-01      | 3.0000%  | 0.0000% | $1000000.00        | $115679.28         | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2031-07-01      | 1.5000%  | 0.0000% | $127874777.00      | $47626245.90       | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2031-08-01      | 1.5000%  | 0.0000% | $5000000.00        | $1915843.79        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2031-09-01      | 1.5000%  | 0.0000% | $5000000.00        | $1976808.31        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2031-11-01      | 1.5000%  | 0.0000% | $65601554.00       | $27624826.55       | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2032-07-01      | 3.0000%  | 0.0000% | $2100000.00        | $979631.59         | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2032-11-01      | 4.0000%  | 0.0000% | $1000000.00        | $399974.33         | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2047-01-01      | 3.0000%  | 0.0000% | $5091495.00        | $1053763.34        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2027-06-01      | 3.0000%  | 0.0000% | $21505532.00       | $234845.31         | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2030-08-01      | 2.5000%  | 0.0000% | $18353041.00       | $1377654.27        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2032-11-08      | 3.1200%  | 0.0000% | $40000.00          | $38781.47          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2028-03-21      | 3.6250%  | 0.0000% | $2120000.00        | $2165194.87        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2027-08-01      | 2.5000%  | 0.0000% | $10600000.00       | $165965.68         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2032-06-01      | 7.0000%  | 0.0000% | $3000.00           | $2.92              | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2034-02-01      | 4.5000%  | 0.0000% | $2000000.00        | $384614.93         | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2031-05-01      | 1.5000%  | 0.0000% | $5000000.00        | $1790529.61        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2030-11-01      | 1.5000%  | 0.0000% | $5000000.00        | $1287497.82        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2031-01-01      | 3.5000%  | 0.0000% | $4601616.00        | $336726.55         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2029-12-01      | 3.5000%  | 0.0000% | $3699000.00        | $163206.10         | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2035-12-01      | 5.5000%  | 0.0000% | $3000.00           | $34.96             | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2032-04-01      | 7.0000%  | 0.0000% | $4000.00           | $3.98              | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2029-09-01      | 3.0000%  | 0.0000% | $34996799.00       | $2088446.12        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2027-02-01      | 3.0000%  | 0.0000% | $23135291.00       | $189473.77         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2028-04-01      | 2.0000%  | 0.0000% | $10000000.00       | $358914.70         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2028-04-01      | 2.5000%  | 0.0000% | $4500000.00        | $136154.55         | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2031-02-01      | 7.0000%  | 0.0000% | $15000.00          | $25.53             | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2026-11-01      | 3.0000%  | 0.0000% | $24589089.00       | $124617.51         | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2033-03-01      | 3.0000%  | 0.0000% | $15000000.00       | $1327842.16        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2034-03-01      | 4.0000%  | 0.0000% | $103205701.00      | $10385280.23       | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2029-10-01      | 3.0000%  | 0.0000% | $9762257.00        | $480737.55         | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2031-09-01      | 3.0000%  | 0.0000% | $6850000.00        | $556248.49         | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2030-09-01      | 3.0000%  | 0.0000% | $2600000.00        | $216980.64         | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2027-05-01      | 3.0500%  | 0.0000% | $3069235.00        | $2161242.46        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2028-05-01      | 2.9500%  | 0.0000% | $9000000.00        | $6400287.55        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2029-10-01      | 3.4100%  | 0.0000% | $2000000.00        | $612854.32         | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2026-07-01      | 2.7000%  | 0.0000% | $160000.00         | $140009.19         | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2026-09-01      | 2.1200%  | 0.0000% | $13939956.00       | $13818972.67       | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2026-11-01      | 2.3550%  | 0.0000% | $43148000.00       | $42752411.93       | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2027-02-01      | 3.0500%  | 0.0000% | $169494683.00      | $168493440.28      | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2027-10-01      | 2.8750%  | 0.0000% | $2000000.00        | $1782781.84        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2027-09-01      | 3.0000%  | 0.0000% | $8000000.00        | $121864.34         | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2028-08-01      | 3.0000%  | 0.0000% | $34699740.00       | $1248064.97        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2028-10-01      | 3.0000%  | 0.0000% | $30072401.00       | $1300219.06        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2028-12-01      | 3.5000%  | 0.0000% | $3600000.00        | $139542.04         | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2030-10-01      | 3.0000%  | 0.0000% | $9220000.00        | $517309.86         | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2033-05-01      | 5.5000%  | 0.0000% | $8000.00           | $17.75             | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2034-11-01      | 6.0000%  | 0.0000% | $1000.00           | $4.89              | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2029-01-01      | 3.5000%  | 0.0000% | $5625000.00        | $223593.04         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2031-11-01      | 3.0000%  | 0.0000% | $4100000.00        | $108170.51         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2030-03-01      | 3.0000%  | 0.0000% | $1700000.00        | $111413.35         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2030-10-01      | 3.0000%  | 0.0000% | $3350000.00        | $294470.64         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2030-03-01      | 3.5000%  | 0.0000% | $3015000.00        | $235720.94         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2030-04-01      | 3.5000%  | 0.0000% | $1700000.00        | $133892.90         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2030-06-01      | 3.0000%  | 0.0000% | $8571850.00        | $1098222.86        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2031-03-01      | 3.0000%  | 0.0000% | $2522081.00        | $325119.71         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2028-12-01      | 3.0000%  | 0.0000% | $4397981.00        | $186518.85         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2032-05-01      | 3.5000%  | 0.0000% | $5056267.00        | $974585.22         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2033-01-01      | 3.0000%  | 0.0000% | $13474000.00       | $2083285.31        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2033-09-01      | 3.5000%  | 0.0000% | $1886485.00        | $145269.62         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2047-01-01      | 3.0000%  | 0.0000% | $75000000.00       | $27931941.06       | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2031-01-01      | 4.5000%  | 0.0000% | $40773546.00       | $1141689.68        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2029-01-01      | 2.0000%  | 0.0000% | $12100000.00       | $629925.58         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2055-11-01      | 6.0000%  | 0.0000% | $30770326.00       | $31738614.31       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2055-11-01      | 6.0000%  | 0.0000% | $27308161.00       | $28276040.41       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2055-11-01      | 6.0000%  | 0.0000% | $4951684.00        | $5112861.78        | Agency Mortgage-Backed Securities |
| Fannie Mae               | 2033-09-01      | 4.0000%  | 0.0000% | $18085955.00       | $923441.90         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2030-05-01      | 3.5000%  | 0.0000% | $953543.00         | $283737.78         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2036-01-01      | 3.5000%  | 0.0000% | $2781024.00        | $1530783.17        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2034-02-01      | 3.5000%  | 0.0000% | $5250000.00        | $1266287.06        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2033-12-01      | 3.5000%  | 0.0000% | $1525000.00        | $357243.53         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2035-04-01      | 3.5000%  | 0.0000% | $710719.00         | $223563.99         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2033-10-01      | 3.0000%  | 0.0000% | $1025000.00        | $410505.54         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2035-04-01      | 3.0000%  | 0.0000% | $2128147.00        | $1964277.97        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2037-05-01      | 3.0000%  | 0.0000% | $7658089.00        | $7214158.30        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2037-05-01      | 3.0000%  | 0.0000% | $3640769.00        | $3418429.71        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2037-05-01      | 3.5000%  | 0.0000% | $3143705.00        | $2955150.27        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2035-02-01      | 2.5000%  | 0.0000% | $3677502.00        | $3313092.10        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2033-07-01      | 3.0000%  | 0.0000% | $21027250.00       | $19177168.87       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2035-08-01      | 2.5000%  | 0.0000% | $17639548.00       | $16159639.50       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2035-07-01      | 3.0000%  | 0.0000% | $12123042.00       | $11277647.68       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2036-03-01      | 3.5000%  | 0.0000% | $5334324.00        | $4915306.93        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2032-08-01      | 2.0000%  | 0.0000% | $4802713.00        | $4504934.12        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2034-02-01      | 3.5000%  | 0.0000% | $955000.00         | $437398.68         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2035-06-01      | 3.0000%  | 0.0000% | $2454391.00        | $1752146.24        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2055-04-01      | 6.0000%  | 0.0000% | $12902704.00       | $11262353.65       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2055-04-01      | 6.0000%  | 0.0000% | $13167094.00       | $11928611.40       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2055-04-01      | 6.0000%  | 0.0000% | $20183494.00       | $17664896.98       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2055-04-01      | 6.0000%  | 0.0000% | $16975862.00       | $14906673.81       | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2035-08-01      | 5.0000%  | 0.0000% | $3000.00           | $15.18             | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2038-01-01      | 6.0000%  | 0.0000% | $1000.00           | $3.73              | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2032-07-01      | 3.0000%  | 0.0000% | $5331636.00        | $800784.87         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2032-08-01      | 3.5000%  | 0.0000% | $1825000.00        | $190845.56         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2032-09-01      | 3.5000%  | 0.0000% | $3120000.00        | $186478.07         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2028-11-01      | 3.5000%  | 0.0000% | $4100000.00        | $214976.26         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2032-12-01      | 3.5000%  | 0.0000% | $10000000.00       | $845644.50         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2035-09-01      | 5.0000%  | 0.0000% | $3000.00           | $20.21             | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2045-09-01      | 4.0000%  | 0.0000% | $6000.00           | $487.46            | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2047-01-01      | 3.0000%  | 0.0000% | $20380747.00       | $3799949.17        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2047-03-01      | 3.0000%  | 0.0000% | $5513000.00        | $1165411.38        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2029-08-01      | 3.0000%  | 0.0000% | $2723864.00        | $127071.20         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2029-11-01      | 3.0000%  | 0.0000% | $4108000.00        | $208252.72         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2031-01-01      | 3.0000%  | 0.0000% | $2733000.00        | $222237.31         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2028-01-01      | 2.0000%  | 0.0000% | $8100000.00        | $279761.85         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2033-02-01      | 3.0000%  | 0.0000% | $1000000.00        | $115409.58         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2034-04-01      | 4.0000%  | 0.0000% | $3800000.00        | $326707.35         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2028-07-01      | 6.0000%  | 0.0000% | $4000.00           | $1.69              | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2031-12-01      | 4.0000%  | 0.0000% | $42097753.00       | $1778568.35        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2032-01-01      | 4.0000%  | 0.0000% | $2500000.00        | $95868.32          | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2028-07-01      | 6.5000%  | 0.0000% | $2000.00           | $0.54              | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2031-11-01      | 6.0000%  | 0.0000% | $6000.00           | $5.13              | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2031-12-01      | 5.5000%  | 0.0000% | $4000.00           | $6.58              | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2029-01-01      | 6.5000%  | 0.0000% | $2000.00           | $1.24              | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2029-10-01      | 7.0000%  | 0.0000% | $5000.00           | $3.14              | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2029-10-01      | 7.5000%  | 0.0000% | $5000.00           | $2.00              | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2030-02-01      | 7.0000%  | 0.0000% | $5000.00           | $2.72              | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2030-04-01      | 8.0000%  | 0.0000% | $5000.00           | $1.29              | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2027-02-01      | 3.0000%  | 0.0000% | $23022948.00       | $191806.33         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2028-03-01      | 2.0000%  | 0.0000% | $7800000.00        | $235358.61         | Agency Mortgage-Backed Securities |

### Security 2: RBC Capital Markets LLC Tri Party Repo

- **C.1 - Title:** RBC Capital Markets LLC Tri Party Repo 3.679900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 15499V008, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: 15499V008_3.68_0427
- **C.18 - Value (incl. sponsor support):** $375000000.00
- **C.18.a - Value (excl. sponsor support):** $375000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-05-31      | 3.8750%  | 0.0000% | $377170800.00      | $382500067.98      | U.S. Treasuries (including strips) |

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AQEQ2, C.4 - ISIN: US3130AQEQ27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $47047512.77
- **C.18.a - Value (excl. sponsor support):** $47047512.77
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10001.05
- **C.18.a - Value (excl. sponsor support):** $10001.05
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XV4, C.4 - ISIN: US3130B1XV42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100009.71
- **C.18.a - Value (excl. sponsor support):** $100009.71
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2SE6, C.4 - ISIN: US3130B2SE64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $185077498.35
- **C.18.a - Value (excl. sponsor support):** $185077498.35
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EC3, C.4 - ISIN: US3130B3EC38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $473437394.98
- **C.18.a - Value (excl. sponsor support):** $473437394.98
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3Q30, C.4 - ISIN: US3130B3Q302, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $189705920.54
- **C.18.a - Value (excl. sponsor support):** $189705920.54
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4L74, C.4 - ISIN: US3130B4L749, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $192721162.73
- **C.18.a - Value (excl. sponsor support):** $192721162.73
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-01-19
- **C.13 - Final Legal Maturity Date:** 2027-01-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4Q20, C.4 - ISIN: US3130B4Q201, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $163803460.04
- **C.18.a - Value (excl. sponsor support):** $163803460.04
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5AF5, C.4 - ISIN: US3130B5AF52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $53400729.98
- **C.18.a - Value (excl. sponsor support):** $53400729.98
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5JE9, C.4 - ISIN: US3130B5JE96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143003436.29
- **C.18.a - Value (excl. sponsor support):** $143003436.29
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7H23, C.4 - ISIN: US3130B7H237, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145905217.38
- **C.18.a - Value (excl. sponsor support):** $145905217.38
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8AZ5, C.4 - ISIN: US3130B8AZ55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3166497.20
- **C.18.a - Value (excl. sponsor support):** $3166497.20
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8CF7, C.4 - ISIN: US3130B8CF73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2606010.25
- **C.18.a - Value (excl. sponsor support):** $2606010.25
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8CK6, C.4 - ISIN: US3130B8CK68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $30402076.99
- **C.18.a - Value (excl. sponsor support):** $30402076.99
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-10-27
- **C.13 - Final Legal Maturity Date:** 2027-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EA6, C.4 - ISIN: US3130B8EA68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $111698849.49
- **C.18.a - Value (excl. sponsor support):** $111698849.49
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EJ7, C.4 - ISIN: US3130B8EJ77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $342596255.38
- **C.18.a - Value (excl. sponsor support):** $342596255.38
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8HV7, C.4 - ISIN: US3130B8HV78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $368987417.10
- **C.18.a - Value (excl. sponsor support):** $368987417.10
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-05-10
- **C.13 - Final Legal Maturity Date:** 2027-05-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SR4, C.4 - ISIN: US3130B8SR48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $179998664.40
- **C.18.a - Value (excl. sponsor support):** $179998664.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SZ6, C.4 - ISIN: US3130B8SZ63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $220788743.62
- **C.18.a - Value (excl. sponsor support):** $220788743.62
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-12-03
- **C.13 - Final Legal Maturity Date:** 2027-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TB8, C.4 - ISIN: US3130B8TB86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $214521235.50
- **C.18.a - Value (excl. sponsor support):** $214521235.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-10-04
- **C.13 - Final Legal Maturity Date:** 2027-10-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TF9, C.4 - ISIN: US3130B8TF90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499975335.00
- **C.18.a - Value (excl. sponsor support):** $499975335.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-12-02
- **C.13 - Final Legal Maturity Date:** 2027-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B96N5, C.4 - ISIN: US3130B96N53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $228998635.16
- **C.18.a - Value (excl. sponsor support):** $228998635.16
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9EJ5, C.4 - ISIN: US3130B9EJ50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121399197.55
- **C.18.a - Value (excl. sponsor support):** $121399197.55
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9GY0, C.4 - ISIN: US3130B9GY00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $189298707.08
- **C.18.a - Value (excl. sponsor support):** $189298707.08
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JQ4, C.4 - ISIN: US3130B9JQ49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $238095878.49
- **C.18.a - Value (excl. sponsor support):** $238095878.49
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-08-20
- **C.13 - Final Legal Maturity Date:** 2027-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313WK0, C.4 - ISIN: US313313WK09, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $125166352.50
- **C.18.a - Value (excl. sponsor support):** $125166352.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.495000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $446956458.60
- **C.18.a - Value (excl. sponsor support):** $446956458.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **C.11 - Maturity Date (WAM):** 2026-09-16
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385G67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $452460832.38
- **C.18.a - Value (excl. sponsor support):** $452460832.38
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **C.11 - Maturity Date (WAM):** 2026-09-21
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.930000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TX4, C.4 - ISIN: US313385TX44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $243029288.19
- **C.18.a - Value (excl. sponsor support):** $243029288.19
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UY0, C.4 - ISIN: US313385UY08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $457527119.49
- **C.18.a - Value (excl. sponsor support):** $457527119.49
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VG8, C.4 - ISIN: US313385VG82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $84662833.05
- **C.18.a - Value (excl. sponsor support):** $84662833.05
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.515000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YE0, C.4 - ISIN: US313385YE08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74186458.50
- **C.18.a - Value (excl. sponsor support):** $74186458.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-06-17
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5N1, C.4 - ISIN: US3133EP5N18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $450421484.08
- **C.18.a - Value (excl. sponsor support):** $450421484.08
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6U4, C.4 - ISIN: US3133EP6U42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $613538760.93
- **C.18.a - Value (excl. sponsor support):** $613538760.93
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP7F6, C.4 - ISIN: US3133EP7F65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $46641602.15
- **C.18.a - Value (excl. sponsor support):** $46641602.15
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-03-29
- **C.13 - Final Legal Maturity Date:** 2027-03-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.940000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPN76, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28571678.93
- **C.18.a - Value (excl. sponsor support):** $28571678.93
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.743000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2A8, C.4 - ISIN: US3133ER2A87, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100033803.00
- **C.18.a - Value (excl. sponsor support):** $100033803.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $106164940.63
- **C.18.a - Value (excl. sponsor support):** $106164940.63
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Y5, C.4 - ISIN: US3133ER3Y54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $133239012.95
- **C.18.a - Value (excl. sponsor support):** $133239012.95
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Z2, C.4 - ISIN: US3133ER3Z20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $225414538.01
- **C.18.a - Value (excl. sponsor support):** $225414538.01
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119211050.03
- **C.18.a - Value (excl. sponsor support):** $119211050.03
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB59, C.4 - ISIN: US3133ERB591, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33205008.88
- **C.18.a - Value (excl. sponsor support):** $33205008.88
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD32, C.4 - ISIN: US3133ERD324, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $243886942.27
- **C.18.a - Value (excl. sponsor support):** $243886942.27
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.865000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDR9, C.4 - ISIN: US3133ERDR94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $56506263.24
- **C.18.a - Value (excl. sponsor support):** $56506263.24
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-05-03
- **C.13 - Final Legal Maturity Date:** 2027-05-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $57321874.81
- **C.18.a - Value (excl. sponsor support):** $57321874.81
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERF97, C.4 - ISIN: US3133ERF972, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $189810067.73
- **C.18.a - Value (excl. sponsor support):** $189810067.73
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $62250398.79
- **C.18.a - Value (excl. sponsor support):** $62250398.79
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH38, C.4 - ISIN: US3133ERH382, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $66419333.02
- **C.18.a - Value (excl. sponsor support):** $66419333.02
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47409187.54
- **C.18.a - Value (excl. sponsor support):** $47409187.54
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $247490758.69
- **C.18.a - Value (excl. sponsor support):** $247490758.69
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPE5, C.4 - ISIN: US3133ERPE53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30004614.90
- **C.18.a - Value (excl. sponsor support):** $30004614.90
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175055441.75
- **C.18.a - Value (excl. sponsor support):** $175055441.75
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50013315.00
- **C.18.a - Value (excl. sponsor support):** $50013315.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $339965865.30
- **C.18.a - Value (excl. sponsor support):** $339965865.30
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $129366146.55
- **C.18.a - Value (excl. sponsor support):** $129366146.55
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT68, C.4 - ISIN: US3133ERT684, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70043269.10
- **C.18.a - Value (excl. sponsor support):** $70043269.10
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-01-14
- **C.13 - Final Legal Maturity Date:** 2027-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT76, C.4 - ISIN: US3133ERT767, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $301230261.56
- **C.18.a - Value (excl. sponsor support):** $301230261.56
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.743000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERU82, C.4 - ISIN: US3133ERU823, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99997793.00
- **C.18.a - Value (excl. sponsor support):** $99997793.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $590846817.65
- **C.18.a - Value (excl. sponsor support):** $590846817.65
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWN7, C.4 - ISIN: US3133ERWN79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28551822.63
- **C.18.a - Value (excl. sponsor support):** $28551822.63
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWZ0, C.4 - ISIN: US3133ERWZ00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95020198.90
- **C.18.a - Value (excl. sponsor support):** $95020198.90
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.743000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERX63, C.4 - ISIN: US3133ERX637, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250125455.00
- **C.18.a - Value (excl. sponsor support):** $250125455.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXK2, C.4 - ISIN: US3133ERXK22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $94706935.83
- **C.18.a - Value (excl. sponsor support):** $94706935.83
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $246995792.26
- **C.18.a - Value (excl. sponsor support):** $246995792.26
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYD7, C.4 - ISIN: US3133ERYD79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $94922112.65
- **C.18.a - Value (excl. sponsor support):** $94922112.65
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100042513.00
- **C.18.a - Value (excl. sponsor support):** $100042513.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYK1, C.4 - ISIN: US3133ERYK13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $405157642.20
- **C.18.a - Value (excl. sponsor support):** $405157642.20
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33120196.30
- **C.18.a - Value (excl. sponsor support):** $33120196.30
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $259982704.80
- **C.18.a - Value (excl. sponsor support):** $259982704.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3F2, C.4 - ISIN: US3133ET3F20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119998876.80
- **C.18.a - Value (excl. sponsor support):** $119998876.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET4U8, C.4 - ISIN: US3133ET4U87, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $239995492.80
- **C.18.a - Value (excl. sponsor support):** $239995492.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-12-17
- **C.13 - Final Legal Maturity Date:** 2027-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5D5, C.4 - ISIN: US3133ET5D53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119997302.40
- **C.18.a - Value (excl. sponsor support):** $119997302.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-11-23
- **C.13 - Final Legal Maturity Date:** 2027-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5J2, C.4 - ISIN: US3133ET5J24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99998414.00
- **C.18.a - Value (excl. sponsor support):** $99998414.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-09-23
- **C.13 - Final Legal Maturity Date:** 2027-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6G7, C.4 - ISIN: US3133ET6G75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $32997246.48
- **C.18.a - Value (excl. sponsor support):** $32997246.48
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6N2, C.4 - ISIN: US3133ET6N27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $246997502.83
- **C.18.a - Value (excl. sponsor support):** $246997502.83
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2028-01-12
- **C.13 - Final Legal Maturity Date:** 2028-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAB3, C.4 - ISIN: US3133ETAB36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85598989.92
- **C.18.a - Value (excl. sponsor support):** $85598989.92
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $334855487.64
- **C.18.a - Value (excl. sponsor support):** $334855487.64
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $287727199.51
- **C.18.a - Value (excl. sponsor support):** $287727199.51
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79674397.54
- **C.18.a - Value (excl. sponsor support):** $79674397.54
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $76087557.65
- **C.18.a - Value (excl. sponsor support):** $76087557.65
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT80, C.4 - ISIN: US3133ETT805, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $32998767.78
- **C.18.a - Value (excl. sponsor support):** $32998767.78
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-05-12
- **C.13 - Final Legal Maturity Date:** 2027-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTA5, C.4 - ISIN: US3133ETTA51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119487005.57
- **C.18.a - Value (excl. sponsor support):** $119487005.57
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTP2, C.4 - ISIN: US3133ETTP21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $198378368.45
- **C.18.a - Value (excl. sponsor support):** $198378368.45
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXF9, C.4 - ISIN: US3133ETXF92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15998480.80
- **C.18.a - Value (excl. sponsor support):** $15998480.80
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYC5, C.4 - ISIN: US3133ETYC52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29996656.50
- **C.18.a - Value (excl. sponsor support):** $29996656.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAN0, C.4 - ISIN: US3133EWAN03, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $41299098.83
- **C.18.a - Value (excl. sponsor support):** $41299098.83
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2028-01-21
- **C.13 - Final Legal Maturity Date:** 2028-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAY6, C.4 - ISIN: US3133EWAY67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $276894387.24
- **C.18.a - Value (excl. sponsor support):** $276894387.24
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-01-26
- **C.13 - Final Legal Maturity Date:** 2027-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBQ2, C.4 - ISIN: US3133EWBQ25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95046427.45
- **C.18.a - Value (excl. sponsor support):** $95046427.45
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBX7, C.4 - ISIN: US3133EWBX75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65999394.78
- **C.18.a - Value (excl. sponsor support):** $65999394.78
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2028-01-03
- **C.13 - Final Legal Maturity Date:** 2028-01-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCE8, C.4 - ISIN: US3133EWCE85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $81548890.10
- **C.18.a - Value (excl. sponsor support):** $81548890.10
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCS7, C.4 - ISIN: US3133EWCS71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $72998986.76
- **C.18.a - Value (excl. sponsor support):** $72998986.76
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $56999164.38
- **C.18.a - Value (excl. sponsor support):** $56999164.38
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDV9, C.4 - ISIN: US3133EWDV91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $106998833.70
- **C.18.a - Value (excl. sponsor support):** $106998833.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2028-01-18
- **C.13 - Final Legal Maturity Date:** 2028-01-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEJ5, C.4 - ISIN: US3133EWEJ54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $164898217.43
- **C.18.a - Value (excl. sponsor support):** $164898217.43
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-05-20
- **C.13 - Final Legal Maturity Date:** 2027-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWET3, C.4 - ISIN: US3133EWET37, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $67999794.64
- **C.18.a - Value (excl. sponsor support):** $67999794.64
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2028-02-23
- **C.13 - Final Legal Maturity Date:** 2028-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFD7, C.4 - ISIN: US3133EWFD75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $71999875.44
- **C.18.a - Value (excl. sponsor support):** $71999875.44
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFP0, C.4 - ISIN: US3133EWFP06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $43000000.00
- **C.18.a - Value (excl. sponsor support):** $43000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-03-02
- **C.13 - Final Legal Maturity Date:** 2028-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJM6, C.4 - ISIN: US3134HAJM64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $591303997.19
- **C.18.a - Value (excl. sponsor support):** $591303997.19
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 101: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $599536465.80
- **C.18.a - Value (excl. sponsor support):** $599536465.80
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $578428945.36
- **C.18.a - Value (excl. sponsor support):** $578428945.36
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAPV9, C.4 - ISIN: US3134HAPV99, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $705655347.27
- **C.18.a - Value (excl. sponsor support):** $705655347.27
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $416470170.95
- **C.18.a - Value (excl. sponsor support):** $416470170.95
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $177430039.14
- **C.18.a - Value (excl. sponsor support):** $177430039.14
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $559323058.54
- **C.18.a - Value (excl. sponsor support):** $559323058.54
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBF55, C.4 - ISIN: US3134HBF555, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $95589605.41
- **C.18.a - Value (excl. sponsor support):** $95589605.41
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBK59, C.4 - ISIN: US3134HBK597, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $143183444.65
- **C.18.a - Value (excl. sponsor support):** $143183444.65
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $477667880.90
- **C.18.a - Value (excl. sponsor support):** $477667880.90
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $478730854.60
- **C.18.a - Value (excl. sponsor support):** $478730854.60
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $189982738.50
- **C.18.a - Value (excl. sponsor support):** $189982738.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $536894101.28
- **C.18.a - Value (excl. sponsor support):** $536894101.28
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $589551151.42
- **C.18.a - Value (excl. sponsor support):** $589551151.42
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $531015717.12
- **C.18.a - Value (excl. sponsor support):** $531015717.12
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $91737924.37
- **C.18.a - Value (excl. sponsor support):** $91737924.37
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $714119489.95
- **C.18.a - Value (excl. sponsor support):** $714119489.95
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $126165988.13
- **C.18.a - Value (excl. sponsor support):** $126165988.13
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $413648531.82
- **C.18.a - Value (excl. sponsor support):** $413648531.82
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $319596957.41
- **C.18.a - Value (excl. sponsor support):** $319596957.41
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $293296272.16
- **C.18.a - Value (excl. sponsor support):** $293296272.16
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: ING Financial Markets LLC Tri Party Repo

- **C.1 - Title:** ING Financial Markets LLC Tri Party Repo 3.669900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 46599J009, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: 46599J009_3.67_0302
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac      | 2052-12-01      | 4.5000%  | 0.0000% | $6944220.00        | $4932952.33        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-08-01      | 4.0000%  | 0.0000% | $119758080.00      | $34376042.06       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2041-07-01      | 5.0000%  | 0.0000% | $1592.00           | $128.11            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $758.76            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-05-01      | 6.0000%  | 0.0000% | $7320.00           | $6361.03           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-05-01      | 5.5000%  | 0.0000% | $22948720.00       | $23092625.93       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 5.0000%  | 0.0000% | $23662464.00       | $22449627.67       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-10-01      | 5.0000%  | 0.0000% | $20000000.00       | $15451590.24       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $702.19            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-04-01      | 4.5000%  | 0.0000% | $52120128.00       | $39115034.64       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1662.91           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1033.32           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $266.12            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-07-01      | 3.5000%  | 0.0000% | $1024.00           | $455.23            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $244.97            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-07-01      | 6.0000%  | 0.0000% | $3024.00           | $2674.79           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.5000%  | 0.0000% | $2002.00           | $2081.84           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1016.22           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1016.02           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-04-01      | 3.0000%  | 0.0000% | $22417920.00       | $15026996.25       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1053.14           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-12-01      | 6.0000%  | 0.0000% | $1999.00           | $1433.21           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.69           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1537.04           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-08-01      | 4.0000%  | 0.0000% | $67999.00          | $57036.81          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-06-01      | 3.5000%  | 0.0000% | $1024.00           | $171.51            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-08-01      | 3.5000%  | 0.0000% | $118273536.00      | $10716825.12       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-11-01      | 5.5000%  | 0.0000% | $1024.00           | $784.09            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 3.5000%  | 0.0000% | $38450000.00       | $32232505.87       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-12-25      | 6.5000%  | 0.0000% | $2016.00           | $2019.76           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1023.88           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-10-01      | 5.5000%  | 0.0000% | $1120.00           | $1139.71           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.27           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-04-01      | 6.0000%  | 0.0000% | $1000.00           | $23.51             | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-11-01      | 5.5000%  | 0.0000% | $8347248.00        | $6519057.30        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-06-01      | 5.5000%  | 0.0000% | $1000.00           | $55.60             | Agency Mortgage-Backed Securities |

### Security 122: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.715000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3259392109.34
- **C.18.a - Value (excl. sponsor support):** $3259392109.34
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 123: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.683000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1763011661.68
- **C.18.a - Value (excl. sponsor support):** $1763011661.68
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 124: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1999616605.59
- **C.18.a - Value (excl. sponsor support):** $1999616605.59
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.585000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2282447305.50
- **C.18.a - Value (excl. sponsor support):** $2282447305.50
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 126: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.480000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2115277978.20
- **C.18.a - Value (excl. sponsor support):** $2115277978.20
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 127: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.531000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1281057745.36
- **C.18.a - Value (excl. sponsor support):** $1281057745.36
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 128: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.880000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1351808695.24
- **C.18.a - Value (excl. sponsor support):** $1351808695.24
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 129: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.730000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1715098388.10
- **C.18.a - Value (excl. sponsor support):** $1715098388.10
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 130: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.705000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2440397459.28
- **C.18.a - Value (excl. sponsor support):** $2440397459.28
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 131: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2549995188.70
- **C.18.a - Value (excl. sponsor support):** $2549995188.70
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 132: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.695000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1704626913.71
- **C.18.a - Value (excl. sponsor support):** $1704626913.71
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1647663323.03
- **C.18.a - Value (excl. sponsor support):** $1647663323.03
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 134: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $30964555.95
- **C.18.a - Value (excl. sponsor support):** $30964555.95
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 135: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $999899.81
- **C.18.a - Value (excl. sponsor support):** $999899.81
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.710000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1316179729.68
- **C.18.a - Value (excl. sponsor support):** $1316179729.68
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 137: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2106341408.89
- **C.18.a - Value (excl. sponsor support):** $2106341408.89
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 138: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2407998626.80
- **C.18.a - Value (excl. sponsor support):** $2407998626.80
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 139: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.775000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1654695355.74
- **C.18.a - Value (excl. sponsor support):** $1654695355.74
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 140: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.755000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1847235548.18
- **C.18.a - Value (excl. sponsor support):** $1847235548.18
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 141: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1152067493.11
- **C.18.a - Value (excl. sponsor support):** $1152067493.11
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 142: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.735000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1351307868.16
- **C.18.a - Value (excl. sponsor support):** $1351307868.16
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 143: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.471000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2938200210.00
- **C.18.a - Value (excl. sponsor support):** $2938200210.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 144: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.496000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1977261940.00
- **C.18.a - Value (excl. sponsor support):** $1977261940.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 145: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2185900388.16
- **C.18.a - Value (excl. sponsor support):** $2185900388.16
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 146: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.555000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TJ6, C.4 - ISIN: US912797TJ68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1243079288.76
- **C.18.a - Value (excl. sponsor support):** $1243079288.76
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 147: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.556000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TK3, C.4 - ISIN: US912797TK32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1988512920.00
- **C.18.a - Value (excl. sponsor support):** $1988512920.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 148: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.540000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.4 - ISIN: US912797TL15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1683994420.08
- **C.18.a - Value (excl. sponsor support):** $1683994420.08
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 149: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.525000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1083919366.17
- **C.18.a - Value (excl. sponsor support):** $1083919366.17
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 150: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.560000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TS6, C.4 - ISIN: US912797TS67, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $779320037.96
- **C.18.a - Value (excl. sponsor support):** $779320037.96
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 151: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1186470736.61
- **C.18.a - Value (excl. sponsor support):** $1186470736.61
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 152: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1349623668.40
- **C.18.a - Value (excl. sponsor support):** $1349623668.40
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.525000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TY3, C.4 - ISIN: US912797TY36, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $785744790.19
- **C.18.a - Value (excl. sponsor support):** $785744790.19
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.595000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TZ0, C.4 - ISIN: US912797TZ01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2102130335.75
- **C.18.a - Value (excl. sponsor support):** $2102130335.75
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 155: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.595000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1572863205.40
- **C.18.a - Value (excl. sponsor support):** $1572863205.40
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 156: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.590000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $626930454.19
- **C.18.a - Value (excl. sponsor support):** $626930454.19
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 157: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.753300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $66617101.61
- **C.18.a - Value (excl. sponsor support):** $66617101.61
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 158: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.206100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $247459505.38
- **C.18.a - Value (excl. sponsor support):** $247459505.38
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 159: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.617400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $519183731.76
- **C.18.a - Value (excl. sponsor support):** $519183731.76
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.691900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YD6, C.4 - ISIN: US912828YD60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $108529888.40
- **C.18.a - Value (excl. sponsor support):** $108529888.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.610200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YG9, C.4 - ISIN: US912828YG91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $208895077.88
- **C.18.a - Value (excl. sponsor support):** $208895077.88
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.004400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YU8, C.4 - ISIN: US912828YU85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $281892298.10
- **C.18.a - Value (excl. sponsor support):** $281892298.10
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.624400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YX2, C.4 - ISIN: US912828YX25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $990672427.57
- **C.18.a - Value (excl. sponsor support):** $990672427.57
- **C.19 - Percentage of Net Assets:** 0.4200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.572700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $553864679.29
- **C.18.a - Value (excl. sponsor support):** $553864679.29
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1256411348.30
- **C.18.a - Value (excl. sponsor support):** $1256411348.30
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.016100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2629632739.38
- **C.18.a - Value (excl. sponsor support):** $2629632739.38
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.694300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $526817873.01
- **C.18.a - Value (excl. sponsor support):** $526817873.01
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.722600%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1759509383.96
- **C.18.a - Value (excl. sponsor support):** $1759509383.96
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.670500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $809233785.56
- **C.18.a - Value (excl. sponsor support):** $809233785.56
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.553900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1662711778.25
- **C.18.a - Value (excl. sponsor support):** $1662711778.25
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.747700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $477486944.49
- **C.18.a - Value (excl. sponsor support):** $477486944.49
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.654200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $929927523.75
- **C.18.a - Value (excl. sponsor support):** $929927523.75
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.633700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1848968385.54
- **C.18.a - Value (excl. sponsor support):** $1848968385.54
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.178900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $425831821.79
- **C.18.a - Value (excl. sponsor support):** $425831821.79
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.577900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $400598533.80
- **C.18.a - Value (excl. sponsor support):** $400598533.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.586700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJK8, C.4 - ISIN: US91282CJK80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $339977147.95
- **C.18.a - Value (excl. sponsor support):** $339977147.95
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-11-15
- **C.12 - Maturity Date (WAL):** 2026-11-15
- **C.13 - Final Legal Maturity Date:** 2026-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.575200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKA8, C.4 - ISIN: US91282CKA89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1402309636.14
- **C.18.a - Value (excl. sponsor support):** $1402309636.14
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.257200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $82820000.00
- **C.18.a - Value (excl. sponsor support):** $82820000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.098900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1128101242.88
- **C.18.a - Value (excl. sponsor support):** $1128101242.88
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.016000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1065744056.44
- **C.18.a - Value (excl. sponsor support):** $1065744056.44
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.773000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $712299462.98
- **C.18.a - Value (excl. sponsor support):** $712299462.98
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.136800%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $806017670.06
- **C.18.a - Value (excl. sponsor support):** $806017670.06
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.805000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2085818193.52
- **C.18.a - Value (excl. sponsor support):** $2085818193.52
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.723200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1085966683.87
- **C.18.a - Value (excl. sponsor support):** $1085966683.87
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.673400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $328150449.34
- **C.18.a - Value (excl. sponsor support):** $328150449.34
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.564400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $407947147.16
- **C.18.a - Value (excl. sponsor support):** $407947147.16
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.652700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $958631951.98
- **C.18.a - Value (excl. sponsor support):** $958631951.98
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.828000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1636224635.90
- **C.18.a - Value (excl. sponsor support):** $1636224635.90
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.658600%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3222560104.49
- **C.18.a - Value (excl. sponsor support):** $3222560104.49
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.633700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1248320378.79
- **C.18.a - Value (excl. sponsor support):** $1248320378.79
- **C.19 - Percentage of Net Assets:** 0.5300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.577800%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $226021190.53
- **C.18.a - Value (excl. sponsor support):** $226021190.53
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.721000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1799506587.54
- **C.18.a - Value (excl. sponsor support):** $1799506587.54
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.576200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $178576460.94
- **C.18.a - Value (excl. sponsor support):** $178576460.94
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.783000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $611797570.50
- **C.18.a - Value (excl. sponsor support):** $611797570.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 195: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.782000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1289027576.71
- **C.18.a - Value (excl. sponsor support):** $1289027576.71
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.813000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $504819655.20
- **C.18.a - Value (excl. sponsor support):** $504819655.20
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.722000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1432814904.27
- **C.18.a - Value (excl. sponsor support):** $1432814904.27
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Barclays Bank PLC Tri Party Repo

- **C.1 - Title:** Barclays Bank PLC Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 926SGH006, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: 926SGH006_3.66_0302
- **C.18 - Value (incl. sponsor support):** $780000000.00
- **C.18.a - Value (excl. sponsor support):** $780000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2029-04-15      | 2.1250%  | 0.0000% | $3814600.00        | $4163501.30        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $200.00            | $203.83            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2045-02-15      | 0.7500%  | 0.0000% | $666500.00         | $694898.15         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2046-02-15      | 1.0000%  | 0.0000% | $6928000.00        | $7416951.91        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2047-02-15      | 0.8750%  | 0.0000% | $2000.00           | $2013.17           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2048-02-15      | 1.0000%  | 0.0000% | $10406900.00       | $10396595.86       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2049-02-15      | 1.0000%  | 0.0000% | $9662800.00        | $9331288.71        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2050-02-15      | 0.2500%  | 0.0000% | $25000000.00       | $18996514.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-05-15      | 1.2500%  | 0.0000% | $3600.00           | $1816.30           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-08-15      | 1.1250%  | 0.0000% | $4102400.00        | $2665583.33        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2051-02-15      | 0.1250%  | 0.0000% | $99740300.00       | $70441293.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 2.0000%  | 0.0000% | $1400.00           | $1017.51           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2052-02-15      | 0.1250%  | 0.0000% | $50000000.00       | $32292727.83       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-02-15      | 3.6250%  | 0.0000% | $33396000.00       | $28071330.32       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-07-09      | NA       | 0.0000% | $200.00            | $197.45            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-30      | NA       | 0.0000% | $200.00            | $198.81            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2034-01-15      | 1.7500%  | 0.0000% | $60450000.00       | $65042580.44       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-01-15      | 2.5000%  | 0.0000% | $75343000.00       | $119022750.28      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $7900.00           | $8213.03           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-15      | 1.8750%  | 0.0000% | $1500.00           | $1359.21           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2054-02-15      | 2.1250%  | 0.0000% | $74817300.00       | $73822224.30       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-02-15      | 4.5000%  | 0.0000% | $1600.00           | $1597.44           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-07-15      | 0.1250%  | 0.0000% | $194518400.00      | $264417658.26      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-01-15      | 0.3750%  | 0.0000% | $28944000.00       | $38745446.15       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-07-15      | 0.7500%  | 0.0000% | $27673100.00       | $35768946.30       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-01-15      | 0.1250%  | 0.0000% | $105000.00         | $127694.72         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2040-02-15      | 2.1250%  | 0.0000% | $536900.00         | $820373.66         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 4.7500%  | 0.0000% | $63600.00          | $66467.89          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2041-02-15      | 2.1250%  | 0.0000% | $1000.00           | $1493.88           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-08-15      | 3.7500%  | 0.0000% | $900.00            | $835.49            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 3.1250%  | 0.0000% | $300.00            | $254.71            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2042-02-15      | 0.7500%  | 0.0000% | $11476500.00       | $13276028.49       | U.S. Treasuries (including strips) |

### Security 199: BNP Paribas Tri Party Repo

- **C.1 - Title:** BNP Paribas Tri Party Repo 3.669900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 927NEF002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 927NEF002_3.67_0302
- **C.18 - Value (incl. sponsor support):** $305000000.00
- **C.18.a - Value (excl. sponsor support):** $305000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                     | 2048-10-01      | 4.0000%  | 0.0000% | $3000.00           | $1711.51           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-02-01      | 3.0000%  | 0.0000% | $3235921.00        | $2104646.58        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 3.0000%  | 0.0000% | $3006.00           | $2009.84           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-11-16      | 3.5000%  | 0.0000% | $53546982.00       | $1292.69           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $840.31            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-01      | 6.5000%  | 0.0000% | $2002.00           | $2108.33           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-02-01      | 6.5000%  | 0.0000% | $1002.00           | $1053.84           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-01-01      | 8.0000%  | 0.0000% | $845757.00         | $691981.16         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-03-01      | 2.5000%  | 0.0000% | $1000.00           | $658.06            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 3.0000%  | 0.0000% | $1150000.00        | $788607.92         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-11-01      | 4.0000%  | 0.0000% | $1070.00           | $38.17             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-12-01      | 2.5000%  | 0.0000% | $5091.00           | $3249.24           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-12-01      | 3.0000%  | 0.0000% | $1003.00           | $610.38            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-03-01      | 2.5000%  | 0.0000% | $82002.00          | $54527.61          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-10-01      | 3.5000%  | 0.0000% | $454984.00         | $351224.28         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-10-01      | 5.0000%  | 0.0000% | $427510.00         | $327853.34         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-09-01      | 3.0000%  | 0.0000% | $53000.00          | $38808.10          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-01-01      | 5.5000%  | 0.0000% | $3032.00           | $2621.24           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-01-01      | 6.5000%  | 0.0000% | $1009.00           | $663.62            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-07-01      | 6.0000%  | 0.0000% | $1009.00           | $130.21            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-08-01      | 4.0000%  | 0.0000% | $1041.00           | $285.31            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-01-01      | 5.5000%  | 0.0000% | $3000.00           | $2230.37           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-06-20      | 6.2500%  | 0.0000% | $1326.00           | $9.88              | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $987.56            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.79           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-12-01      | 6.0000%  | 0.0000% | $4268.00           | $3373.91           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 4.0000%  | 0.0000% | $498661.00         | $374855.30         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-09-01      | 6.5000%  | 0.0000% | $1900.00           | $1133.12           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $857.44            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $796.53            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-07-01      | 5.5000%  | 0.0000% | $3000.00           | $2407.44           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $855.43            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-10-01      | 5.5000%  | 0.0000% | $1000.00           | $659.81            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-01      | 6.5000%  | 0.0000% | $360000.00         | $185180.81         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-12-01      | 6.0000%  | 0.0000% | $407932.00         | $257225.86         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1061.41           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-11-01      | 6.5000%  | 0.0000% | $2033.00           | $2138.81           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-03-01      | 6.5000%  | 0.0000% | $1152.00           | $804.35            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-01      | 3.0000%  | 0.0000% | $1004.00           | $868.76            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-06-01      | 6.0000%  | 0.0000% | $2008.00           | $1635.68           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $991.73            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-03-01      | 2.5000%  | 0.0000% | $3000.00           | $1719.61           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1026.60           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2051-11-01      | 2.0000%  | 0.0000% | $1008.00           | $819.42            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2056-01-01      | 6.0000%  | 0.0000% | $4080.00           | $4198.63           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-08-20      | 5.3750%  | 0.0000% | $27722.00          | $105.69            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-11-20      | 5.1250%  | 0.0000% | $1870.00           | $66.39             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-10-20      | 5.1250%  | 0.0000% | $2250.00           | $35.35             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-01-01      | 6.5000%  | 0.0000% | $1001.00           | $576.82            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 6.5000%  | 0.0000% | $2008.00           | $2115.90           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 6.0000%  | 0.0000% | $2235044.00        | $2333917.75        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.53           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 7.0000%  | 0.0000% | $2000.00           | $2114.53           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 5.0000%  | 0.0000% | $2605308.00        | $2620960.73        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 5.0000%  | 0.0000% | $8996.00           | $9047.55           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 5.5000%  | 0.0000% | $2000.00           | $2036.43           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $973.97            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-11-01      | 5.0000%  | 0.0000% | $3103.00           | $3144.53           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-02-01      | 4.5000%  | 0.0000% | $1008.00           | $907.86            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2056-01-01      | 5.5000%  | 0.0000% | $1012.00           | $1044.46           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2056-01-01      | 6.0000%  | 0.0000% | $304772.00         | $314904.34         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-06-01      | 4.5000%  | 0.0000% | $3058.00           | $438.90            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-09-01      | 6.0000%  | 0.0000% | $3087.00           | $160.06            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-09-01      | 6.5000%  | 0.0000% | $1000.00           | $204.66            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-12-01      | 5.0000%  | 0.0000% | $3664.00           | $498.74            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-02-01      | 3.0000%  | 0.0000% | $1080.00           | $759.36            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-01      | 6.5000%  | 0.0000% | $2478296.00        | $1893185.44        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-09-01      | 5.5000%  | 0.0000% | $1083.00           | $882.49            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-09-01      | 6.5000%  | 0.0000% | $1297745.00        | $756521.22         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-01      | 3.0000%  | 0.0000% | $537000.00         | $389465.42         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-02-01      | 6.0000%  | 0.0000% | $8385.00           | $5329.03           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-11-01      | 5.5000%  | 0.0000% | $2010.00           | $1638.19           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-10-01      | 6.5000%  | 0.0000% | $49629489.00       | $29462598.47       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-11-01      | 5.5000%  | 0.0000% | $6929.00           | $5936.62           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-11-01      | 4.5000%  | 0.0000% | $1000.00           | $453.04            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-01-01      | 5.0000%  | 0.0000% | $1246300.00        | $1030871.37        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-01-01      | 4.5000%  | 0.0000% | $10000.00          | $8079.58           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-02-01      | 5.5000%  | 0.0000% | $50114.00          | $39275.63          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-05-01      | 6.5000%  | 0.0000% | $3004.00           | $3123.79           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 3.0000%  | 0.0000% | $3426000.00        | $256084.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-03-20      | 6.3750%  | 0.0000% | $10147.00          | $80.87             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-06-01      | 4.0000%  | 0.0000% | $207000.00         | $183641.75         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-04-01      | 4.5000%  | 0.0000% | $2001.00           | $439.97            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $380.84            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-09-01      | 3.5000%  | 0.0000% | $1000.00           | $485.23            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-10-01      | 2.0000%  | 0.0000% | $98999.00          | $51319.52          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-02-01      | 2.0000%  | 0.0000% | $9380090.00        | $5813853.63        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-02-01      | 2.0000%  | 0.0000% | $2790.00           | $1575.19           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-04-01      | 2.0000%  | 0.0000% | $1157359.00        | $691591.44         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-12-01      | 6.5000%  | 0.0000% | $1024.00           | $1075.39           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-07-01      | 4.0000%  | 0.0000% | $7800.00           | $1784.51           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-03-01      | 2.0000%  | 0.0000% | $1331.00           | $753.57            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-01-01      | 2.5000%  | 0.0000% | $749251.00         | $483117.65         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1254.07           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-11-15      | 4.3548%  | 0.0000% | $14090600.00       | $1078237.29        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2026-04-25      | 2.8960%  | 0.0000% | $7338.00           | $42.69             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-02-25      | 2.5000%  | 0.0000% | $299999.00         | $27259.21          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-01-15      | 0.4863%  | 0.0000% | $34858123.00       | $118363.02         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-08-25      | 4.1317%  | 0.0000% | $10255884.00       | $5062463.60        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-09-25      | 2.5000%  | 0.0000% | $300000.00         | $34893.50          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-10-25      | 2.0000%  | 0.0000% | $30061325.00       | $2920930.90        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-04-25      | 3.0000%  | 0.0000% | $30390895.00       | $3406454.51        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-12-25      | 2.5000%  | 0.0000% | $100000.00         | $7602.20           | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2032-02-25      | 2.2500%  | 0.0000% | $66019.00          | $60215.27          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-03-25      | 2.0000%  | 0.0000% | $1000000.00        | $102530.02         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-10-25      | 6.0000%  | 0.0000% | $5308074.00        | $6472622.37        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-02-15      | 2.1468%  | 0.0000% | $63733180.00       | $279080.93         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2026-03-25      | 1.3109%  | 0.0000% | $1426802.00        | $323.79            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-06-01      | 3.5000%  | 0.0000% | $2699607.00        | $629183.28         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-01-01      | 3.0000%  | 0.0000% | $12997.00          | $2503.54           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-08-01      | 2.5000%  | 0.0000% | $15904.00          | $7658.18           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $429.64            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-09-01      | 2.5000%  | 0.0000% | $3000.00           | $1784.11           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-10-01      | 3.8700%  | 0.0000% | $1000.00           | $994.74            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-07-01      | 4.5200%  | 0.0000% | $3314.00           | $3416.52           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-06-01      | 2.5000%  | 0.0000% | $469240.00         | $266051.45         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-06-01      | 3.0000%  | 0.0000% | $2001.00           | $1052.50           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-09-01      | 3.0000%  | 0.0000% | $3004.00           | $667.30            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-12-01      | 3.5000%  | 0.0000% | $1000.00           | $201.88            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-12-01      | 5.5000%  | 0.0000% | $9244165.00        | $9413476.68        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-09-01      | 5.0000%  | 0.0000% | $3549.00           | $653.87            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2039-06-01      | 4.0000%  | 0.0000% | $3381.00           | $728.15            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-05-01      | 3.5000%  | 0.0000% | $2002.00           | $428.07            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-08-01      | 6.0000%  | 0.0000% | $1007.00           | $773.19            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.55           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 1.9685%  | 0.0000% | $83400000.00       | $1517193.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 4.8115%  | 0.0000% | $9964142.00        | $4647429.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | NA       | 0.0000% | $123118.00         | $0.08              | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-08-20      | NA       | 0.0000% | $178025.00         | $98538.68          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1621.55           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-02-01      | 5.0000%  | 0.0000% | $1872.00           | $1673.96           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-02-01      | 6.5000%  | 0.0000% | $3020.00           | $3161.94           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-02-01      | 5.5000%  | 0.0000% | $1003.00           | $834.10            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $749.35            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 5.5000%  | 0.0000% | $49865.00          | $50581.13          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.91           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-03-01      | 5.0000%  | 0.0000% | $2293.00           | $2299.42           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-05-01      | 6.0000%  | 0.0000% | $2001.00           | $1898.83           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.5000%  | 0.0000% | $3001.00           | $2658.08           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.34           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 7.0000%  | 0.0000% | $1008.00           | $1064.21           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1055.86           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-09-01      | 6.0000%  | 0.0000% | $4001.00           | $4106.12           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.32           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-11-01      | 6.5000%  | 0.0000% | $2836054.00        | $2807782.35        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-12-01      | 4.5000%  | 0.0000% | $1470960.00        | $1362278.68        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2054-08-25      | 3.3628%  | 0.0000% | $77974236.00       | $3503898.60        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-02-25      | 1.3828%  | 0.0000% | $121682473.00      | $3947274.14        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.5000%  | 0.0000% | $1008.00           | $1056.12           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-10-01      | 6.0000%  | 0.0000% | $1002.00           | $1029.92           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 5.5000%  | 0.0000% | $3010.00           | $3096.12           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 5.5000%  | 0.0000% | $2016.00           | $2026.14           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 6.0000%  | 0.0000% | $3000.00           | $3093.90           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2056-02-01      | 5.5000%  | 0.0000% | $6075.00           | $6198.56           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-10-01      | 6.0000%  | 0.0000% | $1001.00           | $1007.77           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-20      | 1.3351%  | 0.0000% | $12383239.00       | $38629.41          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $999.49            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-06-01      | 7.5000%  | 0.0000% | $1000.00           | $1078.04           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-07-01      | 7.5000%  | 0.0000% | $1001.00           | $1076.96           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.51           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $994.42            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.93           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-01      | 5.0000%  | 0.0000% | $878890.00         | $620889.28         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.78           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $828.94            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $2002.00           | $2073.82           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 6.5000%  | 0.0000% | $1002.00           | $1048.55           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2040-07-01      | 5.5000%  | 0.0000% | $1000.00           | $994.59            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-01-01      | 5.5000%  | 0.0000% | $2219.00           | $248.41            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-02-01      | 4.0000%  | 0.0000% | $7001.00           | $1040.94           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-01      | 1.9640%  | 0.0000% | $5280336.00        | $4132380.00        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2038-11-01      | 7.5000%  | 0.0000% | $2000.00           | $824.89            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-01-01      | 5.0000%  | 0.0000% | $56734.00          | $52255.95          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-01-01      | 2.5000%  | 0.0000% | $7001.00           | $5614.01           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-01-01      | 5.0000%  | 0.0000% | $1152.00           | $1083.41           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-08-01      | 2.0000%  | 0.0000% | $1000.00           | $811.91            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-08-01      | 3.5000%  | 0.0000% | $2300.00           | $1956.09           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-09-01      | 6.0000%  | 0.0000% | $1008.00           | $984.31            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-04-01      | 4.5000%  | 0.0000% | $1069000.00        | $1016135.32        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-02-01      | 3.0000%  | 0.0000% | $1005.00           | $876.00            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-05-01      | 5.5000%  | 0.0000% | $1036.00           | $881.77            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-01-01      | 6.0000%  | 0.0000% | $103552.00         | $97444.09          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-08-01      | 6.5000%  | 0.0000% | $1016.00           | $901.78            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 5.5000%  | 0.0000% | $8781126.00        | $8843787.20        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 5.5000%  | 0.0000% | $2009.00           | $2030.14           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.77           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.02           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-01-01      | 3.0000%  | 0.0000% | $300000.00         | $114677.13         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-09-01      | 3.5000%  | 0.0000% | $5544478.00        | $2453191.10        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-05-01      | 6.5000%  | 0.0000% | $5011.00           | $3420.41           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-01      | 7.0000%  | 0.0000% | $4001.00           | $4217.75           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $967.40            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-07-01      | 5.0000%  | 0.0000% | $186726.00         | $144085.71         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-06-01      | 7.0000%  | 0.0000% | $3010.00           | $3178.97           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-06-01      | 6.5000%  | 0.0000% | $4000.00           | $4142.23           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-06-01      | 6.5000%  | 0.0000% | $3519.00           | $2537.51           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-02-01      | 7.5000%  | 0.0000% | $4528.00           | $4854.54           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-01      | 7.5000%  | 0.0000% | $3001.00           | $3055.93           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $817.04            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-08-01      | 5.5000%  | 0.0000% | $3024.00           | $3040.41           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-02-01      | 7.0000%  | 0.0000% | $6001.00           | $3602.66           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-04-01      | 6.0000%  | 0.0000% | $1003.00           | $815.63            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-07-01      | 5.5000%  | 0.0000% | $3000.00           | $2665.50           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-07-01      | 7.0000%  | 0.0000% | $2000.00           | $2131.39           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-07-01      | 6.0000%  | 0.0000% | $1024.00           | $869.85            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-11-01      | 6.0000%  | 0.0000% | $4002.00           | $4038.03           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-10-01      | 5.5000%  | 0.0000% | $2016.00           | $1620.75           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-08-01      | 4.0000%  | 0.0000% | $4462.00           | $330.40            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-01-01      | 3.0000%  | 0.0000% | $7272.00           | $4465.52           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $763.84            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-02-01      | 5.5000%  | 0.0000% | $4010.00           | $2851.41           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-02-01      | 6.5000%  | 0.0000% | $7130680.00        | $3365222.44        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1650.86           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-08-01      | 5.5000%  | 0.0000% | $2050.00           | $1575.46           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-10-01      | 5.5000%  | 0.0000% | $5782.00           | $4429.27           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 2.2885%  | 0.0000% | $67737237.00       | $3468711.57        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-10-01      | 2.0000%  | 0.0000% | $200000.00         | $128095.29         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-10-01      | 2.0000%  | 0.0000% | $2003.00           | $934.18            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $912.22            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-06-01      | 6.0000%  | 0.0000% | $1220057.00        | $959621.94         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $948.21            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-02-01      | 5.5000%  | 0.0000% | $2076.00           | $1965.06           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-12-01      | 6.5000%  | 0.0000% | $2002.00           | $2094.87           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1012.21           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $925.83            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $972.06            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-03-01      | 6.5000%  | 0.0000% | $3051.00           | $2607.57           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1062.54           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $966.96            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.11           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-04-01      | 6.5000%  | 0.0000% | $4000.00           | $4236.13           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-11-01      | 2.5000%  | 0.0000% | $1001.00           | $505.82            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-12-20      | 2.5000%  | 0.0000% | $9723674.00        | $1074083.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 2.5000%  | 0.0000% | $100000.00         | $8126.02           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 3.0000%  | 0.0000% | $4950000.00        | $390284.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 3.5000%  | 0.0000% | $18257055.00       | $1457267.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | NA       | 0.0000% | $1918039.00        | $22467.09          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2074-10-20      | 1.0542%  | 0.0000% | $100000.00         | $6996.47           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-09-01      | 5.5000%  | 0.0000% | $1008.00           | $799.77            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | NA       | 0.0000% | $4831365.00        | $2942725.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 4.8115%  | 0.0000% | $2843001.00        | $1936911.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 2.0385%  | 0.0000% | $100003.00         | $3172.49           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 4.7615%  | 0.0000% | $43231528.00       | $30606805.70       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-08-20      | 1.2251%  | 0.0000% | $52945957.00       | $377864.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 8.0244%  | 0.0000% | $6826544.00        | $7100648.39        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2052-03-20      | 6.0000%  | 0.0000% | $3881308.00        | $202886.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-07-20      | 2.3183%  | 0.0000% | $74239973.00       | $1212760.49        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $156.00            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-06-01      | 3.0000%  | 0.0000% | $602925.00         | $99483.45          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-02-01      | 4.5000%  | 0.0000% | $10033.00          | $845.17            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-02-01      | 4.5000%  | 0.0000% | $7190.00           | $733.37            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-02-01      | 4.5000%  | 0.0000% | $1509.00           | $238.83            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-02-01      | 4.5000%  | 0.0000% | $14054.00          | $861.24            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-05-01      | 7.0000%  | 0.0000% | $4763.00           | $4400.14           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $943.75            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-10-01      | 6.5000%  | 0.0000% | $1015845.00        | $1052831.89        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-09-01      | 6.5000%  | 0.0000% | $1230164.00        | $1264613.05        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-08-01      | 6.5000%  | 0.0000% | $1001.00           | $1029.73           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-04-01      | 5.0000%  | 0.0000% | $7001.00           | $6809.43           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $640.02            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-12-01      | 7.0000%  | 0.0000% | $1006.00           | $826.40            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2030-11-01      | 4.3400%  | 0.0000% | $765897.00         | $782086.87         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2035-02-01      | 4.9300%  | 0.0000% | $3419689.00        | $3609890.58        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-09-01      | 4.6650%  | 0.0000% | $1000.00           | $1033.64           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2031-01-01      | 4.0200%  | 0.0000% | $47508192.00       | $47902763.35       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-12-01      | 3.0000%  | 0.0000% | $4503520.00        | $1438031.15        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-03-01      | 2.0000%  | 0.0000% | $6000.00           | $3403.63           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $495.10            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $581.64            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-04-01      | 5.5000%  | 0.0000% | $1000.00           | $710.36            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2056-01-01      | 5.5000%  | 0.0000% | $1054.00           | $1083.53           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-07-01      | 2.0000%  | 0.0000% | $4042255.00        | $1760551.78        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-06-01      | 2.5000%  | 0.0000% | $3784.00           | $1275.21           | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 1.7885%  | 0.0000% | $100000000.00      | $3164995.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-11-20      | 4.7615%  | 0.0000% | $1000.00           | $601.44            | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-10-20      | 4.6615%  | 0.0000% | $1032.00           | $835.02            | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-02-20      | 0.0500%  | 0.0000% | $310627.00         | $308.03            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | NA       | 0.0000% | $53445585.00       | $1201.26           | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-04-20      | 1.7585%  | 0.0000% | $34489486.00       | $1564529.61        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 1.4685%  | 0.0000% | $100000.00         | $4216.78           | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-06-20      | NA       | 0.0000% | $1000.00           | $793.74            | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 1.1385%  | 0.0000% | $80000000.00       | $1868663.64        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-12-01      | 2.5000%  | 0.0000% | $155563.00         | $39155.88          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-10-01      | 6.5000%  | 0.0000% | $2022.00           | $38.71             | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-03-25      | 0.2000%  | 0.0000% | $17969475.00       | $79953.44          | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2054-07-25      | NA       | 0.0000% | $12271856.00       | $8771349.78        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-12-25      | 1.7828%  | 0.0000% | $100000000.00      | $7048234.35        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-12-25      | 1.8828%  | 0.0000% | $83759618.00       | $4099588.87        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-04-01      | 5.0000%  | 0.0000% | $12537.00          | $99.13             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-04-01      | 5.5000%  | 0.0000% | $1015.00           | $79.36             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-06-01      | 5.5000%  | 0.0000% | $4170.00           | $177.72            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-07-01      | 4.5000%  | 0.0000% | $1000.00           | $112.07            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-07-01      | 5.0000%  | 0.0000% | $6996.00           | $479.61            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-03-01      | 5.0000%  | 0.0000% | $6005.00           | $513.11            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-08-01      | 4.5000%  | 0.0000% | $951989.00         | $65218.52          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-01-01      | 5.0000%  | 0.0000% | $1000.00           | $108.53            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-10-01      | 6.0000%  | 0.0000% | $2038.00           | $95.08             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-01-01      | 7.0000%  | 0.0000% | $12745.00          | $1836.22           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-09-01      | 3.4700%  | 0.0000% | $1009.00           | $575.58            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-08-01      | 3.5000%  | 0.0000% | $117648.00         | $18958.70          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-10-01      | 3.5000%  | 0.0000% | $5015390.00        | $744422.54         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-01      | 6.0000%  | 0.0000% | $4001.00           | $3006.63           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-05-01      | 3.0000%  | 0.0000% | $168804.00         | $133616.25         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-03-01      | 6.5000%  | 0.0000% | $3009.00           | $3093.19           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-06-01      | 5.5000%  | 0.0000% | $2500000.00        | $3889.91           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.58           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 5.5000%  | 0.0000% | $2607942.00        | $2674630.57        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-08-01      | 5.0000%  | 0.0000% | $3036.00           | $3027.73           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $2073.06           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1984.82           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-08-01      | 6.0000%  | 0.0000% | $1023.00           | $1047.32           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.5000%  | 0.0000% | $1012.00           | $1056.21           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $2031.00           | $2105.76           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 6.0000%  | 0.0000% | $4001.00           | $3338.50           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 7.0000%  | 0.0000% | $1001.00           | $1059.60           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 7.0000%  | 0.0000% | $4000.00           | $4219.70           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-09-01      | 6.0000%  | 0.0000% | $1006.00           | $1042.29           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-10-01      | 5.0000%  | 0.0000% | $5412.00           | $4882.69           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-01      | 3.0000%  | 0.0000% | $352840.00         | $251806.64         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $751.98            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $785.60            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-04-01      | 6.5000%  | 0.0000% | $1008.00           | $875.57            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $923.97            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-09-01      | 6.5000%  | 0.0000% | $2048.00           | $2019.49           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2038-01-01      | 6.0000%  | 0.0000% | $2719.00           | $40.80             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-12-01      | 3.0000%  | 0.0000% | $1001.00           | $309.35            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-09-01      | 5.5000%  | 0.0000% | $15441.00          | $288.96            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2039-04-01      | 6.0000%  | 0.0000% | $1401.00           | $46.79             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-01      | 4.5000%  | 0.0000% | $10700.00          | $8483.76           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-01      | 5.5000%  | 0.0000% | $1007.00           | $980.78            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 2.3385%  | 0.0000% | $50000000.00       | $880706.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 3.5385%  | 0.0000% | $49748150.00       | $4214872.60        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-07-25      | NA       | 0.0000% | $21637248.00       | $2351269.93        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-07-25      | 2.1738%  | 0.0000% | $100484.00         | $611.38            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-06-25      | 2.3183%  | 0.0000% | $52596670.00       | $1487437.20        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-09-25      | 4.0000%  | 0.0000% | $6800192.00        | $480602.06         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-08-25      | 2.5000%  | 0.0000% | $700000.00         | $77512.74          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-06-25      | 2.5000%  | 0.0000% | $900000.00         | $99663.36          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-11-25      | 4.0000%  | 0.0000% | $16334880.00       | $1941820.83        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-05-25      | 2.5000%  | 0.0000% | $700000.00         | $77934.15          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-10-25      | 2.0000%  | 0.0000% | $2000000.00        | $202249.45         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-12-25      | 6.0000%  | 0.0000% | $2119190.00        | $340980.63         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-11-25      | 2.2328%  | 0.0000% | $60000000.00       | $3060074.70        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-03-25      | 1.5328%  | 0.0000% | $188350913.00      | $4628955.88        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-06-25      | 1.3328%  | 0.0000% | $1215271.00        | $27407.11          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-03-25      | 2.1728%  | 0.0000% | $83378373.00       | $3515299.86        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-03-25      | 2.1328%  | 0.0000% | $36097453.00       | $2854608.17        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2052-08-25      | 5.5000%  | 0.0000% | $405114.00         | $28639.19          | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2056-01-25      | 4.5000%  | 0.0000% | $26609393.00       | $25500213.33       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 2.0000%  | 0.0000% | $7010.00           | $4786.05           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-12-01      | 6.0000%  | 0.0000% | $3003.00           | $1233.55           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.64           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-02-01      | 2.5000%  | 0.0000% | $4001.00           | $2711.14           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-03-01      | 3.0000%  | 0.0000% | $1001.00           | $690.70            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2030-03-01      | 6.3050%  | 0.0000% | $1025.00           | $0.59              | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-03-01      | 6.8500%  | 0.0000% | $1728.00           | $7.42              | Agency Mortgage-Backed Securities |

### Security 200: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.669900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930PNG000, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNG000_3.67_0302
- **C.18 - Value (incl. sponsor support):** $459000000.00
- **C.18.a - Value (excl. sponsor support):** $459000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae      | 2039-07-01      | 5.0000%  | 0.0000% | $1937999.00        | $42228.33          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-09-01      | 5.0000%  | 0.0000% | $220945.00         | $163074.02         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-05-01      | 3.5000%  | 0.0000% | $7876272.00        | $7380525.17        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-05-01      | 2.5000%  | 0.0000% | $140000.00         | $84805.58          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-01-01      | 4.5200%  | 0.0000% | $1867000.00        | $1916567.81        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2050-08-01      | 4.0000%  | 0.0000% | $44233216.00       | $43155727.34       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-07-01      | 6.0000%  | 0.0000% | $3086071.00        | $3183398.34        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2056-01-01      | 5.5000%  | 0.0000% | $3330800.00        | $3435059.18        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-04-01      | 5.5000%  | 0.0000% | $155054.00         | $53705.49          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-01-01      | 6.0000%  | 0.0000% | $33467000.00       | $23559575.61       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-06-01      | 6.0000%  | 0.0000% | $300000.00         | $226290.83         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-06-01      | 6.3260%  | 0.0000% | $10153616.00       | $4701303.37        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-03-01      | 5.5000%  | 0.0000% | $1508308.00        | $1534310.99        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-08-01      | 4.0000%  | 0.0000% | $143000.00         | $77490.18          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-12-01      | 1.5000%  | 0.0000% | $5000000.00        | $2063809.88        | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2055-09-01      | 6.0000%  | 0.0000% | $376410112.00      | $347537677.98      | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-04-01      | 3.5000%  | 0.0000% | $131053.00         | $46053.39          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-05-01      | 2.5000%  | 0.0000% | $3655484.00        | $1665658.69        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-02-01      | 6.5000%  | 0.0000% | $21477951.00       | $10006908.00       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2031-04-01      | 3.0600%  | 0.0000% | $100000.00         | $78066.66          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-04-01      | 3.5100%  | 0.0000% | $11930272.00       | $11117462.57       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-08-01      | 3.7900%  | 0.0000% | $5000000.00        | $4746548.86        | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2045-08-01      | 3.0000%  | 0.0000% | $9971568.00        | $1380004.49        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-06-01      | 2.5000%  | 0.0000% | $34000.00          | $23747.25          | Agency Mortgage-Backed Securities |

### Security 201: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNJ004_3.66_0302
- **C.18 - Value (incl. sponsor support):** $11053000000.00
- **C.18.a - Value (excl. sponsor support):** $11053000000.00
- **C.19 - Percentage of Net Assets:** 4.6800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-05-15      | 4.5000%  | 0.0000% | $448025600.00      | $459017539.28      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.5000%  | 0.0000% | $1681094400.00     | $1708165192.44     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $1174316800.00     | $1216264705.91     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $1417324800.00     | $1438777835.36     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-02-15      | 2.2500%  | 0.0000% | $865472900.00      | $548143675.00      | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2027-08-15      | NA       | 0.0000% | $195100.00         | $185557.85         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $2695427200.00     | $2796561316.89     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.5000%  | 0.0000% | $739544000.00      | $748735236.70      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 1.2500%  | 0.0000% | $1368000000.00     | $1316303415.30     | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-01-15      | 0.5000%  | 0.0000% | $177772000.00      | $232145055.12      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-07-15      | 0.2500%  | 0.0000% | $652627200.00      | $809760564.12      | U.S. Treasuries (including strips) |

### Security 202: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNJ004_3.68_0326
- **C.18 - Value (incl. sponsor support):** $935000000.00
- **C.18.a - Value (excl. sponsor support):** $935000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2043-11-15      | 4.7500%  | 0.0000% | $914370800.00      | $953700090.68      | U.S. Treasuries (including strips) |

### Security 203: Wells Fargo Tri Party Repo

- **C.1 - Title:** Wells Fargo Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930REQ004, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 930REQ004_3.66_0302
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2041-02-15      | 1.8750%  | 0.0000% | $78164200.00       | $56135069.94       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 2.3750%  | 0.0000% | $127822800.00      | $96779408.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2038-02-15      | 4.3750%  | 0.0000% | $128800.00         | $132235.00         | U.S. Treasuries (including strips) |

### Security 204: Wells Fargo Tri Party Repo

- **C.1 - Title:** Wells Fargo Tri Party Repo 3.669900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930RFC004, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 930RFC004_3.67_0302
- **C.18 - Value (incl. sponsor support):** $860000000.00
- **C.18.a - Value (excl. sponsor support):** $860000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac      | 2052-12-01      | 4.0000%  | 0.0000% | $4079000.00        | $3284633.29        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-06-01      | 5.5000%  | 0.0000% | $6430000.00        | $6057876.46        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2045-08-01      | 3.5000%  | 0.0000% | $2491374.00        | $1841624.17        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-09-01      | 5.5000%  | 0.0000% | $24875000.00       | $21263581.05       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 5.0000%  | 0.0000% | $2139534.00        | $2152596.51        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-05-01      | 5.0000%  | 0.0000% | $17702069.00       | $17745916.33       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-02-01      | 6.5000%  | 0.0000% | $8954916.00        | $8451060.51        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-06-01      | 3.0000%  | 0.0000% | $40468133.00       | $35261523.01       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-05-01      | 6.0000%  | 0.0000% | $101000000.00      | $87387477.16       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-07-01      | 6.5000%  | 0.0000% | $4926605.00        | $4863575.61        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 6.5000%  | 0.0000% | $32654199.00       | $31461241.60       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 6.5000%  | 0.0000% | $20821638.00       | $20789630.22       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-06-01      | 2.0000%  | 0.0000% | $24568222.00       | $20276632.38       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-08-01      | 3.0000%  | 0.0000% | $7779361.00        | $7120846.55        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-11-01      | 5.0000%  | 0.0000% | $299000.00         | $232110.94         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-09-01      | 5.0000%  | 0.0000% | $13865372.00       | $10217681.61       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-12-01      | 5.0000%  | 0.0000% | $1137891.00        | $845919.22         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2046-02-01      | 4.5000%  | 0.0000% | $40867275.00       | $40740407.22       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2041-10-01      | 1.5000%  | 0.0000% | $280000.00         | $170019.06         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2035-11-01      | 5.5000%  | 0.0000% | $2141224.00        | $2135591.56        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2031-05-01      | 2.0000%  | 0.0000% | $3000000.00        | $1004857.08        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2049-05-01      | 4.0000%  | 0.0000% | $1011419.00        | $954792.05         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-05-01      | 6.0000%  | 0.0000% | $4497000.00        | $3024002.60        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-06-01      | 5.5000%  | 0.0000% | $18333000.00       | $16812547.62       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-06-01      | 5.0000%  | 0.0000% | $1192557.00        | $1205838.89        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-05-01      | 4.0000%  | 0.0000% | $260987.00         | $57435.61          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-09-01      | 7.5000%  | 0.0000% | $43040000.00       | $29838186.33       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2034-07-01      | 3.0000%  | 0.0000% | $400000.00         | $69577.99          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2035-04-01      | 3.5000%  | 0.0000% | $1212486.00        | $551521.25         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $1023664.00        | $1061530.23        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 6.0000%  | 0.0000% | $1173711.00        | $1227595.22        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2049-07-01      | 3.0000%  | 0.0000% | $261000.00         | $76391.23          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-10-01      | 2.5000%  | 0.0000% | $139000.00         | $67640.59          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-08-01      | 4.0000%  | 0.0000% | $8254000.00        | $1200245.05        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 6.0000%  | 0.0000% | $1190073.00        | $906553.25         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 4.5000%  | 0.0000% | $4459760.00        | $4288468.52        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2056-02-01      | 5.0000%  | 0.0000% | $111670615.00      | $113315647.23      | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-08-01      | 5.0000%  | 0.0000% | $65355427.00       | $55405801.14       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2041-02-01      | 4.5000%  | 0.0000% | $18170643.00       | $18291459.61       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 5.5000%  | 0.0000% | $3166663.00        | $3259682.28        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-07-01      | 4.0000%  | 0.0000% | $51605.00          | $46813.79          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 5.5000%  | 0.0000% | $8886587.00        | $8978726.59        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 4.5000%  | 0.0000% | $1064355.00        | $1052943.08        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-06-01      | 3.5000%  | 0.0000% | $6569552.00        | $4574459.77        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-12-01      | 6.0000%  | 0.0000% | $100000.00         | $91241.48          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-11-01      | 3.0000%  | 0.0000% | $1089113.00        | $670477.32         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-06-01      | 3.5000%  | 0.0000% | $3000.00           | $2124.40           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-04-01      | 4.5000%  | 0.0000% | $87166687.00       | $67654663.01       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-04-01      | 6.0000%  | 0.0000% | $100000.00         | $69946.20          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-12-01      | 6.0000%  | 0.0000% | $10000000.00       | $5255915.58        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-07-01      | 3.0000%  | 0.0000% | $701220.00         | $476529.99         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-04-01      | 5.5000%  | 0.0000% | $100000.00         | $75266.27          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-12-01      | 5.0000%  | 0.0000% | $1438205.00        | $1434538.51        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-12-01      | 5.0000%  | 0.0000% | $1200000.00        | $1151096.33        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-12-01      | 5.0000%  | 0.0000% | $2203382.00        | $2166437.30        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-01-01      | 5.5000%  | 0.0000% | $12182312.00       | $10258178.11       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-03-01      | 7.5000%  | 0.0000% | $2553780.00        | $1582977.93        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-10-01      | 5.5000%  | 0.0000% | $1013977.00        | $807145.93         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-01-01      | 6.5000%  | 0.0000% | $78000.00          | $56690.84          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-06-01      | 4.0000%  | 0.0000% | $16000.00          | $14997.29          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-09-01      | 5.5000%  | 0.0000% | $13000.00          | $10314.51          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-06-01      | 6.5000%  | 0.0000% | $37510000.00       | $26614926.25       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.5000%  | 0.0000% | $1079500.00        | $1107671.12        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2030-06-01      | 7.0000%  | 0.0000% | $25534284.00       | $8455.75           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2036-02-01      | 6.0000%  | 0.0000% | $200000.00         | $994.27            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2037-03-01      | 6.0000%  | 0.0000% | $1239414.00        | $9742.33           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2042-08-01      | 3.5000%  | 0.0000% | $262814.00         | $27463.97          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 5.5000%  | 0.0000% | $3593174.00        | $3706470.74        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-03-01      | 5.0000%  | 0.0000% | $4714422.00        | $4765107.27        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2030-01-01      | 7.0000%  | 0.0000% | $44680.00          | $587.22            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2047-11-01      | 4.0000%  | 0.0000% | $27014159.00       | $4765481.40        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-10-01      | 5.0000%  | 0.0000% | $700000.00         | $75125.92          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-03-01      | 5.0000%  | 0.0000% | $34883391.00       | $35166368.94       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-03-01      | 6.0000%  | 0.0000% | $1743700.00        | $1822936.05        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-04-01      | 5.5000%  | 0.0000% | $317268.00         | $255719.90         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2039-07-01      | 5.5000%  | 0.0000% | $1005258.00        | $637302.97         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-04-01      | 4.5000%  | 0.0000% | $1021163.00        | $824975.10         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-01-01      | 5.0000%  | 0.0000% | $1438903.00        | $1086294.23        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-02-01      | 5.0000%  | 0.0000% | $1494850.00        | $1279054.20        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-02-01      | 5.0000%  | 0.0000% | $1612355.00        | $1290118.34        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-07-01      | 5.0000%  | 0.0000% | $8830989.00        | $6815566.51        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-07-01      | 6.0000%  | 0.0000% | $1293766.00        | $1172787.20        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-08-01      | 4.5000%  | 0.0000% | $3822948.00        | $3655486.27        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-08-01      | 6.0000%  | 0.0000% | $1330400.00        | $1359775.34        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-09-01      | 4.5000%  | 0.0000% | $2139515.00        | $2099643.79        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-12-01      | 4.0000%  | 0.0000% | $668851.00         | $637119.59         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2041-01-01      | 4.5000%  | 0.0000% | $2291617.00        | $2296410.93        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-10-01      | 4.5000%  | 0.0000% | $1267633.00        | $896922.54         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2037-11-01      | 1.5000%  | 0.0000% | $4514964.00        | $4027276.67        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-03-01      | 5.5000%  | 0.0000% | $41530716.00       | $31020163.99       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2035-02-01      | 2.5000%  | 0.0000% | $1793789.00        | $322236.84         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2035-06-01      | 2.5000%  | 0.0000% | $3000.00           | $736.98            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2036-08-01      | 2.0000%  | 0.0000% | $369000.00         | $193378.11         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2037-02-01      | 2.0000%  | 0.0000% | $75000.00          | $43480.94          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-05-01      | 5.5000%  | 0.0000% | $73808436.00       | $55250817.28       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-12-01      | 3.0000%  | 0.0000% | $4240293.00        | $2880475.80        | Agency Mortgage-Backed Securities |

### Security 205: Wells Fargo Tri Party Repo

- **C.1 - Title:** Wells Fargo Tri Party Repo 3.829900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930RFC004, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 930RFC004_3.83_0319
- **C.18 - Value (incl. sponsor support):** $360000000.00
- **C.18.a - Value (excl. sponsor support):** $360000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FARMER MAC               | 2031-02-03      | 3.9800%  | 0.0000% | $670000.00         | $672032.33         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2026-10-16      | 3.8879%  | 0.0000% | $825000.00         | $825330.00         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2027-10-08      | 3.7500%  | 0.0000% | $30000000.00       | $30159883.33       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2027-04-19      | 3.7150%  | 0.0000% | $1000000.00        | $1003983.19        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2027-06-23      | 3.7250%  | 0.0000% | $1000000.00        | $1006809.44        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank | 2027-07-12      | 3.7200%  | 0.0000% | $137098000.00      | $137746130.85      | Agency Mortgage-Backed Securities |
| RESOLUTION FUNDING STRIP | 2028-07-15      | NA       | 0.0000% | $48052000.00       | $44084394.41       | Agency Mortgage-Backed Securities |
| RESOLUTION FUNDING STRIP | 2027-10-15      | NA       | 0.0000% | $435000.00         | $408730.35         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2026-03-17      | 3.7050%  | 0.0000% | $75000.00          | $75555.75          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2027-04-08      | 3.7450%  | 0.0000% | $147025000.00      | $147863328.38      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2027-02-03      | 3.7250%  | 0.0000% | $5000000.00        | $5012093.33        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2026-06-09      | 3.6800%  | 0.0000% | $1000000.00        | $1008201.11        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2026-06-15      | 3.6800%  | 0.0000% | $1000000.00        | $1007566.78        | Agency Mortgage-Backed Securities |

### Security 206: MUFG Securities Repo

- **C.1 - Title:** MUFG Securities Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 931NXA006, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: 931NXA006_3.66_0302
- **C.18 - Value (incl. sponsor support):** $760000000.00
- **C.18.a - Value (excl. sponsor support):** $760000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2026-10-31      | 1.1250%  | 0.0000% | $125629900.00      | $124018667.25      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-15      | 4.5000%  | 0.0000% | $337172200.00      | $346395081.22      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 3.7500%  | 0.0000% | $299999900.00      | $304506696.67      | U.S. Treasuries (including strips) |

### Security 207: Prudential Legacy Insurance Company of New Jersey Repo

- **C.1 - Title:** Prudential Legacy Insurance Company of New Jersey Repo 3.689900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 932HJC000, C.3 - LEI: 5493005NCNV4ZW27HH91, C.5 - Other ID: 932HJC000_3.69_0302
- **C.18 - Value (incl. sponsor support):** $123877500.00
- **C.18.a - Value (excl. sponsor support):** $123877500.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIPS          | 2040-02-15      | NA       | 0.0000% | $20000000.00       | $10677940.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $40428608.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $50000000.00       | $51322945.44       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-05-15      | 4.6250%  | 0.0000% | $24000000.00       | $24157645.03       | U.S. Treasuries (including strips) |

### Security 208: Fixed Income Clearing Corp. Tri Party Repo - JPM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - JPM 3.669900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 932KXR004, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 932KXR004_3.67_0302
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - JPM

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae       | 2051-08-01      | 2.5000%  | 0.0000% | $1270000.00        | $755558.68         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2041-10-01      | 2.0000%  | 0.0000% | $1100000.00        | $679196.69         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-02-01      | 2.0000%  | 0.0000% | $12244688.00       | $6820359.97        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-01-01      | 2.5000%  | 0.0000% | $100000.00         | $62771.46          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-06-01      | 3.0000%  | 0.0000% | $219032064.00      | $136828461.93      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.0000%  | 0.0000% | $424396.00         | $282961.57         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-04-01      | 2.5000%  | 0.0000% | $2485000.00        | $1663811.52        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 4.5000%  | 0.0000% | $2130000.00        | $1580973.71        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-02-01      | 3.0000%  | 0.0000% | $740000.00         | $512520.80         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 5.0000%  | 0.0000% | $63832.00          | $47275.71          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-04-01      | 3.0000%  | 0.0000% | $1685044.00        | $1134305.34        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 3.5000%  | 0.0000% | $300000.00         | $196863.32         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-08-01      | 4.0000%  | 0.0000% | $5657456.00        | $3808492.91        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-11-01      | 5.5000%  | 0.0000% | $2944208.00        | $2032969.98        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 5.0000%  | 0.0000% | $5980000.00        | $3807196.26        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-03-01      | 2.5000%  | 0.0000% | $5853048.00        | $3453202.70        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-12-01      | 3.5000%  | 0.0000% | $12000000.00       | $595180.69         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-07-01      | 3.0000%  | 0.0000% | $1600000.00        | $113789.19         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-03-01      | 3.0000%  | 0.0000% | $800000.00         | $81593.20          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-08-01      | 3.5000%  | 0.0000% | $5914288.00        | $983062.45         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-11-01      | 4.0000%  | 0.0000% | $170556.00         | $13305.89          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-07-01      | 3.0000%  | 0.0000% | $400000.00         | $87858.19          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2039-11-01      | 4.0000%  | 0.0000% | $1374864.00        | $486168.85         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2039-12-01      | 5.5000%  | 0.0000% | $1180754.00        | $979290.95         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-01-01      | 6.0000%  | 0.0000% | $14885264.00       | $11357570.66       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-02-01      | 5.5000%  | 0.0000% | $1400126.00        | $1425801.45        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2034-04-01      | 4.0000%  | 0.0000% | $56000.00          | $10491.24          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-09-01      | 3.0000%  | 0.0000% | $28530080.00       | $10088022.33       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-03-01      | 3.5000%  | 0.0000% | $5601672.00        | $4595559.75        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2043-12-01      | 4.5000%  | 0.0000% | $500000.00         | $101016.10         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-09-01      | 5.5000%  | 0.0000% | $8778768.00        | $8160521.18        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 5.0000%  | 0.0000% | $16313120.00       | $14553270.08       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2039-10-01      | 6.0000%  | 0.0000% | $1000000.00        | $519793.51         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-10-01      | 4.5000%  | 0.0000% | $324191.00         | $316286.86         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-11-01      | 4.5000%  | 0.0000% | $2376250.00        | $2300530.42        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-05-01      | 5.5000%  | 0.0000% | $1075186.00        | $862024.42         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2044-03-01      | 7.0000%  | 0.0000% | $1057308.00        | $802823.21         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 6.5000%  | 0.0000% | $33711.00          | $22896.01          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-05-01      | 4.5000%  | 0.0000% | $52000.00          | $29498.28          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 5.0000%  | 0.0000% | $69833.00          | $60843.59          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 4.0000%  | 0.0000% | $6955280.00        | $4723505.83        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2039-01-01      | 6.0000%  | 0.0000% | $6687696.00        | $2692495.26        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2044-01-01      | 6.5000%  | 0.0000% | $9488992.00        | $4177635.99        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2044-09-01      | 6.5000%  | 0.0000% | $189220.00         | $119747.72         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 5.5000%  | 0.0000% | $78490240.00       | $80965317.03       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 5.0000%  | 0.0000% | $13168704.00       | $12233874.42       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-08-01      | 2.5000%  | 0.0000% | $10249980.00       | $8245316.78        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-01-01      | 4.5000%  | 0.0000% | $85000.00          | $75419.61          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 6.0000%  | 0.0000% | $12444048.00       | $12222695.08       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 6.0000%  | 0.0000% | $6440808.00        | $5950361.48        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 6.0000%  | 0.0000% | $9059456.00        | $9316430.17        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 6.0000%  | 0.0000% | $1481664.00        | $1547116.39        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 4.5000%  | 0.0000% | $5923496.00        | $5779467.52        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-11-01      | 6.0000%  | 0.0000% | $934783.00         | $955438.99         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-12-01      | 5.0000%  | 0.0000% | $14189600.00       | $14211518.45       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-07-01      | 2.5000%  | 0.0000% | $75197696.00       | $37264220.81       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-01-01      | 5.0000%  | 0.0000% | $26356736.00       | $25376108.67       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.0000%  | 0.0000% | $2765036.00        | $2812171.84        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.0000%  | 0.0000% | $13608096.00       | $13543851.48       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2041-01-01      | 6.0000%  | 0.0000% | $1878448.00        | $1944813.88        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.0000%  | 0.0000% | $6205944.00        | $6249860.16        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.0000%  | 0.0000% | $4349392.00        | $4391002.54        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2041-01-01      | 4.0000%  | 0.0000% | $1020042.00        | $1013029.10        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2041-02-01      | 5.0000%  | 0.0000% | $1574710.00        | $1604654.86        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 6.5000%  | 0.0000% | $1319574.00        | $1415025.65        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-09-01      | 6.5000%  | 0.0000% | $5249962.00        | $14131.50          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-08-01      | 3.0000%  | 0.0000% | $28904864.00       | $20479111.93       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-12-01      | 5.5000%  | 0.0000% | $1311892.00        | $1320909.95        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-12-01      | 6.0000%  | 0.0000% | $1108542.00        | $1142412.04        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-12-01      | 6.0000%  | 0.0000% | $2002364.00        | $2066700.39        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 7.0000%  | 0.0000% | $1033022.00        | $1090948.25        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 5.0000%  | 0.0000% | $4389792.00        | $4426561.86        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 5.5000%  | 0.0000% | $4515679.00        | $4607983.07        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.5000%  | 0.0000% | $1445016.00        | $1490058.91        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 6.0000%  | 0.0000% | $9955728.00        | $10241098.72       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 6.0000%  | 0.0000% | $4670936.00        | $4804026.62        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 5.0000%  | 0.0000% | $11771200.00       | $11856051.40       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 5.0000%  | 0.0000% | $41121600.00       | $40866164.64       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-06-01      | 3.5000%  | 0.0000% | $1519000.00        | $430534.59         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2044-12-01      | 3.0000%  | 0.0000% | $2927416.00        | $1190323.45        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-04-01      | 3.0000%  | 0.0000% | $1019254.00        | $432239.06         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-01-01      | 3.5000%  | 0.0000% | $1688000.00        | $492306.35         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-04-01      | 4.0000%  | 0.0000% | $2310000.00        | $324234.27         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-05-01      | 4.5000%  | 0.0000% | $271595.00         | $31906.81          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2030-08-01      | 1.4600%  | 0.0000% | $265000.00         | $239024.82         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-09-01      | 4.0000%  | 0.0000% | $102000.00         | $8892.65           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2031-08-01      | 3.0000%  | 0.0000% | $250000.00         | $22329.08          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-11-01      | 5.5000%  | 0.0000% | $1934000.00        | $1381699.77        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-12-01      | 3.5000%  | 0.0000% | $2442532.00        | $1764013.53        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-02-01      | 6.5000%  | 0.0000% | $10000000.00       | $6527358.36        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-02-01      | 3.0000%  | 0.0000% | $4225688.00        | $3015799.82        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-06-01      | 5.0000%  | 0.0000% | $400000.00         | $276549.12         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-12-01      | 3.5000%  | 0.0000% | $2000000.00        | $1460072.36        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-04-01      | 4.5000%  | 0.0000% | $1041000.00        | $824719.89         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-10-01      | 5.0000%  | 0.0000% | $74428288.00       | $61071092.81       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-01-01      | 5.0000%  | 0.0000% | $175000.00         | $149976.39         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-11-01      | 5.0000%  | 0.0000% | $86000.00          | $59062.96          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-04-01      | 2.5000%  | 0.0000% | $1711146.00        | $1166724.92        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-02-01      | 1.5000%  | 0.0000% | $940458.00         | $618134.76         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-11-01      | 5.5000%  | 0.0000% | $38730000.00       | $34019073.37       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-06-01      | 2.5000%  | 0.0000% | $1740000.00        | $1247691.04        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 5.0000%  | 0.0000% | $1000000.00        | $754246.01         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-11-01      | 5.0000%  | 0.0000% | $100000.00         | $79566.15          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-06-01      | 6.0000%  | 0.0000% | $5888704.00        | $4669483.90        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-11-01      | 2.5000%  | 0.0000% | $2226700.00        | $899759.46         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2047-02-01      | 3.0000%  | 0.0000% | $249969.00         | $66407.61          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 5.0000%  | 0.0000% | $3451712.00        | $3477497.77        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 7.0000%  | 0.0000% | $1970964.00        | $2116893.73        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-04-01      | 6.0000%  | 0.0000% | $81190272.00       | $79149251.20       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-08-01      | 6.0000%  | 0.0000% | $62765824.00       | $61077309.63       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-07-01      | 6.5000%  | 0.0000% | $14071480.00       | $13337928.26       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2052-10-01      | 5.0000%  | 0.0000% | $130540544.00      | $128931405.14      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-08-01      | 6.5000%  | 0.0000% | $104809344.00      | $89882759.70       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-12-25      | 3.5000%  | 0.0000% | $60280000.00       | $38850214.97       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-04-01      | 2.5000%  | 0.0000% | $19610.00          | $11700.16          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-02-01      | 3.0000%  | 0.0000% | $5525064.00        | $1370674.28        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-07-01      | 2.0000%  | 0.0000% | $240000.00         | $83826.88          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-02-01      | 2.0000%  | 0.0000% | $75000.00          | $36966.01          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2027-09-01      | 3.8800%  | 0.0000% | $115000.00         | $112313.23         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-01-01      | 2.5000%  | 0.0000% | $1410912.00        | $1013092.45        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-02-01      | 3.5000%  | 0.0000% | $49481.00          | $6270.21           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 5.0000%  | 0.0000% | $18290880.00       | $18348797.14       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-09-01      | 5.5000%  | 0.0000% | $39275072.00       | $39492373.63       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 5.0000%  | 0.0000% | $51856800.00       | $52236356.59       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2037-02-01      | 2.5000%  | 0.0000% | $33869952.00       | $31299537.01       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2052-10-01      | 2.0000%  | 0.0000% | $325012480.00      | $270580509.19      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-09-01      | 5.0000%  | 0.0000% | $1375000.00        | $284480.11         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-07-01      | 3.0000%  | 0.0000% | $4115672.00        | $1314915.87        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-09-01      | 3.5000%  | 0.0000% | $515000.00         | $371976.30         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-07-01      | 5.0000%  | 0.0000% | $163000.00         | $101523.09         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 4.5000%  | 0.0000% | $682166.00         | $512694.26         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 6.5000%  | 0.0000% | $850000.00         | $508258.74         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 4.5000%  | 0.0000% | $1260000.00        | $978822.99         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 6.5000%  | 0.0000% | $21527648.00       | $23111161.05       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $8493856.00        | $8590964.83        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 7.0000%  | 0.0000% | $1253628.00        | $1319776.69        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 6.5000%  | 0.0000% | $3800116.00        | $2675773.83        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-05-01      | 6.5000%  | 0.0000% | $1782032.00        | $1683754.29        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 6.5000%  | 0.0000% | $1110232.00        | $1082285.86        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-09-01      | 7.0000%  | 0.0000% | $1548374.00        | $1644900.94        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-09-01      | 7.0000%  | 0.0000% | $9706928.00        | $9473832.77        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 7.0000%  | 0.0000% | $1175486.00        | $1251101.61        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-09-01      | 6.0000%  | 0.0000% | $30812576.00       | $31400318.00       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-08-01      | 6.0000%  | 0.0000% | $619801600.00      | $558899616.99      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 5.0000%  | 0.0000% | $24446400.00       | $22871085.77       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-10-01      | 5.0000%  | 0.0000% | $1707736.00        | $1708419.88        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 6.0000%  | 0.0000% | $20964992.00       | $21188106.68       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-03-01      | 5.0000%  | 0.0000% | $3776932.00        | $3817534.44        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-03-01      | 5.0000%  | 0.0000% | $8084048.00        | $8177023.53        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 6.0000%  | 0.0000% | $33391808.00       | $34188614.33       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-07-01      | 6.5000%  | 0.0000% | $636690.00         | $673329.09         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-07-01      | 5.5000%  | 0.0000% | $4329344.00        | $4395968.05        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-08-01      | 6.5000%  | 0.0000% | $3391824.00        | $2991768.90        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-04-01      | 3.5000%  | 0.0000% | $800000.00         | $486819.55         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-05-01      | 2.5000%  | 0.0000% | $1812234.00        | $1129878.59        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-05-01      | 3.0000%  | 0.0000% | $1000000.00        | $605363.83         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $280000.00         | $200412.10         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-05-01      | 6.0000%  | 0.0000% | $93228.00          | $83178.36          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 5.0000%  | 0.0000% | $4233552.00        | $4209860.11        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 5.5000%  | 0.0000% | $2651352.00        | $2691675.11        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 4.5000%  | 0.0000% | $4622690.00        | $4542000.98        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.5000%  | 0.0000% | $5615192.00        | $5788209.24        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2056-02-01      | 6.0000%  | 0.0000% | $72674176.00       | $73974495.64       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-01-01      | 4.0000%  | 0.0000% | $4347630.00        | $4204880.09        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2045-12-01      | 4.0000%  | 0.0000% | $4574616.00        | $4468497.02        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2041-02-01      | 3.5000%  | 0.0000% | $72556544.00       | $4487835.23        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-11-01      | 5.5000%  | 0.0000% | $3708584.00        | $59432.60          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-12-01      | 2.5000%  | 0.0000% | $839000.00         | $456328.46         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-05-01      | 2.5000%  | 0.0000% | $4036112.00        | $2005954.15        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-01-01      | 4.0000%  | 0.0000% | $1800000.00        | $646979.26         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-03-01      | 2.0000%  | 0.0000% | $85000.00          | $41253.08          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2039-09-25      | 6.0000%  | 0.0000% | $6631960.00        | $4927226.41        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-06-01      | 6.0000%  | 0.0000% | $22375744.00       | $20758645.28       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 3.5000%  | 0.0000% | $12105.00          | $10466.55          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 4.0000%  | 0.0000% | $50000.00          | $46154.23          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-06-01      | 3.0000%  | 0.0000% | $33584192.00       | $27214768.61       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-07-01      | 6.0000%  | 0.0000% | $112184576.00      | $110964885.36      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-11-01      | 6.0000%  | 0.0000% | $25066000.00       | $25574849.87       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 5.5000%  | 0.0000% | $2457580.00        | $1503768.52        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-03-01      | 5.5000%  | 0.0000% | $126181.00         | $88032.29          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 5.5000%  | 0.0000% | $2097476.00        | $1440848.81        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-05-01      | 5.5000%  | 0.0000% | $1952112.00        | $1422983.84        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-01-01      | 5.0000%  | 0.0000% | $156488.00         | $155052.08         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-08-01      | 6.5000%  | 0.0000% | $1401534.00        | $1410960.52        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-09-01      | 6.0000%  | 0.0000% | $3578152.00        | $3354314.97        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-01-01      | 4.5000%  | 0.0000% | $78482.00          | $9369.18           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-04-01      | 3.0000%  | 0.0000% | $569141.00         | $135331.87         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-09-01      | 3.5000%  | 0.0000% | $6300000.00        | $467103.12         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-02-01      | 2.0000%  | 0.0000% | $100000.00         | $62553.98          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-03-01      | 2.5000%  | 0.0000% | $20254240.00       | $11761181.92       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-05-01      | 2.5000%  | 0.0000% | $56166080.00       | $34180722.09       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-07-01      | 2.5000%  | 0.0000% | $6065048.00        | $3634693.80        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 5.0000%  | 0.0000% | $800000.00         | $643139.81         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-08-01      | 3.0000%  | 0.0000% | $425413.00         | $262250.87         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-03-01      | 4.5000%  | 0.0000% | $1505200.00        | $1229021.86        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-03-01      | 5.0000%  | 0.0000% | $8000.00           | $5475.68           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-04-01      | 4.0000%  | 0.0000% | $1163352.00        | $709429.95         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 5.0000%  | 0.0000% | $103160640.00      | $83616588.73       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-07-01      | 5.0000%  | 0.0000% | $75000.00          | $42813.43          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 5.0000%  | 0.0000% | $31000.00          | $25883.50          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-08-01      | 5.0000%  | 0.0000% | $51000.00          | $30453.10          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $100038.00         | $69592.90          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 3.5000%  | 0.0000% | $5080776.00        | $3680978.84        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-08-01      | 3.0000%  | 0.0000% | $1000000.00        | $710700.66         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-09-01      | 4.0000%  | 0.0000% | $80000.00          | $43700.58          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 2.5000%  | 0.0000% | $100000.00         | $69845.52          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 3.5000%  | 0.0000% | $631000.00         | $456320.14         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-10-01      | 2.5000%  | 0.0000% | $4920000.00        | $2315626.57        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-05-01      | 2.5250%  | 0.0000% | $107822.00         | $65683.12          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2029-05-01      | 4.0000%  | 0.0000% | $1015364.00        | $36931.11          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2030-03-01      | 2.0000%  | 0.0000% | $25000.00          | $7244.86           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-08-01      | 5.5000%  | 0.0000% | $1180984.00        | $844023.80         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-08-01      | 5.5000%  | 0.0000% | $3278060.00        | $2380494.03        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-12-01      | 4.0000%  | 0.0000% | $1396216.00        | $73284.48          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-06-01      | 4.5000%  | 0.0000% | $350000.00         | $43962.88          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-10-01      | 4.5000%  | 0.0000% | $6979312.00        | $1626170.77        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 2.5000%  | 0.0000% | $706569.00         | $547158.16         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2041-02-01      | 2.5000%  | 0.0000% | $1585524.00        | $757681.55         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 6.5000%  | 0.0000% | $10584000.00       | $5896560.84        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2044-05-01      | 6.5000%  | 0.0000% | $5796128.00        | $2682892.32        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-06-01      | 5.0000%  | 0.0000% | $1492240.00        | $183299.52         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-12-01      | 6.5000%  | 0.0000% | $1909000.00        | $24315.46          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-12-01      | 5.5000%  | 0.0000% | $13068896.00       | $98019.79          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-09-01      | 5.5000%  | 0.0000% | $162016000.00      | $2458848.33        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-11-01      | 6.0000%  | 0.0000% | $3000000.00        | $221658.64         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-04-01      | 3.0000%  | 0.0000% | $8500000.00        | $883793.69         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-08-01      | 4.0000%  | 0.0000% | $547000.00         | $15862.90          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2044-11-01      | 3.5000%  | 0.0000% | $1100000.00        | $213287.07         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-01-01      | 3.5000%  | 0.0000% | $400000.00         | $64919.61          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-12-01      | 3.0000%  | 0.0000% | $1035342.00        | $775241.24         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-08-01      | 3.0000%  | 0.0000% | $441087.00         | $220179.05         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-11-01      | 5.0000%  | 0.0000% | $14870032.00       | $10847057.31       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-10-01      | 4.0000%  | 0.0000% | $32647.00          | $21390.43          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-12-01      | 5.0000%  | 0.0000% | $100000.00         | $96607.79          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 5.0000%  | 0.0000% | $1704340.00        | $1733204.24        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-08-01      | 6.0000%  | 0.0000% | $7722272.00        | $7141989.50        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-08-01      | 5.5000%  | 0.0000% | $9351696.00        | $9012497.91        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-09-01      | 6.5000%  | 0.0000% | $2093832.00        | $2189963.28        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-09-01      | 6.5000%  | 0.0000% | $1004980.00        | $1048625.61        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-07-01      | 7.0000%  | 0.0000% | $2640310.00        | $2274135.07        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-07-01      | 4.0000%  | 0.0000% | $2619724.00        | $2476930.21        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-07-01      | 4.5000%  | 0.0000% | $1343356.00        | $1243398.75        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-09-01      | 6.0000%  | 0.0000% | $1924058.00        | $1858259.99        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-10-01      | 6.0000%  | 0.0000% | $1293538.00        | $1265156.33        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-08-01      | 3.0000%  | 0.0000% | $1257372.00        | $770217.08         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 3.0000%  | 0.0000% | $164799232.00      | $118366462.27      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 4.5000%  | 0.0000% | $2319160.00        | $1573692.51        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 4.0000%  | 0.0000% | $700000.00         | $484395.67         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-11-01      | 4.5000%  | 0.0000% | $236000.00         | $130646.03         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-06-01      | 2.5000%  | 0.0000% | $816000.00         | $544695.69         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-04-01      | 4.5000%  | 0.0000% | $9027664.00        | $7673748.17        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-07-01      | 6.0000%  | 0.0000% | $1175000.00        | $753923.70         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2039-07-01      | 6.0000%  | 0.0000% | $4900000.00        | $3101651.09        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 5.5000%  | 0.0000% | $50356800.00       | $48916831.20       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 6.5000%  | 0.0000% | $41926400.00       | $39331767.85       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-05-01      | 6.5000%  | 0.0000% | $1873594.00        | $1860533.86        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-10-01      | 6.0000%  | 0.0000% | $9463440.00        | $9390433.90        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-05-01      | 6.0000%  | 0.0000% | $4212970.00        | $295168.80         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-07-01      | 5.5000%  | 0.0000% | $32089728.00       | $266074.10         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-09-01      | 5.5000%  | 0.0000% | $114450000.00      | $1652529.67        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-04-01      | 7.0000%  | 0.0000% | $3204940.00        | $1084495.62        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-04-01      | 4.0000%  | 0.0000% | $1790228.00        | $1051925.51        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 6.5000%  | 0.0000% | $1031348.00        | $752026.77         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-05-01      | 4.5000%  | 0.0000% | $1372100.00        | $1344688.39        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-03-01      | 6.5000%  | 0.0000% | $620516.00         | $413262.80         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 6.5000%  | 0.0000% | $2302368.00        | $2341041.18        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 6.5000%  | 0.0000% | $11742096.00       | $10641280.11       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 4.5000%  | 0.0000% | $367305.00         | $271378.33         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-04-01      | 6.5000%  | 0.0000% | $1282902.00        | $978673.74         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2044-07-01      | 5.0000%  | 0.0000% | $24901152.00       | $3742686.67        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2039-04-01      | 3.5000%  | 0.0000% | $645498.00         | $436122.18         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-03-01      | 3.5000%  | 0.0000% | $2519180.00        | $2071859.32        | Agency Mortgage-Backed Securities |

### Security 209: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 932KXR004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 932KXR004_3.79_0605
- **C.18 - Value (incl. sponsor support):** $3490000000.00
- **C.18.a - Value (excl. sponsor support):** $3490000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE                     | 2044-11-20      | 4.5000%  | 0.0000% | $27377632.00       | $24528315.25       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-04-20      | 3.0000%  | 0.0000% | $37643072.00       | $33157480.55       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | 5.0000%  | 0.0000% | $3958000.00        | $3848374.46        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-02-16      | 4.5000%  | 0.0000% | $15000000.00       | $15067635.00       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2066-12-16      | 4.7500%  | 0.0000% | $15793000.00       | $15825652.91       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-07-20      | 4.1317%  | 0.0000% | $118646144.00      | $4908278.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-05-20      | 3.5000%  | 0.0000% | $3434000.00        | $1220887.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-16      | 2.4157%  | 0.0000% | $6189990.00        | $8304.91           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-07-20      | 2.0000%  | 0.0000% | $112487808.00      | $12953177.08       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-08-16      | 4.1741%  | 0.0000% | $35000000.00       | $2451206.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-08-20      | 4.0000%  | 0.0000% | $700000.00         | $616919.35         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-01-20      | 3.5000%  | 0.0000% | $2922000.00        | $1333351.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-10-16      | 2.6000%  | 0.0000% | $2000000.00        | $439140.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-03-20      | 3.0000%  | 0.0000% | $9000000.00        | $154749.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-11-20      | 2.7500%  | 0.0000% | $40000000.00       | $349481.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-04-16      | 2.3500%  | 0.0000% | $53000.00          | $12259.19          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-04-16      | 2.6000%  | 0.0000% | $1538000.00        | $387096.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-08-20      | 5.0000%  | 0.0000% | $6126560.00        | $903880.28         | Agency Mortgage-Backed Securities |
| FREDDIE MAC STRIPS             | 2044-03-25      | 6.0000%  | 0.0000% | $434614.00         | $41898.48          | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2042-01-25      | 2.5000%  | 0.0000% | $1087486.00        | $96659.57          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | 2.0000%  | 0.0000% | $6794632.00        | $3834540.00        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-09-20      | 4.6615%  | 0.0000% | $9535952.00        | $9531526.88        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-02-15      | 3.0000%  | 0.0000% | $65240000.00       | $17387649.74       | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2027-03-25      | 3.2240%  | 0.0000% | $33880000.00       | $33746222.92       | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2030-05-25      | 0.8630%  | 0.0000% | $6750000.00        | $4783867.15        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2030-12-26      | 4.0537%  | 0.0000% | $6500000.00        | $1112053.98        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2030-06-25      | 0.9320%  | 0.0000% | $10500000.00       | $7920960.61        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2032-07-25      | 1.5700%  | 0.0000% | $1000000.00        | $404802.85         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-12-15      | 3.0000%  | 0.0000% | $9916000.00        | $8889115.57        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2028-09-25      | 3.9200%  | 0.0000% | $6350000.00        | $6391720.20        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2034-01-25      | 3.7940%  | 0.0000% | $10685000.00       | $10423806.36       | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2030-01-25      | 1.9550%  | 0.0000% | $11301000.00       | $10547753.81       | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2027-11-25      | 1.4090%  | 0.0000% | $50000000.00       | $25118967.16       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-10-25      | 1.5000%  | 0.0000% | $7900000.00        | $4421980.24        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2031-01-25      | 2.1080%  | 0.0000% | $2325000.00        | $2149995.96        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-12-15      | 1.0000%  | 0.0000% | $46480576.00       | $12702613.62       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-08-25      | 2.0000%  | 0.0000% | $1960000.00        | $1144064.63        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2036-10-25      | 2.3610%  | 0.0000% | $20000000.00       | $16616903.34       | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2032-01-25      | 3.7800%  | 0.0000% | $29000.00          | $8154.28           | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2028-10-25      | 5.0690%  | 0.0000% | $2381112.00        | $2463603.11        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2031-10-25      | 5.0280%  | 0.0000% | $6095000.00        | $6340234.36        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2029-01-25      | 5.3550%  | 0.0000% | $23514000.00       | $24554130.03       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-11-15      | 2.4085%  | 0.0000% | $339341.00         | $26419.80          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-02-15      | 4.0000%  | 0.0000% | $9937152.00        | $1180383.02        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-04-15      | 3.5000%  | 0.0000% | $15000000.00       | $10346677.23       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-05-15      | 3.5000%  | 0.0000% | $13000.00          | $11661.57          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-05-15      | 4.0000%  | 0.0000% | $7064000.00        | $6885668.54        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-06-15      | 0.3913%  | 0.0000% | $12660592.00       | $2132104.68        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-09-15      | 0.4024%  | 0.0000% | $1934900.00        | $220328.85         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-01-15      | 4.7727%  | 0.0000% | $3403780.00        | $40908.03          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-01-15      | 0.9051%  | 0.0000% | $10000000.00       | $1551821.20        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-01-15      | 4.7227%  | 0.0000% | $1440000.00        | $100730.47         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-04-15      | 3.5000%  | 0.0000% | $4009000.00        | $3730962.93        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-04-15      | 2.2500%  | 0.0000% | $27896704.00       | $1886183.19        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2028-08-15      | 2.5000%  | 0.0000% | $2137988.00        | $433151.58         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-04-15      | 2.5000%  | 0.0000% | $1100000.00        | $68907.20          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-01-15      | 2.0000%  | 0.0000% | $50000000.00       | $3425027.71        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-01-15      | 2.2500%  | 0.0000% | $32366000.00       | $1536710.03        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-08-15      | 3.0000%  | 0.0000% | $8407000.00        | $5341329.79        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-06-15      | 1.7500%  | 0.0000% | $10000000.00       | $1317702.65        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-10-15      | NA       | 0.0000% | $753845.00         | $209961.06         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-11-20      | 4.9215%  | 0.0000% | $30000000.00       | $21475217.89       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 4.6615%  | 0.0000% | $50000000.00       | $29955723.59       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 4.5115%  | 0.0000% | $100000000.00      | $51992781.98       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 4.4615%  | 0.0000% | $20000000.00       | $12736001.86       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 4.7115%  | 0.0000% | $30000000.00       | $15420270.47       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 4.6615%  | 0.0000% | $30000000.00       | $23233665.20       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 4.7615%  | 0.0000% | $30000000.00       | $19845006.67       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 4.8415%  | 0.0000% | $100000000.00      | $44415393.16       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 5.5000%  | 0.0000% | $4481272.00        | $4668209.26        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-06-20      | 5.2500%  | 0.0000% | $27000000.00       | $12903948.40       | Agency Mortgage-Backed Securities |
| FREDDIE MAC MULTICLASS CERTIFI | 2029-03-25      | 4.6151%  | 0.0000% | $8420000.00        | $8174116.70        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-08-25      | 5.0472%  | 0.0000% | $14919700.00       | $11492472.91       | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2051-03-01      | 2.0000%  | 0.0000% | $1650000.00        | $169214.91         | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2052-02-01      | 2.0000%  | 0.0000% | $214276.00         | $14407.70          | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2050-09-01      | 2.5000%  | 0.0000% | $146862.00         | $16427.45          | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2052-02-01      | 2.5000%  | 0.0000% | $148215.00         | $10283.88          | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2052-02-01      | 2.5000%  | 0.0000% | $134912.00         | $11182.72          | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2052-07-01      | 3.0000%  | 0.0000% | $117710.00         | $14380.68          | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2052-04-01      | 3.0000%  | 0.0000% | $100299.00         | $11649.49          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2033-05-01      | 2.5000%  | 0.0000% | $6554840.00        | $120406.49         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2049-08-01      | 5.0000%  | 0.0000% | $1946256.00        | $136410.16         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2052-06-01      | 2.5000%  | 0.0000% | $26262240.00       | $2834591.70        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2053-05-01      | 4.5000%  | 0.0000% | $6171088.00        | $927090.84         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2052-04-01      | 2.0000%  | 0.0000% | $6087336.00        | $588076.27         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2052-05-01      | 2.5000%  | 0.0000% | $3610372.00        | $319334.20         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2053-05-01      | 5.0000%  | 0.0000% | $12730816.00       | $2113302.63        | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2054-11-01      | 6.5000%  | 0.0000% | $15033008.00       | $1700556.55        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2054-06-01      | 6.5000%  | 0.0000% | $71235800.00       | $6354625.14        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2054-06-01      | 5.7769%  | 0.0000% | $1936574.00        | $269505.13         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2055-03-01      | 1.6828%  | 0.0000% | $2000000.00        | $57343.29          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2055-03-01      | 1.5328%  | 0.0000% | $2450000.00        | $50452.72          | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2040-05-01      | 4.0000%  | 0.0000% | $24623520.00       | $2824644.19        | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2040-05-01      | 5.0000%  | 0.0000% | $33432000.00       | $2475920.44        | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2040-05-01      | 6.0000%  | 0.0000% | $6114400.00        | $458285.74         | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2055-05-01      | 6.5000%  | 0.0000% | $37326976.00       | $4049448.61        | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2055-05-01      | 4.5000%  | 0.0000% | $90006784.00       | $18026312.19       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-11-16      | 5.5000%  | 0.0000% | $25374000.00       | $3072454.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2034-05-17      | 8.4169%  | 0.0000% | $4785968.00        | $822050.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2034-10-20      | 4.6366%  | 0.0000% | $8346160.00        | $192079.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 4.7115%  | 0.0000% | $331024000.00      | $296360745.18      | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-04-20      | 5.4215%  | 0.0000% | $100000000.00      | $71361419.46       | Agency Mortgage-Backed Securities |
| FREDDIE MAC STRIPS             | 2044-04-25      | 5.5000%  | 0.0000% | $1354662.00        | $102813.71         | Agency Mortgage-Backed Securities |
| FREDDIE MAC STRIPS             | 2039-04-25      | 6.0000%  | 0.0000% | $8217792.00        | $569471.36         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2054-04-25      | 6.0000%  | 0.0000% | $3127064.00        | $217056.26         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2054-05-25      | 6.5000%  | 0.0000% | $3222988.00        | $143985.15         | Agency Mortgage-Backed Securities |
| FREDDIE MAC STRIPS             | 2054-03-25      | 7.0000%  | 0.0000% | $1753958.00        | $67295.39          | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2054-01-25      | 7.5000%  | 0.0000% | $717305.00         | $23009.65          | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2037-11-25      | 2.5000%  | 0.0000% | $2574304.00        | $131381.28         | Agency Mortgage-Backed Securities |
| FREDDIE MAC STRIPS             | 2054-03-25      | 7.5000%  | 0.0000% | $13339136.00       | $1153585.46        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2054-04-25      | 5.5000%  | 0.0000% | $4896104.00        | $401402.00         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2039-04-25      | 5.0000%  | 0.0000% | $10467216.00       | $776991.60         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2039-04-25      | 5.5000%  | 0.0000% | $8567232.00        | $643612.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-20      | 3.5000%  | 0.0000% | $50000000.00       | $3296190.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-06-20      | 2.5000%  | 0.0000% | $55026496.00       | $8371936.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-06-20      | 2.2500%  | 0.0000% | $52648896.00       | $22093930.56       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-07-20      | 2.5000%  | 0.0000% | $50940672.00       | $23195200.68       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-07-20      | 2.2500%  | 0.0000% | $34969728.00       | $11266063.99       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-12-20      | 2.5000%  | 0.0000% | $132248320.00      | $31460913.67       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-12-20      | 4.6615%  | 0.0000% | $100000000.00      | $33216110.21       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-03-20      | 5.5000%  | 0.0000% | $3608876.00        | $1108837.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 4.7115%  | 0.0000% | $100000000.00      | $41543597.30       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 4.8615%  | 0.0000% | $50000000.00       | $21058439.85       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 5.5115%  | 0.0000% | $100000000.00      | $30745326.53       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-06-20      | 6.0000%  | 0.0000% | $7495591.00        | $7952419.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-08-16      | 3.0000%  | 0.0000% | $2000000.00        | $182753.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-10-20      | 3.0000%  | 0.0000% | $4600000.00        | $899354.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-02-20      | 3.5000%  | 0.0000% | $1055000.00        | $976364.29         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2064-12-16      | 4.5000%  | 0.0000% | $20841240.00       | $18595992.37       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-10-20      | 3.5000%  | 0.0000% | $10789952.00       | $9577164.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-07-20      | 3.5000%  | 0.0000% | $150000000.00      | $38516506.15       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-08-20      | 2.5000%  | 0.0000% | $34485504.00       | $6914299.80        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-04-25      | 6.0000%  | 0.0000% | $28000000.00       | $833400.86         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-08-25      | 2.4724%  | 0.0000% | $4735000.00        | $136051.41         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-11-25      | 8.3979%  | 0.0000% | $1481000.00        | $146506.93         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-01-25      | 10.8549% | 0.0000% | $7128000.00        | $163382.15         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-07-15      | 4.5107%  | 0.0000% | $1314286.00        | $108221.99         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-08-25      | 6.5366%  | 0.0000% | $9262430.00        | $301987.62         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-08-15      | 5.6273%  | 0.0000% | $16586060.00       | $4142289.17        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-11-25      | 8.8732%  | 0.0000% | $2235324.00        | $289743.47         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-12-25      | 8.3979%  | 0.0000% | $13047648.00       | $1008473.75        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-05-25      | 6.3044%  | 0.0000% | $51100000.00       | $654616.46         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-03-25      | 11.2732% | 0.0000% | $1000000.00        | $983427.30         | Agency Mortgage-Backed Securities |
| FHLMC STRUCTURED PASS THROUGH  | 2044-03-25      | 6.5000%  | 0.0000% | $14249936.00       | $706506.56         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2042-07-01      | 3.5000%  | 0.0000% | $50402752.00       | $651108.96         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-07-15      | 9.3093%  | 0.0000% | $1899718.00        | $38752.47          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-08-15      | 7.4433%  | 0.0000% | $2150000.00        | $18911.23          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-12-25      | 17.4097% | 0.0000% | $10000000.00       | $995679.74         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-02-25      | NA       | 0.0000% | $3424935.00        | $61951.37          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-02-25      | 5.5000%  | 0.0000% | $2808000.00        | $501730.87         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-09-15      | 6.0000%  | 0.0000% | $13262000.00       | $636911.13         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-09-15      | 5.5000%  | 0.0000% | $3902000.00        | $701414.69         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-09-15      | 6.0000%  | 0.0000% | $14400000.00       | $1745454.43        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-11-15      | 5.7500%  | 0.0000% | $8261664.00        | $3060325.71        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-04-15      | 5.5000%  | 0.0000% | $15352016.00       | $849242.92         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-05-15      | 5.5683%  | 0.0000% | $12990240.00       | $50881.16          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-06-15      | 10.3669% | 0.0000% | $9681000.00        | $154850.06         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-06-15      | 4.1127%  | 0.0000% | $25000000.00       | $228619.21         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-05-25      | 4.5000%  | 0.0000% | $4300000.00        | $48796.35          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2048-01-01      | 3.5000%  | 0.0000% | $12803504.00       | $143373.53         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-05-15      | 4.5000%  | 0.0000% | $6430000.00        | $13020.97          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-09-20      | 5.0000%  | 0.0000% | $30000000.00       | $26366743.61       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 4.8615%  | 0.0000% | $40000000.00       | $37254223.11       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 4.9115%  | 0.0000% | $30000000.00       | $15028903.16       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 5.5000%  | 0.0000% | $6621000.00        | $6833833.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 5.4115%  | 0.0000% | $100000000.00      | $62825713.26       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 5.2615%  | 0.0000% | $30000000.00       | $18880179.28       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-07-20      | 5.0000%  | 0.0000% | $9024000.00        | $4986397.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 7.6615%  | 0.0000% | $100000.00         | $92719.65          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 5.5115%  | 0.0000% | $20000000.00       | $14257498.11       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 4.9615%  | 0.0000% | $20000000.00       | $14199061.26       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 4.9115%  | 0.0000% | $10784000.00       | $10061849.41       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 5.4115%  | 0.0000% | $15700000.00       | $12529842.38       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 4.8615%  | 0.0000% | $100000000.00      | $93086748.53       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-04-20      | 5.0000%  | 0.0000% | $161469696.00      | $152467974.29      | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-11-20      | 4.6615%  | 0.0000% | $53576300.00       | $53686195.91       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-11-20      | 4.6115%  | 0.0000% | $13699056.00       | $13358897.23       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-12-20      | 4.5000%  | 0.0000% | $66307680.00       | $65991112.85       | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2032-01-25      | 4.5830%  | 0.0000% | $90000000.00       | $91772815.05       | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2035-06-25      | 4.3410%  | 0.0000% | $25000000.00       | $25304248.30       | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2030-09-25      | 4.3400%  | 0.0000% | $61420000.00       | $62774891.11       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2037-01-25      | 4.0000%  | 0.0000% | $4998820.00        | $4891645.05        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2030-11-25      | 4.1792%  | 0.0000% | $14000000.00       | $14026478.90       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2033-02-15      | 3.0000%  | 0.0000% | $120704896.00      | $115076959.45      | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2048-02-15      | 3.5000%  | 0.0000% | $1367408.00        | $1050304.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 5.2500%  | 0.0000% | $195165440.00      | $196383386.86      | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-07-20      | 5.0000%  | 0.0000% | $26697856.00       | $26659668.30       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-01-20      | 4.0000%  | 0.0000% | $65397504.00       | $63985767.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-02-20      | NA       | 0.0000% | $162192384.00      | $163650331.34      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-02-20      | NA       | 0.0000% | $20671584.00       | $20793194.93       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-02-20      | NA       | 0.0000% | $16600736.00       | $16695908.02       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-02-20      | 5.5000%  | 0.0000% | $25074.00          | $23925.14          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-02-20      | NA       | 0.0000% | $36768512.00       | $37013610.90       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-02-20      | 4.5000%  | 0.0000% | $48500000.00       | $48438647.50       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-02-20      | NA       | 0.0000% | $100000000.00      | $100288100.00      | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-02-20      | 5.5000%  | 0.0000% | $9600.00           | $9160.14           | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2043-11-15      | 4.0000%  | 0.0000% | $11375568.00       | $179542.40         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2036-11-15      | 3.5000%  | 0.0000% | $8902736.00        | $176636.92         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2048-09-15      | 4.0000%  | 0.0000% | $44457408.00       | $1708758.82        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2037-10-15      | 3.0000%  | 0.0000% | $18623552.00       | $443621.40         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2045-09-15      | 3.5000%  | 0.0000% | $112482240.00      | $2298651.86        | Agency Mortgage-Backed Securities |
| FREDDIE MAC - SCRT             | 2056-08-25      | 3.0000%  | 0.0000% | $8000000.00        | $6419733.33        | Agency Mortgage-Backed Securities |
| FREDDIE MAC - SCRT             | 2058-03-25      | 3.5000%  | 0.0000% | $8000000.00        | $6776030.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-09-20      | 5.1115%  | 0.0000% | $30000000.00       | $6273498.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 4.8115%  | 0.0000% | $100000000.00      | $38214740.36       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 4.8615%  | 0.0000% | $100000000.00      | $52974853.97       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 4.8115%  | 0.0000% | $100000000.00      | $52924005.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 0.1250%  | 0.0000% | $100000000.00      | $68159508.02       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | 5.5000%  | 0.0000% | $7424472.00        | $3130747.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 0.2500%  | 0.0000% | $100000000.00      | $66212957.52       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-08-25      | 1.9124%  | 0.0000% | $191234001.00      | $7338.88           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-10-25      | 3.5000%  | 0.0000% | $1000000.00        | $933345.78         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-01-25      | 4.2817%  | 0.0000% | $83730432.00       | $4883937.49        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-03-25      | 4.0000%  | 0.0000% | $12236000.00       | $12056961.48       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-06-25      | 5.5427%  | 0.0000% | $4113936.00        | $14717.60          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-07-25      | 3.5000%  | 0.0000% | $7871000.00        | $7431465.86        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-07-25      | 3.5000%  | 0.0000% | $2987744.00        | $2152879.84        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-12-25      | 2.0000%  | 0.0000% | $448750.00         | $29461.74          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-12-25      | 1.7500%  | 0.0000% | $29743296.00       | $3248163.16        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-02-25      | 4.6317%  | 0.0000% | $2000000.00        | $326453.71         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-01-25      | 2.5000%  | 0.0000% | $1837000.00        | $1558746.96        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-04-25      | 4.7817%  | 0.0000% | $2000000.00        | $300166.60         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-07-25      | 2.5000%  | 0.0000% | $7522264.00        | $6948068.41        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-10-25      | 3.0000%  | 0.0000% | $8777000.00        | $3960973.55        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2027-04-25      | 3.0920%  | 0.0000% | $9222000.00        | $4077049.73        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-04-25      | 2.0000%  | 0.0000% | $28680000.00       | $1228519.99        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-07-25      | 3.0000%  | 0.0000% | $8448000.00        | $2294153.52        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-05-25      | 3.0000%  | 0.0000% | $4280000.00        | $3567408.53        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-05-25      | 2.5000%  | 0.0000% | $9450000.00        | $577603.70         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-08-25      | 2.5000%  | 0.0000% | $49502000.00       | $11159134.43       | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2026-10-25      | 2.4199%  | 0.0000% | $2890000.00        | $1776036.85        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2026-09-25      | 2.5250%  | 0.0000% | $17450000.00       | $11364662.85       | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2026-12-25      | 2.5732%  | 0.0000% | $3275000.00        | $1742888.50        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-05-25      | 3.5000%  | 0.0000% | $3801000.00        | $1116999.07        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-08-25      | 3.0000%  | 0.0000% | $24450000.00       | $3534282.98        | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST           | 2026-06-25      | 9.7937%  | 0.0000% | $57814976.00       | $27543230.76       | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST           | 2028-12-26      | 10.0792% | 0.0000% | $61175296.00       | $29716667.32       | Agency Mortgage-Backed Securities |
| FRESB MULTIFAMILY MORTGAGE PAS | 2040-10-25      | 3.6348%  | 0.0000% | $7000000.00        | $4360031.53        | Agency Mortgage-Backed Securities |
| FRESB MULTIFAMILY MORTGAGE PAS | 2040-09-25      | 4.4957%  | 0.0000% | $8000000.00        | $4959821.71        | Agency Mortgage-Backed Securities |
| FRESB MULTIFAMILY MORTGAGE PAS | 2040-07-25      | 4.4114%  | 0.0000% | $20000000.00       | $14467250.34       | Agency Mortgage-Backed Securities |
| FRESB MULTIFAMILY MORTGAGE PAS | 2040-06-25      | 4.4667%  | 0.0000% | $9000000.00        | $5519472.96        | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST           | 2030-01-25      | 6.5437%  | 0.0000% | $2550000.00        | $558367.90         | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST           | 2027-01-25      | 5.9437%  | 0.0000% | $4000000.00        | $590187.51         | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST           | 2028-10-25      | 10.3937% | 0.0000% | $98768000.00       | $30456801.30       | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST           | 2027-04-25      | 13.7937% | 0.0000% | $53548000.00       | $40613112.45       | Agency Mortgage-Backed Securities |
| FRESB MULTIFAMILY MORTGAGE PAS | 2028-04-25      | 3.3967%  | 0.0000% | $1500000.00        | $730303.40         | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST           | 2028-11-25      | 5.9937%  | 0.0000% | $4746000.00        | $767426.12         | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST           | 2030-04-25      | 13.2937% | 0.0000% | $40374500.00       | $23764698.41       | Agency Mortgage-Backed Securities |
| FANNIEMAE WHOLE LOAN           | 2043-08-25      | 5.8070%  | 0.0000% | $28500000.00       | $6254061.04        | Agency Mortgage-Backed Securities |
| FANNIEMAE WHOLE LOAN           | 2042-10-25      | 4.9500%  | 0.0000% | $14249936.00       | $718257.77         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-11-25      | 3.0000%  | 0.0000% | $17056096.00       | $1286861.03        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2027-09-25      | 2.9656%  | 0.0000% | $44906688.00       | $35231195.81       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-04-25      | 4.2817%  | 0.0000% | $23120000.00       | $6358093.14        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-05-25      | 1.4543%  | 0.0000% | $26563840.00       | $786289.80         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-08-25      | 1.0000%  | 0.0000% | $12000000.00       | $4954226.36        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-07-25      | 2.5000%  | 0.0000% | $6772000.00        | $4719471.51        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-05-25      | 1.0000%  | 0.0000% | $10000000.00       | $5964271.00        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-25      | 4.3172%  | 0.0000% | $50505088.00       | $31000579.74       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-06-25      | 5.5000%  | 0.0000% | $32954200.00       | $13494738.24       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-04-25      | 5.5000%  | 0.0000% | $11730000.00       | $10297620.45       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-25      | 5.5000%  | 0.0000% | $300000.00         | $186521.27         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-12-25      | 5.5000%  | 0.0000% | $12000000.00       | $7592849.43        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-02-25      | 5.0000%  | 0.0000% | $1299674.00        | $854635.91         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-10-25      | 5.0000%  | 0.0000% | $8389680.00        | $5422632.38        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-06-25      | 5.0000%  | 0.0000% | $20078880.00       | $19381718.66       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-10-25      | 5.0000%  | 0.0000% | $62775104.00       | $59276436.08       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-09-25      | 4.5172%  | 0.0000% | $350000.00         | $336586.48         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2056-03-25      | 4.5000%  | 0.0000% | $8094740.00        | $7805353.05        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2036-07-01      | 6.5000%  | 0.0000% | $148754428.00      | $156654.13         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2038-03-25      | 6.0000%  | 0.0000% | $165683200.00      | $162973.27         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2038-08-01      | 6.0000%  | 0.0000% | $248662528.00      | $280824.25         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2040-05-01      | NA       | 0.0000% | $36033280.00       | $762348.27         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2036-01-15      | 5.0000%  | 0.0000% | $173746176.00      | $196449.60         | Agency Mortgage-Backed Securities |

### Security 210: Bank of Montreal Tri Party Repo

- **C.1 - Title:** Bank of Montreal Tri Party Repo 3.669900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 934EEG001, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 934EEG001_3.67_0302
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2053-12-01      | 7.0000%  | 0.0000% | $48981624.00       | $29723586.11       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 6.0000%  | 0.0000% | $38150389.00       | $31476413.92       | Agency Mortgage-Backed Securities |

### Security 211: BMO Capital Markets Corp Tri Party Repo

- **C.1 - Title:** BMO Capital Markets Corp Tri Party Repo 3.669900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 934EFN005, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: 934EFN005_3.67_0302
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid 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 A | 2056-01-20      | 5.5000%  | 0.0000% | $42531529.00       | $43286561.74       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 5.5000%  | 0.0000% | $116265411.00      | $99513438.27       | Agency Mortgage-Backed Securities |

### Security 212: Fixed Income Clearing Corp. Tri Party Repo - BNYM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.669900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 934QAM005, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 934QAM005_3.67_0302
- **C.18 - Value (incl. sponsor support):** $2800000000.00
- **C.18.a - Value (excl. sponsor support):** $2800000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - BNYM

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                     | 2051-12-01      | 2.5000%  | 0.0000% | $2481408.00        | $1569304.29        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-03-01      | 3.5000%  | 0.0000% | $77490294.00       | $31691249.26       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-11-01      | 7.0000%  | 0.0000% | $37466700.00       | $21099422.88       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-11-01      | 6.0000%  | 0.0000% | $28265856.00       | $22391368.83       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-01      | 5.0000%  | 0.0000% | $21504.00          | $16699.26          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $758.22            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-01      | 5.5000%  | 0.0000% | $18158840.00       | $13910487.28       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-06-01      | 5.5000%  | 0.0000% | $16432666.00       | $14997959.61       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-01-01      | 6.0000%  | 0.0000% | $3122016.00        | $2945133.20        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-06-01      | 5.5000%  | 0.0000% | $1008.00           | $995.55            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-12-01      | 4.5000%  | 0.0000% | $18495157.00       | $17077388.22       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-05-01      | 5.5000%  | 0.0000% | $12987888.00       | $12612384.87       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-06-01      | 5.5000%  | 0.0000% | $2012.00           | $1769.34           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-05-01      | 5.5000%  | 0.0000% | $27341952.00       | $26916416.57       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-05-01      | 6.0000%  | 0.0000% | $297961156.00      | $257802710.04      | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-02-01      | 4.5000%  | 0.0000% | $28416832.00       | $27937275.33       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.0000%  | 0.0000% | $42772224.00       | $42851998.53       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2052-02-01      | 3.5000%  | 0.0000% | $1021.00           | $963.85            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.0000%  | 0.0000% | $59013400.00       | $59497009.32       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2053-06-01      | 5.0000%  | 0.0000% | $70275968.00       | $71564134.29       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-01-20      | 5.0000%  | 0.0000% | $14000000.00       | $14077387.33       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 5.0000%  | 0.0000% | $9408928.00        | $8725245.45        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 5.0000%  | 0.0000% | $90000000.00       | $87108169.35       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 5.5000%  | 0.0000% | $48700000.00       | $44291595.50       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 5.0000%  | 0.0000% | $27630000.00       | $27349777.95       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 5.5000%  | 0.0000% | $52000000.00       | $51722713.43       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-08-20      | 5.0000%  | 0.0000% | $12000000.00       | $11932229.94       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 5.5000%  | 0.0000% | $12000000.00       | $12009816.33       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 5.5000%  | 0.0000% | $14697800.00       | $14744387.17       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-08-01      | 6.0000%  | 0.0000% | $21066752.00       | $15162254.56       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1036.50           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 5.0000%  | 0.0000% | $2016.00           | $2035.57           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $49700032.00       | $49473937.35       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 5.5000%  | 0.0000% | $10230208.00       | $10296856.05       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-12-01      | 6.0000%  | 0.0000% | $24559040.00       | $20200445.16       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-09-01      | 5.5000%  | 0.0000% | $16164161.00       | $13271633.00       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-01      | 5.5000%  | 0.0000% | $32138.00          | $25707.15          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-11-01      | 6.0000%  | 0.0000% | $16023040.00       | $12642978.94       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-05-01      | 5.0000%  | 0.0000% | $10350880.00       | $10353458.54       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-09-01      | 5.0000%  | 0.0000% | $12365000.00       | $12385777.64       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-10-01      | 6.0000%  | 0.0000% | $34142494.00       | $34619442.15       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2064-06-01      | 4.5000%  | 0.0000% | $36160000.00       | $33527742.08       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2056-03-01      | 4.0000%  | 0.0000% | $73839104.00       | $27949310.12       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2057-02-01      | 4.5000%  | 0.0000% | $997954.00         | $277248.51         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $3357100.00        | $3336065.93        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2051-11-01      | 3.0000%  | 0.0000% | $32605997.00       | $30173480.94       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-05-01      | 6.5000%  | 0.0000% | $28694033.00       | $22181974.84       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-08-01      | 5.5000%  | 0.0000% | $91025152.00       | $83974690.24       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-09-01      | 6.0000%  | 0.0000% | $1740536.00        | $1447712.75        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-11-01      | 5.5000%  | 0.0000% | $6710320.00        | $6345226.86        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-04-01      | 6.0000%  | 0.0000% | $1662972.00        | $1564067.86        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-06-01      | 5.5000%  | 0.0000% | $1008.00           | $992.12            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 6.0000%  | 0.0000% | $27159872.00       | $26459131.01       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $76606464.00       | $78812642.91       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 6.0000%  | 0.0000% | $11445400.00       | $11575711.93       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 5.5000%  | 0.0000% | $170953600.00      | $169297821.99      | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 5.5000%  | 0.0000% | $18624544.00       | $18718379.43       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-10-01      | 6.0000%  | 0.0000% | $61405228.00       | $61013724.86       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 6.0000%  | 0.0000% | $58385024.00       | $60365235.19       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.0000%  | 0.0000% | $1059.00           | $1067.99           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-12-01      | 5.0000%  | 0.0000% | $74900800.00       | $75251566.63       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.24           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-10-01      | 6.0000%  | 0.0000% | $4439296.00        | $3979851.95        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-10-01      | 5.0000%  | 0.0000% | $7168.00           | $6864.60           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-08-01      | 7.0000%  | 0.0000% | $30313436.00       | $26401517.11       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-09-01      | 7.0000%  | 0.0000% | $161585220.00      | $146304885.09      | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 6.0000%  | 0.0000% | $2000.00           | $2102.72           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 5.5000%  | 0.0000% | $30949312.00       | $31950794.13       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 7.0000%  | 0.0000% | $1603291.00        | $1504901.70        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-06-01      | 6.5000%  | 0.0000% | $51905920.00       | $45759621.90       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2060-01-01      | 3.0000%  | 0.0000% | $31068080.00       | $22486421.70       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-05-01      | 5.5000%  | 0.0000% | $160100434.00      | $158620487.69      | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-08-01      | 5.5000%  | 0.0000% | $18775000.00       | $19253769.24       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-07-01      | 5.5000%  | 0.0000% | $101437.00         | $90076.86          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-01-01      | 5.0000%  | 0.0000% | $93350.00          | $88920.55          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 5.5000%  | 0.0000% | $18883143.00       | $14547708.60       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-02-01      | 6.0000%  | 0.0000% | $22077704.00       | $19199439.38       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $874.95            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-06-01      | 6.5000%  | 0.0000% | $122375680.00      | $92697661.12       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-06-01      | 7.0000%  | 0.0000% | $207068160.00      | $151193393.32      | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-10-01      | 6.0000%  | 0.0000% | $91260965.00       | $86878741.51       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-07-01      | 6.0000%  | 0.0000% | $31083414.00       | $21901788.69       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-01-01      | 6.0000%  | 0.0000% | $31438176.00       | $19294450.51       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-09-01      | 5.5000%  | 0.0000% | $1008.00           | $803.76            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2054-09-01      | 6.0000%  | 0.0000% | $19870208.00       | $13738700.25       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-11-01      | 5.5000%  | 0.0000% | $19251084.00       | $16801085.39       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-05-01      | 6.5000%  | 0.0000% | $57501632.00       | $42881624.35       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.0000%  | 0.0000% | $208206.00         | $209912.74         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2034-09-01      | 5.5000%  | 0.0000% | $22897.00          | $31.88             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-01-01      | 6.0000%  | 0.0000% | $30388750.00       | $21522527.74       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2037-05-01      | 4.5000%  | 0.0000% | $1005.00           | $0.77              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-06-01      | 5.5000%  | 0.0000% | $52983360.00       | $52899508.23       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-05-01      | 5.5000%  | 0.0000% | $2018604.00        | $1501240.57        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-11-01      | 5.5000%  | 0.0000% | $2360646.00        | $1525684.95        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-09-01      | 5.5000%  | 0.0000% | $2830.00           | $7.74              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2034-01-01      | 5.5000%  | 0.0000% | $231956.00         | $772.94            | Agency Mortgage-Backed Securities  |
| TREASURY BILL                  | 2026-03-05      | NA       | 0.0000% | $9868300.00        | $9865339.51        | U.S. Treasuries (including strips) |
| TREASURY BILL                  | 2026-03-24      | NA       | 0.0000% | $45431600.00       | $45331377.89       | U.S. Treasuries (including strips) |

### Security 213: Prudential Insurance Company of America Repo

- **C.1 - Title:** Prudential Insurance Company of America Repo 3.689900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934QUK007, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 934QUK007_3.69_0302
- **C.18 - Value (incl. sponsor support):** $635943750.00
- **C.18.a - Value (excl. sponsor support):** $635943750.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2026-11-15      | 4.6250%  | 0.0000% | $25000000.00       | $25510893.26       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 4.3750%  | 0.0000% | $50000000.00       | $50325265.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-08-15      | 4.2500%  | 0.0000% | $35000000.00       | $35803996.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $51057493.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 3.5000%  | 0.0000% | $100000000.00      | $101216958.74      | U.S. Treasuries (including strips) |
| STRIPS          | 2037-02-15      | NA       | 0.0000% | $45000000.00       | $28416150.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2039-11-15      | NA       | 0.0000% | $50000000.00       | $27084850.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2041-11-15      | NA       | 0.0000% | $14000000.00       | $6765710.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2042-05-15      | NA       | 0.0000% | $25000000.00       | $11743725.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2046-11-15      | NA       | 0.0000% | $33000000.00       | $12171225.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2041-08-15      | NA       | 0.0000% | $15000000.00       | $7505775.00        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2048-02-15      | NA       | 0.0000% | $250000000.00      | $87719500.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2049-11-15      | NA       | 0.0000% | $100000000.00      | $32136200.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-02-15      | NA       | 0.0000% | $100000000.00      | $31762500.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-08-15      | NA       | 0.0000% | $50000000.00       | $15524300.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2052-05-15      | NA       | 0.0000% | $113000000.00      | $32259127.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-05-15      | 3.0000%  | 0.0000% | $20000000.00       | $15700500.69       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $33059910.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $49000000.00       | $44448718.92       | U.S. Treasuries (including strips) |

### Security 214: Fixed Income Clearing Corp. Tri Party Repo - BNYM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934QYA005, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 934QYA005_3.66_0302
- **C.18 - Value (incl. sponsor support):** $6700000000.00
- **C.18.a - Value (excl. sponsor support):** $6700000000.00
- **C.19 - Percentage of Net Assets:** 2.8400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - BNYM

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $1092000000.00     | $1137965280.00     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 2.0000%  | 0.0000% | $1539258000.00     | $1113298912.55     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $1133668000.00     | $1162502006.29     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 3.8750%  | 0.0000% | $427746700.00      | $431207253.52      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-10-15      | 1.1250%  | 0.0000% | $1159097300.00     | $1167607967.41     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.5000%  | 0.0000% | $1143000000.00     | $1155784739.17     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $642086600.00      | $665633895.09      | U.S. Treasuries (including strips) |

### Security 215: National Australia Bank Ltd. Repo

- **C.1 - Title:** National Australia Bank Ltd. Repo 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 935EJW000, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: 935EJW000_3.65_0302
- **C.18 - Value (incl. sponsor support):** $575000000.00
- **C.18.a - Value (excl. sponsor support):** $575000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $596290000.00      | $586509304.89      | U.S. Treasuries (including strips) |

### Security 216: Banco Santander SA Tri Party Repo

- **C.1 - Title:** Banco Santander SA Tri Party Repo 3.669900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 936TGF006, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: 936TGF006_3.67_0302
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                     | 2050-09-01      | 3.0000%  | 0.0000% | $26393275.00       | $14299130.38       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $695.36            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $667.45            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 3.5000%  | 0.0000% | $1024.00           | $694.02            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $679.21            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $754.94            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-06-01      | 2.0000%  | 0.0000% | $2000.00           | $1315.71           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $781.39            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-04-01      | 6.0000%  | 0.0000% | $4037.00           | $3354.33           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-12-01      | 5.5000%  | 0.0000% | $4000.00           | $3247.45           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-12-01      | 6.0000%  | 0.0000% | $1008.00           | $796.22            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-11-01      | 5.5000%  | 0.0000% | $63756.00          | $48394.44          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $828.02            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $684.05            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-07-01      | 2.5000%  | 0.0000% | $1000.00           | $498.94            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-10-01      | 3.0000%  | 0.0000% | $1368.00           | $821.57            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $678.10            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-02-01      | 2.0000%  | 0.0000% | $429758.00         | $288232.97         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $658.29            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-11-01      | 4.0000%  | 0.0000% | $8410.00           | $460.10            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-08-01      | 4.0000%  | 0.0000% | $2177.00           | $125.60            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-01-01      | 5.5000%  | 0.0000% | $22699680.00       | $941702.12         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-08-01      | 5.0000%  | 0.0000% | $1995990.00        | $30039.74          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-10-01      | 4.0000%  | 0.0000% | $2642000.00        | $313799.13         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-11-01      | 5.0000%  | 0.0000% | $128571.00         | $100897.33         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-07-01      | 3.0000%  | 0.0000% | $116284.00         | $17194.95          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $940.15            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $909.08            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $951.89            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.85           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-01-01      | 6.5000%  | 0.0000% | $143216.00         | $115653.88         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-11-01      | 4.0000%  | 0.0000% | $2000.00           | $1010.91           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-04-01      | 4.0000%  | 0.0000% | $11116177.00       | $2156801.06        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-06-01      | 4.5000%  | 0.0000% | $3120.00           | $1038.43           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $199.69            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-04-01      | 5.0000%  | 0.0000% | $5134.00           | $4908.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-07-20      | 4.0000%  | 0.0000% | $825981.00         | $48145.19          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-08-20      | 4.0000%  | 0.0000% | $596999.00         | $37308.02          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-11-20      | 4.0000%  | 0.0000% | $1912442.00        | $152495.89         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-04-20      | 4.0000%  | 0.0000% | $2979495.00        | $237125.36         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-09-20      | 4.0000%  | 0.0000% | $1411736.00        | $78457.91          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-11-20      | 2.5000%  | 0.0000% | $1277934.00        | $38017.27          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-12-20      | 5.5000%  | 0.0000% | $3001.00           | $147.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-08-20      | 3.5000%  | 0.0000% | $1000.00           | $71.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-03-20      | 3.0000%  | 0.0000% | $264568.00         | $27630.20          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-03-20      | 3.5000%  | 0.0000% | $1000.00           | $97.42             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-03-20      | 4.0000%  | 0.0000% | $3048004.00        | $257770.48         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-04-20      | 3.0000%  | 0.0000% | $2001774.00        | $202285.10         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-05-20      | 3.0000%  | 0.0000% | $1001.00           | $92.48             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-07-20      | 3.0000%  | 0.0000% | $8330639.00        | $899980.91         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-08-20      | 4.0000%  | 0.0000% | $660382.00         | $45564.10          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-09-20      | 4.0000%  | 0.0000% | $4000.00           | $281.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-11-20      | 3.0000%  | 0.0000% | $86000.00          | $9958.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-01-20      | 4.0000%  | 0.0000% | $1997.00           | $166.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-04-20      | 4.0000%  | 0.0000% | $94132941.00       | $8321824.63        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-05-20      | 4.0000%  | 0.0000% | $900000.00         | $83636.94          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-07-20      | 4.0000%  | 0.0000% | $1000.00           | $93.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-08-20      | 3.0000%  | 0.0000% | $4520593.00        | $548950.59         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-12-20      | 2.5000%  | 0.0000% | $306779.00         | $25331.37          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2032-02-20      | 3.5000%  | 0.0000% | $1000.00           | $84.84             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-03-20      | 4.0000%  | 0.0000% | $958374.00         | $83574.40          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-07-20      | 4.0000%  | 0.0000% | $1958491.00        | $174504.88         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-08-20      | 4.5000%  | 0.0000% | $15706.00          | $1234.25           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-07-20      | 4.5000%  | 0.0000% | $83220932.00       | $7334851.17        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-09-20      | 4.5000%  | 0.0000% | $1000.00           | $90.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-10-20      | 3.0000%  | 0.0000% | $818000.00         | $108495.10         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-10-20      | 4.0000%  | 0.0000% | $1000.00           | $107.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-01-20      | 3.0000%  | 0.0000% | $1030.00           | $145.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-20      | 4.0000%  | 0.0000% | $57152908.00       | $5597772.38        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-04-20      | 3.0000%  | 0.0000% | $1000.00           | $153.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-05-20      | 6.5000%  | 0.0000% | $88000.00          | $12200.81          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-11-20      | 4.5000%  | 0.0000% | $2001.00           | $146.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-09-20      | 6.0000%  | 0.0000% | $92000.00          | $14694.15          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-12-20      | 4.5000%  | 0.0000% | $122699981.00      | $8179600.16        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-11-01      | 6.0000%  | 0.0000% | $2874085.00        | $2254856.68        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2041-04-01      | 5.0000%  | 0.0000% | $2398884.00        | $299688.72         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2041-04-01      | 5.0000%  | 0.0000% | $1017364.00        | $124399.83         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2041-07-01      | 5.0000%  | 0.0000% | $1000.00           | $82.49             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2041-07-01      | 5.0000%  | 0.0000% | $2374980.00        | $174775.77         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2042-06-01      | 4.5000%  | 0.0000% | $20987488.00       | $2791552.10        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2042-09-01      | 4.0000%  | 0.0000% | $27323232.00       | $6614008.80        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2045-05-01      | 4.0000%  | 0.0000% | $8022296.00        | $1585985.61        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2044-05-01      | 4.0000%  | 0.0000% | $5048.00           | $684.87            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $758.15            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2039-09-01      | 4.5000%  | 0.0000% | $1000.00           | $779.93            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $898.04            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $886.04            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1715.01           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $975.56            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $892.57            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-11-01      | 6.0000%  | 0.0000% | $4072.00           | $3232.17           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-01-01      | 6.5000%  | 0.0000% | $16193671.00       | $12223490.85       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $601.40            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-02-01      | 4.5000%  | 0.0000% | $3099272.00        | $2653946.00        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $822.50            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 4.5000%  | 0.0000% | $576365.00         | $419748.73         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 4.5000%  | 0.0000% | $8072.00           | $5549.13           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-12-01      | 5.5000%  | 0.0000% | $1001.00           | $693.04            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-01      | 5.0000%  | 0.0000% | $1040.00           | $807.63            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 6.0000%  | 0.0000% | $2328385.00        | $1574301.30        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-06-01      | 5.5000%  | 0.0000% | $8120.00           | $7268.49           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-06-01      | 5.5000%  | 0.0000% | $12192.00          | $11247.15          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-05-01      | 5.0000%  | 0.0000% | $911129.00         | $680936.21         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-12-01      | 5.5000%  | 0.0000% | $6048.00           | $5145.70           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $841.58            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2065-06-20      | 6.5000%  | 0.0000% | $3000.00           | $3136.14           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-02-01      | 5.5000%  | 0.0000% | $662648.00         | $618815.50         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-06-01      | 5.0000%  | 0.0000% | $2016.00           | $1994.03           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-05-01      | 5.0000%  | 0.0000% | $10087.00          | $10200.93          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2053-10-01      | 6.5000%  | 0.0000% | $1008.00           | $657.99            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $720.66            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-07-01      | 3.5000%  | 0.0000% | $1000.00           | $833.56            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $754.44            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 5.0000%  | 0.0000% | $3694482.00        | $2751716.88        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $15739.00          | $11900.55          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $14489850.00       | $10093328.52       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-12-01      | 5.5000%  | 0.0000% | $3000.00           | $2361.65           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1568.59           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.71           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1055.56           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.76           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1069.65           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $992.17            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.59           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1016.84           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.87           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.94           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1014.53           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1055.21           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-11-01      | 4.0000%  | 0.0000% | $351000.00         | $58614.17          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $290.71            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-04-01      | 2.5000%  | 0.0000% | $2022.00           | $796.77            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-06-01      | 2.0000%  | 0.0000% | $6000.00           | $2950.17           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-06-01      | 2.0000%  | 0.0000% | $7032.00           | $3476.79           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-06-01      | 2.0000%  | 0.0000% | $6955351.00        | $2939895.56        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-07-01      | 2.5000%  | 0.0000% | $1000.00           | $430.25            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-12-01      | 5.5000%  | 0.0000% | $1118.00           | $1068.52           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1857.87           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 5.5000%  | 0.0000% | $1210300.00        | $1235919.22        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.16           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.40           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.92           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.77           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $1016.41           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $1016.82           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 5.0000%  | 0.0000% | $3010.00           | $3029.87           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $990.84            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $1014.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-08-20      | 4.5000%  | 0.0000% | $3319.00           | $386.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-09-20      | 5.5000%  | 0.0000% | $340532.00         | $41764.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-09-20      | 4.0000%  | 0.0000% | $2514562.00        | $233497.04         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-09-20      | 5.0000%  | 0.0000% | $1102002.00        | $82672.31          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-02-20      | 6.0000%  | 0.0000% | $201515.00         | $34373.68          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-10-20      | 4.0000%  | 0.0000% | $1000.00           | $90.74             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $745.36            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2035-11-01      | 5.5000%  | 0.0000% | $1000.00           | $997.37            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2036-01-01      | 5.0000%  | 0.0000% | $1000.00           | $990.90            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2033-10-01      | 5.0000%  | 0.0000% | $1000.00           | $445.73            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-09-01      | 5.5000%  | 0.0000% | $1000.00           | $875.60            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-04-01      | 5.5000%  | 0.0000% | $1000.00           | $776.30            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-12-01      | 3.0000%  | 0.0000% | $6099.00           | $3369.91           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-10-01      | 3.0000%  | 0.0000% | $1002.00           | $203.07            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2054-10-25      | 6.5000%  | 0.0000% | $1024.00           | $911.13            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 5.0000%  | 0.0000% | $2016.00           | $2032.70           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 3.5000%  | 0.0000% | $3937986.00        | $1403758.89        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-03-01      | 4.0000%  | 0.0000% | $82180798.00       | $26409858.04       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2059-08-01      | 4.0000%  | 0.0000% | $1000.00           | $375.24            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-02-01      | 3.5000%  | 0.0000% | $1574415.00        | $649926.65         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-05-01      | 4.0000%  | 0.0000% | $1000.00           | $617.16            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2062-12-01      | 2.5000%  | 0.0000% | $3064.00           | $2095.05           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2063-06-01      | 3.5000%  | 0.0000% | $1000.00           | $728.34            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2063-06-01      | 4.5000%  | 0.0000% | $1008.00           | $773.03            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-04-01      | 3.5000%  | 0.0000% | $1000.00           | $232.72            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-08-01      | 3.5000%  | 0.0000% | $1025.00           | $155.20            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-08-01      | 3.5000%  | 0.0000% | $40788.00          | $8352.39           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $260.69            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-02-01      | 4.5000%  | 0.0000% | $1008.00           | $143.64            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-06-01      | 4.0000%  | 0.0000% | $1280.00           | $130.42            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $398.39            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-05-01      | 2.5000%  | 0.0000% | $4096.00           | $1865.01           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-08-01      | 4.5000%  | 0.0000% | $2150232.00        | $780520.54         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-04-01      | 3.5000%  | 0.0000% | $1000.00           | $203.26            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-02-01      | 4.0000%  | 0.0000% | $3446000.00        | $650297.54         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-07-01      | 4.5000%  | 0.0000% | $9000.00           | $2404.52           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-02-01      | 4.0000%  | 0.0000% | $1170.00           | $345.25            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-11-01      | 4.5000%  | 0.0000% | $369233.00         | $97698.96          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-12-01      | 4.5000%  | 0.0000% | $8448.00           | $1279.53           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-12-01      | 3.5000%  | 0.0000% | $1000.00           | $247.81            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-07-01      | 4.0000%  | 0.0000% | $36479781.00       | $10493568.41       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 4.0000%  | 0.0000% | $1008.00           | $776.53            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $723.74            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-02-01      | 5.0000%  | 0.0000% | $37757.00          | $28106.76          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $744.82            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-02-01      | 5.5000%  | 0.0000% | $1001.00           | $732.03            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-03-01      | 5.0000%  | 0.0000% | $3072.00           | $2371.85           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-03-01      | 2.5000%  | 0.0000% | $2024.00           | $1492.44           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-11-01      | 2.0000%  | 0.0000% | $1024.00           | $701.44            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-11-01      | 6.5000%  | 0.0000% | $3088.00           | $2358.94           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-06-01      | 4.0000%  | 0.0000% | $1000.00           | $805.61            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-08-01      | 4.0000%  | 0.0000% | $3104.00           | $2280.34           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-08-01      | 3.5000%  | 0.0000% | $3280.00           | $2510.71           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 4.5000%  | 0.0000% | $1001.00           | $793.03            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2053-02-01      | 6.0000%  | 0.0000% | $2048.00           | $1539.49           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1187.77           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $871.68            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1643.20           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $725.77            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-05-01      | 4.0000%  | 0.0000% | $1000.00           | $780.40            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-11-01      | 5.0000%  | 0.0000% | $3244560.00        | $2776991.10        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $840.44            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $745.02            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-03-01      | 4.0000%  | 0.0000% | $57000.00          | $49152.16          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $756.06            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-12-01      | 6.5000%  | 0.0000% | $99000.00          | $63456.03          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-05-01      | 5.5000%  | 0.0000% | $1619.00           | $1289.10           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-08-01      | 6.5000%  | 0.0000% | $3613504.00        | $2017559.56        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $595.47            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-01      | 4.5000%  | 0.0000% | $1008.00           | $772.67            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $801.60            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-02-01      | 4.5000%  | 0.0000% | $3006.00           | $2403.06           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $661.73            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-02-01      | 6.0000%  | 0.0000% | $1040.00           | $767.79            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-02-01      | 5.5000%  | 0.0000% | $1008.00           | $780.17            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $729.58            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-03-01      | 5.5000%  | 0.0000% | $11552000.00       | $10234344.46       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 5.5000%  | 0.0000% | $10176.00          | $7253.28           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 5.0000%  | 0.0000% | $8204.00           | $6256.43           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 5.5000%  | 0.0000% | $7072.00           | $4876.95           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 6.0000%  | 0.0000% | $6400000.00        | $4814154.76        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-11-01      | 5.5000%  | 0.0000% | $400000.00         | $315484.41         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-05-01      | 5.5000%  | 0.0000% | $7000.00           | $5513.81           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1577.34           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-05-01      | 6.0000%  | 0.0000% | $2104960.00        | $1863481.70        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-04-01      | 7.0000%  | 0.0000% | $2764227.00        | $2444587.40        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-06-01      | 6.0000%  | 0.0000% | $5042003.00        | $4667954.65        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-07-01      | 6.0000%  | 0.0000% | $5958236.00        | $5969177.46        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-07-01      | 6.5000%  | 0.0000% | $8040.00           | $8171.54           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-07-01      | 5.5000%  | 0.0000% | $6031.00           | $6134.41           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-08-01      | 5.5000%  | 0.0000% | $3261316.00        | $3234375.62        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-03-15      | 4.0000%  | 0.0000% | $615097.00         | $23726.59          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-04-20      | 4.5000%  | 0.0000% | $17566.00          | $1173.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-05-20      | 4.0000%  | 0.0000% | $312285.00         | $34281.52          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-09-15      | 4.5000%  | 0.0000% | $2000.00           | $212.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-01-15      | 4.0000%  | 0.0000% | $4002.00           | $296.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-11-20      | 4.0000%  | 0.0000% | $1000.00           | $159.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-11-15      | 3.7500%  | 0.0000% | $275050.00         | $30829.32          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-01-20      | 3.0000%  | 0.0000% | $1247398.00        | $109909.70         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-08-20      | 4.0000%  | 0.0000% | $1135884.00        | $149594.44         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-09-20      | 4.0000%  | 0.0000% | $677748.00         | $120673.34         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-02-20      | 2.5000%  | 0.0000% | $478805.00         | $63541.37          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-06-20      | 3.5000%  | 0.0000% | $27266.00          | $2024.33           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2054-08-01      | 6.0000%  | 0.0000% | $14439.00          | $13424.00          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-05-01      | 2.5000%  | 0.0000% | $1399265.00        | $1115190.94        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-10-01      | 5.5000%  | 0.0000% | $1008.00           | $880.93            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-10-01      | 3.5000%  | 0.0000% | $1000.00           | $131.91            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-01-01      | 6.0000%  | 0.0000% | $4031847.00        | $3406332.55        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2036-02-01      | 1.5000%  | 0.0000% | $2000.00           | $992.96            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-03-01      | 3.0000%  | 0.0000% | $8007.00           | $5752.54           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-02-01      | 3.5000%  | 0.0000% | $2007.00           | $1714.67           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-07-01      | 2.5000%  | 0.0000% | $1373570.00        | $536739.29         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $390.10            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-09-01      | 2.0000%  | 0.0000% | $1000.00           | $410.60            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-09-01      | 2.5000%  | 0.0000% | $5633.00           | $2324.57           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $489.20            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-10-01      | 2.5000%  | 0.0000% | $7511091.00        | $3151321.76        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $507.89            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-10-01      | 2.0000%  | 0.0000% | $1008.00           | $510.42            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $565.96            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-11-01      | 2.0000%  | 0.0000% | $2132.00           | $1289.49           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $439.36            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-12-01      | 3.0000%  | 0.0000% | $4435.00           | $2418.65           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-01-01      | 2.5000%  | 0.0000% | $4120.00           | $2367.49           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $584.37            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $577.71            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-02-01      | 3.0000%  | 0.0000% | $1023.00           | $565.35            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-05-01      | 6.0000%  | 0.0000% | $1008.00           | $843.03            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-01-01      | 5.5000%  | 0.0000% | $3226358.00        | $3026881.76        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 2.5000%  | 0.0000% | $223078.00         | $143840.87         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2042-05-01      | 3.5000%  | 0.0000% | $54173728.00       | $13373294.41       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-12-01      | 3.0000%  | 0.0000% | $6285568.00        | $3311868.85        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $7120.00           | $4889.14           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $1695526.00        | $1142857.88        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $4072.00           | $2928.20           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $7392136.00        | $5101152.63        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $669.32            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $5024.00           | $3511.44           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $480107.00         | $333776.57         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $407129.00         | $278716.63         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-02-01      | 3.0000%  | 0.0000% | $18652490.00       | $14254507.21       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2046-04-01      | 3.5000%  | 0.0000% | $1000.00           | $176.45            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-06-01      | 4.5000%  | 0.0000% | $1010.00           | $231.08            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2040-11-01      | 6.0000%  | 0.0000% | $1000.00           | $947.93            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 5.0000%  | 0.0000% | $3024.00           | $2995.16           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1065.57           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 5.0000%  | 0.0000% | $2008.00           | $2024.36           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $996.40            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 4.0000%  | 0.0000% | $1008.00           | $950.23            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $980.03            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-11-01      | 5.5000%  | 0.0000% | $8453680.00        | $8289421.48        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $1023.08           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-06-01      | 5.0000%  | 0.0000% | $1024.00           | $1010.25           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1025.93           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1038.02           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 6.0000%  | 0.0000% | $1024.00           | $1055.89           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 5.5000%  | 0.0000% | $3048.00           | $3050.84           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-08-01      | 6.5000%  | 0.0000% | $1332169.00        | $1403539.63        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-08-01      | 6.5000%  | 0.0000% | $527258.00         | $560969.79         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.5000%  | 0.0000% | $1101913.00        | $1165317.04        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $13503822.00       | $13365473.94       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-08-01      | 6.5000%  | 0.0000% | $3204.00           | $3351.86           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.5000%  | 0.0000% | $942491.00         | $996405.96         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.5000%  | 0.0000% | $1315982.00        | $1391731.68        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $36091.00          | $37366.58          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-08-01      | 6.5000%  | 0.0000% | $2203555.00        | $2313658.22        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.5000%  | 0.0000% | $1580645.00        | $1663279.02        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 5.0000%  | 0.0000% | $11030.00          | $11052.12          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 5.5000%  | 0.0000% | $238611.00         | $236843.00         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 5.5000%  | 0.0000% | $7232.00           | $7213.17           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $313.85            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-06-01      | 5.5000%  | 0.0000% | $1002.00           | $98.06             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-12-01      | 3.5000%  | 0.0000% | $29623436.00       | $5588537.38        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-11-01      | 3.0000%  | 0.0000% | $2379886.00        | $844708.23         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $275.27            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-06-01      | 2.5000%  | 0.0000% | $1024.00           | $395.20            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-06-01      | 2.5000%  | 0.0000% | $5193.00           | $2521.17           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $374.79            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $524.99            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $416.24            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $578.99            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $418.34            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $580.30            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-04-01      | 2.0000%  | 0.0000% | $1024.00           | $610.62            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $534.06            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-08-01      | 2.5000%  | 0.0000% | $1024.00           | $639.38            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $409.67            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-02-01      | 4.0000%  | 0.0000% | $14456312.00       | $3213308.63        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $177.24            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-01-01      | 3.5000%  | 0.0000% | $3072.00           | $750.22            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $300.66            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $222.19            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2056-08-01      | 3.5000%  | 0.0000% | $56570624.00       | $16617348.37       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $184.54            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2057-02-01      | 3.5000%  | 0.0000% | $1023.00           | $302.08            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2057-01-01      | 4.0000%  | 0.0000% | $37750571.00       | $13146436.57       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2057-09-01      | 3.5000%  | 0.0000% | $2000608.00        | $697873.49         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2048-11-01      | 3.5000%  | 0.0000% | $1040.00           | $988.67            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2052-04-01      | 2.0000%  | 0.0000% | $1024.00           | $842.25            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2050-01-01      | 3.5000%  | 0.0000% | $1035.00           | $977.19            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2050-02-01      | 3.0000%  | 0.0000% | $1008.00           | $921.89            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 4.5000%  | 0.0000% | $1076.00           | $1061.30           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2048-11-01      | 3.5000%  | 0.0000% | $1037.00           | $986.51            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2050-01-01      | 3.5000%  | 0.0000% | $1023.00           | $959.29            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2051-04-01      | 3.5000%  | 0.0000% | $1024.00           | $961.51            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2047-12-01      | 3.5000%  | 0.0000% | $1008.00           | $931.05            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2051-04-01      | 3.0000%  | 0.0000% | $5040.00           | $4542.75           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 5.0000%  | 0.0000% | $5114.00           | $5177.39           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2039-10-01      | 6.5000%  | 0.0000% | $1002.00           | $323.67            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-06-01      | 3.5000%  | 0.0000% | $1003.00           | $80.33             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-09-01      | 3.5000%  | 0.0000% | $2000.00           | $315.45            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-08-01      | 4.0000%  | 0.0000% | $1024.00           | $294.47            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-08-01      | 2.0000%  | 0.0000% | $1000.00           | $335.21            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $925.18            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-09-01      | 3.5000%  | 0.0000% | $1000.00           | $722.28            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-05-01      | 6.0000%  | 0.0000% | $1700400.00        | $1260000.54        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $843.93            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-02-01      | 6.5000%  | 0.0000% | $1015.00           | $720.19            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-11-01      | 3.5000%  | 0.0000% | $1001.00           | $751.04            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 6.0000%  | 0.0000% | $7120.00           | $7290.14           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.5000%  | 0.0000% | $8105312.00        | $8310016.92        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-03-01      | 4.0000%  | 0.0000% | $2048.00           | $346.58            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $193.37            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-02-01      | 3.5000%  | 0.0000% | $5320.00           | $1303.27           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-07-01      | 4.0000%  | 0.0000% | $5096.00           | $1383.37           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-12-01      | 3.5000%  | 0.0000% | $1028.00           | $257.76            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-05-01      | 4.5000%  | 0.0000% | $1125410.00        | $242741.63         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 5.0000%  | 0.0000% | $823397.00         | $598379.33         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-03-01      | 6.5000%  | 0.0000% | $3000.00           | $2871.79           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.39           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $797.56            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $698.25            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $605.31            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $818.99            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.30           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-04-01      | 3.5000%  | 0.0000% | $10529.00          | $7342.35           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 5.5000%  | 0.0000% | $2000.00           | $2034.91           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-08-01      | 6.5000%  | 0.0000% | $1995.00           | $2114.94           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $847.76            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-08-01      | 6.0000%  | 0.0000% | $3000.00           | $3058.08           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1059.64           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-11-01      | 5.5000%  | 0.0000% | $1178858.00        | $1115947.69        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $940.23            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 5.5000%  | 0.0000% | $2000.00           | $2033.92           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1995.28           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 6.0000%  | 0.0000% | $2000.00           | $2075.38           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.99           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $4272.00           | $3954.52           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 4.5000%  | 0.0000% | $2661702.00        | $2631354.10        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 5.0000%  | 0.0000% | $7048.00           | $7071.33           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 5.5000%  | 0.0000% | $5959.00           | $5932.42           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 6.0000%  | 0.0000% | $1871956.00        | $1932357.85        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-05-01      | 4.0000%  | 0.0000% | $4078096.00        | $2155055.03        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $721.76            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $793.04            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $881.59            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-07-01      | 5.5000%  | 0.0000% | $2000.00           | $2038.13           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-06-01      | 6.0000%  | 0.0000% | $1000.00           | $959.04            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.46           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $825.72            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-05-01      | 5.5000%  | 0.0000% | $2016.00           | $1585.66           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.5000%  | 0.0000% | $5000.00           | $5208.54           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $2506842.00        | $1748545.49        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $958.46            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $125923.00         | $130159.73         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $888.45            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-08-01      | 6.0000%  | 0.0000% | $3000.00           | $3078.44           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.83           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1899.29           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-08-01      | 6.0000%  | 0.0000% | $3000.00           | $3078.05           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1018.94           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $1016.63           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-01      | 5.5000%  | 0.0000% | $7100.00           | $6111.90           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $710.03            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-03-01      | 5.5000%  | 0.0000% | $13464.00          | $802.59            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2059-01-01      | 4.5000%  | 0.0000% | $1000.00           | $786.25            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2060-01-01      | 3.0000%  | 0.0000% | $1024.00           | $741.15            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-09-01      | 6.5000%  | 0.0000% | $2024.00           | $1171.03           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2059-01-01      | 4.5000%  | 0.0000% | $4000.00           | $3792.43           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-11-01      | 4.5000%  | 0.0000% | $2000.00           | $286.65            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-09-01      | 3.5000%  | 0.0000% | $1000.00           | $91.15             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-09-01      | 4.0000%  | 0.0000% | $1008.00           | $326.88            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-10-01      | 5.0000%  | 0.0000% | $1336.00           | $150.49            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-03-01      | 4.5000%  | 0.0000% | $3000.00           | $977.53            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-08-01      | 4.0000%  | 0.0000% | $1000.00           | $599.96            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-05-01      | 4.0000%  | 0.0000% | $1216.00           | $426.59            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $961.04            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-03-01      | 5.0000%  | 0.0000% | $1008.00           | $957.09            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-12-01      | 5.5000%  | 0.0000% | $3092.00           | $2570.68           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1890.23           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $978.61            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-07-01      | 6.5000%  | 0.0000% | $2002.00           | $1759.43           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1004.96           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $918.88            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $985.84            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-07-01      | 5.5000%  | 0.0000% | $449872.00         | $442668.95         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-07-01      | 6.5000%  | 0.0000% | $1003.00           | $1048.12           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-12-01      | 3.5000%  | 0.0000% | $5264312.00        | $2289846.60        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-02-01      | 3.5000%  | 0.0000% | $21601631.00       | $9361090.95        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $433.16            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $734.85            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $753.19            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 3.5000%  | 0.0000% | $1074.00           | $774.51            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $1853101.00        | $1408335.06        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-01-01      | 5.5000%  | 0.0000% | $3731780.00        | $3222960.21        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-05-01      | 6.5000%  | 0.0000% | $10091249.00       | $8156012.29        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-03-01      | 5.5000%  | 0.0000% | $211191.00         | $158490.71         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-02-01      | 2.5000%  | 0.0000% | $3964520.00        | $2617009.39        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-06-01      | 6.5000%  | 0.0000% | $243818.00         | $183866.36         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 5.5000%  | 0.0000% | $6072.00           | $4874.86           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $996.92            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2044-02-01      | 4.5000%  | 0.0000% | $1008.00           | $168.04            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2045-07-01      | 4.0000%  | 0.0000% | $6072.00           | $950.82            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.06           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $975.48            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $980.94            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $638.85            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $910.92            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2040-03-01      | 4.5000%  | 0.0000% | $1000.00           | $956.82            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.69           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $770.16            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $980.89            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $868.25            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-08-01      | 3.5000%  | 0.0000% | $1002.00           | $68.92             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-05-01      | 6.5000%  | 0.0000% | $928890.00         | $751966.15         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-06-01      | 5.5000%  | 0.0000% | $1859998.00        | $1769798.41        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $902.46            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-01      | 4.5000%  | 0.0000% | $7064.00           | $5355.12           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-12-01      | 5.0000%  | 0.0000% | $4665584.00        | $3628114.92        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-02-01      | 4.0000%  | 0.0000% | $200000.00         | $161036.66         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-08-01      | 5.0000%  | 0.0000% | $3152.00           | $2601.76           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $826.82            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-10-01      | 3.0000%  | 0.0000% | $1009.00           | $498.50            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-10-01      | 3.0000%  | 0.0000% | $1008.00           | $637.44            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $649.01            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $643.48            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $881.26            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-08-01      | 6.5000%  | 0.0000% | $3049.00           | $2356.20           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $748.10            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-02-01      | 5.5000%  | 0.0000% | $3024.00           | $3112.81           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-01      | 4.5000%  | 0.0000% | $123498.00         | $92686.14          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1482.54           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-01-01      | 6.0000%  | 0.0000% | $6000.00           | $5002.64           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-01-01      | 6.5000%  | 0.0000% | $11072011.00       | $10106007.82       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-03-01      | 4.0000%  | 0.0000% | $1260770.00        | $270759.68         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-12-01      | 5.5000%  | 0.0000% | $9519727.00        | $9184196.55        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-02-01      | 6.0000%  | 0.0000% | $9000.00           | $6976.40           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-06-01      | 5.0000%  | 0.0000% | $52422345.00       | $50732825.27       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $787.45            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-01-01      | 4.5000%  | 0.0000% | $2217.00           | $1896.00           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-12-01      | 6.0000%  | 0.0000% | $1790970.00        | $1424122.44        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-09-01      | 3.0000%  | 0.0000% | $1000.00           | $778.29            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-02-01      | 6.5000%  | 0.0000% | $17309.00          | $14198.54          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $837.00            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $845.06            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-05-01      | 6.0000%  | 0.0000% | $8595511.00        | $7209831.98        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-09-01      | 3.0000%  | 0.0000% | $1121.00           | $260.22            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $173.79            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-06-01      | 4.5000%  | 0.0000% | $9274.00           | $2422.08           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-04-01      | 4.5000%  | 0.0000% | $33132935.00       | $6790958.19        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-05-01      | 4.0000%  | 0.0000% | $62903428.00       | $14009337.40       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $148.71            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2043-09-01      | 3.5000%  | 0.0000% | $2008.00           | $468.44            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-02-01      | 4.5000%  | 0.0000% | $16981904.00       | $3355886.31        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-02-01      | 4.5000%  | 0.0000% | $18328475.00       | $3299214.38        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-02-01      | 4.5000%  | 0.0000% | $2000.00           | $286.05            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-08-01      | 3.5000%  | 0.0000% | $2000.00           | $94.61             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $197.41            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-04-01      | 5.5000%  | 0.0000% | $3000.00           | $2042.59           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $867.59            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $895.95            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $836.30            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-08-01      | 6.5000%  | 0.0000% | $1014200.00        | $1006310.08        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-08-01      | 5.5000%  | 0.0000% | $4000.00           | $3988.24           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $977.83            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $875.60            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-08-01      | 3.5000%  | 0.0000% | $4024.00           | $901.97            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $240.61            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-10-01      | 3.5000%  | 0.0000% | $1074.00           | $239.41            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-10-01      | 4.0000%  | 0.0000% | $1000.00           | $185.60            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-05-01      | 4.0000%  | 0.0000% | $4096.00           | $1186.01           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-03-01      | 5.0000%  | 0.0000% | $8128.00           | $2377.66           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-01-01      | 2.0000%  | 0.0000% | $1000.00           | $279.50            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-03-01      | 1.5000%  | 0.0000% | $1000.00           | $486.86            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-04-01      | 3.0000%  | 0.0000% | $1000.00           | $168.10            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $405.13            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-09-01      | 1.5000%  | 0.0000% | $999000.00         | $383645.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-03-20      | 5.5000%  | 0.0000% | $3000.00           | $262.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 4.5000%  | 0.0000% | $1039.00           | $98.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 5.5000%  | 0.0000% | $74000.00          | $6281.54           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-06-20      | 5.0000%  | 0.0000% | $12637.00          | $985.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-06-20      | 5.5000%  | 0.0000% | $9013.00           | $951.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 5.5000%  | 0.0000% | $45000.00          | $3922.98           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-07-20      | 6.0000%  | 0.0000% | $40000.00          | $4477.42           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-07-20      | 3.0000%  | 0.0000% | $471296.00         | $63406.53          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-01-20      | 2.5000%  | 0.0000% | $1000.00           | $354.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 3.5000%  | 0.0000% | $459140.00         | $170682.64         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-04-20      | 2.5000%  | 0.0000% | $1000.00           | $124.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 2.5000%  | 0.0000% | $1000.00           | $526.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 4.5000%  | 0.0000% | $1001.00           | $746.84            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2038-04-01      | 5.5000%  | 0.0000% | $2042.00           | $12.60             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-09-01      | 2.5000%  | 0.0000% | $1000.00           | $159.58            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-06-01      | 5.0000%  | 0.0000% | $1001.00           | $8.95              | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-07-01      | 5.0000%  | 0.0000% | $1000.00           | $9.26              | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-09-01      | 5.0000%  | 0.0000% | $1007.00           | $26.38             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2041-08-01      | 4.5000%  | 0.0000% | $1000.00           | $147.17            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-01-01      | 5.0000%  | 0.0000% | $1498.00           | $27.22             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2033-07-01      | 5.5000%  | 0.0000% | $138050.00         | $576.53            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2038-07-01      | 6.0500%  | 0.0000% | $3134.00           | $114.74            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2030-10-01      | 8.0000%  | 0.0000% | $2489.00           | $1.00              | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-08-01      | 7.5000%  | 0.0000% | $4776.00           | $2.57              | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-04-01      | 5.5000%  | 0.0000% | $5879.00           | $22.78             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2041-01-01      | 3.5000%  | 0.0000% | $21071.00          | $1190.80           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-03-01      | 5.0000%  | 0.0000% | $4000.00           | $425.74            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-04-01      | 4.0000%  | 0.0000% | $45736798.00       | $7148053.58        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2043-10-01      | 4.0000%  | 0.0000% | $1000.00           | $138.11            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-05-01      | 3.5000%  | 0.0000% | $36196.00          | $3114.05           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-03-01      | 3.5000%  | 0.0000% | $2048.00           | $485.11            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $720.15            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-09-01      | 5.0000%  | 0.0000% | $8921981.00        | $6492807.96        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $696.29            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $809.87            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $748.50            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1218.35           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-02-01      | 6.0000%  | 0.0000% | $5253373.00        | $4491346.06        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-08-01      | 5.0000%  | 0.0000% | $7160.00           | $4951.38           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-12-01      | 6.5000%  | 0.0000% | $1000.00           | $904.44            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $712.22            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $558.18            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 5.0000%  | 0.0000% | $30648.00          | $27201.74          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-02-01      | 6.0000%  | 0.0000% | $2057.00           | $10.57             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-02-01      | 5.5000%  | 0.0000% | $1007.00           | $1036.44           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-02-01      | 5.5000%  | 0.0000% | $2014.00           | $2054.46           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-03-01      | 5.5000%  | 0.0000% | $2000.00           | $2053.05           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-06-01      | 4.5000%  | 0.0000% | $4078.00           | $934.41            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-09-01      | 4.0000%  | 0.0000% | $1000.00           | $87.31             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-02-01      | 4.5000%  | 0.0000% | $257314.00         | $72583.76          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-05-01      | 3.0000%  | 0.0000% | $1000.00           | $112.08            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.42           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $745.59            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $996.30            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.39           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $998.33            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $121068.00         | $124988.21         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-07-01      | 6.0000%  | 0.0000% | $6006.00           | $5753.01           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-07-01      | 6.0000%  | 0.0000% | $2016.00           | $2085.93           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.27           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1493.89           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $914.81            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.80           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.12           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-08-01      | 6.0000%  | 0.0000% | $49512.00          | $51449.32          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-08-01      | 6.0000%  | 0.0000% | $3000.00           | $2636.33           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.63           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.65           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $706.94            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1058.32           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $9011.00           | $9342.77           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $3000.00           | $3111.88           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1842.72           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-07-01      | 6.5000%  | 0.0000% | $4000.00           | $4140.02           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.10           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-08-01      | 6.5000%  | 0.0000% | $3568.00           | $2663.71           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 4.0000%  | 0.0000% | $922449.00         | $892035.83         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $987.40            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2040-11-01      | 4.5000%  | 0.0000% | $1000.00           | $994.83            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-08-01      | 5.0000%  | 0.0000% | $3072.00           | $2281.84           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1599.01           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1448.63           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 4.5000%  | 0.0000% | $6176.00           | $4678.61           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 4.0000%  | 0.0000% | $3362376.00        | $2079940.54        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1393.64           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-12-01      | 4.5000%  | 0.0000% | $4323952.00        | $3636892.74        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $796.76            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-03-01      | 4.5000%  | 0.0000% | $4096.00           | $3354.30           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-03-01      | 5.0000%  | 0.0000% | $4000.00           | $3874.18           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-09-01      | 5.0000%  | 0.0000% | $4227619.00        | $3130320.47        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-08-01      | 3.5000%  | 0.0000% | $1000.00           | $716.58            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1488.58           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 2.5000%  | 0.0000% | $1000.00           | $786.20            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 3.5000%  | 0.0000% | $1009.00           | $153.91            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 5.5000%  | 0.0000% | $2024.00           | $1983.78           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.02           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-08-01      | 5.5000%  | 0.0000% | $4079.00           | $3880.27           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-10-01      | 6.0000%  | 0.0000% | $5148.00           | $5339.31           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-11-01      | 5.5000%  | 0.0000% | $11647165.00       | $11779568.92       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1036.84           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2041-08-01      | 6.0000%  | 0.0000% | $23791360.00       | $3546186.84        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-02-01      | 5.5000%  | 0.0000% | $56600336.00       | $793908.28         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-09-01      | 4.0000%  | 0.0000% | $2000.00           | $72.41             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2038-02-01      | 6.0000%  | 0.0000% | $2552.00           | $17.50             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-05-01      | 5.5000%  | 0.0000% | $2048.00           | $6.23              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-03-01      | 5.5000%  | 0.0000% | $1002.00           | $1029.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-11-15      | 4.0000%  | 0.0000% | $69431.00          | $7473.04           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 5.5000%  | 0.0000% | $5006.00           | $3802.73           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-06-01      | 6.0000%  | 0.0000% | $3000.00           | $2576.83           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-05-01      | 6.0000%  | 0.0000% | $1185000.00        | $873267.50         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-05-01      | 5.5000%  | 0.0000% | $6000.00           | $5615.09           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-07-01      | 6.0000%  | 0.0000% | $3024.00           | $2260.22           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2040-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1931.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-11-20      | 4.0000%  | 0.0000% | $1000.00           | $113.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-11-20      | 3.5000%  | 0.0000% | $1000.00           | $120.50            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $668.96            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-12-01      | 3.5000%  | 0.0000% | $1000.00           | $875.94            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $976.44            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $985.59            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 5.0000%  | 0.0000% | $3056.00           | $2282.03           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $2315.79           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2040-08-01      | 6.0000%  | 0.0000% | $48137.00          | $44787.17          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2037-03-01      | 2.0000%  | 0.0000% | $1000.00           | $912.03            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-12-01      | 2.5000%  | 0.0000% | $1199.00           | $616.89            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC NON GOLD POOL      | 2056-01-01      | 5.1450%  | 0.0000% | $1010795.00        | $1027194.54        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $121.63            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2039-03-01      | 5.0000%  | 0.0000% | $1001.00           | $78.32             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2040-04-01      | 5.0000%  | 0.0000% | $2348577.00        | $62252.86          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2040-05-01      | 5.0000%  | 0.0000% | $2382612.00        | $75123.49          | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2046-05-15      | 2.5000%  | 0.0000% | $100.00            | $72.70             | U.S. Treasuries (including strips) |

### Security 217: MUFG Securities Canada Ltd. Tri Party Repo

- **C.1 - Title:** MUFG Securities Canada Ltd. Tri Party Repo 3.669900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 937KFE008, C.3 - LEI: 549300Y1PMK3RWXMWR72, C.5 - Other ID: 937KFE008_3.67_0302
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                    | 2053-01-01      | 6.0000%  | 0.0000% | $106073.00         | $92195.17          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $785.40            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-02-01      | 5.5000%  | 0.0000% | $582300.00         | $498256.82         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-05-01      | 6.0000%  | 0.0000% | $40640104.00       | $32995057.20       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-09-01      | 5.0000%  | 0.0000% | $20353792.00       | $15007947.82       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $821.15            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-01      | 5.5000%  | 0.0000% | $31579.00          | $24190.93          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 6.5000%  | 0.0000% | $1000.00           | $151.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 4.5000%  | 0.0000% | $70945637.00       | $64088058.96       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 6.5000%  | 0.0000% | $1000.00           | $288.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | 3.5000%  | 0.0000% | $601754.00         | $498839.67         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.09           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-02-01      | 5.5000%  | 0.0000% | $1251109.00        | $1156727.02        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-06-01      | 6.0000%  | 0.0000% | $50000000.00       | $41257965.66       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 5.5000%  | 0.0000% | $75464583.00       | $61665319.20       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 5.5000%  | 0.0000% | $43292813.00       | $34728601.02       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 4.5000%  | 0.0000% | $27177224.00       | $26513712.53       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-04-01      | 2.5000%  | 0.0000% | $4239136.00        | $2766640.82        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 5.0000%  | 0.0000% | $4876888.00        | $4717430.38        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2042-06-01      | 2.5000%  | 0.0000% | $40000000.00       | $28316637.48       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-11-01      | 5.0000%  | 0.0000% | $1070.00           | $1070.30           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-10-01      | 2.0000%  | 0.0000% | $71606.00          | $27113.71          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-02-01      | 5.0000%  | 0.0000% | $1210270.00        | $885981.49         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2043-10-01      | 6.0000%  | 0.0000% | $98000.00          | $69793.41          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $807.40            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-02-01      | 6.0000%  | 0.0000% | $10962.00          | $8043.00           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-07-01      | 5.5000%  | 0.0000% | $2582460.00        | $2307501.33        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-11-01      | 5.0000%  | 0.0000% | $8514822.00        | $8156794.44        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-02-01      | 2.5000%  | 0.0000% | $992680.00         | $434572.82         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-07-01      | 4.0000%  | 0.0000% | $9191166.00        | $1372305.78        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-11-01      | 4.5000%  | 0.0000% | $5588552.00        | $1352952.58        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-08-01      | 3.0000%  | 0.0000% | $1024.00           | $459.04            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-07-01      | 2.5000%  | 0.0000% | $13876427.00       | $8175701.31        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-04-01      | 2.5000%  | 0.0000% | $16098624.00       | $9323800.69        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-05-01      | 2.5000%  | 0.0000% | $4429504.00        | $2224765.42        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-12-01      | 2.5000%  | 0.0000% | $14981.00          | $8313.51           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-04-01      | 2.5000%  | 0.0000% | $5847940.00        | $3950140.93        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-08-01      | 6.0000%  | 0.0000% | $67637711.00       | $67172303.48       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-01-01      | 5.5000%  | 0.0000% | $8174400.00        | $7573507.95        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-08-01      | 5.5000%  | 0.0000% | $46995610.00       | $46931650.30       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $726.72            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-06-01      | 4.0000%  | 0.0000% | $402136.00         | $312931.76         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 4.5000%  | 0.0000% | $643845.00         | $458757.64         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-03-01      | 4.0000%  | 0.0000% | $177084.00         | $45239.80          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-08-01      | 5.0000%  | 0.0000% | $4908448.00        | $4554368.26        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-02-01      | 5.0000%  | 0.0000% | $252800.00         | $241261.03         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-10-01      | 6.0000%  | 0.0000% | $47718270.00       | $41662956.44       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-05-01      | 5.5000%  | 0.0000% | $5040768.00        | $4651665.58        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-06-01      | 6.0000%  | 0.0000% | $45007024.00       | $42212849.37       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-06-01      | 5.5000%  | 0.0000% | $3852772.00        | $3791885.59        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-11-01      | 5.5000%  | 0.0000% | $545765.00         | $560399.86         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2042-08-01      | 2.0000%  | 0.0000% | $1000.00           | $805.21            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $7216902.00        | $5307497.94        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-01-01      | 6.0000%  | 0.0000% | $3975452.00        | $2725936.57        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $835.88            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-08-01      | 6.0000%  | 0.0000% | $37988736.00       | $34104257.32       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-05-01      | 5.5000%  | 0.0000% | $1461104.00        | $1319182.83        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-09-01      | 3.5000%  | 0.0000% | $877189.00         | $199037.47         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-10-01      | 4.0000%  | 0.0000% | $2116500.00        | $247884.49         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-02-01      | 4.0000%  | 0.0000% | $1397563.00        | $105983.85         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-04-01      | 4.5000%  | 0.0000% | $1637402.00        | $1419727.91        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-04-01      | 5.0000%  | 0.0000% | $1120.00           | $884.66            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-08-01      | 6.0000%  | 0.0000% | $1074405.00        | $1087310.12        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-01-01      | 1.5000%  | 0.0000% | $50001516.00       | $28485661.43       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2043-01-01      | 3.5000%  | 0.0000% | $7581842.00        | $1137072.86        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-06-01      | 6.0000%  | 0.0000% | $1652480.00        | $1461683.71        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-05-01      | 6.0000%  | 0.0000% | $500000.00         | $427927.90         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-04-01      | 3.0000%  | 0.0000% | $1065380.00        | $795867.23         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 5.0000%  | 0.0000% | $4049790.00        | $2975080.91        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $1240900.00        | $1064298.25        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2037-02-01      | 2.0000%  | 0.0000% | $2920524.00        | $1693161.86        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-11-01      | 2.5000%  | 0.0000% | $8451078.00        | $4511729.03        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2030-12-31      | 3.7500%  | 0.0000% | $942300.00         | $956805.09         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-12-31      | 1.3750%  | 0.0000% | $179500.00         | $170130.82         | U.S. Treasuries (including strips) |

### Security 218: Fixed Income Clearing Corp. Tri Party Repo - BoA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 3.669900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 942NHH006_3.67_0306
- **C.18 - Value (incl. sponsor support):** $770000000.00
- **C.18.a - Value (excl. sponsor support):** $770000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - BOA

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2026-04-30      | 4.8750%  | 0.0000% | $400.00            | $407.13            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-04-30      | 4.6250%  | 0.0000% | $666400.00         | $709687.83         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $110581100.00      | $116112152.18      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $100.55            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-02-15      | 3.5000%  | 0.0000% | $200.00            | $197.36            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $100.00            | $103.93            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-02-15      | 2.5000%  | 0.0000% | $2524300.00        | $1825820.46        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $68.46             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $67.51             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-11      | NA       | 0.0000% | $192502000.00      | $190577942.51      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-05-28      | NA       | 0.0000% | $800.00            | $793.07            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-07-16      | NA       | 0.0000% | $302900.00         | $298847.80         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-05-19      | NA       | 0.0000% | $586000.00         | $581461.43         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2027-02-18      | NA       | 0.0000% | $17168000.00       | $16602400.24       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $54707900.00       | $55458982.95       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 4.2500%  | 0.0000% | $4593400.00        | $4798566.95        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 4.2500%  | 0.0000% | $200000000.00      | $206282377.90      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 4.0000%  | 0.0000% | $300.00            | $310.77            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $300.00            | $308.26            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $300.00            | $308.90            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-15      | 3.8750%  | 0.0000% | $200.00            | $203.68            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 3.6250%  | 0.0000% | $473100.00         | $476183.98         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-09-30      | 3.8750%  | 0.0000% | $112404600.00      | $115335483.24      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 3.5000%  | 0.0000% | $100.00            | $101.53            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-10-31      | 3.6250%  | 0.0000% | $100.00            | $101.64            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 3.5000%  | 0.0000% | $100.00            | $101.25            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.5000%  | 0.0000% | $600.00            | $607.46            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 3.5000%  | 0.0000% | $100.00            | $100.75            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.6250%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 3.5000%  | 0.0000% | $600.00            | $602.29            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $158600.00         | $156014.32         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $100.00            | $103.96            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 4.1250%  | 0.0000% | $300.00            | $306.98            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 4.2500%  | 0.0000% | $99900.00          | $101416.23         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $100.00            | $103.32            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $53531400.00       | $55638271.10       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 1.1250%  | 0.0000% | $1100.00           | $1046.62           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 0.7500%  | 0.0000% | $1000.00           | $989.38            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $88.86             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 1.8750%  | 0.0000% | $100.00            | $96.57             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 4.7500%  | 0.0000% | $3500000.00        | $3650543.43        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $92.84             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $88.22             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $96.19             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 2.8750%  | 0.0000% | $16981000.00       | $16786585.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 4.3750%  | 0.0000% | $100.00            | $101.31            | U.S. Treasuries (including strips) |

### Security 219: Fixed Income Clearing Corp. Tri Party Repo - BoA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 942NHH006_3.68_0302
- **C.18 - Value (incl. sponsor support):** $8000000000.00
- **C.18.a - Value (excl. sponsor support):** $8000000000.00
- **C.19 - Percentage of Net Assets:** 3.3900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - BOA

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2026-03-19      | NA       | 0.0000% | $10134000.00       | $10116711.40       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-04-30      | 4.6250%  | 0.0000% | $159836800.00      | $170219435.58      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $100824000.00      | $105230890.73      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $15230400.00       | $15725439.67       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-15      | 4.3750%  | 0.0000% | $16966100.00       | $17260221.31       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $387150000.00      | $398615314.64      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $509082400.00      | $510166506.44      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 3.7500%  | 0.0000% | $613000.00         | $616366.65         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 3.7500%  | 0.0000% | $1076000.00        | $1096449.82        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 4.1250%  | 0.0000% | $100000000.00      | $102742462.64      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-02-15      | 3.5000%  | 0.0000% | $36418000.00       | $35936962.69       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $404396800.00      | $420297481.09      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $16292900.00       | $16486451.91       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-15      | 3.3750%  | 0.0000% | $49999800.00       | $49283509.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-15      | 4.1250%  | 0.0000% | $8152000.00        | $8230267.26        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 4.1250%  | 0.0000% | $1937100.00        | $2025437.67        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 4.6250%  | 0.0000% | $201000000.00      | $210851626.25      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 4.8750%  | 0.0000% | $8754000.00        | $9217038.91        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $738700.00         | $782893.60         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $67704600.00       | $70123083.83       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-15      | 4.0000%  | 0.0000% | $2696000.00        | $2718814.58        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 2.8750%  | 0.0000% | $16063900.00       | $12495385.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-05-15      | 2.5000%  | 0.0000% | $12239400.00       | $8898268.03        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-08-15      | 2.2500%  | 0.0000% | $63530100.00       | $43489584.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-11-15      | 2.8750%  | 0.0000% | $15543600.00       | $12030881.14       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-08-15      | 2.7500%  | 0.0000% | $48981400.00       | $36351918.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-02-15      | 3.0000%  | 0.0000% | $343480400.00      | $265467920.83      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-05-15      | 3.1250%  | 0.0000% | $130197000.00      | $103702288.14      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-08-15      | 3.0000%  | 0.0000% | $97935800.00       | $75314537.51       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-05-15      | 2.8750%  | 0.0000% | $7676600.00        | $5779187.59        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-11-15      | 2.3750%  | 0.0000% | $10209800.00       | $6892821.84        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-02-15      | 2.0000%  | 0.0000% | $203228000.00      | $124423494.44      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 1.1250%  | 0.0000% | $749700000.00      | $494487159.14      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-02-15      | 1.8750%  | 0.0000% | $60005700.00       | $35060163.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $66.33             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 2.2500%  | 0.0000% | $24696500.00       | $18902727.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-11-15      | 1.8750%  | 0.0000% | $9539400.00        | $5558510.51        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $72.68             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-02-15      | 2.2500%  | 0.0000% | $348000100.00      | $220404421.35      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 2.3750%  | 0.0000% | $146960200.00      | $111812653.76      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-08-15      | 3.0000%  | 0.0000% | $123643600.00      | $92193919.94       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 3.3750%  | 0.0000% | $147684400.00      | $128804837.54      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 4.0000%  | 0.0000% | $891000.00         | $850560.82         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-02-15      | 3.6250%  | 0.0000% | $671813200.00      | $564699073.27      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.8750%  | 0.0000% | $353422900.00      | $327803108.01      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-23      | NA       | 0.0000% | $58235000.00       | $57931129.77       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-05-07      | NA       | 0.0000% | $21966000.00       | $21821024.40       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-11-27      | NA       | 0.0000% | $150000100.00      | $146173897.45      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-05-19      | NA       | 0.0000% | $100.00            | $99.23             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-05-26      | NA       | 0.0000% | $49000000.00       | $48587077.00       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2027-02-18      | NA       | 0.0000% | $250000000.00      | $241763750.00      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-23      | NA       | 0.0000% | $6550000.00        | $6476345.25        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $237600.00         | $240862.00         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-31      | 4.5000%  | 0.0000% | $19658300.00       | $20032632.48       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 4.2500%  | 0.0000% | $48381000.00       | $49215951.55       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-29      | 4.1250%  | 0.0000% | $1415200.00        | $1480539.85        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-15      | 3.7500%  | 0.0000% | $34121000.00       | $34835253.77       | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2027-04-30      | 3.7829%  | 0.0000% | $100.00            | $100.40            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.7500%  | 0.0000% | $44113000.00       | $44540997.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-15      | 3.5000%  | 0.0000% | $1000.00           | $1015.32           | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2027-10-31      | 3.8129%  | 0.0000% | $4418700.00        | $4438238.38        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-12-31      | 3.8750%  | 0.0000% | $49047000.00       | $49801076.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 3.3750%  | 0.0000% | $100.00            | $100.47            | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2028-01-31      | 3.7219%  | 0.0000% | $1000.00           | $1002.75           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 3.5000%  | 0.0000% | $1000.00           | $1003.82           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $83314000.00       | $86560158.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 4.2500%  | 0.0000% | $596400.00         | $605451.85         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $58642000.00       | $60752692.81       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-12-31      | 4.5000%  | 0.0000% | $451000000.00      | $474833070.08      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $34369000.00       | $35721683.71       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 0.7500%  | 0.0000% | $12681900.00       | $12611804.49       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 1.0000%  | 0.0000% | $28478000.00       | $26926656.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 1.1250%  | 0.0000% | $762000.00         | $725025.42         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 0.7500%  | 0.0000% | $100.00            | $98.94             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-15      | 1.3750%  | 0.0000% | $27555700.00       | $24486884.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-15      | 1.8750%  | 0.0000% | $215969800.00      | $195699208.67      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 2.5000%  | 0.0000% | $1000.00           | $999.50            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $3123800.00        | $3080210.19        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 2.6250%  | 0.0000% | $11876400.00       | $11591495.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $77494600.00       | $73390145.18       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.1250%  | 0.0000% | $92399500.00       | $93394704.90       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.8750%  | 0.0000% | $500.00            | $514.97            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $91.89             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 4.6250%  | 0.0000% | $228301000.00      | $233953799.61      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $4137800.00        | $3881946.75        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 4.1250%  | 0.0000% | $91567100.00       | $86832568.46       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-11-15      | 4.5000%  | 0.0000% | $54477600.00       | $53915891.10       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $99.87             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $358069500.00      | $369267553.87      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $92.84             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 0.6250%  | 0.0000% | $197000.00         | $191517.40         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 0.5000%  | 0.0000% | $5267200.00        | $5028225.27        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 0.6250%  | 0.0000% | $4331000.00        | $4133875.23        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 1.2500%  | 0.0000% | $143000.00         | $137209.80         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 2.2500%  | 0.0000% | $580200.00         | $572658.03         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.1250%  | 0.0000% | $50672600.00       | $50756458.11       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 2.3750%  | 0.0000% | $25113100.00       | $25252485.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 1.8750%  | 0.0000% | $200.00            | $199.42            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 2.0000%  | 0.0000% | $37600.00          | $37392.67          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $94.23             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 6.6250%  | 0.0000% | $100.00            | $103.27            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 5.2500%  | 0.0000% | $3144900.00        | $3339917.99        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-08-15      | 3.8750%  | 0.0000% | $47800000.00       | $45516428.15       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 4.2500%  | 0.0000% | $161000.00         | $161257.43         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-08-15      | 3.7500%  | 0.0000% | $3700000.00        | $3434795.45        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.0000%  | 0.0000% | $60050600.00       | $50368268.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $80.12             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.1250%  | 0.0000% | $325103800.00      | $271771468.18      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 3.6250%  | 0.0000% | $257616600.00      | $229719982.99      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 3.7500%  | 0.0000% | $1000.00           | $914.54            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-02-15      | 3.6250%  | 0.0000% | $46000000.00       | $40834644.24       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 2.5000%  | 0.0000% | $200.00            | $146.90            | U.S. Treasuries (including strips) |

### Security 220: Fixed Income Clearing Corp. Tri Party Repo - BoA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 3.889900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 942NHH006_3.89_0316
- **C.18 - Value (incl. sponsor support):** $775000000.00
- **C.18.a - Value (excl. sponsor support):** $775000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-03-16
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - BOA

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $8105500.00        | $8602151.37        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-02-15      | 3.5000%  | 0.0000% | $9999900.00        | $9867813.53        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-08-15      | 2.7500%  | 0.0000% | $200.00            | $148.43            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-02-15      | 3.0000%  | 0.0000% | $200.00            | $154.58            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $50.45             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-31      | 4.1250%  | 0.0000% | $138856000.00      | $144774823.98      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-15      | 3.7500%  | 0.0000% | $705000.00         | $719757.74         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-31      | 4.1250%  | 0.0000% | $165535000.00      | $171390445.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.6250%  | 0.0000% | $404301300.00      | $408325315.31      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 4.7500%  | 0.0000% | $44888000.00       | $46818741.01       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-11-15      | 4.3750%  | 0.0000% | $600.00            | $613.75            | U.S. Treasuries (including strips) |

### Security 221: Australia & New Zealand Banking Group Ltd. Repo

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. Repo 3.689900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 943BACII1, C.3 - LEI: JHE42UYNWWTJB8YTTU19, C.5 - Other ID: 943BACII1_3.69_0302
- **C.18 - Value (incl. sponsor support):** $2675000000.00
- **C.18.a - Value (excl. sponsor support):** $2675000000.00
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $93000000.00       | $92735707.87       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $490000000.00      | $504572677.83      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-08-15      | 4.7500%  | 0.0000% | $185000000.00      | $188384267.09      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 1.5000%  | 0.0000% | $40000000.00       | $39627702.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-15      | 0.8750%  | 0.0000% | $100000000.00      | $88774818.72       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 2.8750%  | 0.0000% | $105000000.00      | $104228679.64      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $204573000.00      | $216551399.04      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $90000000.00       | $91314183.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $60000000.00       | $62215230.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $202447000.00      | $211159103.64      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $345000000.00      | $353108892.08      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $73500000.00       | $76078810.10       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $70000000.00       | $73837007.94       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $35000000.00       | $35617696.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $241000000.00      | $247978264.85      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 2.1250%  | 0.0000% | $27400000.00       | $27432121.14       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 2.7500%  | 0.0000% | $200000000.00      | $160017610.50      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.2500%  | 0.0000% | $80000000.00       | $69421961.33       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 4.1250%  | 0.0000% | $35000000.00       | $33150202.87       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $55000000.00       | $56169082.35       | U.S. Treasuries (including strips) |

### Security 222: Fixed Income Clearing Corp. Repo - UBS

- **C.1 - Title:** Fixed Income Clearing Corp. Repo - UBS 3.669900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944DQXII3, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 944DQXII3_3.67_0302
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 2.5400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - UBS

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2031-08-15      | 1.2500%  | 0.0000% | $320000000.00      | $282907596.69      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $260000000.00      | $262808623.96      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 4.8750%  | 0.0000% | $150000000.00      | $157853051.62      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 4.6250%  | 0.0000% | $90000000.00       | $94532398.14       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $250000000.00      | $265092719.78      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 4.0000%  | 0.0000% | $103530000.00      | $105618295.91      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $390000000.00      | $401224115.16      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $330000000.00      | $330320770.03      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $320000000.00      | $332057182.32      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $200000000.00      | $206470295.33      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-01-31      | 4.3750%  | 0.0000% | $210000000.00      | $218691505.52      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $200000000.00      | $210900379.83      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $90000000.00       | $92391168.85       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $750000000.00      | $763119173.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-31      | 4.1250%  | 0.0000% | $380000000.00      | $393124811.13      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $510000000.00      | $524749630.84      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-06-30      | 4.0000%  | 0.0000% | $550000000.00      | $563063924.38      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $200000000.00      | $203453038.67      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-15      | 3.3750%  | 0.0000% | $100000000.00      | $101413328.73      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 3.5000%  | 0.0000% | $260000000.00      | $263932812.50      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.5000%  | 0.0000% | $340000000.00      | $344056284.53      | U.S. Treasuries (including strips) |

### Security 223: Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944JXD905, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 944JXD905_3.66_0302
- **C.18 - Value (incl. sponsor support):** $8500000000.00
- **C.18.a - Value (excl. sponsor support):** $8500000000.00
- **C.19 - Percentage of Net Assets:** 3.6000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - MORGAN STANLEY

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2026-03-19      | NA       | 0.0000% | $9808900.00        | $9792166.02        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-31      | 4.5000%  | 0.0000% | $167376500.00      | $170563675.96      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 4.8750%  | 0.0000% | $10215500.00       | $10365153.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $100.00            | $104.37            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $294525100.00      | $312571648.11      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $1000.00           | $1032.50           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 4.6250%  | 0.0000% | $43726700.00       | $44190606.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $149169500.00      | $153587103.65      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $440294500.00      | $441232120.52      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.6250%  | 0.0000% | $498093300.00      | $510000151.54      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.8750%  | 0.0000% | $85788100.00       | $88356544.81       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 4.1250%  | 0.0000% | $47041700.00       | $48331801.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51227154.14       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 3.8750%  | 0.0000% | $2100.00           | $2149.87           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 3.8750%  | 0.0000% | $50000000.00       | $51030428.18       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 3.6250%  | 0.0000% | $346199800.00      | $352882905.61      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-15      | 3.3750%  | 0.0000% | $126896700.00      | $125078794.70      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 3.6250%  | 0.0000% | $50040000.00       | $50714605.46       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 4.6250%  | 0.0000% | $200.00            | $204.01            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-11      | NA       | 0.0000% | $1570100.00        | $1554406.85        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-03-05      | NA       | 0.0000% | $1180225300.00     | $1179871232.41     | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-05-07      | NA       | 0.0000% | $62908200.00       | $62493005.88       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-11-27      | NA       | 0.0000% | $36782800.00       | $35844544.34       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-03-10      | NA       | 0.0000% | $14700600.00       | $14688795.42       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2027-01-21      | NA       | 0.0000% | $99980000.00       | $96945107.10       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-07-30      | NA       | 0.0000% | $5629600.00        | $5546946.21        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-16      | NA       | 0.0000% | $1066600.00        | $1055365.50        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-23      | NA       | 0.0000% | $3571900.00        | $3531733.98        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 4.0000%  | 0.0000% | $50072000.00       | $51248963.66       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $624402800.00      | $632975205.34      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-28      | 4.2500%  | 0.0000% | $35900.00          | $37803.87          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-15      | 4.2500%  | 0.0000% | $128700.00         | $132140.86         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $461333200.00      | $479490199.16      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 4.1250%  | 0.0000% | $798000.00         | $818853.38         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $947100.00         | $972624.62         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $216367900.00      | $222324564.47      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-04-30      | 4.0000%  | 0.0000% | $230037400.00      | $237331235.24      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-15      | 3.8750%  | 0.0000% | $24486900.00       | $24861179.83       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $273978000.00      | $278951301.64      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-08-15      | 4.2500%  | 0.0000% | $602376800.00      | $617758395.07      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 3.6250%  | 0.0000% | $563675400.00      | $567349806.85      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.6250%  | 0.0000% | $92876000.00       | $94785517.73       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $222482900.00      | $227531896.20      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-15      | 3.5000%  | 0.0000% | $27364000.00       | $27627197.48       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.6250%  | 0.0000% | $66035000.00       | $66692247.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $53828100.00       | $55765526.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 1.0000%  | 0.0000% | $150074000.00      | $141898697.29      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 1.2500%  | 0.0000% | $84367400.00       | $80334984.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-15      | 1.3750%  | 0.0000% | $152482900.00      | $135501226.52      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 1.2500%  | 0.0000% | $10497000.00       | $10348260.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 2.3750%  | 0.0000% | $14845500.00       | $14540470.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 2.5000%  | 0.0000% | $300000.00         | $299850.66         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $600.00            | $600.38            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $38091000.00       | $37559474.42       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 2.6250%  | 0.0000% | $5027100.00        | $5006223.81        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $29746300.00       | $28170805.13       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.1250%  | 0.0000% | $125700200.00      | $127054075.88      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 1.5000%  | 0.0000% | $8863500.00        | $8709326.37        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $92.84             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.1250%  | 0.0000% | $128500.00         | $126192.39         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 0.5000%  | 0.0000% | $199300.00         | $192885.86         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 0.3750%  | 0.0000% | $824400.00         | $789806.28         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 0.5000%  | 0.0000% | $66444800.00       | $63430175.93       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 0.6250%  | 0.0000% | $65588500.00       | $62434111.68       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 1.1250%  | 0.0000% | $21980300.00       | $21143002.73       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 1.2500%  | 0.0000% | $82206700.00       | $78656629.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 2.7500%  | 0.0000% | $4912200.00        | $4855560.38        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 2.8750%  | 0.0000% | $108718400.00      | $107473687.24      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.1250%  | 0.0000% | $82861000.00       | $82998126.71       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 2.6250%  | 0.0000% | $59254600.00       | $57996930.94       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 2.1250%  | 0.0000% | $17300.00          | $17320.37          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 1.8750%  | 0.0000% | $2862900.00        | $2854655.26        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 1.8750%  | 0.0000% | $65500000.00       | $65108275.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-15      | 1.6250%  | 0.0000% | $807000.00         | $760460.05         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 6.1250%  | 0.0000% | $101317600.00      | $107586594.59      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 5.2500%  | 0.0000% | $15101000.00       | $16037426.19       | U.S. Treasuries (including strips) |

### Security 224: Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 3.669900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 944JXN903, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 944JXN903_3.67_0302
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 2.5400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - MORGAN STANLEY

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae       | 2050-07-01      | 3.5000%  | 0.0000% | $1000.00           | $417.66            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-05-01      | 3.0000%  | 0.0000% | $400000.00         | $188689.09         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $532.85            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-05-01      | 2.0000%  | 0.0000% | $500000.00         | $214445.66         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $658.73            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $560.71            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-06-01      | 2.0000%  | 0.0000% | $1004.00           | $655.38            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-05-01      | 2.5000%  | 0.0000% | $1000.00           | $287.40            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $575.33            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-08-01      | 2.5000%  | 0.0000% | $10000000.00       | $6188162.00        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2041-05-01      | 2.0000%  | 0.0000% | $1124.00           | $637.39            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-09-01      | 1.5000%  | 0.0000% | $1000.00           | $604.12            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-07-01      | 1.5000%  | 0.0000% | $1001.00           | $609.73            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-09-01      | 2.0000%  | 0.0000% | $1040.00           | $682.25            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-09-01      | 3.5000%  | 0.0000% | $199000.00         | $103914.62         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-11-01      | 2.0000%  | 0.0000% | $168000.00         | $115658.08         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-12-01      | 2.5000%  | 0.0000% | $14495000.00       | $9361474.73        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-09-01      | 4.5000%  | 0.0000% | $1000.00           | $538.40            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $636.25            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-07-01      | 2.5000%  | 0.0000% | $8077110.00        | $4096323.38        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-09-01      | 2.5000%  | 0.0000% | $6280022.00        | $3113526.42        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-12-01      | 2.5000%  | 0.0000% | $15299369.00       | $9335493.52        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $701.60            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-02-01      | 3.5000%  | 0.0000% | $1000.00           | $767.68            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-02-01      | 2.0000%  | 0.0000% | $298980.00         | $189496.91         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 4.0000%  | 0.0000% | $2066.00           | $1495.35           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-12-01      | 2.0000%  | 0.0000% | $18520005.00       | $12156610.98       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 3.5000%  | 0.0000% | $7245526.00        | $5714042.54        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 3.5000%  | 0.0000% | $1016.00           | $791.82            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-07-01      | 2.5000%  | 0.0000% | $21860.00          | $13869.03          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $691.15            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-11-01      | 1.5000%  | 0.0000% | $1000.00           | $628.85            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 1.5000%  | 0.0000% | $1000.00           | $640.00            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-01-01      | 3.5000%  | 0.0000% | $6350000.00        | $4202820.93        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $706.89            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-09-01      | 1.5000%  | 0.0000% | $1034.00           | $674.11            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $730.59            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 3.5000%  | 0.0000% | $1017.00           | $788.72            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-12-01      | 4.0000%  | 0.0000% | $1000.00           | $771.24            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $786.22            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $851.81            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-01-01      | 4.0000%  | 0.0000% | $1048.00           | $892.29            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-05-01      | 7.0000%  | 0.0000% | $394206802.00      | $174345413.00      | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $850.20            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1029.31           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $963.80            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $818.92            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-11-01      | 6.0000%  | 0.0000% | $1001.00           | $486.26            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $775.41            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $692.63            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-01-01      | 5.5000%  | 0.0000% | $217119.00         | $213678.13         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 3.5000%  | 0.0000% | $1990.00           | $1747.67           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 5.0000%  | 0.0000% | $1002.00           | $862.75            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-06-01      | 1.5000%  | 0.0000% | $1000.00           | $585.76            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-10-01      | 2.5000%  | 0.0000% | $4992990.00        | $3140509.50        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-07-01      | 2.5000%  | 0.0000% | $1007.00           | $610.67            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-12-01      | 2.0000%  | 0.0000% | $1507870.00        | $928478.09         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $6336774.00        | $5114787.81        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $692.12            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.0000%  | 0.0000% | $1010.00           | $738.44            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-02-01      | 3.5000%  | 0.0000% | $4986471.00        | $3478008.23        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-03-01      | 2.0000%  | 0.0000% | $6111256.00        | $4128800.68        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-03-01      | 3.0000%  | 0.0000% | $191695.00         | $123449.75         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $677.66            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 3.5000%  | 0.0000% | $130000.00         | $85882.83          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2041-07-01      | 4.0000%  | 0.0000% | $1025.00           | $38.95             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-07-01      | 3.5000%  | 0.0000% | $2500000.00        | $91114.37          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2027-11-01      | 3.0000%  | 0.0000% | $1000.00           | $18.32             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2031-08-01      | 4.5000%  | 0.0000% | $115000.00         | $4739.71           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2031-10-01      | 4.5000%  | 0.0000% | $1000.00           | $47.02             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-10-01      | 4.5000%  | 0.0000% | $2000000.00        | $21719.58          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2041-01-01      | 3.5000%  | 0.0000% | $1128912.00        | $42195.00          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-07-01      | 3.5000%  | 0.0000% | $1000.00           | $45.60             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-07-01      | 4.0000%  | 0.0000% | $110000.00         | $10190.31          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2028-02-01      | 2.5000%  | 0.0000% | $2500000.00        | $68525.35          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-04-01      | 2.5000%  | 0.0000% | $1000.00           | $103.60            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-06-01      | 3.5000%  | 0.0000% | $122000.00         | $12888.08          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2031-07-01      | 2.5000%  | 0.0000% | $1000.00           | $111.70            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2034-12-01      | 3.5000%  | 0.0000% | $495101.00         | $43839.65          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2030-02-01      | 2.5000%  | 0.0000% | $1000.00           | $53.69             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $108.99            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-10-01      | 4.0000%  | 0.0000% | $1000.00           | $77.65             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $81.10             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-12-01      | 2.5000%  | 0.0000% | $1954000.00        | $469860.81         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-01-01      | 3.0000%  | 0.0000% | $1000.00           | $102.11            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $139.85            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-01-01      | 3.0000%  | 0.0000% | $1674.00           | $1425.62           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $623.47            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-09-01      | 3.5000%  | 0.0000% | $1000.00           | $469.88            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $739.60            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $714.94            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-03-01      | 2.5000%  | 0.0000% | $94550.00          | $62871.46          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $678.16            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $698.15            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $721.31            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $730.26            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $722.14            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-07-01      | 2.0000%  | 0.0000% | $1008.00           | $688.24            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-09-01      | 4.0000%  | 0.0000% | $7287119.00        | $5704607.80        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $756.54            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-01-01      | 4.5000%  | 0.0000% | $3269523.00        | $2695839.43        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-11-01      | 3.0000%  | 0.0000% | $1000.00           | $748.79            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-11-01      | 3.5000%  | 0.0000% | $2013.00           | $1546.40           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-10-01      | 2.5000%  | 0.0000% | $1005.00           | $744.10            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-01-01      | 3.0000%  | 0.0000% | $1999.00           | $1536.37           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-05-01      | 4.0000%  | 0.0000% | $1054.00           | $859.25            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-02-01      | 4.0000%  | 0.0000% | $1000.00           | $818.75            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-02-01      | 5.0000%  | 0.0000% | $1650.00           | $1322.13           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-03-01      | 4.0000%  | 0.0000% | $1000.00           | $801.08            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $814.64            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $635.66            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $473.91            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-04-01      | 4.0000%  | 0.0000% | $1500.00           | $1216.72           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $778.08            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-06-01      | 4.0000%  | 0.0000% | $1000.00           | $105.99            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2031-07-01      | 2.5000%  | 0.0000% | $1000.00           | $94.64             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $838.23            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $985.69            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 4.0000%  | 0.0000% | $1000.00           | $949.14            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.5000%  | 0.0000% | $6257044.00        | $6434727.32        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 4.0000%  | 0.0000% | $1025.00           | $979.63            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 5.0000%  | 0.0000% | $1004.00           | $1002.47           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 5.0000%  | 0.0000% | $1199.00           | $1065.34           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 4.0000%  | 0.0000% | $2009.00           | $1725.74           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $692.37            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-07-01      | 4.5000%  | 0.0000% | $1002.00           | $983.46            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $899.08            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 5.5000%  | 0.0000% | $12053912.00       | $11041524.34       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-01-01      | 5.0000%  | 0.0000% | $3672220.00        | $2968012.68        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 4.0000%  | 0.0000% | $1775.00           | $1696.36           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $767.24            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 5.0000%  | 0.0000% | $221050.00         | $221310.25         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $671.75            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-02-01      | 6.5000%  | 0.0000% | $1002.00           | $920.70            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-10-01      | 3.5000%  | 0.0000% | $1000.00           | $226.94            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-07-01      | 3.5000%  | 0.0000% | $1024.00           | $99.95             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-01-01      | 3.0000%  | 0.0000% | $1000.00           | $208.80            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-03-01      | 3.5000%  | 0.0000% | $1000.00           | $408.97            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 4.0000%  | 0.0000% | $1024.00           | $935.40            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 4.5000%  | 0.0000% | $2006.00           | $1844.34           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 5.0000%  | 0.0000% | $1850.00           | $1686.58           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 3.5000%  | 0.0000% | $1048.00           | $928.15            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 4.0000%  | 0.0000% | $5058511.00        | $4673334.87        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 4.5000%  | 0.0000% | $41100.00          | $38247.72          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-01-01      | 4.5000%  | 0.0000% | $12220.00          | $11368.00          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-01-01      | 5.0000%  | 0.0000% | $870714.00         | $807410.58         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $865.43            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-01-01      | 6.0000%  | 0.0000% | $1111.00           | $847.52            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-01-01      | 4.5000%  | 0.0000% | $1000.00           | $819.49            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 3.5000%  | 0.0000% | $2000.00           | $1777.08           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-01-01      | 3.5000%  | 0.0000% | $1048.00           | $945.22            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-02-01      | 4.0000%  | 0.0000% | $19409376.00       | $17915057.26       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-02-01      | 5.5000%  | 0.0000% | $109242980.00      | $93475973.48       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-02-01      | 7.5000%  | 0.0000% | $1008.00           | $575.30            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-03-01      | 4.0000%  | 0.0000% | $1024.00           | $951.34            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-03-01      | 4.5000%  | 0.0000% | $1000.00           | $938.60            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-01-01      | 6.0000%  | 0.0000% | $1000.00           | $579.81            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-03-01      | 3.5000%  | 0.0000% | $1034.00           | $941.04            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-04-01      | 4.5000%  | 0.0000% | $6379000.00        | $6043563.89        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $815.45            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $895.71            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-11-01      | 3.5000%  | 0.0000% | $1000.00           | $837.21            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-09-01      | 6.0000%  | 0.0000% | $200000.00         | $168294.59         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-03-01      | 2.0000%  | 0.0000% | $1033.00           | $762.60            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1602.52           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $720.63            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-08-01      | 5.0000%  | 0.0000% | $12500000.00       | $10384078.86       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-10-01      | 6.5000%  | 0.0000% | $2006.00           | $1325.66           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2042-12-01      | 3.0000%  | 0.0000% | $432231.00         | $90959.96          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2028-08-01      | 2.5000%  | 0.0000% | $1000.00           | $42.92             | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2043-12-01      | 4.0000%  | 0.0000% | $1000.00           | $108.17            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2029-02-01      | 4.0000%  | 0.0000% | $1203.00           | $19.68             | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $859.13            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $737.24            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-12-01      | 3.5000%  | 0.0000% | $1024.00           | $919.33            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-02-01      | 4.0000%  | 0.0000% | $1024.00           | $947.99            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-02-01      | 4.5000%  | 0.0000% | $1000.00           | $937.90            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-02-01      | 5.0000%  | 0.0000% | $1991.00           | $1834.72           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-02-01      | 5.5000%  | 0.0000% | $3192947.00        | $2725019.91        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-03-01      | 3.5000%  | 0.0000% | $1024.00           | $901.37            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-04-01      | 4.0000%  | 0.0000% | $1024.00           | $955.11            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $885.16            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $774.35            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-03-01      | 3.5000%  | 0.0000% | $3218277.00        | $2796783.72        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $956.92            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-05-01      | 5.5000%  | 0.0000% | $1708.00           | $1520.57           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-05-01      | 6.5000%  | 0.0000% | $1007.00           | $721.03            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-05-01      | 3.5000%  | 0.0000% | $1033.00           | $946.83            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-07-01      | 3.0000%  | 0.0000% | $2009.00           | $1524.92           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $823.07            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $819.12            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-08-01      | 5.5000%  | 0.0000% | $200000.00         | $154140.73         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $678.88            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $913.13            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1028.28           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $828.61            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 4.0000%  | 0.0000% | $1000.00           | $923.23            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $683.22            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $972.02            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 4.0000%  | 0.0000% | $1987.00           | $1898.08           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-07-01      | 6.5000%  | 0.0000% | $30000.00          | $22965.32          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-05-01      | 4.5000%  | 0.0000% | $2997.00           | $2675.59           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 3.5000%  | 0.0000% | $9521008.00        | $7513522.52        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 3.0000%  | 0.0000% | $1997.00           | $1431.73           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $738.76            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $701.79            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 3.5000%  | 0.0000% | $2008.00           | $1629.50           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $661.91            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $738.08            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 4.0000%  | 0.0000% | $447980.00         | $325180.83         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $806.51            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $695.80            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $516.49            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-11-01      | 6.5000%  | 0.0000% | $2000.00           | $1028.78           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-11-01      | 4.0000%  | 0.0000% | $1024.00           | $881.37            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-01-01      | 4.0000%  | 0.0000% | $2000.00           | $1766.36           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-07-01      | 4.0000%  | 0.0000% | $1040.00           | $958.64            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $918.52            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-06-01      | 3.5000%  | 0.0000% | $2977.00           | $2722.00           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-07-01      | 7.5000%  | 0.0000% | $218888.00         | $101367.75         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-08-01      | 4.0000%  | 0.0000% | $1024.00           | $908.42            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-08-01      | 4.5000%  | 0.0000% | $1000.00           | $917.23            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1388.32           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 4.0000%  | 0.0000% | $2018.00           | $1859.26           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-09-01      | 4.0000%  | 0.0000% | $1024.00           | $916.61            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.82           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 6.5000%  | 0.0000% | $1009.00           | $1065.90           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.09           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 4.0000%  | 0.0000% | $1000.00           | $948.51            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 6.5000%  | 0.0000% | $1549037.00        | $1639046.94        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $4943560.00        | $5080268.89        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $1049538.00        | $1078694.10        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 5.5000%  | 0.0000% | $1183576.00        | $1206710.93        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $918.18            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-04-01      | 5.5000%  | 0.0000% | $1269000.00        | $1256922.14        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $855.05            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-02-01      | 6.0000%  | 0.0000% | $1042.00           | $977.94            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $906.05            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $913.60            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-04-01      | 4.0000%  | 0.0000% | $1020.00           | $930.67            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-01-01      | 4.0000%  | 0.0000% | $2000.00           | $1821.27           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-01-01      | 4.0000%  | 0.0000% | $9798314.00        | $8918354.38        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-07-01      | 3.0000%  | 0.0000% | $5970.00           | $5082.38           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-06-01      | 6.0000%  | 0.0000% | $2409.00           | $1987.81           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $913.17            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-05-01      | 6.5000%  | 0.0000% | $8673430.00        | $8066689.22        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $967.33            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $940.56            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $899.70            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-09-01      | 6.0000%  | 0.0000% | $9910.00           | $9278.42           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-04-01      | 1.5000%  | 0.0000% | $1000.00           | $771.60            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1018.55           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 6.5000%  | 0.0000% | $19340235.00       | $14456497.56       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-11-01      | 6.5000%  | 0.0000% | $56831.00          | $45379.65          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-08-01      | 6.0000%  | 0.0000% | $2670.00           | $2327.95           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-07-01      | 5.0000%  | 0.0000% | $16805551.00       | $16072619.40       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-04-01      | 5.5000%  | 0.0000% | $5959867.00        | $5642390.58        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-09-01      | 5.5000%  | 0.0000% | $6983.00           | $6950.13           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $674.99            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-03-01      | 2.5000%  | 0.0000% | $1003.00           | $661.97            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $687.36            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 3.5000%  | 0.0000% | $13655878.00       | $11006838.17       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 2.5000%  | 0.0000% | $1003.00           | $632.28            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 3.5000%  | 0.0000% | $1007.00           | $793.25            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.56           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-08-01      | 5.5000%  | 0.0000% | $12602603.00       | $12665076.74       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.72           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.0000%  | 0.0000% | $20273275.00       | $20502817.09       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.0000%  | 0.0000% | $1001.00           | $1012.07           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1055.95           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.5000%  | 0.0000% | $34150.00          | $35052.27          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.5000%  | 0.0000% | $1041.00           | $1054.93           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-02-01      | 2.0000%  | 0.0000% | $20332373.00       | $17020498.61       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-05-01      | 7.0000%  | 0.0000% | $3634941.00        | $3579808.00        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-05-01      | 2.5000%  | 0.0000% | $1631338.00        | $1412723.30        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2051-10-01      | 2.5000%  | 0.0000% | $1505.00           | $1304.33           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 6.0000%  | 0.0000% | $58184292.00       | $61015849.96       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 5.0000%  | 0.0000% | $1040.00           | $961.90            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-08-01      | 6.0000%  | 0.0000% | $4137030.00        | $3560049.60        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 2.0000%  | 0.0000% | $48000.00          | $36767.43          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-09-01      | 5.0000%  | 0.0000% | $27163.00          | $23070.39          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-10-01      | 4.5000%  | 0.0000% | $1000.00           | $463.82            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-09-01      | 6.0000%  | 0.0000% | $85000.00          | $74524.13          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-02-01      | 1.5000%  | 0.0000% | $9278815.00        | $7125540.15        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-03-01      | 2.0000%  | 0.0000% | $1000.00           | $786.95            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-08-01      | 1.5000%  | 0.0000% | $3510265.00        | $2711263.18        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-01-01      | 2.5000%  | 0.0000% | $1010.00           | $660.19            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-02-01      | 2.0000%  | 0.0000% | $1181062.00        | $819479.58         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-02-01      | 2.5000%  | 0.0000% | $1008.00           | $605.92            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-03-01      | 3.0000%  | 0.0000% | $1006.00           | $718.91            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-03-01      | 2.5000%  | 0.0000% | $1008.00           | $689.19            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $776.29            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $782.16            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $713.39            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $882.44            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $723.44            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $781.95            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $758.03            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $766.13            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-09-01      | 5.0000%  | 0.0000% | $1040.00           | $906.47            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $854.07            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $797.04            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-09-01      | 4.5000%  | 0.0000% | $15000000.00       | $11867592.40       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $736.92            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-01-01      | 5.0000%  | 0.0000% | $7075000.00        | $6066720.56        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-04-01      | 4.0000%  | 0.0000% | $1000.00           | $713.16            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-05-01      | 6.5000%  | 0.0000% | $88000.00          | $52163.67          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1053.03           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.02           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1032.71           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 5.0000%  | 0.0000% | $1001.00           | $1017.73           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-11-01      | 4.0000%  | 0.0000% | $1560.00           | $1513.25           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-09-01      | 6.0000%  | 0.0000% | $11835.00          | $9203.36           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-11-01      | 6.5000%  | 0.0000% | $6000.00           | $6332.29           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2041-02-01      | 4.5000%  | 0.0000% | $2914417.00        | $2933794.96        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 6.0000%  | 0.0000% | $5020068.00        | $5236101.67        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-11-01      | 6.0000%  | 0.0000% | $1029.00           | $1067.32           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-11-01      | 5.5000%  | 0.0000% | $1609804.00        | $1647028.68        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 7.0000%  | 0.0000% | $933641.00         | $987105.82         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 4.5000%  | 0.0000% | $1013.00           | $1000.73           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-11-01      | 4.0000%  | 0.0000% | $1007.00           | $975.94            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1033.59           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.07           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1017.89           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-11-01      | 4.5000%  | 0.0000% | $2002.00           | $1979.52           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $861.62            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 4.0000%  | 0.0000% | $1000.00           | $970.15            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-12-01      | 5.5000%  | 0.0000% | $1008.00           | $1037.70           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 4.5000%  | 0.0000% | $1006.00           | $995.16            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1030.65           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-11-01      | 5.0000%  | 0.0000% | $1001.00           | $1016.79           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 6.0000%  | 0.0000% | $5088988.00        | $4452157.68        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-11-01      | 4.0000%  | 0.0000% | $1000.00           | $969.98            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $988.60            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.85           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-12-01      | 4.5000%  | 0.0000% | $1005.00           | $993.79            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.75           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $357.53            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $343.67            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $390.84            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-04-01      | 3.5000%  | 0.0000% | $1000.00           | $281.79            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $492.69            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-06-01      | 2.0000%  | 0.0000% | $1008.00           | $379.25            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $441.25            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $412.86            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $339.20            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-07-01      | 3.0000%  | 0.0000% | $1160770.00        | $509536.93         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $926.12            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-01-01      | 4.5000%  | 0.0000% | $1976.00           | $1885.03           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $962.79            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-02-01      | 5.5000%  | 0.0000% | $163865576.00      | $158900472.71      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2041-01-01      | 4.5000%  | 0.0000% | $1007352.00        | $1008188.40        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2041-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.71           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1062.82           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.0000%  | 0.0000% | $4155481.00        | $4216828.47        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.0000%  | 0.0000% | $2598290.00        | $2638786.29        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1016.35           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1014.65           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $989.99            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1049.64           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.5000%  | 0.0000% | $2777057.00        | $2871635.98        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1035.16           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 6.0000%  | 0.0000% | $1094994.00        | $1154162.37        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.5000%  | 0.0000% | $2000.00           | $2074.32           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1027.78           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1045.43           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 4.5000%  | 0.0000% | $1012.00           | $993.67            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 4.5000%  | 0.0000% | $1008.00           | $996.77            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 6.0000%  | 0.0000% | $11977150.00       | $12244036.02       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.81           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.5000%  | 0.0000% | $2640677.00        | $2721624.20        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 5.0000%  | 0.0000% | $6009770.00        | $6087809.88        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.0000%  | 0.0000% | $5276390.00        | $5355906.43        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.5000%  | 0.0000% | $19630593.00       | $20203548.01       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.0000%  | 0.0000% | $10480638.00       | $10630443.55       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $991.02            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.0000%  | 0.0000% | $2000.00           | $2031.13           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.5000%  | 0.0000% | $24521331.00       | $25237829.91       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.5000%  | 0.0000% | $1177606.00        | $1217817.29        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 4.5000%  | 0.0000% | $1693990.00        | $1676009.73        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.5000%  | 0.0000% | $2691298.00        | $2758877.88        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.5000%  | 0.0000% | $3380878.00        | $3498434.95        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.0000%  | 0.0000% | $1003.00           | $1018.19           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $990.73            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 6.5000%  | 0.0000% | $2356832.00        | $2484831.76        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 4.5000%  | 0.0000% | $1006.00           | $995.72            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 4.5000%  | 0.0000% | $6006180.00        | $5946325.61        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 4.5000%  | 0.0000% | $1002.00           | $991.97            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 4.0000%  | 0.0000% | $3050526.00        | $2970064.99        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 4.0000%  | 0.0000% | $7710780.00        | $7507399.61        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 4.5000%  | 0.0000% | $1404602.00        | $1373147.16        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 4.5000%  | 0.0000% | $1010.00           | $1002.70           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $991.18            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1029.65           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 3.5000%  | 0.0000% | $1000.00           | $941.19            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-02-01      | 6.0000%  | 0.0000% | $5549000.00        | $62891.52          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-05-01      | 6.0000%  | 0.0000% | $1008.00           | $886.16            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1009.28           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2045-02-01      | 4.5000%  | 0.0000% | $1000.00           | $890.35            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2045-09-01      | 5.5000%  | 0.0000% | $849509.00         | $781928.87         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2045-12-01      | 5.0000%  | 0.0000% | $1089.00           | $1087.19           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2046-01-01      | 5.0000%  | 0.0000% | $1004.00           | $1002.72           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2046-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1008.14           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2046-02-01      | 5.0000%  | 0.0000% | $12387346.00       | $12562368.19       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-12-01      | 2.0000%  | 0.0000% | $1000.00           | $520.16            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2042-03-01      | 2.0000%  | 0.0000% | $1066.00           | $688.67            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2034-10-01      | 2.5000%  | 0.0000% | $1505050.00        | $289002.99         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2036-03-01      | 2.0000%  | 0.0000% | $30934750.00       | $16813376.97       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2035-08-01      | 6.0000%  | 0.0000% | $8153789.00        | $6747538.81        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2031-12-01      | 2.0000%  | 0.0000% | $1008.00           | $424.47            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2031-05-01      | 1.5000%  | 0.0000% | $1000.00           | $351.15            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2034-03-01      | 6.0000%  | 0.0000% | $92157.00          | $38285.24          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2035-08-01      | 5.0000%  | 0.0000% | $470560.00         | $413519.58         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-02-01      | 2.0000%  | 0.0000% | $86291.00          | $57903.60          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-02-25      | 6.5000%  | 0.0000% | $1000.00           | $782.86            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-02-01      | 4.0000%  | 0.0000% | $1000.00           | $931.18            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-02-01      | 5.0000%  | 0.0000% | $27522.00          | $26090.72          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $918.39            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $853.88            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-03-01      | 6.0000%  | 0.0000% | $1008.00           | $775.63            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-04-01      | 4.0000%  | 0.0000% | $1000.00           | $932.51            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-04-01      | 5.0000%  | 0.0000% | $1015.00           | $910.59            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $989.71            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.74           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 5.0000%  | 0.0000% | $6654630.00        | $6732167.08        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.88           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.10           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.5000%  | 0.0000% | $3359507.00        | $3449228.61        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 5.5000%  | 0.0000% | $1001.00           | $1024.06           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 4.5000%  | 0.0000% | $1005.00           | $993.53            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 4.5000%  | 0.0000% | $658055.00         | $650872.29         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1036.35           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1014.92           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.03           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2056-01-01      | 4.5000%  | 0.0000% | $3414802.00        | $3339634.61        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1060.14           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 7.0000%  | 0.0000% | $6986.00           | $6926.96           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.47           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 4.5000%  | 0.0000% | $4691787.00        | $4640241.47        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 4.0000%  | 0.0000% | $6458674.00        | $6021609.98        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2046-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1018.52           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.48           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-08-01      | 5.5000%  | 0.0000% | $20177040.00       | $18431957.77       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-09-01      | 5.5000%  | 0.0000% | $42723207.00       | $41593113.22       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 6.0000%  | 0.0000% | $1998.00           | $1877.79           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-01-01      | 4.0000%  | 0.0000% | $1024.00           | $961.40            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-04-01      | 4.5000%  | 0.0000% | $1000.00           | $975.96            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-09-01      | 3.5000%  | 0.0000% | $1028.00           | $953.80            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2058-05-01      | 3.5000%  | 0.0000% | $1000.00           | $398.75            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2061-07-01      | 2.5000%  | 0.0000% | $6528443.00        | $3615823.44        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-11-01      | 4.0000%  | 0.0000% | $1024.00           | $261.53            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-12-01      | 4.0000%  | 0.0000% | $1008.00           | $221.07            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-10-01      | 3.0000%  | 0.0000% | $1004.00           | $357.80            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-07-01      | 4.0000%  | 0.0000% | $1008.00           | $190.66            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-02-01      | 4.5000%  | 0.0000% | $1000.00           | $168.70            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-10-01      | 3.5000%  | 0.0000% | $274000.00         | $75584.68          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2031-01-01      | 3.0000%  | 0.0000% | $1000.00           | $52.85             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-08-01      | 5.5000%  | 0.0000% | $1100.00           | $103.57            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-09-01      | 4.5000%  | 0.0000% | $41009317.00       | $10993817.75       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-11-01      | 4.0000%  | 0.0000% | $1000.00           | $235.40            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-06-01      | 4.0000%  | 0.0000% | $4804392.00        | $1283121.25        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-12-01      | 4.0000%  | 0.0000% | $1000.00           | $133.05            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-03-01      | 4.0000%  | 0.0000% | $28760.00          | $9568.27           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $287.65            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-08-01      | 4.0000%  | 0.0000% | $3780000.00        | $890358.50         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $693.57            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-02-01      | 3.0000%  | 0.0000% | $23694980.00       | $16618969.43       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $714.43            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-01-01      | 6.0000%  | 0.0000% | $679000.00         | $474760.65         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 3.5000%  | 0.0000% | $3578963.00        | $2981685.27        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-07-01      | 2.5000%  | 0.0000% | $5212682.00        | $3468687.53        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-03-01      | 3.0000%  | 0.0000% | $1162641.00        | $755608.16         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $758.01            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-07-01      | 5.0000%  | 0.0000% | $1000.00           | $740.23            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-11-01      | 4.0000%  | 0.0000% | $2000.00           | $1654.44           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-07-01      | 2.0000%  | 0.0000% | $199000.00         | $140698.34         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $711.07            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 2.0000%  | 0.0000% | $1000.00           | $731.38            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 4.0000%  | 0.0000% | $1518.00           | $1217.48           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-03-01      | 2.0000%  | 0.0000% | $4148839.00        | $2796978.01        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $725.77            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 3.5000%  | 0.0000% | $4589101.00        | $3853955.02        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 2.0000%  | 0.0000% | $1000.00           | $739.48            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-12-01      | 6.0000%  | 0.0000% | $1024.00           | $822.65            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-04-01      | 6.0000%  | 0.0000% | $99000.00          | $72488.38          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $672.71            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 1.5000%  | 0.0000% | $1000.00           | $695.18            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-02-01      | 4.0000%  | 0.0000% | $1000.00           | $837.25            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-07-01      | 2.0000%  | 0.0000% | $2000.00           | $1476.91           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-02-01      | 2.0000%  | 0.0000% | $2995.00           | $2055.74           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-02-01      | 6.0000%  | 0.0000% | $1010.00           | $679.20            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $796.86            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-03-01      | 4.0000%  | 0.0000% | $1000.00           | $862.32            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2056-02-01      | 4.5000%  | 0.0000% | $1024.00           | $1012.34           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2056-02-01      | 5.5000%  | 0.0000% | $205432056.00      | $208539906.61      | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-10-01      | 3.5000%  | 0.0000% | $8348737.00        | $7598984.04        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-10-01      | 7.5000%  | 0.0000% | $1000.00           | $887.21            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-11-01      | 3.5000%  | 0.0000% | $1042.00           | $975.41            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-12-01      | 3.5000%  | 0.0000% | $1048.00           | $982.13            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-12-01      | 4.0000%  | 0.0000% | $153322481.00      | $147203171.93      | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2056-01-01      | 4.5000%  | 0.0000% | $210160521.00      | $207313588.82      | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.54           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-01-01      | 7.0000%  | 0.0000% | $1008.00           | $364.79            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-02-01      | 7.0000%  | 0.0000% | $518498009.00      | $199775718.84      | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-07-01      | 6.0000%  | 0.0000% | $10752000.00       | $7233682.53        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-03-01      | 4.0000%  | 0.0000% | $1000.00           | $911.85            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-04-01      | 4.0000%  | 0.0000% | $2000.00           | $1806.81           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-05-01      | 4.0000%  | 0.0000% | $3914180.00        | $3473494.86        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-05-01      | 5.5000%  | 0.0000% | $1028.00           | $818.53            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-08-01      | 5.5000%  | 0.0000% | $14994607.00       | $12205419.82       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-08-01      | 6.0000%  | 0.0000% | $9703709.00        | $6726375.54        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-07-01      | 3.5000%  | 0.0000% | $1000.00           | $814.79            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $840.76            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $595.47            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-10-01      | 4.5000%  | 0.0000% | $1019.00           | $950.00            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-10-01      | 5.5000%  | 0.0000% | $1027.00           | $856.10            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $791.90            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-10-01      | 4.0000%  | 0.0000% | $1008.00           | $788.53            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $687.88            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-11-01      | 4.5000%  | 0.0000% | $11000.00          | $8818.27           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-11-01      | 4.5000%  | 0.0000% | $2900178.00        | $2656180.12        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-02-01      | 3.5000%  | 0.0000% | $1024.00           | $932.37            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-03-01      | 4.0000%  | 0.0000% | $3972746.00        | $3656987.27        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-03-01      | 4.5000%  | 0.0000% | $2006.00           | $1881.10           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-03-01      | 5.5000%  | 0.0000% | $41000.00          | $36039.74          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $767.90            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-01-01      | 4.0000%  | 0.0000% | $1038.00           | $948.43            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $928.80            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-01-01      | 4.5000%  | 0.0000% | $1006.00           | $926.64            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-11-01      | 5.5000%  | 0.0000% | $10000.00          | $8150.21           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $665.47            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-05-01      | 6.0000%  | 0.0000% | $1034.00           | $940.27            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $852.20            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-05-01      | 5.5000%  | 0.0000% | $8214384.00        | $7158494.46        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-05-01      | 4.0000%  | 0.0000% | $1008.00           | $968.49            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-05-01      | 4.0000%  | 0.0000% | $308166.00         | $296651.88         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-05-01      | 4.0000%  | 0.0000% | $1000.00           | $962.90            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $808.25            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-04-01      | 3.5000%  | 0.0000% | $1000.00           | $931.04            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-05-01      | 4.0000%  | 0.0000% | $6333888.00        | $6094371.69        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-05-01      | 4.0000%  | 0.0000% | $12989566.00       | $12510514.17       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-06-01      | 5.5000%  | 0.0000% | $1128.00           | $862.03            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-06-01      | 3.5000%  | 0.0000% | $1012.00           | $795.73            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-06-01      | 4.0000%  | 0.0000% | $4544313.00        | $4277019.23        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-06-01      | 7.5000%  | 0.0000% | $1000.00           | $464.14            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-06-01      | 6.0000%  | 0.0000% | $1020966.00        | $1054812.64        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $962.37            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1028.28           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-06-01      | 5.5000%  | 0.0000% | $2824149.00        | $2877478.44        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-06-01      | 5.5000%  | 0.0000% | $1004.00           | $937.81            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $938.21            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $995.78            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $864.50            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.65           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 5.5000%  | 0.0000% | $2000.00           | $2039.20           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.64           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $971.28            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 6.5000%  | 0.0000% | $1049244.00        | $1106616.10        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-07-01      | 5.5000%  | 0.0000% | $2508.00           | $2257.07           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-06-01      | 4.0000%  | 0.0000% | $2075.00           | $1948.53           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 6.5000%  | 0.0000% | $5376517.00        | $5643405.76        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 5.5000%  | 0.0000% | $4334827.00        | $4345911.57        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $945.84            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-06-01      | 3.5000%  | 0.0000% | $1015.00           | $944.26            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.04           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.11           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $911.55            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-08-01      | 6.0000%  | 0.0000% | $5914719.00        | $5825688.35        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2039-12-01      | 6.0000%  | 0.0000% | $7310868.00        | $4154135.95        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-02-01      | 4.5000%  | 0.0000% | $1000.00           | $798.63            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $790.40            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-06-01      | 5.5000%  | 0.0000% | $1055.00           | $991.10            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-10-01      | 4.0000%  | 0.0000% | $5980.00           | $5101.04           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $881.13            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $862.18            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-11-01      | 5.0000%  | 0.0000% | $2010.00           | $1784.19           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-05-01      | 2.5000%  | 0.0000% | $1006.00           | $307.43            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $272.09            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $380.97            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-10-01      | 2.0000%  | 0.0000% | $201020.00         | $103013.36         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $933.62            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2035-02-01      | 2.5000%  | 0.0000% | $24890938.00       | $8377550.32        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2035-07-01      | 2.5000%  | 0.0000% | $1670.00           | $654.37            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2036-01-01      | 1.5000%  | 0.0000% | $1008.00           | $484.76            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $316.33            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-07-01      | 2.5000%  | 0.0000% | $237584896.00      | $87611558.87       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-07-01      | 3.5000%  | 0.0000% | $1999.00           | $711.56            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-08-01      | 2.5000%  | 0.0000% | $1028.00           | $382.11            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $494.61            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $416.46            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-09-01      | 2.0000%  | 0.0000% | $1000.00           | $377.89            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $518.54            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-09-01      | 2.5000%  | 0.0000% | $470000.00         | $228776.85         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-09-01      | 2.0000%  | 0.0000% | $1012.00           | $619.20            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-09-01      | 2.5000%  | 0.0000% | $1006.00           | $449.83            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-12-01      | 2.0000%  | 0.0000% | $194919176.00      | $103762959.95      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-12-01      | 2.5000%  | 0.0000% | $25000.00          | $12993.81          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $542.65            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-12-01      | 2.0000%  | 0.0000% | $2000.00           | $1443.02           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-10-01      | 2.0000%  | 0.0000% | $162120456.00      | $84438407.82       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-11-01      | 2.0000%  | 0.0000% | $2998.00           | $1852.37           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-11-01      | 3.0000%  | 0.0000% | $1000.00           | $405.38            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-11-01      | 2.0000%  | 0.0000% | $18962120.00       | $8098731.39        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-02-01      | 3.0000%  | 0.0000% | $1043.00           | $579.97            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-02-01      | 3.0000%  | 0.0000% | $1007.00           | $466.58            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-12-01      | 1.5000%  | 0.0000% | $1990.00           | $1067.55           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-01-01      | 1.5000%  | 0.0000% | $321586920.00      | $181169860.00      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-01-01      | 1.5000%  | 0.0000% | $1007.00           | $535.99            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-01-01      | 3.0000%  | 0.0000% | $1000.00           | $514.73            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-01-01      | 2.0000%  | 0.0000% | $351644230.00      | $180536298.68      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-02-01      | 2.0000%  | 0.0000% | $1840912.00        | $1050565.82        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-02-01      | 3.0000%  | 0.0000% | $1000.00           | $578.27            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $677.41            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-06-01      | 3.5000%  | 0.0000% | $1000.00           | $424.48            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-05-01      | 1.5000%  | 0.0000% | $99000.00          | $49423.11          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.0000%  | 0.0000% | $3132184.00        | $3168699.59        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $1668490.00        | $1721389.13        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 4.5000%  | 0.0000% | $1505.00           | $1491.16           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 4.5000%  | 0.0000% | $1012.00           | $1000.64           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $1396461.00        | $1437652.81        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.17           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.58           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $1616777.00        | $1667927.77        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 6.0000%  | 0.0000% | $17768612.00       | $18554244.28       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 6.0000%  | 0.0000% | $15011489.00       | $15649247.38       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 3.5000%  | 0.0000% | $1013.00           | $951.26            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 4.0000%  | 0.0000% | $1000.00           | $971.28            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-12-01      | 4.5000%  | 0.0000% | $1011.00           | $999.91            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $1667.00           | $1716.79           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.20           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 4.5000%  | 0.0000% | $1018.00           | $1006.68           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 4.5000%  | 0.0000% | $1013.00           | $1003.46           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-12-01      | 4.5000%  | 0.0000% | $1008.00           | $996.81            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-12-01      | 4.5000%  | 0.0000% | $3517412.00        | $3476801.61        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $989.80            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $932.08            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 7.0000%  | 0.0000% | $1000.00           | $1056.07           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $2833072.00        | $2898600.03        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 4.0000%  | 0.0000% | $8373872.00        | $8132767.38        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $988.97            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.5000%  | 0.0000% | $5156958.00        | $5276289.38        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 3.5000%  | 0.0000% | $2005.00           | $1884.63           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $990.16            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 4.5000%  | 0.0000% | $3265000.00        | $3229750.69        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $990.38            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.5000%  | 0.0000% | $1043.00           | $1043.29           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.31           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 6.5000%  | 0.0000% | $5468920.00        | $5488043.97        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1030.70           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $1138054.00        | $1175567.63        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $990.44            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 4.5000%  | 0.0000% | $1025.00           | $1013.65           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $983.15            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $989.01            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $1038.00           | $1056.65           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 4.5000%  | 0.0000% | $1012.00           | $1002.69           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $5015979.00        | $5078703.59        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 4.5000%  | 0.0000% | $3174448.00        | $3115384.28        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 4.5000%  | 0.0000% | $1013.00           | $1001.23           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 4.5000%  | 0.0000% | $1670.00           | $1655.09           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $1500.00           | $1555.67           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-12-01      | 4.5000%  | 0.0000% | $23065936.00       | $22610030.92       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 4.0000%  | 0.0000% | $5034232.00        | $4722399.16        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 6.0000%  | 0.0000% | $4774545.00        | $4969939.69        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 4.0000%  | 0.0000% | $16298820.00       | $15816546.41       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 6.5000%  | 0.0000% | $1084210.00        | $1147480.41        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $954.01            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1032.96           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 6.5000%  | 0.0000% | $1034200.00        | $1096123.16        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 6.5000%  | 0.0000% | $2725860.00        | $2866870.08        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 4.5000%  | 0.0000% | $5109341.00        | $4819473.46        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.71           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1029.46           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1034.93           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.5000%  | 0.0000% | $5080500.00        | $5226758.73        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-04-01      | 3.5000%  | 0.0000% | $63470.00          | $22224.32          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-12-01      | 3.0000%  | 0.0000% | $1000.00           | $461.46            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $654.44            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $668.92            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-02-01      | 4.0000%  | 0.0000% | $1024.00           | $763.92            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $759.02            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-02-01      | 5.5000%  | 0.0000% | $2008.00           | $1691.74           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-11-01      | 3.0000%  | 0.0000% | $17000.00          | $6066.33           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-12-01      | 1.5000%  | 0.0000% | $1010.00           | $559.46            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $540.14            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-01-01      | 1.5000%  | 0.0000% | $1000.00           | $563.32            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-12-01      | 2.0000%  | 0.0000% | $81010.00          | $44158.28          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $599.19            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-05-01      | 1.5000%  | 0.0000% | $2032.00           | $1187.68           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-06-01      | 2.5000%  | 0.0000% | $1010.00           | $585.55            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-07-01      | 2.0000%  | 0.0000% | $1020.00           | $624.36            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2031-12-01      | 7.0000%  | 0.0000% | $5511020.00        | $353809.34         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $158.81            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2049-09-01      | 3.5000%  | 0.0000% | $45000.00          | $17072.01          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-02-01      | 3.5000%  | 0.0000% | $98000.00          | $26838.79          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-05-01      | 3.0000%  | 0.0000% | $1007.00           | $631.17            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $420.73            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-01-01      | 2.0000%  | 0.0000% | $1997.00           | $1267.80           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $558.77            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-02-01      | 2.0000%  | 0.0000% | $1004.00           | $625.87            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-03-01      | 2.0000%  | 0.0000% | $8000000.00        | $4817250.42        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-03-01      | 2.5000%  | 0.0000% | $899988.00         | $466330.40         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-05-01      | 1.5000%  | 0.0000% | $1015.00           | $600.77            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-06-01      | 1.5000%  | 0.0000% | $2009.00           | $1130.13           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $653.98            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-08-01      | 2.5000%  | 0.0000% | $1005.00           | $607.29            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $704.23            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-08-01      | 3.0000%  | 0.0000% | $1003.00           | $730.68            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-09-01      | 2.0000%  | 0.0000% | $10180000.00       | $6252093.92        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2051-10-01      | 2.0000%  | 0.0000% | $1023.00           | $647.12            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-10-01      | 2.0000%  | 0.0000% | $30399.00          | $22161.68          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $544.33            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-11-01      | 4.0000%  | 0.0000% | $1000.00           | $415.91            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-11-01      | 1.5000%  | 0.0000% | $1990.00           | $1253.94           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $649.27            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-01-01      | 3.5000%  | 0.0000% | $4269655.00        | $3654943.80        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $732.87            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $744.19            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $766.94            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-02-01      | 1.5000%  | 0.0000% | $1000.00           | $677.29            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-02-01      | 1.5000%  | 0.0000% | $1002.00           | $663.61            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-02-01      | 2.0000%  | 0.0000% | $1015.00           | $668.97            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-02-01      | 3.5000%  | 0.0000% | $1027.00           | $649.30            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-01-01      | 3.5000%  | 0.0000% | $33147.00          | $16010.28          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $728.11            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2033-02-01      | 3.0000%  | 0.0000% | $1010.00           | $116.45            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $242.86            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2046-03-01      | 4.5000%  | 0.0000% | $1000.00           | $182.68            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2046-10-01      | 3.5000%  | 0.0000% | $2231917.00        | $617047.54         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $189.38            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2046-04-01      | 3.5000%  | 0.0000% | $1000.00           | $176.45            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $209.70            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $212.94            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.40           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 4.5000%  | 0.0000% | $1008.00           | $999.08            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.5000%  | 0.0000% | $5317930.00        | $5489858.78        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.0000%  | 0.0000% | $5188518.00        | $4766718.36        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.5000%  | 0.0000% | $5035553.00        | $5183640.23        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.5000%  | 0.0000% | $2847504.00        | $2874830.45        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 6.0000%  | 0.0000% | $1031878.00        | $1074343.44        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-12-01      | 4.0000%  | 0.0000% | $4297780.00        | $4171863.37        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $990.85            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $990.01            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-11-01      | 5.0000%  | 0.0000% | $2093320.00        | $2123479.88        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 4.5000%  | 0.0000% | $2737850.00        | $2707635.36        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $989.45            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.14           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $988.89            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-08-01      | 5.0000%  | 0.0000% | $17128410.00       | $16648293.70       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 2.5000%  | 0.0000% | $175015.00         | $147514.89         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $879.32            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-03-01      | 6.5000%  | 0.0000% | $1020.00           | $876.59            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-07-01      | 6.0000%  | 0.0000% | $17438167.00       | $15884996.06       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2038-03-01      | 2.0000%  | 0.0000% | $163051.00         | $145075.83         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-07-01      | 7.0000%  | 0.0000% | $6697590.00        | $7170714.80        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-09-01      | 7.0000%  | 0.0000% | $1989.00           | $1887.77           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-12-01      | 7.0000%  | 0.0000% | $87193354.00       | $87867700.80       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-08-01      | 5.5000%  | 0.0000% | $1005.00           | $976.67            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-09-01      | 4.0000%  | 0.0000% | $1000.00           | $965.52            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-08-01      | 7.5000%  | 0.0000% | $1000.00           | $1074.53           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-09-01      | 6.0000%  | 0.0000% | $5255907.00        | $5435186.00        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 4.0000%  | 0.0000% | $1000.00           | $966.71            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-09-01      | 4.5000%  | 0.0000% | $1000.00           | $985.72            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 6.0000%  | 0.0000% | $4932582.00        | $5094810.84        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 6.0000%  | 0.0000% | $767648.00         | $797939.76         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-09-01      | 4.0000%  | 0.0000% | $1000.00           | $967.31            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.36           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 6.5000%  | 0.0000% | $5120864.00        | $4560663.44        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.56           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 6.0000%  | 0.0000% | $5111160.00        | $5054503.05        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.50           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 5.5000%  | 0.0000% | $7012574.00        | $7142658.99        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 6.5000%  | 0.0000% | $1055362.00        | $1115341.51        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 6.5000%  | 0.0000% | $10301938.00       | $10723077.36       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 6.5000%  | 0.0000% | $10175052.00       | $10372670.79       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 6.0000%  | 0.0000% | $1026400.00        | $1074172.21        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 6.0000%  | 0.0000% | $13523407.00       | $13872910.69       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1058.49           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2028-01-01      | 6.0000%  | 0.0000% | $1079.00           | $3.26              | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $158.27            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-07-01      | 4.0000%  | 0.0000% | $1024.00           | $285.85            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $198.66            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $249.55            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-02-01      | 2.5000%  | 0.0000% | $1000.00           | $291.28            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-07-01      | 2.0000%  | 0.0000% | $1000.00           | $482.24            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $524.34            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-09-01      | 2.5000%  | 0.0000% | $447710.00         | $212696.88         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-11-01      | 1.5000%  | 0.0000% | $496930.00         | $230008.40         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $473.86            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $435.11            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-07-01      | 2.5000%  | 0.0000% | $18075000.00       | $11270216.38       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-10-01      | 2.5000%  | 0.0000% | $70000.00          | $33982.21          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $649.50            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $528.38            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $718.50            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $691.94            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-12-01      | 3.0000%  | 0.0000% | $1604000.00        | $553493.29         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-01-01      | 1.5000%  | 0.0000% | $1000.00           | $421.94            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-04-01      | 2.5000%  | 0.0000% | $9416512.00        | $5619578.43        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $751.50            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $699.96            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.5000%  | 0.0000% | $6762387.00        | $6935663.54        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-09-01      | 3.0000%  | 0.0000% | $1012.00           | $179.37            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-07-01      | 3.0000%  | 0.0000% | $1000.00           | $122.06            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-03-01      | 4.0000%  | 0.0000% | $1000.00           | $145.55            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2056-06-01      | 4.5000%  | 0.0000% | $1000.00           | $239.29            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2057-09-01      | 3.5000%  | 0.0000% | $1000.00           | $320.28            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2057-09-01      | 4.5000%  | 0.0000% | $1015.00           | $291.99            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 3.5000%  | 0.0000% | $1038.00           | $964.19            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2052-06-01      | 1.5000%  | 0.0000% | $27630368.00       | $21578001.45       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $851.48            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $996.61            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1031.04           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 2.0000%  | 0.0000% | $1405374.00        | $1156734.02        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.5000%  | 0.0000% | $2048.00           | $2093.45           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 3.5000%  | 0.0000% | $1000.00           | $937.46            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2053-01-01      | 4.0000%  | 0.0000% | $17825907.00       | $17268173.56       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $950.72            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2052-08-01      | 3.5000%  | 0.0000% | $7864961.00        | $7337930.86        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1035.89           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2038-03-01      | 2.0000%  | 0.0000% | $1000.00           | $921.69            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2038-03-01      | 2.0000%  | 0.0000% | $41517433.00       | $38211906.00       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-07-01      | 3.0000%  | 0.0000% | $1000.00           | $954.49            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.0000%  | 0.0000% | $40413933.00       | $40871316.91       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2037-04-01      | 2.0000%  | 0.0000% | $1024.00           | $943.58            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2037-03-01      | 2.0000%  | 0.0000% | $18118286.00       | $16608269.57       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2036-11-01      | 2.0000%  | 0.0000% | $13656750.00       | $12601180.10       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2037-04-01      | 2.0000%  | 0.0000% | $2025.00           | $1867.65           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2034-05-01      | 4.0000%  | 0.0000% | $2000.00           | $341.91            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-02-01      | 4.5000%  | 0.0000% | $1000.00           | $134.49            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-12-01      | 3.5000%  | 0.0000% | $1010.00           | $280.56            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-04-01      | 4.0000%  | 0.0000% | $1005.00           | $259.12            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-09-01      | 4.0000%  | 0.0000% | $30330.00          | $8766.28           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $358.95            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-05-01      | 4.0000%  | 0.0000% | $70000.00          | $13787.27          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-12-01      | 3.5000%  | 0.0000% | $1000.00           | $260.35            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $261.71            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-07-01      | 3.5000%  | 0.0000% | $113469.00         | $46181.02          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-02-01      | 2.0000%  | 0.0000% | $1127.00           | $779.37            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-11-01      | 4.0000%  | 0.0000% | $1000.00           | $770.65            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-12-01      | 4.0000%  | 0.0000% | $1993.00           | $1557.31           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 2.0000%  | 0.0000% | $1000.00           | $708.37            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 3.5000%  | 0.0000% | $1015.00           | $850.89            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $714.81            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $741.00            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 5.0000%  | 0.0000% | $823210.00         | $730449.69         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $774.54            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-06-01      | 2.5000%  | 0.0000% | $948000.00         | $623124.80         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 3.5000%  | 0.0000% | $1011.00           | $817.89            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $747.34            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-04-01      | 6.5000%  | 0.0000% | $19547883.00       | $18356520.57       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1786.67           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-05-01      | 5.5000%  | 0.0000% | $3200000.00        | $2673816.34        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $945.59            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-03-01      | 4.0000%  | 0.0000% | $1000.00           | $946.81            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-07-01      | 5.0000%  | 0.0000% | $357979.00         | $317249.35         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-08-01      | 5.0000%  | 0.0000% | $1000.00           | $949.01            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $899.48            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-08-01      | 5.5000%  | 0.0000% | $1670.00           | $1314.87           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-08-01      | 5.0000%  | 0.0000% | $1000.00           | $920.97            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $703.08            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-11-01      | 6.0000%  | 0.0000% | $219150.00         | $176441.51         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-11-01      | 4.5000%  | 0.0000% | $7543000.00        | $6823639.07        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $967.06            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1931.20           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-02-01      | 4.5000%  | 0.0000% | $1000.00           | $964.98            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $903.14            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-04-01      | 6.0000%  | 0.0000% | $16197565.00       | $14120612.46       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-01-01      | 4.0000%  | 0.0000% | $1019.00           | $972.15            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-05-01      | 6.0000%  | 0.0000% | $79576791.00       | $74201386.74       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-05-01      | 6.5000%  | 0.0000% | $49279876.00       | $43630060.08       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-08-01      | 4.5000%  | 0.0000% | $1000.00           | $983.57            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-08-01      | 6.0000%  | 0.0000% | $50000.00          | $50686.46          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-09-01      | 5.5000%  | 0.0000% | $15371938.00       | $15253029.55       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-09-01      | 5.5000%  | 0.0000% | $15871255.00       | $15690148.00       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-09-01      | 5.5000%  | 0.0000% | $151336.00         | $153538.82         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $964.57            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $991.15            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $2048.00           | $2037.02           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $988.81            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1976.37           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $998.34            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 4.5000%  | 0.0000% | $18361488.00       | $18306844.21       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1979.35           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1051.97           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 4.5000%  | 0.0000% | $1008.00           | $999.08            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 4.5000%  | 0.0000% | $1032.00           | $1022.87           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 4.5000%  | 0.0000% | $17285777.00       | $17148873.65       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 4.5000%  | 0.0000% | $1000.00           | $1008.30           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-07-01      | 4.5000%  | 0.0000% | $1019.00           | $985.23            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-07-01      | 5.0000%  | 0.0000% | $1008.00           | $975.52            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-07-01      | 6.0000%  | 0.0000% | $2007.00           | $1756.03           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 6.5000%  | 0.0000% | $1112.00           | $1123.50           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 3.5000%  | 0.0000% | $9437730.00        | $8894463.85        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2056-02-01      | 4.0000%  | 0.0000% | $2048.00           | $1993.98           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2056-02-01      | 4.5000%  | 0.0000% | $1053.00           | $1043.68           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2056-02-01      | 5.0000%  | 0.0000% | $2372.00           | $2390.88           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2056-02-01      | 5.5000%  | 0.0000% | $6960364.00        | $7101584.37        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1057.75           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-09-01      | 5.5000%  | 0.0000% | $3514227.00        | $3091288.32        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-09-01      | 6.0000%  | 0.0000% | $9868667.00        | $8769516.95        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-07-01      | 5.5000%  | 0.0000% | $4965333.00        | $4111807.62        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-07-01      | 6.0000%  | 0.0000% | $1007.00           | $771.80            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-09-01      | 3.5000%  | 0.0000% | $1000.00           | $947.36            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2041-01-01      | 6.0000%  | 0.0000% | $1000.00           | $991.58            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2041-02-01      | 4.5000%  | 0.0000% | $8018068.00        | $7997022.35        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2041-02-01      | 5.5000%  | 0.0000% | $5962201.00        | $6092594.52        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-10-01      | 6.0000%  | 0.0000% | $1024.00           | $935.61            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-11-01      | 4.5000%  | 0.0000% | $8628501.00        | $8344913.52        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-12-01      | 5.5000%  | 0.0000% | $1000.00           | $979.06            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2041-01-01      | 4.5000%  | 0.0000% | $1008.00           | $989.79            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2041-02-01      | 3.0000%  | 0.0000% | $10365669.00       | $10027568.52       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.49           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $920.30            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 4.0000%  | 0.0000% | $1000.00           | $971.16            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $987.26            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 4.0000%  | 0.0000% | $9641393.00        | $9362906.12        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 6.5000%  | 0.0000% | $4131684.00        | $4311968.52        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 4.0000%  | 0.0000% | $1000.00           | $970.10            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1012.84           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.79           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 4.5000%  | 0.0000% | $128134.00         | $126843.09         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-12-01      | 4.0000%  | 0.0000% | $1999.00           | $1898.66           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 4.5000%  | 0.0000% | $2003.00           | $1980.74           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $1919827.00        | $1979437.40        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.79           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $869.78            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $15613186.00       | $15965202.28       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 4.5000%  | 0.0000% | $1783430.00        | $1763006.52        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2046-07-01      | 3.0000%  | 0.0000% | $196535.00         | $36512.20          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2046-09-01      | 4.0000%  | 0.0000% | $1008.00           | $151.16            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2047-08-01      | 3.5000%  | 0.0000% | $1003.00           | $279.14            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-04-01      | 4.0000%  | 0.0000% | $1969998.00        | $166045.44         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-07-01      | 4.0000%  | 0.0000% | $2330.00           | $1830.40           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $907.16            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-08-01      | 5.0000%  | 0.0000% | $1029.00           | $747.80            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-07-01      | 3.5000%  | 0.0000% | $386364.00         | $295232.24         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $519.26            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $620.63            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-01-01      | 4.0000%  | 0.0000% | $1995.00           | $1912.86           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-03-01      | 4.0000%  | 0.0000% | $1000.00           | $959.40            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.45           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 6.5000%  | 0.0000% | $29632.00          | $13840.16          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $935.48            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.04           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 6.5000%  | 0.0000% | $1008.00           | $924.66            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $951.19            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-03-01      | 6.0000%  | 0.0000% | $3020.00           | $2558.61           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-03-01      | 6.0000%  | 0.0000% | $4010.00           | $3393.38           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.40           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-04-01      | 5.5000%  | 0.0000% | $10147419.00       | $9876492.03        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-07-01      | 5.5000%  | 0.0000% | $2215582.00        | $2249472.63        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $771.88            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 4.0000%  | 0.0000% | $2009.00           | $1940.34           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 5.5000%  | 0.0000% | $6119.00           | $6231.54           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-04-01      | 6.0000%  | 0.0000% | $7267180.00        | $6518418.91        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $722.85            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-03-01      | 3.5000%  | 0.0000% | $1013.00           | $875.76            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-03-01      | 2.0000%  | 0.0000% | $1007.00           | $681.58            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $631.45            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-04-01      | 3.5000%  | 0.0000% | $1019.00           | $796.80            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $711.74            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-04-01      | 3.5000%  | 0.0000% | $12551021.00       | $8880049.74        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1048.67           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-10-01      | 6.0000%  | 0.0000% | $1156103.00        | $1206482.14        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 5.5000%  | 0.0000% | $1552310.00        | $1600806.75        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-09-01      | 6.5000%  | 0.0000% | $2000.00           | $2102.90           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-09-01      | 6.5000%  | 0.0000% | $3757943.00        | $3822716.20        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-09-01      | 6.0000%  | 0.0000% | $1007.00           | $1036.63           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 5.5000%  | 0.0000% | $1016.00           | $993.19            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $973.48            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 6.0000%  | 0.0000% | $2876339.00        | $2953790.91        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.44           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $959.47            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-09-01      | 6.0000%  | 0.0000% | $2044084.00        | $2118819.03        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.72           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-09-01      | 4.5000%  | 0.0000% | $1000.00           | $948.77            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-09-01      | 5.0000%  | 0.0000% | $1760418.00        | $1655194.07        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 4.5000%  | 0.0000% | $4117196.00        | $3811913.90        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1852.74           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 5.0000%  | 0.0000% | $1002.00           | $915.64            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1914.24           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2056-01-01      | 4.5000%  | 0.0000% | $8434603.00        | $8200065.88        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $991.00            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1047.15           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 4.5000%  | 0.0000% | $1000.00           | $999.03            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 4.5000%  | 0.0000% | $1003.00           | $1000.02           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1026.27           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1024.43           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 4.5000%  | 0.0000% | $1000.00           | $990.54            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 4.5000%  | 0.0000% | $2004.00           | $1984.53           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $990.14            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.20           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-04-01      | 5.5000%  | 0.0000% | $1016.00           | $893.94            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-05-01      | 6.0000%  | 0.0000% | $1008.00           | $748.70            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-04-01      | 3.5000%  | 0.0000% | $1024.00           | $911.65            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-05-01      | 4.0000%  | 0.0000% | $163744244.00      | $153184656.59      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-05-01      | 4.5000%  | 0.0000% | $1990.00           | $1878.98           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2045-04-01      | 7.5000%  | 0.0000% | $1005.00           | $289.00            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-05-01      | 3.5000%  | 0.0000% | $1024.00           | $928.56            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-06-01      | 3.5000%  | 0.0000% | $1034.00           | $947.15            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-06-01      | 4.0000%  | 0.0000% | $1024.00           | $959.33            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $948.97            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $920.27            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $747.47            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-07-01      | 5.5000%  | 0.0000% | $3495395.00        | $3120488.45        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-05-01      | 6.5000%  | 0.0000% | $1996.00           | $1787.99           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-07-01      | 6.5000%  | 0.0000% | $1345926.00        | $1121846.41        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 7.5000%  | 0.0000% | $1000.00           | $728.51            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-07-01      | 3.5000%  | 0.0000% | $1050.00           | $950.45            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-07-01      | 4.5000%  | 0.0000% | $1024.00           | $980.82            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $930.03            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $802.56            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-07-01      | 5.5000%  | 0.0000% | $83140328.00       | $68982566.80       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-07-01      | 3.5000%  | 0.0000% | $159007076.00      | $146239390.16      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-08-01      | 4.0000%  | 0.0000% | $1024.00           | $967.18            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-08-01      | 6.0000%  | 0.0000% | $1012.00           | $912.56            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-08-01      | 5.0000%  | 0.0000% | $1005.00           | $875.05            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-09-01      | 3.5000%  | 0.0000% | $1024.00           | $951.63            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-09-01      | 4.0000%  | 0.0000% | $2024.00           | $1934.76           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-09-01      | 6.5000%  | 0.0000% | $14524680.00       | $13075765.87       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-09-01      | 6.0000%  | 0.0000% | $73091355.00       | $59091261.79       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-09-01      | 5.0000%  | 0.0000% | $1000.00           | $919.00            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-08-01      | 3.5000%  | 0.0000% | $124610.00         | $115829.84         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-11-01      | 3.5000%  | 0.0000% | $155305688.00      | $143960502.20      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-11-01      | 4.0000%  | 0.0000% | $2995303.00        | $2880487.75        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-11-01      | 4.5000%  | 0.0000% | $147964365.00      | $144785348.89      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $987.67            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-10-01      | 3.5000%  | 0.0000% | $1024.00           | $939.20            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-10-01      | 4.0000%  | 0.0000% | $11436297.00       | $10993612.44       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $1005.68           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 6.0000%  | 0.0000% | $8871233.00        | $9121177.33        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 5.5000%  | 0.0000% | $3676883.00        | $3752897.03        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $996.51            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1056.14           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-10-01      | 5.5000%  | 0.0000% | $4879175.00        | $4803016.13        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 5.5000%  | 0.0000% | $4316281.00        | $4390946.39        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 5.5000%  | 0.0000% | $3126789.00        | $3166513.03        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 5.5000%  | 0.0000% | $1314549.00        | $1351332.77        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 5.5000%  | 0.0000% | $1325917.00        | $1365144.81        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1063.45           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $990.04            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $992.84            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 4.0000%  | 0.0000% | $1000.00           | $969.54            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 5.5000%  | 0.0000% | $1158500.00        | $1196853.86        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-11-01      | 5.0000%  | 0.0000% | $1333271.00        | $1340290.56        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-09-01      | 6.0000%  | 0.0000% | $469298.00         | $488262.00         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.5000%  | 0.0000% | $1181652.00        | $1218845.90        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2056-02-01      | 5.5000%  | 0.0000% | $1001.00           | $1035.02           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1066.66           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.5000%  | 0.0000% | $2880192.00        | $2983747.06        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.5000%  | 0.0000% | $2000.00           | $2066.26           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1031.75           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.5000%  | 0.0000% | $4381230.00        | $4507607.55        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.08           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1051.68           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.0000%  | 0.0000% | $7872711.00        | $7934174.13        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 4.0000%  | 0.0000% | $1000.00           | $973.62            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 4.5000%  | 0.0000% | $1014.00           | $1005.03           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1039.89           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1055.30           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1018.15           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-03-01      | 5.5000%  | 0.0000% | $6426219.00        | $6642051.42        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-03-01      | 5.5000%  | 0.0000% | $5092850.00        | $5235878.73        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.5000%  | 0.0000% | $12587764.00       | $12928970.73       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 4.5000%  | 0.0000% | $1004.00           | $995.62            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1020.74           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1017.35           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1015.19           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1013.69           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.27           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.0000%  | 0.0000% | $4936576.00        | $5019866.46        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2094.29           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.0000%  | 0.0000% | $5074504.00        | $5148018.90        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1045.35           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 6.0000%  | 0.0000% | $2767505.00        | $2900108.16        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $996.10            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 4.5000%  | 0.0000% | $3900164.00        | $3867585.93        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-03-01      | 5.5000%  | 0.0000% | $3399247.00        | $3491986.01        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.53           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-03-01      | 5.5000%  | 0.0000% | $5104710.00        | $5231961.34        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-03-01      | 5.5000%  | 0.0000% | $3615716.00        | $3705241.93        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-03-01      | 5.5000%  | 0.0000% | $6871462.00        | $7089653.06        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-03-01      | 5.5000%  | 0.0000% | $6191597.00        | $6343342.03        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 6.0000%  | 0.0000% | $1033.00           | $836.86            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 6.0000%  | 0.0000% | $5038607.00        | $5246920.79        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 6.5000%  | 0.0000% | $4496884.00        | $4740560.30        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-10-01      | 4.0000%  | 0.0000% | $1000.00           | $968.63            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 6.0000%  | 0.0000% | $379398.00         | $385588.96         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 6.0000%  | 0.0000% | $2000.00           | $2042.49           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 5.5000%  | 0.0000% | $2493980.00        | $2441856.07        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.89           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1934.45           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 6.0000%  | 0.0000% | $3399586.00        | $3537060.88        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $989.67            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 5.5000%  | 0.0000% | $1136750.00        | $1168515.31        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1057.05           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-10-01      | 4.0000%  | 0.0000% | $9163959.00        | $8857358.50        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1061.16           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 5.5000%  | 0.0000% | $7637717.00        | $7558731.73        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.87           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 5.0000%  | 0.0000% | $42728.00          | $43192.99          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 6.0000%  | 0.0000% | $9204084.00        | $9410081.67        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1071.97           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-10-01      | 6.5000%  | 0.0000% | $1002.00           | $1075.33           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 6.5000%  | 0.0000% | $1169286.00        | $1235591.29        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 5.5000%  | 0.0000% | $3302134.00        | $3286756.22        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 4.0000%  | 0.0000% | $2003.00           | $1938.99           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-07-01      | 3.5000%  | 0.0000% | $1000.00           | $937.27            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 5.5000%  | 0.0000% | $1002.00           | $1035.81           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.82           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 5.5000%  | 0.0000% | $3956560.00        | $4049038.46        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.32           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 6.0000%  | 0.0000% | $19717344.00       | $18757527.06       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 6.5000%  | 0.0000% | $8850.00           | $9303.21           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 5.5000%  | 0.0000% | $1030.00           | $1066.96           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 5.5000%  | 0.0000% | $1141500.00        | $1174021.34        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.96           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 6.0000%  | 0.0000% | $12269968.00       | $12687516.17       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 6.0000%  | 0.0000% | $1283350.00        | $1339810.72        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-11-01      | 4.0000%  | 0.0000% | $1000.00           | $969.95            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 5.5000%  | 0.0000% | $1395250.00        | $1435183.32        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $726.79            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $599.28            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-05-01      | 3.5000%  | 0.0000% | $1009.00           | $734.81            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $738.14            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-05-01      | 3.5000%  | 0.0000% | $1034.00           | $832.43            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-05-01      | 3.5000%  | 0.0000% | $10000000.00       | $7517015.19        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-05-01      | 3.5000%  | 0.0000% | $1003.00           | $735.94            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $703.56            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-06-01      | 2.0000%  | 0.0000% | $1008.00           | $751.43            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $783.27            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-06-01      | 3.0000%  | 0.0000% | $8792029.00        | $6625603.12        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-06-01      | 3.0000%  | 0.0000% | $1007.00           | $748.19            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $908.07            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-06-01      | 3.5000%  | 0.0000% | $10000000.00       | $7996252.33        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $661.59            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $810.35            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-06-01      | 6.5000%  | 0.0000% | $2049.00           | $1800.92           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-06-01      | 4.0000%  | 0.0000% | $1000.00           | $963.31            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $982.23            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.88           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-05-01      | 5.5000%  | 0.0000% | $1999.00           | $2014.43           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.83           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 6.5000%  | 0.0000% | $2016.00           | $1703.89           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $846.40            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $993.92            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-07-01      | 5.5000%  | 0.0000% | $2010.00           | $1925.78           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 3.5000%  | 0.0000% | $1002.00           | $792.94            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $878.54            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 5.5000%  | 0.0000% | $1990.00           | $1317.11           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $729.35            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $1002.00           | $796.18            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.69           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-04-01      | 4.0000%  | 0.0000% | $3520894.00        | $3381213.79        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 6.5000%  | 0.0000% | $18622.00          | $19316.69          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-04-01      | 5.5000%  | 0.0000% | $6690388.00        | $6096985.79        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1055.61           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 5.0000%  | 0.0000% | $1003.00           | $989.73            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $917.32            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 6.5000%  | 0.0000% | $1884863.00        | $1064872.59        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $1980875.00        | $2013958.90        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-11-01      | 4.0000%  | 0.0000% | $1016.00           | $809.92            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 7.5000%  | 0.0000% | $1000.00           | $886.85            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-05-01      | 4.0000%  | 0.0000% | $5685051.00        | $5292837.60        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-05-01      | 3.5000%  | 0.0000% | $1000.00           | $928.79            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-05-01      | 4.0000%  | 0.0000% | $1000.00           | $961.38            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-04-01      | 4.0000%  | 0.0000% | $2008.00           | $1928.66           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.78           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-06-01      | 4.0000%  | 0.0000% | $4403014.00        | $4133021.79        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-05-01      | 6.5000%  | 0.0000% | $1003840.00        | $516170.45         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 3.5000%  | 0.0000% | $1000.00           | $932.53            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-06-01      | 4.0000%  | 0.0000% | $1000.00           | $964.11            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 5.5000%  | 0.0000% | $1028.00           | $1002.94           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 5.5000%  | 0.0000% | $2000.00           | $2035.51           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 4.0000%  | 0.0000% | $9505636.00        | $9241483.74        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 4.0000%  | 0.0000% | $2765692.00        | $2689514.15        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.93           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1030.82           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 4.0000%  | 0.0000% | $1000.00           | $972.45            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $990.09            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.0000%  | 0.0000% | $1008.00           | $1017.71           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 4.5000%  | 0.0000% | $10106501.00       | $10017058.47       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 4.5000%  | 0.0000% | $1999.00           | $1981.31           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 4.5000%  | 0.0000% | $1012.00           | $1003.83           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 4.5000%  | 0.0000% | $4206751.00        | $4167039.71        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 4.5000%  | 0.0000% | $1007.00           | $999.02            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 4.0000%  | 0.0000% | $1008.00           | $981.41            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 4.5000%  | 0.0000% | $6983008.00        | $6921229.33        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1020.74           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 4.0000%  | 0.0000% | $2006.00           | $1912.31           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $952.41            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-09-01      | 4.5000%  | 0.0000% | $1000.00           | $975.32            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-12-01      | 3.5000%  | 0.0000% | $1024.00           | $950.09            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-12-01      | 4.0000%  | 0.0000% | $70005600.00       | $67540699.07       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-12-01      | 4.5000%  | 0.0000% | $9221073.00        | $9034394.72        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-12-01      | 5.5000%  | 0.0000% | $1006.00           | $1005.01           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-12-01      | 6.0000%  | 0.0000% | $17345644.00       | $17156018.15       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-11-01      | 6.0000%  | 0.0000% | $17495250.00       | $17077793.65       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $988.71            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-11-01      | 4.5000%  | 0.0000% | $1275348.00        | $1233168.30        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-11-01      | 5.0000%  | 0.0000% | $1001.00           | $920.65            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-11-01      | 7.5000%  | 0.0000% | $18982803.00       | $18120245.90       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2056-01-01      | 4.0000%  | 0.0000% | $2000.00           | $1941.01           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2056-01-01      | 4.5000%  | 0.0000% | $88742799.00       | $87546783.68       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2035-12-01      | 5.0000%  | 0.0000% | $239000.00         | $227621.16         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-11-01      | 7.5000%  | 0.0000% | $1000.00           | $1068.11           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2056-02-01      | 3.5000%  | 0.0000% | $3095866.00        | $2909573.46        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2056-02-01      | 4.0000%  | 0.0000% | $1000.00           | $972.10            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2056-02-01      | 4.5000%  | 0.0000% | $3429658.00        | $3393536.80        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2056-02-01      | 5.0000%  | 0.0000% | $3960775.00        | $3980112.99        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1027.56           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2041-02-01      | 3.5000%  | 0.0000% | $3305260.00        | $3220944.06        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2056-01-01      | 5.5000%  | 0.0000% | $12560778.00       | $12664111.97       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-11-01      | 6.5000%  | 0.0000% | $1014.00           | $1042.61           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.32           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1009.15           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 3.5000%  | 0.0000% | $2024.00           | $1907.50           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2056-02-01      | 4.0000%  | 0.0000% | $1000.00           | $973.62            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2056-02-01      | 4.5000%  | 0.0000% | $4976196.00        | $4932156.67        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2056-02-01      | 6.0000%  | 0.0000% | $2998.00           | $3099.94           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2046-02-01      | 5.0000%  | 0.0000% | $4072187.00        | $4130525.60        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2041-02-01      | 3.0000%  | 0.0000% | $888768.00         | $859778.76         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2036-02-01      | 5.0000%  | 0.0000% | $3364074.00        | $3444250.35        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-08-01      | 6.0000%  | 0.0000% | $1000.00           | $21.18             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-12-01      | 4.0000%  | 0.0000% | $1000.00           | $80.62             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-03-01      | 2.5000%  | 0.0000% | $203431.00         | $94218.82          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $619.27            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-03-01      | 4.5000%  | 0.0000% | $1990.00           | $528.64            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2044-11-01      | 4.0000%  | 0.0000% | $1000.00           | $407.50            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-01-01      | 3.5000%  | 0.0000% | $1980.00           | $873.89            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-04-01      | 1.5000%  | 0.0000% | $1000.00           | $503.17            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-08-01      | 3.5000%  | 0.0000% | $1000.00           | $401.60            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-03-01      | 2.0000%  | 0.0000% | $1006.00           | $674.69            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-03-01      | 2.0000%  | 0.0000% | $1011.00           | $640.89            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $532.15            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-04-01      | 4.0000%  | 0.0000% | $16088580.00       | $6524588.35        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $636.27            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $627.60            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-10-01      | 3.0000%  | 0.0000% | $1008.00           | $382.46            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-02-01      | 2.0000%  | 0.0000% | $286000.00         | $217660.01         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 6.0000%  | 0.0000% | $1014.00           | $765.61            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-03-01      | 2.0000%  | 0.0000% | $100000.00         | $76940.83          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-01-01      | 5.5000%  | 0.0000% | $2510218.00        | $2369049.04        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $874.80            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-02-01      | 5.5000%  | 0.0000% | $1030.00           | $897.36            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-06-01      | 2.5000%  | 0.0000% | $1040.00           | $861.34            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-01-01      | 3.0000%  | 0.0000% | $1024.00           | $860.81            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-07-01      | 3.0000%  | 0.0000% | $1000.00           | $849.78            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 3.5000%  | 0.0000% | $11455572.00       | $9905021.25        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-04-01      | 4.5000%  | 0.0000% | $76000.00          | $72579.84          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-10-01      | 4.0000%  | 0.0000% | $4705773.00        | $4452478.26        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-10-01      | 4.0000%  | 0.0000% | $21146010.00       | $19387850.23       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-04-01      | 6.0000%  | 0.0000% | $1000.00           | $845.82            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $954.08            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 4.0000%  | 0.0000% | $269000.00         | $248309.75         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-11-01      | 4.5000%  | 0.0000% | $3580000.00        | $3398549.08        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-07-01      | 6.0000%  | 0.0000% | $1028.00           | $994.85            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-02-01      | 4.5000%  | 0.0000% | $4898792.00        | $4689153.74        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-04-01      | 2.5000%  | 0.0000% | $11311768.00       | $9975582.39        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-05-01      | 2.5000%  | 0.0000% | $1024.00           | $898.55            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 4.5000%  | 0.0000% | $12844494.00       | $12097818.00       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.66           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-08-01      | 6.0000%  | 0.0000% | $16877195.00       | $17202642.89       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1044.46           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 6.0000%  | 0.0000% | $9381602.00        | $8906714.96        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.03           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 6.5000%  | 0.0000% | $5287050.00        | $5551532.77        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 6.5000%  | 0.0000% | $4566951.00        | $4358690.32        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-07-01      | 3.5000%  | 0.0000% | $1000.00           | $930.78            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-08-01      | 4.0000%  | 0.0000% | $1028780.00        | $658204.21         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.75           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-07-01      | 4.5000%  | 0.0000% | $1998.00           | $1959.55           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-08-01      | 4.0000%  | 0.0000% | $10575225.00       | $10173000.91       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-08-01      | 4.5000%  | 0.0000% | $1000.00           | $981.50            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-08-01      | 7.5000%  | 0.0000% | $3354464.00        | $3465129.08        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-02-01      | 6.0000%  | 0.0000% | $1000.00           | $680.39            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2036-02-01      | 2.0000%  | 0.0000% | $1034.00           | $531.57            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2039-12-01      | 4.0000%  | 0.0000% | $11000.00          | $9911.11           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-11-01      | 3.5000%  | 0.0000% | $1000.00           | $650.60            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $133.34            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-01-01      | 3.0000%  | 0.0000% | $1002.00           | $500.97            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $479.70            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $559.35            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $811.54            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-09-01      | 4.0000%  | 0.0000% | $2000.00           | $1494.03           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-10-01      | 4.5000%  | 0.0000% | $2010.00           | $1567.75           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-04-01      | 3.0000%  | 0.0000% | $1560.00           | $1072.30           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $757.19            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-06-01      | 3.5000%  | 0.0000% | $8497900.00        | $6032005.23        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $805.43            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-06-01      | 3.5000%  | 0.0000% | $13344111.00       | $10588154.43       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $742.06            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-03-01      | 5.0000%  | 0.0000% | $13350.00          | $10407.20          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-07-01      | 4.5000%  | 0.0000% | $254920.00         | $184453.64         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-12-01      | 4.5000%  | 0.0000% | $32950.00          | $25809.38          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-11-01      | 4.0000%  | 0.0000% | $1010.00           | $774.14            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $779.25            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $716.96            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $767.93            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-02-01      | 6.0000%  | 0.0000% | $1040.00           | $732.51            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-02-01      | 6.5000%  | 0.0000% | $1980.00           | $1351.83           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-02-01      | 5.0000%  | 0.0000% | $5400000.00        | $4404862.34        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-03-01      | 3.5000%  | 0.0000% | $1264.00           | $992.55            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $640.10            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-08-01      | 5.5000%  | 0.0000% | $7400000.00        | $6920943.07        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-03-01      | 2.0000%  | 0.0000% | $2030.00           | $1390.91           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-09-01      | 3.5000%  | 0.0000% | $1014.00           | $766.92            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-07-01      | 3.0000%  | 0.0000% | $5091465.00        | $3925643.52        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $826.96            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-10-01      | 5.0000%  | 0.0000% | $1010.00           | $857.41            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-06-01      | 4.0000%  | 0.0000% | $1024.00           | $841.02            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $802.77            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-06-01      | 5.5000%  | 0.0000% | $45000.00          | $35673.67          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $692.08            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $775.95            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $793.95            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $840.38            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-07-01      | 5.5000%  | 0.0000% | $2432532.00        | $1973780.82        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $877.40            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $974.38            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-07-01      | 5.5000%  | 0.0000% | $1006.00           | $891.90            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $497.98            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $808.52            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-08-01      | 5.5000%  | 0.0000% | $1481493.00        | $1221809.78        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-01-01      | 7.5000%  | 0.0000% | $1008.00           | $909.33            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-12-01      | 7.0000%  | 0.0000% | $1004.00           | $599.85            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $780.35            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $899.64            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 5.5000%  | 0.0000% | $635000.00         | $491082.74         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.12           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 6.0000%  | 0.0000% | $17710.00          | $12185.21          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-08-01      | 5.5000%  | 0.0000% | $1008.00           | $1014.90           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1053.76           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 5.5000%  | 0.0000% | $272947.00         | $204027.19         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1066.36           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $840.06            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $864.26            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $888.48            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-06-01      | 5.5000%  | 0.0000% | $1016.00           | $765.25            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-06-01      | 4.5000%  | 0.0000% | $1000.00           | $931.06            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-06-01      | 6.5000%  | 0.0000% | $1006.00           | $814.10            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $708.59            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-08-01      | 5.0000%  | 0.0000% | $63161.00          | $62276.54          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-07-01      | 7.0000%  | 0.0000% | $1004.00           | $924.97            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-09-01      | 6.0000%  | 0.0000% | $1004.00           | $738.31            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-11-01      | 6.5000%  | 0.0000% | $1005.00           | $675.84            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 4.5000%  | 0.0000% | $1077680.00        | $1058666.53        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.90           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 4.0000%  | 0.0000% | $1000.00           | $954.61            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $985.90            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $760.91            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $877.87            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $931.01            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $120.02            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-06-01      | 4.0000%  | 0.0000% | $1062.00           | $88.47             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-06-01      | 4.5000%  | 0.0000% | $1020.00           | $93.90             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-06-01      | 4.0000%  | 0.0000% | $1000.00           | $103.42            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $76.88             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-06-01      | 2.0000%  | 0.0000% | $52500000.00       | $32409383.92       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-09-01      | 1.5000%  | 0.0000% | $1082720.00        | $600912.77         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-10-01      | 1.5000%  | 0.0000% | $2007.00           | $1253.16           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-11-01      | 1.5000%  | 0.0000% | $977801.00         | $563322.42         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-12-01      | 2.5000%  | 0.0000% | $16399500.00       | $10483728.09       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-08-01      | 3.0000%  | 0.0000% | $1000.00           | $109.23            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2034-10-01      | 2.5000%  | 0.0000% | $1010.00           | $138.44            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $80.97             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2039-12-01      | 3.5000%  | 0.0000% | $1000.00           | $159.47            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-07-01      | 6.0000%  | 0.0000% | $4995550.00        | $4259823.90        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $939.47            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $900.49            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $855.38            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $908.66            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-09-01      | 5.5000%  | 0.0000% | $1008.00           | $814.81            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-09-01      | 5.5000%  | 0.0000% | $7730000.00        | $6773874.45        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-12-01      | 4.0000%  | 0.0000% | $1000.00           | $434.77            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2041-12-01      | 2.0000%  | 0.0000% | $1000.00           | $623.84            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $664.32            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-02-01      | 2.5000%  | 0.0000% | $1000.00           | $534.15            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 2.5000%  | 0.0000% | $16245990.00       | $11073563.55       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-04-01      | 3.0000%  | 0.0000% | $1000.00           | $552.04            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 4.0000%  | 0.0000% | $2008.00           | $1493.64           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $751.16            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 2.0000%  | 0.0000% | $1004.00           | $689.84            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-07-01      | 4.0000%  | 0.0000% | $162480.00         | $86804.08          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $712.25            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-10-01      | 4.0000%  | 0.0000% | $5101018.00        | $3960839.46        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-11-01      | 4.5000%  | 0.0000% | $7862897.00        | $6194880.32        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-10-01      | 5.0000%  | 0.0000% | $1000.00           | $501.68            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-12-01      | 4.0000%  | 0.0000% | $1000.00           | $818.78            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-12-01      | 4.5000%  | 0.0000% | $14911900.00       | $11977843.85       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $784.93            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-01-01      | 5.5000%  | 0.0000% | $1883570.00        | $1345180.01        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-11-01      | 2.5000%  | 0.0000% | $538931.00         | $385225.80         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-03-01      | 5.5000%  | 0.0000% | $4483200.00        | $3256849.10        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-02-01      | 4.5000%  | 0.0000% | $12000.00          | $9706.84           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-02-01      | 5.0000%  | 0.0000% | $28430.00          | $22087.24          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-02-01      | 5.5000%  | 0.0000% | $1024.00           | $728.14            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-01-01      | 3.0000%  | 0.0000% | $1000.00           | $786.31            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $794.09            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-03-01      | 5.0000%  | 0.0000% | $15000.00          | $10266.89          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 4.5000%  | 0.0000% | $105020.00         | $86249.18          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-07-01      | 5.5000%  | 0.0000% | $2905394.00        | $2238336.35        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-07-01      | 4.0000%  | 0.0000% | $1011.00           | $835.92            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 4.0000%  | 0.0000% | $1047000.00        | $876339.80         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-08-01      | 4.0000%  | 0.0000% | $1000.00           | $838.79            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-09-01      | 2.5000%  | 0.0000% | $1008.00           | $679.05            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $673.38            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-03-01      | 6.0000%  | 0.0000% | $1006.00           | $503.98            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-09-01      | 2.0000%  | 0.0000% | $1969.00           | $1132.45           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-09-01      | 2.0000%  | 0.0000% | $1000.00           | $466.95            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-10-01      | 5.0000%  | 0.0000% | $1001.00           | $572.16            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $942.32            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $861.94            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 5.5000%  | 0.0000% | $7643568.00        | $4982623.99        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-12-01      | 3.0000%  | 0.0000% | $1008.00           | $769.00            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-11-01      | 2.0000%  | 0.0000% | $1009.00           | $603.93            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-10-01      | 3.0000%  | 0.0000% | $34000.00          | $23017.16          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-01-01      | 1.5000%  | 0.0000% | $10518308.00       | $6876323.19        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $756.08            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $633.72            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $956.23            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-07-01      | 6.0000%  | 0.0000% | $1009.00           | $724.53            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-09-01      | 5.5000%  | 0.0000% | $1001.00           | $924.97            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-10-01      | 5.5000%  | 0.0000% | $1005.00           | $960.44            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-02-01      | 7.5000%  | 0.0000% | $1000.00           | $641.97            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-02-01      | 4.0000%  | 0.0000% | $1001.00           | $877.61            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-12-01      | 2.0000%  | 0.0000% | $400000.00         | $198395.05         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $629.05            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1016.14           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1012.81           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.0000%  | 0.0000% | $3214700.00        | $3249891.68        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1014.48           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 4.5000%  | 0.0000% | $2001.00           | $1981.86           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 4.5000%  | 0.0000% | $3581841.00        | $3552949.36        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 4.0000%  | 0.0000% | $7995910.00        | $7778032.69        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1009.76           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 4.5000%  | 0.0000% | $1001.00           | $991.21            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 4.5000%  | 0.0000% | $1000.00           | $990.87            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 4.5000%  | 0.0000% | $1000.00           | $991.15            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2041-02-01      | 5.5000%  | 0.0000% | $1058308.00        | $1092265.21        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 4.5000%  | 0.0000% | $1000.00           | $991.39            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-09-01      | 4.0000%  | 0.0000% | $1000.00           | $594.83            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-10-01      | 2.0000%  | 0.0000% | $3916000.00        | $2719518.91        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-02-01      | 2.5000%  | 0.0000% | $14940000.00       | $10718040.74       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 3.0000%  | 0.0000% | $299000.00         | $216545.00         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $723.17            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $869.69            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $819.12            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-12-01      | 5.0000%  | 0.0000% | $411000.00         | $397518.18         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-12-01      | 4.0000%  | 0.0000% | $1014.00           | $966.86            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-12-01      | 4.0000%  | 0.0000% | $1000.00           | $842.54            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-12-01      | 4.5000%  | 0.0000% | $1070544.00        | $1028549.89        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $990.51            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $889.63            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-01-01      | 4.0000%  | 0.0000% | $1008.00           | $922.07            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-12-01      | 4.0000%  | 0.0000% | $3521531.00        | $3037103.70        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-02-01      | 3.5000%  | 0.0000% | $2003.00           | $1856.39           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $860.64            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-03-01      | 3.5000%  | 0.0000% | $1999.00           | $1855.25           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-03-01      | 4.0000%  | 0.0000% | $3313265.00        | $3165490.37        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-03-01      | 4.0000%  | 0.0000% | $1000.00           | $960.34            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $956.52            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-03-01      | 4.0000%  | 0.0000% | $1007.00           | $965.78            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-04-01      | 6.0000%  | 0.0000% | $1005.00           | $336.25            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $851.70            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2034-06-01      | 4.0000%  | 0.0000% | $1000.00           | $111.40            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $554.87            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-11-01      | 2.0000%  | 0.0000% | $2000.00           | $1264.19           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $461.63            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $541.05            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-08-01      | 4.0000%  | 0.0000% | $1005.00           | $969.08            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $907.09            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $889.46            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $691.63            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-12-01      | 6.5000%  | 0.0000% | $1025.00           | $848.97            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-01-01      | 6.5000%  | 0.0000% | $1034.00           | $857.11            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-05-01      | 5.0000%  | 0.0000% | $499000.00         | $450254.02         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $784.51            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-07-01      | 7.5000%  | 0.0000% | $13149310.00       | $9218100.60        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-03-01      | 4.0000%  | 0.0000% | $1024.00           | $958.15            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-04-01      | 4.0000%  | 0.0000% | $7078442.00        | $6716281.21        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-06-01      | 4.0000%  | 0.0000% | $1024.00           | $959.83            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-06-01      | 5.0000%  | 0.0000% | $54936.00          | $53165.47          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-06-01      | 3.5000%  | 0.0000% | $1024.00           | $942.11            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-10-01      | 6.0000%  | 0.0000% | $12106000.00       | $11524686.87       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-11-01      | 4.0000%  | 0.0000% | $1024.00           | $985.79            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-07-01      | 3.5000%  | 0.0000% | $17978834.00       | $16320909.90       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-08-01      | 4.0000%  | 0.0000% | $153085344.00      | $145927793.50      | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $943.69            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-08-01      | 3.5000%  | 0.0000% | $1026.00           | $952.99            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-09-01      | 4.0000%  | 0.0000% | $1032.00           | $983.93            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-09-01      | 4.5000%  | 0.0000% | $5005000.00        | $4828366.62        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $824.14            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $822.15            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-06-01      | 5.5000%  | 0.0000% | $1063.00           | $809.72            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $679.74            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-07-01      | 5.0000%  | 0.0000% | $5852229.00        | $4857771.47        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-07-01      | 5.5000%  | 0.0000% | $9098230.00        | $7164383.33        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $793.42            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $849.64            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-11-01      | 4.5000%  | 0.0000% | $1013.00           | $880.44            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $508.83            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $829.61            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-02-01      | 4.0000%  | 0.0000% | $2000.00           | $1816.18           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-11-01      | 4.0000%  | 0.0000% | $2013.00           | $1748.56           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-12-01      | 4.0000%  | 0.0000% | $10500000.00       | $9015654.76        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2037-07-01      | 5.5000%  | 0.0000% | $1000.00           | $38.66             | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2043-08-01      | 2.5000%  | 0.0000% | $1000.00           | $215.11            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2046-01-01      | 4.0000%  | 0.0000% | $1000.00           | $95.34             | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2046-05-01      | 3.5000%  | 0.0000% | $1000.00           | $213.03            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-03-01      | 4.0000%  | 0.0000% | $1013.00           | $101.43            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $837.78            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1710.42           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-10-01      | 2.5000%  | 0.0000% | $1010.00           | $758.73            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-01-01      | 6.5000%  | 0.0000% | $100553.00         | $71014.68          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-02-01      | 6.0000%  | 0.0000% | $6866310.00        | $5600994.14        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $739.34            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-07-01      | 3.0000%  | 0.0000% | $10529624.00       | $8473247.41        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-02-01      | 6.0000%  | 0.0000% | $14348990.00       | $9047959.53        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $896.97            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-01-01      | 2.0000%  | 0.0000% | $1000.00           | $749.22            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-05-01      | 5.0000%  | 0.0000% | $1000.00           | $853.74            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-09-01      | 4.5000%  | 0.0000% | $1000.00           | $117.23            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $148.74            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $195.13            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-12-01      | 3.0000%  | 0.0000% | $272994.00         | $68178.35          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-06-01      | 3.0000%  | 0.0000% | $1004.00           | $135.24            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-03-01      | 2.5000%  | 0.0000% | $1000.00           | $191.09            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-03-01      | 3.0000%  | 0.0000% | $1000.00           | $152.34            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-07-01      | 3.5000%  | 0.0000% | $1033.00           | $106.45            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $46.37             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-05-01      | 3.5000%  | 0.0000% | $1000.00           | $93.01             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-03-01      | 6.0000%  | 0.0000% | $1024.00           | $16.58             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-09-01      | 8.0000%  | 0.0000% | $1447.00           | $6.45              | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $644.27            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-04-01      | 4.0000%  | 0.0000% | $1000.00           | $855.49            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-04-01      | 5.0000%  | 0.0000% | $1507.00           | $1177.47           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $637.28            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-05-01      | 4.0000%  | 0.0000% | $2406.00           | $1936.09           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $770.14            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-06-01      | 4.0000%  | 0.0000% | $1000.00           | $893.76            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $858.28            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $877.13            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-07-01      | 3.0000%  | 0.0000% | $1027.00           | $803.76            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-07-01      | 4.5000%  | 0.0000% | $1940.00           | $1559.05           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $829.61            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $936.25            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-07-01      | 5.5000%  | 0.0000% | $90283.00          | $69242.25          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-08-01      | 6.0000%  | 0.0000% | $1004.00           | $831.54            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-08-01      | 4.0000%  | 0.0000% | $1000.00           | $807.22            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-08-01      | 6.0000%  | 0.0000% | $1008.00           | $518.93            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-09-01      | 6.0000%  | 0.0000% | $1007.00           | $569.82            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $626.72            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-01-01      | 6.5000%  | 0.0000% | $1036.00           | $706.74            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-08-01      | 4.0000%  | 0.0000% | $1000.00           | $941.40            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-09-01      | 6.0000%  | 0.0000% | $1002.00           | $924.37            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-09-01      | 6.0000%  | 0.0000% | $1004.00           | $821.36            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-10-01      | 4.0000%  | 0.0000% | $3108007.00        | $2933366.47        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-10-01      | 4.0000%  | 0.0000% | $1012.00           | $955.49            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-11-01      | 4.0000%  | 0.0000% | $1000.00           | $918.66            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $885.23            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-11-01      | 4.0000%  | 0.0000% | $1007.00           | $955.24            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $627.58            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $659.80            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $815.61            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $866.37            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.68           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $290.19            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-10-01      | 3.0000%  | 0.0000% | $1022.00           | $86.98             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-10-01      | 4.0000%  | 0.0000% | $1000.00           | $171.10            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-11-01      | 3.5000%  | 0.0000% | $1833202.00        | $243069.87         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $211.50            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-12-01      | 4.0000%  | 0.0000% | $1000.00           | $113.82            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-03-01      | 2.5000%  | 0.0000% | $1000.00           | $223.21            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-06-01      | 4.5000%  | 0.0000% | $1003.00           | $256.53            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-09-01      | 4.0000%  | 0.0000% | $1095.00           | $83.74             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $211.43            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $122.71            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2039-01-01      | 4.5000%  | 0.0000% | $96422.00          | $21476.35          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $774.39            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 2.5000%  | 0.0000% | $6911000.00        | $5463030.47        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-12-01      | 1.5000%  | 0.0000% | $1000.00           | $559.78            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-02-01      | 2.0000%  | 0.0000% | $1014.00           | $565.07            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-02-01      | 1.0000%  | 0.0000% | $10000000.00       | $4957366.57        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-04-01      | 2.0000%  | 0.0000% | $17120506.00       | $8279806.09        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $567.27            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-05-01      | 2.5000%  | 0.0000% | $13136980.00       | $5985999.35        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $595.22            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-06-01      | 2.0000%  | 0.0000% | $2000.00           | $1026.10           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-06-01      | 1.5000%  | 0.0000% | $1000.00           | $523.51            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-02-01      | 4.0000%  | 0.0000% | $1000.00           | $883.44            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-03-01      | 7.5000%  | 0.0000% | $35657428.00       | $15886502.13       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-05-01      | 6.5000%  | 0.0000% | $1500.00           | $828.02            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-05-01      | 4.0000%  | 0.0000% | $1002.00           | $873.70            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2034-05-01      | 5.0000%  | 0.0000% | $1000.00           | $534.57            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-06-01      | 4.5000%  | 0.0000% | $1000.00           | $916.77            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.5000%  | 0.0000% | $1160798.00        | $1199075.90        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 6.0000%  | 0.0000% | $1132533.00        | $1186929.80        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 4.0000%  | 0.0000% | $2006.00           | $1949.19           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.37           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 4.5000%  | 0.0000% | $5022888.00        | $4972938.39        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 4.5000%  | 0.0000% | $1001.00           | $990.91            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 4.5000%  | 0.0000% | $12814806.00       | $12724739.29       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $990.00            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $989.54            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $991.25            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.0000%  | 0.0000% | $1109.00           | $1123.89           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.0000%  | 0.0000% | $4768303.00        | $4821813.57        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 4.5000%  | 0.0000% | $3967231.00        | $3927684.84        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $990.08            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 4.0000%  | 0.0000% | $5170113.00        | $5026368.22        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-05-01      | 3.0000%  | 0.0000% | $1127159.00        | $233119.42         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-06-01      | 3.0000%  | 0.0000% | $1407.00           | $373.45            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2030-08-01      | 2.5000%  | 0.0000% | $1000.00           | $194.91            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2030-07-01      | 3.0000%  | 0.0000% | $1000.00           | $181.28            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-12-01      | 2.5000%  | 0.0000% | $1000.00           | $419.19            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-12-01      | 2.0000%  | 0.0000% | $86000.00          | $43364.51          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2029-06-01      | 2.0000%  | 0.0000% | $1000.00           | $65.48             | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2031-10-01      | 2.5000%  | 0.0000% | $170000.00         | $20922.81          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2049-06-01      | 3.0000%  | 0.0000% | $1000.00           | $100.72            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2035-07-01      | 5.0000%  | 0.0000% | $1000.00           | $8.59              | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2045-09-01      | 3.5000%  | 0.0000% | $1000.00           | $91.61             | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2030-07-01      | 3.0000%  | 0.0000% | $1000.00           | $88.43             | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2032-03-01      | 3.0000%  | 0.0000% | $1000.00           | $161.42            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2032-03-01      | 3.0000%  | 0.0000% | $1000.00           | $125.02            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2033-01-01      | 3.5000%  | 0.0000% | $1000.00           | $147.61            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2027-09-01      | 2.5000%  | 0.0000% | $1000.00           | $20.89             | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2028-07-01      | 2.0000%  | 0.0000% | $1000.00           | $46.69             | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2031-10-01      | 2.5000%  | 0.0000% | $1000.00           | $121.22            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2034-12-01      | 6.5000%  | 0.0000% | $1000.00           | $12.54             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-11-01      | 6.5000%  | 0.0000% | $12596987.00       | $68812.81          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $823.92            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $981.41            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-10-01      | 6.5000%  | 0.0000% | $75251.00          | $26819.64          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 5.5000%  | 0.0000% | $1994.00           | $1375.43           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-10-01      | 6.0000%  | 0.0000% | $2620000.00        | $1474573.95        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2053-09-01      | 6.5000%  | 0.0000% | $8207056.00        | $4444945.51        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2046-06-01      | 3.0000%  | 0.0000% | $1008.00           | $147.20            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $101.28            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $177.86            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2047-12-01      | 3.0000%  | 0.0000% | $41000.00          | $6072.51           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2032-09-01      | 3.5000%  | 0.0000% | $700989.00         | $81886.32          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2042-08-01      | 3.0000%  | 0.0000% | $1000.00           | $125.97            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2029-01-01      | 2.5000%  | 0.0000% | $1000.00           | $70.97             | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2041-01-01      | 5.5000%  | 0.0000% | $1158818.00        | $1173654.93        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2041-01-01      | 5.5000%  | 0.0000% | $1135601.00        | $1163347.91        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2041-01-01      | 5.5000%  | 0.0000% | $1506760.00        | $1544165.35        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2041-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.79           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2041-01-01      | 4.5000%  | 0.0000% | $1141502.00        | $1145486.53        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2041-03-01      | 5.0000%  | 0.0000% | $5522166.00        | $5631974.88        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-04-01      | 6.5000%  | 0.0000% | $1000.00           | $4.79              | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-12-01      | 4.0000%  | 0.0000% | $5070709.00        | $154879.17         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2041-01-01      | 4.5000%  | 0.0000% | $5997999.00        | $171549.42         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2041-11-01      | 4.0000%  | 0.0000% | $169409.00         | $21139.18          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-03-01      | 3.2500%  | 0.0000% | $1000.00           | $49.83             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2041-04-01      | 4.5000%  | 0.0000% | $1136.00           | $52.79             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-06-01      | 3.5000%  | 0.0000% | $1000.00           | $96.67             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2027-09-01      | 4.0000%  | 0.0000% | $1000.00           | $10.19             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-11-01      | 6.0000%  | 0.0000% | $1015.00           | $74.99             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2028-10-01      | 4.0000%  | 0.0000% | $1000.00           | $29.78             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2028-10-01      | 4.0000%  | 0.0000% | $1000.00           | $11.66             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-05-01      | 4.5000%  | 0.0000% | $210872.00         | $24833.62          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-03-01      | 3.5000%  | 0.0000% | $1000.00           | $154.02            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2029-12-01      | 3.5000%  | 0.0000% | $2117.00           | $97.22             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-12-01      | 3.0000%  | 0.0000% | $342655.00         | $88386.83          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2044-05-01      | 5.5000%  | 0.0000% | $1000.00           | $167.20            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-11-01      | 3.5000%  | 0.0000% | $1076.00           | $36.78             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-01-01      | 4.0000%  | 0.0000% | $5794691.00        | $5355924.15        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-02-01      | 4.0000%  | 0.0000% | $1016.00           | $936.98            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-03-01      | 4.0000%  | 0.0000% | $1000.00           | $914.86            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-05-01      | 4.0000%  | 0.0000% | $1024.00           | $965.93            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-12-01      | 3.0000%  | 0.0000% | $1006.00           | $177.23            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-04-01      | 3.5000%  | 0.0000% | $1028.00           | $160.96            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-03-01      | 3.5000%  | 0.0000% | $1008.00           | $151.55            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-08-01      | 3.0000%  | 0.0000% | $1000.00           | $213.54            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-02-01      | 3.0000%  | 0.0000% | $500000.00         | $54023.43          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-01-01      | 3.0000%  | 0.0000% | $1000.00           | $90.77             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-07-01      | 4.0000%  | 0.0000% | $1000.00           | $210.74            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-07-01      | 3.5000%  | 0.0000% | $1040.00           | $230.22            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-09-01      | 3.5000%  | 0.0000% | $1000.00           | $95.42             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-02-01      | 3.5000%  | 0.0000% | $1005.00           | $223.06            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-10-01      | 4.0000%  | 0.0000% | $1024.00           | $796.06            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 6.0000%  | 0.0000% | $1000.00           | $571.17            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $757.59            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $915.16            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-07-01      | 4.0000%  | 0.0000% | $387801.00         | $329641.81         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $769.63            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-01-01      | 5.5000%  | 0.0000% | $1007.00           | $557.27            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1011.48           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-10-01      | 6.0000%  | 0.0000% | $10884721.00       | $11082868.02       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-01-01      | 5.5000%  | 0.0000% | $1004.00           | $873.92            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-01-01      | 6.5000%  | 0.0000% | $1008.00           | $906.84            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-01-01      | 7.0000%  | 0.0000% | $1001.00           | $434.34            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-03-01      | 5.0000%  | 0.0000% | $1003.00           | $760.66            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-03-01      | 6.0000%  | 0.0000% | $1006.00           | $668.38            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-04-01      | 5.0000%  | 0.0000% | $1702330.00        | $1184899.02        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2056-01-01      | 4.5000%  | 0.0000% | $5696370.00        | $5631096.85        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.0000%  | 0.0000% | $2636213.00        | $2672339.89        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 6.0000%  | 0.0000% | $1602132.00        | $1660492.32        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 4.5000%  | 0.0000% | $3929118.00        | $3891357.91        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 4.5000%  | 0.0000% | $3300359.00        | $3267285.54        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 5.5000%  | 0.0000% | $5151728.00        | $5301912.22        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1048.71           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.98           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 5.5000%  | 0.0000% | $5735024.00        | $5921624.26        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.92           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.0000%  | 0.0000% | $2627116.00        | $2660994.08        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 6.0000%  | 0.0000% | $2081832.00        | $2178079.15        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1020.25           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 4.5000%  | 0.0000% | $5563564.00        | $5511478.12        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 4.5000%  | 0.0000% | $10880300.00       | $10771131.87       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1014.13           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1032.45           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1032.19           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 5.5000%  | 0.0000% | $1123540.00        | $1158947.02        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.0000%  | 0.0000% | $5907667.00        | $6009661.84        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 4.5000%  | 0.0000% | $1000.00           | $990.69            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 6.5000%  | 0.0000% | $2568548.00        | $2722312.72        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 4.0000%  | 0.0000% | $19266438.00       | $18725241.31       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 4.0000%  | 0.0000% | $2790129.00        | $2712386.17        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.0000%  | 0.0000% | $4268239.00        | $4226170.05        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 6.0000%  | 0.0000% | $2556392.00        | $2685517.76        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 6.0000%  | 0.0000% | $3566893.00        | $3733765.80        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 6.0000%  | 0.0000% | $3906505.00        | $4103426.85        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.5000%  | 0.0000% | $7576151.00        | $7774972.98        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 6.5000%  | 0.0000% | $2930643.00        | $2830007.04        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 6.0000%  | 0.0000% | $2758611.00        | $2907200.65        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1037.16           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 5.5000%  | 0.0000% | $2770975.00        | $2846595.52        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 5.0000%  | 0.0000% | $3837784.00        | $3900708.73        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 4.5000%  | 0.0000% | $1000.00           | $991.15            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 4.5000%  | 0.0000% | $485848.00         | $481549.70         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 4.5000%  | 0.0000% | $3684556.00        | $3651958.73        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 4.0000%  | 0.0000% | $2856328.00        | $2780989.18        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-03-01      | 5.5000%  | 0.0000% | $8006707.00        | $8228510.57        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1032.48           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-03-01      | 5.5000%  | 0.0000% | $1500.00           | $1545.98           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 5.0000%  | 0.0000% | $8377722.00        | $8529786.96        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1018.89           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1032.24           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 5.5000%  | 0.0000% | $1297750.00        | $1334057.44        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1015.20           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 4.0000%  | 0.0000% | $2919391.00        | $2842388.82        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1015.20           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-03-01      | 5.5000%  | 0.0000% | $5304115.00        | $5466862.34        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-03-01      | 5.5000%  | 0.0000% | $5471588.00        | $5629433.59        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.5000%  | 0.0000% | $15850362.00       | $16326034.88       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $1016.58           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1031.14           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-03-01      | 5.5000%  | 0.0000% | $3823238.00        | $3930610.66        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.93           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 5.5000%  | 0.0000% | $3172377.00        | $3273110.19        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1032.24           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2028-04-01      | 2.5000%  | 0.0000% | $1100.00           | $23.85             | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2028-05-01      | 2.5000%  | 0.0000% | $1000.00           | $27.66             | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2028-09-01      | 2.5000%  | 0.0000% | $1000.00           | $87.19             | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2035-07-01      | 5.5000%  | 0.0000% | $1000.00           | $20.87             | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2035-10-01      | 5.5000%  | 0.0000% | $1040.00           | $3.74              | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-08-01      | 5.0000%  | 0.0000% | $1000.00           | $36.48             | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-09-01      | 4.0000%  | 0.0000% | $1000.00           | $39.61             | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2027-10-01      | 2.5000%  | 0.0000% | $1100.00           | $21.02             | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2028-11-01      | 3.5000%  | 0.0000% | $1008.00           | $25.57             | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2029-02-01      | 3.5000%  | 0.0000% | $1008.00           | $56.59             | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2029-08-01      | 3.5000%  | 0.0000% | $1000.00           | $37.97             | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2048-03-01      | 3.5000%  | 0.0000% | $45000.00          | $13410.76          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2048-06-01      | 3.5000%  | 0.0000% | $1980.00           | $384.96            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2033-01-01      | 2.5000%  | 0.0000% | $2999999.00        | $318878.40         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2030-05-01      | 2.5000%  | 0.0000% | $1800.00           | $159.51            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2030-03-01      | 2.5000%  | 0.0000% | $1000.00           | $79.64             | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2030-09-01      | 2.5000%  | 0.0000% | $1000.00           | $101.66            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2043-04-01      | 3.0000%  | 0.0000% | $1000.00           | $201.91            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2030-09-01      | 2.5000%  | 0.0000% | $1000.00           | $94.31             | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2032-08-01      | 6.5000%  | 0.0000% | $5664.00           | $14.23             | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $592.49            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $516.47            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-06-01      | 3.5000%  | 0.0000% | $545000.00         | $127659.49         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-08-01      | 2.5000%  | 0.0000% | $7099990.00        | $3394527.67        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-08-01      | 2.0000%  | 0.0000% | $314980.00         | $150214.62         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-10-01      | 4.0000%  | 0.0000% | $1000.00           | $968.86            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 4.0000%  | 0.0000% | $1014.00           | $983.67            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 4.0000%  | 0.0000% | $2653214.00        | $2574997.81        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2045-12-01      | 4.5000%  | 0.0000% | $1000.00           | $997.20            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.26           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 4.0000%  | 0.0000% | $5184007.00        | $5047273.06        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 4.0000%  | 0.0000% | $3156031.00        | $3072787.18        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.21           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-07-01      | 4.0000%  | 0.0000% | $6780987.00        | $6543696.79        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-09-01      | 5.5000%  | 0.0000% | $51120.00          | $47709.78          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-08-01      | 6.5000%  | 0.0000% | $12252658.00       | $12515669.11       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.22           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-11-01      | 6.5000%  | 0.0000% | $1042.00           | $1112.23           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-08-01      | 4.0000%  | 0.0000% | $4960632.00        | $4793706.46        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-08-01      | 4.5000%  | 0.0000% | $224091.00         | $214303.90         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-08-01      | 6.0000%  | 0.0000% | $1007.00           | $888.02            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.75           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-07-01      | 6.0000%  | 0.0000% | $1002.00           | $906.44            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $795.73            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-09-01      | 5.5000%  | 0.0000% | $3572218.00        | $3140501.30        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-12-01      | 4.0000%  | 0.0000% | $2006.00           | $1948.23           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 4.5000%  | 0.0000% | $4295222.00        | $4181830.30        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-08-01      | 5.0000%  | 0.0000% | $7970.00           | $7951.32           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-08-01      | 6.0000%  | 0.0000% | $88944.00          | $92342.98          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1883.00           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-09-01      | 5.5000%  | 0.0000% | $1000.00           | $193.73            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-08-01      | 5.5000%  | 0.0000% | $1008.00           | $1005.51           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 5.5000%  | 0.0000% | $389292.00         | $397142.15         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $990.64            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-09-01      | 5.0000%  | 0.0000% | $525367.00         | $531646.36         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $912.64            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-10-01      | 6.0000%  | 0.0000% | $12150702.00       | $12038062.75       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $781.77            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $988.40            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-09-01      | 6.0000%  | 0.0000% | $1013.00           | $1001.19           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-08-01      | 4.5000%  | 0.0000% | $1000.00           | $821.02            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-09-01      | 4.0000%  | 0.0000% | $1018.00           | $984.93            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-09-01      | 3.5000%  | 0.0000% | $1018.00           | $880.27            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 3.5000%  | 0.0000% | $1024.00           | $913.72            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 5.5000%  | 0.0000% | $7303877.00        | $6108842.37        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $919.86            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 5.5000%  | 0.0000% | $1131640.00        | $973985.43         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $783.10            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $635.75            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2028-07-01      | 2.5000%  | 0.0000% | $1000.00           | $36.03             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-08-01      | 4.0000%  | 0.0000% | $3127064.00        | $3026811.76        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 4.0000%  | 0.0000% | $1004.00           | $956.24            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 4.0000%  | 0.0000% | $9550714.00        | $9262511.88        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-10-01      | 4.0000%  | 0.0000% | $4009420.00        | $3884407.73        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-09-01      | 4.0000%  | 0.0000% | $5358169.00        | $5189639.27        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-10-01      | 4.0000%  | 0.0000% | $1008.00           | $976.06            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $770.52            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $745.03            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $731.32            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $678.42            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 4.0000%  | 0.0000% | $1012.00           | $977.58            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.72           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-09-01      | 4.5000%  | 0.0000% | $1001.00           | $891.01            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-09-01      | 3.5000%  | 0.0000% | $2676.00           | $2495.49           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-08-01      | 6.0000%  | 0.0000% | $8056266.00        | $8286465.85        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-07-01      | 4.0000%  | 0.0000% | $1000.00           | $967.22            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-08-01      | 4.0000%  | 0.0000% | $1034.00           | $979.68            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-08-01      | 4.5000%  | 0.0000% | $1000.00           | $986.05            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-08-01      | 3.5000%  | 0.0000% | $1000.00           | $937.32            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1011.44           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 4.0000%  | 0.0000% | $2904047.00        | $2818688.06        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-09-01      | 4.0000%  | 0.0000% | $3944310.00        | $3825383.16        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $901.47            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 4.0000%  | 0.0000% | $4826445.00        | $4686402.21        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 6.0000%  | 0.0000% | $5225298.00        | $5401146.52        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-11-01      | 5.5000%  | 0.0000% | $1418593.00        | $1411289.55        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.5000%  | 0.0000% | $6049378.00        | $6213537.90        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.23           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 3.5000%  | 0.0000% | $1015.00           | $782.97            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1568.18           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 2.5000%  | 0.0000% | $3002.00           | $2090.10           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $650.05            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $839.80            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 3.5000%  | 0.0000% | $2336724.00        | $1832603.19        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1755.82           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $636.39            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 3.5000%  | 0.0000% | $1003.00           | $750.26            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $745.37            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $624.26            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 3.5000%  | 0.0000% | $2003.00           | $1760.41           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-05-01      | 2.5000%  | 0.0000% | $6227996.00        | $4256826.30        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 4.5000%  | 0.0000% | $1006.00           | $942.88            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $774.31            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 4.5000%  | 0.0000% | $1000.00           | $668.20            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 5.0000%  | 0.0000% | $1025.00           | $828.30            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1760.51           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 4.0000%  | 0.0000% | $1002.00           | $974.36            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2056-01-01      | 5.0000%  | 0.0000% | $17900.00          | $18010.76          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 4.0000%  | 0.0000% | $1000.00           | $972.16            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2041-01-01      | 4.5000%  | 0.0000% | $1003.00           | $970.44            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.51           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1040.92           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1020.74           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $995.79            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $881.21            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $851.56            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-01-01      | 4.0000%  | 0.0000% | $3389465.00        | $2794555.38        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-07-01      | 3.0000%  | 0.0000% | $1000.00           | $836.63            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2039-09-01      | 6.0000%  | 0.0000% | $884538.00         | $701441.03         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 3.5000%  | 0.0000% | $1015.00           | $847.69            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-12-01      | 3.5000%  | 0.0000% | $5471255.00        | $4543487.74        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-08-01      | 1.5000%  | 0.0000% | $2499000.00        | $1843803.07        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-08-01      | 2.0000%  | 0.0000% | $1032.00           | $793.38            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-07-01      | 5.5000%  | 0.0000% | $6040000.00        | $5345707.60        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-06-01      | 6.0000%  | 0.0000% | $4722010.00        | $4051861.28        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 4.5000%  | 0.0000% | $2400000.00        | $2068899.95        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $801.41            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-02-01      | 6.5000%  | 0.0000% | $1217000.00        | $904894.20         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-03-01      | 5.0000%  | 0.0000% | $7654150.00        | $7412259.23        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 6.5000%  | 0.0000% | $1025.00           | $924.77            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-07-01      | 6.0000%  | 0.0000% | $41189784.00       | $41244497.80       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $968.49            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.19           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-10-01      | 6.0000%  | 0.0000% | $27861836.00       | $27596379.64       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-10-01      | 5.5000%  | 0.0000% | $1150437.00        | $1166817.66        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.77           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-11-01      | 6.0000%  | 0.0000% | $6072588.00        | $6237015.88        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 4.5000%  | 0.0000% | $5859046.00        | $5791613.77        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-11-01      | 6.0000%  | 0.0000% | $1024.00           | $1059.63           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.0000%  | 0.0000% | $1025.00           | $1049.10           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 4.5000%  | 0.0000% | $8548305.00        | $8464775.58        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 4.5000%  | 0.0000% | $1024.00           | $1018.63           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 4.5000%  | 0.0000% | $4470877.00        | $4427349.84        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1032.58           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1034.46           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 5.0000%  | 0.0000% | $1025.00           | $1033.35           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-02-01      | 6.0000%  | 0.0000% | $7531700.00        | $5580946.59        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-06-01      | 6.5000%  | 0.0000% | $1532613.00        | $16957.49          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-12-01      | 6.5000%  | 0.0000% | $2000.00           | $13.19             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2028-12-01      | 6.5000%  | 0.0000% | $1000.00           | $8.02              | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-07-01      | 5.0000%  | 0.0000% | $1000.00           | $15.28             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-11-01      | 5.5000%  | 0.0000% | $1293560.00        | $8726.77           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-02-01      | 4.0000%  | 0.0000% | $1001.00           | $102.12            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2029-12-01      | 4.0000%  | 0.0000% | $1000.00           | $42.54             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2030-09-01      | 3.0000%  | 0.0000% | $1000.00           | $77.58             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-08-01      | 6.5000%  | 0.0000% | $1003532.00        | $17262.30          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-02-01      | 5.0000%  | 0.0000% | $873726.00         | $14677.70          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-08-01      | 4.5000%  | 0.0000% | $5686201.00        | $415936.99         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-10-01      | 4.0000%  | 0.0000% | $7983572.00        | $7677412.66        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 3.5000%  | 0.0000% | $1050.00           | $988.09            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2056-02-01      | 4.0000%  | 0.0000% | $1024.00           | $994.76            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1054.40           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-03-01      | 5.0000%  | 0.0000% | $1066.00           | $1081.54           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $1016.67           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-03-01      | 5.0000%  | 0.0000% | $1002.00           | $1019.82           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.70           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-03-01      | 5.0000%  | 0.0000% | $6907380.00        | $7018879.69        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.5000%  | 0.0000% | $7056273.00        | $7290034.78        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $498.07            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $969.04            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $622.37            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1715.76           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 6.5000%  | 0.0000% | $1008.00           | $700.00            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $705.81            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2039-01-01      | 6.5000%  | 0.0000% | $1005.00           | $374.28            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-04-01      | 5.5000%  | 0.0000% | $1012.00           | $832.47            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-06-01      | 6.0000%  | 0.0000% | $995406.00         | $863161.67         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1063.31           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-06-01      | 6.0000%  | 0.0000% | $1008.00           | $861.37            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-06-01      | 6.5000%  | 0.0000% | $1024.00           | $976.43            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-06-01      | 7.5000%  | 0.0000% | $1006.00           | $774.43            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-07-01      | 6.0000%  | 0.0000% | $3999.00           | $3445.44           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2037-05-01      | 3.5000%  | 0.0000% | $1000.00           | $691.46            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2037-10-01      | 4.5000%  | 0.0000% | $1000.00           | $625.28            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-04-01      | 4.5000%  | 0.0000% | $32967.00          | $26633.31          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-01-01      | 6.0000%  | 0.0000% | $1000.00           | $753.82            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-02-01      | 6.0000%  | 0.0000% | $1000.00           | $765.23            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-06-01      | 6.0000%  | 0.0000% | $1000.00           | $933.94            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-07-01      | 5.5000%  | 0.0000% | $1993.00           | $1650.19           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-08-01      | 6.0000%  | 0.0000% | $1007.00           | $885.27            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-10-01      | 5.5000%  | 0.0000% | $5115170.00        | $5152182.12        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2041-02-01      | 5.0000%  | 0.0000% | $3861680.00        | $3939601.41        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2049-12-01      | 3.0000%  | 0.0000% | $2048.00           | $800.33            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-03-01      | 6.5000%  | 0.0000% | $1035.00           | $689.31            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $721.62            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $751.77            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $2016.00           | $1438.00           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $723.33            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-12-01      | 2.0000%  | 0.0000% | $1001.00           | $609.21            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $658.52            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-06-01      | 4.5000%  | 0.0000% | $1009.00           | $996.37            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $630.31            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.0000%  | 0.0000% | $31173.00          | $22474.07          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 4.0000%  | 0.0000% | $2000.00           | $1920.26           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-04-01      | 4.0000%  | 0.0000% | $1000.00           | $961.31            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 7.5000%  | 0.0000% | $1000.00           | $1068.54           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-02-01      | 2.5000%  | 0.0000% | $5158340.00        | $3308268.09        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-08-01      | 3.5000%  | 0.0000% | $5894051.00        | $4741445.71        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-08-01      | 4.0000%  | 0.0000% | $1024.00           | $770.76            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-08-01      | 4.0000%  | 0.0000% | $2975.00           | $2562.75           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $798.15            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-11-01      | 5.0000%  | 0.0000% | $3815623.00        | $3104002.40        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $213.69            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-11-01      | 3.5000%  | 0.0000% | $1000.00           | $267.75            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2034-03-01      | 4.0000%  | 0.0000% | $1000.00           | $220.09            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2034-06-01      | 3.5000%  | 0.0000% | $1000.00           | $115.71            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2035-04-01      | 2.5000%  | 0.0000% | $1000.00           | $364.98            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2036-01-01      | 3.0000%  | 0.0000% | $1000.00           | $359.75            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2037-03-01      | 2.5000%  | 0.0000% | $1000.00           | $561.57            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-10-01      | 3.0000%  | 0.0000% | $1000.00           | $921.46            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2037-03-01      | 2.5000%  | 0.0000% | $1000.00           | $936.00            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2033-07-01      | 3.0000%  | 0.0000% | $1000.00           | $534.07            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2038-07-01      | 3.0000%  | 0.0000% | $872155.00         | $630162.85         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2039-05-01      | 6.0000%  | 0.0000% | $1000.00           | $637.05            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2039-07-01      | 6.0000%  | 0.0000% | $1000.00           | $715.02            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2038-01-01      | 2.5000%  | 0.0000% | $1000.00           | $838.61            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2037-06-01      | 2.5000%  | 0.0000% | $10666173.00       | $9420177.31        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2034-12-01      | 3.0000%  | 0.0000% | $1000.00           | $142.21            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2035-05-01      | 3.0000%  | 0.0000% | $50000.00          | $9485.28           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2035-12-01      | 1.5000%  | 0.0000% | $1000.00           | $440.09            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2036-08-01      | 1.5000%  | 0.0000% | $738747.00         | $389234.63         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2036-09-01      | 1.5000%  | 0.0000% | $1000.00           | $541.19            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2037-01-01      | 1.5000%  | 0.0000% | $6069650.00        | $3522370.72        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2037-03-01      | 1.5000%  | 0.0000% | $4299316.00        | $2583752.74        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2037-11-01      | 4.0000%  | 0.0000% | $795495.00         | $448030.53         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2037-08-01      | 2.5000%  | 0.0000% | $1000.00           | $623.09            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2039-08-01      | 5.5000%  | 0.0000% | $4771496.00        | $2724052.77        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2039-09-01      | 5.5000%  | 0.0000% | $6540070.00        | $3728594.99        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2039-09-01      | 6.0000%  | 0.0000% | $6448522.00        | $4000347.93        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2039-10-01      | 6.0000%  | 0.0000% | $6880812.00        | $4244745.56        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-05-01      | 6.0000%  | 0.0000% | $95179544.00       | $67309000.31       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-09-01      | 2.5000%  | 0.0000% | $443151.00         | $223530.70         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $524.64            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-07-01      | 3.5000%  | 0.0000% | $14315927.00       | $8249930.00        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-09-01      | 2.5000%  | 0.0000% | $4600000.00        | $2712660.64        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $561.22            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $655.01            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-04-01      | 4.0000%  | 0.0000% | $1020.00           | $743.49            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-04-01      | 3.5000%  | 0.0000% | $28936.00          | $20339.40          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-04-01      | 3.5000%  | 0.0000% | $1024.00           | $812.14            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-04-01      | 4.0000%  | 0.0000% | $1008.00           | $960.86            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-04-01      | 4.0000%  | 0.0000% | $1000.00           | $957.36            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-04-01      | 4.0000%  | 0.0000% | $1000.00           | $959.97            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-04-01      | 4.0000%  | 0.0000% | $7702256.00        | $7323134.50        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $991.10            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1036.41           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-04-01      | 6.5000%  | 0.0000% | $4404820.00        | $3827878.16        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2030-03-01      | 2.0000%  | 0.0000% | $1000.00           | $75.43             | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2028-06-01      | 2.5000%  | 0.0000% | $1000.00           | $80.66             | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2030-07-01      | 2.5000%  | 0.0000% | $1000.00           | $84.64             | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2046-03-01      | 3.0000%  | 0.0000% | $1000.00           | $130.99            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2031-03-01      | 2.5000%  | 0.0000% | $1000.00           | $91.05             | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2026-07-01      | 4.0000%  | 0.0000% | $1000.00           | $1.34              | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2042-04-01      | 3.5000%  | 0.0000% | $1000.00           | $118.56            | Agency Mortgage-Backed Securities |

### Security 225: Fixed Income Clearing Corp. Tri Party Repo - JPM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - JPM 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 952JMUII9, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 952JMUII9_3.66_0302
- **C.18 - Value (incl. sponsor support):** $7000000000.00
- **C.18.a - Value (excl. sponsor support):** $7000000000.00
- **C.19 - Percentage of Net Assets:** 2.9600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - JPM

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2026-03-31      | 4.5000%  | 0.0000% | $13648100.00       | $13907986.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 4.8750%  | 0.0000% | $57660200.00       | $58504901.34       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 4.1250%  | 0.0000% | $426208800.00      | $434656964.84      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 4.0000%  | 0.0000% | $69412800.00       | $71023067.66       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 4.6250%  | 0.0000% | $476315200.00      | $485872127.65      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-08-06      | NA       | 0.0000% | $10517200.00       | $10355929.26       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-05-21      | NA       | 0.0000% | $1606546000.00     | $1593756287.29     | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-05-28      | NA       | 0.0000% | $581593600.00      | $576556999.42      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-14      | NA       | 0.0000% | $28840700.00       | $28715906.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 3.8750%  | 0.0000% | $1564752000.00     | $1586861300.94     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $248952800.00      | $244894086.74      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 1.7500%  | 0.0000% | $734606400.00      | $701865175.39      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-15      | 1.5000%  | 0.0000% | $1396632000.00     | $1296611134.48     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 2.8750%  | 0.0000% | $36840000.00       | $36418220.26       | U.S. Treasuries (including strips) |

### Security 226: Fixed Income Clearing Corp. Tri Party Repo - Northern Trust

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Northern Trust 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 954ZEB000, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 954ZEB000_3.66_0302
- **C.18 - Value (incl. sponsor support):** $4470000000.00
- **C.18.a - Value (excl. sponsor support):** $4470000000.00
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - NORTHERN TRUST

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $195000000.00      | $205230261.57      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-06-30      | 4.6250%  | 0.0000% | $201737800.00      | $209943934.33      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $78712000.00       | $81170255.12       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.6250%  | 0.0000% | $270249600.00      | $271949675.61      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 3.8750%  | 0.0000% | $122000000.00      | $124948612.64      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $40400000.00       | $41216782.61       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $67571000.00       | $68415550.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.7500%  | 0.0000% | $200000000.00      | $203310687.15      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-11-15      | 2.3750%  | 0.0000% | $195000000.00      | $131988436.64      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-05-15      | 2.8750%  | 0.0000% | $100000000.00      | $73646667.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-08-15      | 3.0000%  | 0.0000% | $42200000.00       | $31537614.81       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-02-15      | 3.6250%  | 0.0000% | $100000000.00      | $84290832.18       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $450000000.00      | $468083131.91      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-29      | 4.1250%  | 0.0000% | $188064000.00      | $193130996.09      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $402844100.00      | $415225469.14      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-06-30      | 4.0000%  | 0.0000% | $81781000.00       | $83923127.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.8750%  | 0.0000% | $354600.00         | $362511.46         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-11-30      | 3.7500%  | 0.0000% | $250000000.00      | $253267942.99      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $8729300.00        | $9053201.19        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $319600000.00      | $330447687.16      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-15      | 1.2500%  | 0.0000% | $34545000.00       | $30601013.10       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-05-15      | 3.6250%  | 0.0000% | $78083000.00       | $66523965.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-08-15      | 4.1250%  | 0.0000% | $200000000.00      | $184248100.83      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 4.3750%  | 0.0000% | $100000000.00      | $98712534.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-02-15      | 4.2500%  | 0.0000% | $141512000.00      | $133159933.42      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 4.6250%  | 0.0000% | $226800000.00      | $232912675.07      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $107700000.00      | $110367118.35      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-05-15      | 5.0000%  | 0.0000% | $236700000.00      | $254178284.36      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 0.6250%  | 0.0000% | $117570000.00      | $104735088.93      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.1250%  | 0.0000% | $94600000.00       | $79172621.55       | U.S. Treasuries (including strips) |

### Security 227: Fixed Income Clearing Corp. Tri Party Repo - CITI

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - CITI 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 956ZCJ003, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 956ZCJ003_3.66_0302
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - CITI

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2026-06-30      | 4.6250%  | 0.0000% | $49800.00          | $50328.34          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $1849900.00        | $1904684.15        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 3.5000%  | 0.0000% | $100.00            | $100.35            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 3.6250%  | 0.0000% | $2088800.00        | $2131004.59        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-15      | 3.6250%  | 0.0000% | $977000.00         | $986989.20         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-15      | 3.3750%  | 0.0000% | $1653000.00        | $1629319.34        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-15      | 4.1250%  | 0.0000% | $4557900.00        | $4601660.35        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 4.1250%  | 0.0000% | $2999900.00        | $3059362.99        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 4.1250%  | 0.0000% | $4242600.00        | $4436075.50        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-15      | 4.6250%  | 0.0000% | $100.00            | $102.61            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 4.6250%  | 0.0000% | $3273200.00        | $3433629.57        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-15      | 4.6250%  | 0.0000% | $4900.00           | $5013.15           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.7500%  | 0.0000% | $100.00            | $101.54            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-08-15      | 2.2500%  | 0.0000% | $3297100.00        | $2257032.63        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-11-15      | 2.8750%  | 0.0000% | $82000.00          | $63468.71          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-02-15      | 3.0000%  | 0.0000% | $7300.00           | $5706.55           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-11-15      | 2.7500%  | 0.0000% | $11000.00          | $8217.41           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-05-15      | 3.1250%  | 0.0000% | $7500.00           | $5973.77           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-05-15      | 2.8750%  | 0.0000% | $10000.00          | $7528.32           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-08-15      | 2.2500%  | 0.0000% | $4078000.00        | $2664275.08        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-08-15      | 1.3750%  | 0.0000% | $2774000.00        | $1429388.94        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-11-15      | 1.8750%  | 0.0000% | $1064000.00        | $619981.88         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 4.2500%  | 0.0000% | $3031100.00        | $3126312.58        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-15      | 3.8750%  | 0.0000% | $3767000.00        | $3824578.22        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $13260500.00       | $13561431.96       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 3.7500%  | 0.0000% | $124500.00         | $126054.13         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $102.33            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 0.8750%  | 0.0000% | $516900.00         | $512881.07         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.2500%  | 0.0000% | $958300.00         | $942150.50         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $1000.00           | $986.05            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.8750%  | 0.0000% | $7000.00           | $6492.57           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 4.6250%  | 0.0000% | $100.00            | $102.48            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 4.1250%  | 0.0000% | $4440000.00        | $4210427.15        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 1.5000%  | 0.0000% | $100.00            | $99.06             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 1.5000%  | 0.0000% | $2121000.00        | $2084106.87        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-15      | 1.5000%  | 0.0000% | $53000.00          | $49204.36          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 0.5000%  | 0.0000% | $22500.00          | $21715.35          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 0.3750%  | 0.0000% | $3000000.00        | $2874113.09        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 0.3750%  | 0.0000% | $3713600.00        | $3546151.29        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-31      | 0.7500%  | 0.0000% | $5219300.00        | $5222904.76        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 0.7500%  | 0.0000% | $1898800.00        | $1894186.81        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 2.6250%  | 0.0000% | $1800.00           | $1761.80           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 2.3750%  | 0.0000% | $229500.00         | $230773.80         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 2.1250%  | 0.0000% | $3224300.00        | $3228097.39        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 1.8750%  | 0.0000% | $8610700.00        | $8585902.42        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-15      | 1.6250%  | 0.0000% | $625000.00         | $625212.19         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 2.0000%  | 0.0000% | $526400.00         | $523497.35         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 1.8750%  | 0.0000% | $7900.00           | $7852.75           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-15      | 1.6250%  | 0.0000% | $56100.00          | $52864.69          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 1.6250%  | 0.0000% | $509900.00         | $505913.02         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 6.1250%  | 0.0000% | $4800.00           | $5097.00           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 5.3750%  | 0.0000% | $304900.00         | $330512.44         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-02-15      | 3.5000%  | 0.0000% | $13000.00          | $12147.97          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 4.2500%  | 0.0000% | $12110000.00       | $12129363.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 4.3750%  | 0.0000% | $1046300.00        | $1059965.79        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 3.3750%  | 0.0000% | $3938000.00        | $3397120.16        | U.S. Treasuries (including strips) |

### Security 228: TD Securities USA LLC Tri Party Repo

- **C.1 - Title:** TD Securities USA LLC Tri Party Repo 3.669900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 976GZG002, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: 976GZG002_3.67_0302
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid 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 A | 2054-05-20      | 1.5885%  | 0.0000% | $11858037.00       | $444997.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-10-20      | 2.2183%  | 0.0000% | $30731485.00       | $3722131.61        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-09-20      | 2.2385%  | 0.0000% | $15688716.00       | $1232870.82        | Agency Mortgage-Backed Securities |

### Security 229: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 985SRR000, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985SRR000_3.66_0508
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-08
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $3500.00           | $3675.06           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2034-07-15      | 1.8750%  | 0.0000% | $176300.00         | $187700.85         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $9558600.00        | $9578955.33        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2034-01-15      | 1.7500%  | 0.0000% | $100.00            | $107.60            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-01-15      | 2.1250%  | 0.0000% | $231197600.00      | $248021347.03      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $124072100.00      | $130991495.45      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $18496100.00       | $19216762.52       | U.S. Treasuries (including strips) |

### Security 230: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.669900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_3.67_0302
- **C.18 - Value (incl. sponsor support):** $290000000.00
- **C.18.a - Value (excl. sponsor support):** $290000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2030-05-31      | 3.7500%  | 0.0000% | $16871600.00       | $17193475.64       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 4.3750%  | 0.0000% | $30373600.00       | $31731213.16       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-11-15      | 4.0000%  | 0.0000% | $243367100.00      | $246875410.20      | U.S. Treasuries (including strips) |

### Security 231: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_3.67_0501
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE A | 2048-07-20      | 3.5000%  | 0.0000% | $4402947.00        | $535509.93         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-07-20      | 4.0000%  | 0.0000% | $105888499.00      | $9434845.14        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-06-20      | 4.5000%  | 0.0000% | $19767000.00       | $1413053.75        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-07-20      | 5.0000%  | 0.0000% | $50995586.00       | $3418277.23        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-08-20      | 4.0000%  | 0.0000% | $329060646.00      | $30587500.72       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-08-20      | 4.5000%  | 0.0000% | $72300686.00       | $5681742.77        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-08-20      | 5.0000%  | 0.0000% | $49530118.00       | $3316199.10        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-11-20      | 3.0000%  | 0.0000% | $62821000.00       | $8300133.71        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-11-20      | 3.5000%  | 0.0000% | $25126543.00       | $3123312.36        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-11-20      | 4.0000%  | 0.0000% | $22380328.00       | $2393917.55        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-11-20      | 4.5000%  | 0.0000% | $5473232.00        | $519841.95         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-11-20      | 5.0000%  | 0.0000% | $2380582.00        | $251270.94         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-12-20      | 3.0000%  | 0.0000% | $523993002.00      | $72493304.74       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-12-20      | 3.5000%  | 0.0000% | $322154299.00      | $39540350.56       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-12-20      | 4.0000%  | 0.0000% | $83185890.00       | $8857386.20        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-11-20      | 5.0000%  | 0.0000% | $868916.00         | $96390.94          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-12-20      | 5.5000%  | 0.0000% | $2031970.00        | $256786.70         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-01-20      | 3.0000%  | 0.0000% | $56258953.00       | $7939182.07        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-01-20      | 3.5000%  | 0.0000% | $43467286.00       | $5085674.58        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-12-20      | 4.0000%  | 0.0000% | $6835000.00        | $688707.15         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-01-20      | 5.0000%  | 0.0000% | $19435999.00       | $1857563.92        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-20      | 3.0000%  | 0.0000% | $753391840.00      | $104127600.89      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-20      | 3.5000%  | 0.0000% | $40639368.00       | $5012118.43        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-20      | 4.0000%  | 0.0000% | $31950000.00       | $3129304.07        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-20      | 4.5000%  | 0.0000% | $1201000.00        | $97518.29          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-03-20      | 3.0000%  | 0.0000% | $48253787.00       | $6435356.56        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-03-20      | 3.5000%  | 0.0000% | $69018406.00       | $8141855.11        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-03-20      | 4.0000%  | 0.0000% | $203621421.00      | $18263567.97       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-03-20      | 4.5000%  | 0.0000% | $670000.00         | $58402.37          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-03-20      | 5.0000%  | 0.0000% | $4170000.00        | $318055.88         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-04-20      | 3.0000%  | 0.0000% | $8392497.00        | $1284254.75        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-04-20      | 3.5000%  | 0.0000% | $16191716.00       | $1932798.22        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-04-20      | 4.0000%  | 0.0000% | $3759000.00        | $296347.95         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-04-20      | 4.5000%  | 0.0000% | $18130000.00       | $1374941.03        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-05-20      | 3.5000%  | 0.0000% | $48520760.00       | $5780830.07        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-05-20      | 4.0000%  | 0.0000% | $10779467.00       | $921099.92         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-05-20      | 4.5000%  | 0.0000% | $15373731.00       | $1130507.97        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-04-20      | 5.0000%  | 0.0000% | $93549504.00       | $6880279.88        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-05-20      | 5.5000%  | 0.0000% | $1134416.00        | $83707.45          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-03-20      | 3.5000%  | 0.0000% | $167481765.00      | $19713195.55       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-06-20      | 4.0000%  | 0.0000% | $8192207.00        | $722487.05         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-05-20      | 4.5000%  | 0.0000% | $156997166.00      | $11257726.59       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-06-20      | 5.0000%  | 0.0000% | $82966833.00       | $6131371.67        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-11-20      | 3.5000%  | 0.0000% | $1647118.00        | $739196.02         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-11-15      | 5.0000%  | 0.0000% | $557439.00         | $46939.59          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-12-15      | 5.0000%  | 0.0000% | $2013256.00        | $243157.13         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-11-20      | 3.5000%  | 0.0000% | $1156227.00        | $450738.77         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-01-15      | 5.0000%  | 0.0000% | $1376060.00        | $55429.62          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-20      | 4.0000%  | 0.0000% | $504188.00         | $68715.70          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-11-20      | 3.5000%  | 0.0000% | $906602.00         | $468315.18         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-11-20      | 3.5000%  | 0.0000% | $2063178.00        | $731095.62         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-01-20      | 3.5000%  | 0.0000% | $6271000.00        | $1544074.15        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-15      | 5.0000%  | 0.0000% | $2416857.00        | $526500.50         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-04-15      | 5.0000%  | 0.0000% | $411764.00         | $74889.06          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-12-15      | 3.0000%  | 0.0000% | $2035544.00        | $621225.43         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-12-15      | 5.0000%  | 0.0000% | $1460801.00        | $78962.92          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-12-15      | 5.0000%  | 0.0000% | $2816153.00        | $190907.08         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-12-20      | 4.0000%  | 0.0000% | $228000.00         | $56693.01          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-01-15      | 4.0000%  | 0.0000% | $349000.00         | $162652.27         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-01-20      | 3.5000%  | 0.0000% | $600000.00         | $349624.27         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-12-15      | 4.0000%  | 0.0000% | $475000.00         | $169507.76         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-04-20      | 4.0000%  | 0.0000% | $500000.00         | $125322.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-01-20      | 3.5000%  | 0.0000% | $840665.00         | $319992.96         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-01-15      | 5.0000%  | 0.0000% | $5288656.00        | $609234.15         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-01-15      | 5.0000%  | 0.0000% | $1281578.00        | $162354.41         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-03-15      | 5.0000%  | 0.0000% | $893586.00         | $181226.99         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-04-15      | 5.0000%  | 0.0000% | $1436757.00        | $212371.03         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-15      | 5.0000%  | 0.0000% | $466034.00         | $92670.81          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-03-20      | 4.0000%  | 0.0000% | $197764.00         | $51818.82          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-20      | 4.0000%  | 0.0000% | $511400.00         | $71896.84          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-06-15      | 5.0000%  | 0.0000% | $234570.00         | $82370.28          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-07-15      | 5.0000%  | 0.0000% | $488862.00         | $88478.30          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-07-20      | 5.0000%  | 0.0000% | $2050771.00        | $582661.69         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-04-20      | 3.5000%  | 0.0000% | $1793636.00        | $979660.40         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-11-20      | 4.0000%  | 0.0000% | $1262313.00        | $720604.87         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-06-20      | 3.5000%  | 0.0000% | $10997557.00       | $6882141.42        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-01-20      | 3.0000%  | 0.0000% | $96800.00          | $59316.05          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-04-15      | 3.0000%  | 0.0000% | $221000.00         | $143037.61         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-20      | 3.5000%  | 0.0000% | $325000.00         | $94483.42          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-20      | 3.5000%  | 0.0000% | $500000.00         | $133064.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-06-15      | 3.5000%  | 0.0000% | $3300000.00        | $781195.30         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-07-20      | 4.0000%  | 0.0000% | $7799000.00        | $86543.05          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-15      | 5.0000%  | 0.0000% | $3007367.00        | $1318662.16        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-03-20      | 3.5000%  | 0.0000% | $4500000.00        | $1315996.98        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-04-15      | 5.0000%  | 0.0000% | $859054.00         | $123906.76         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-05-15      | 4.0000%  | 0.0000% | $1150039.00        | $103506.49         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-20      | 3.5000%  | 0.0000% | $200000.00         | $68185.65          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-01-20      | 3.5000%  | 0.0000% | $2408949.00        | $683224.91         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-20      | 3.5000%  | 0.0000% | $14394940.00       | $4520447.66        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-04-20      | 5.0000%  | 0.0000% | $698261.00         | $127439.11         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-20      | 3.5000%  | 0.0000% | $6500000.00        | $1698539.62        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-20      | 4.0000%  | 0.0000% | $400000.00         | $56537.15          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-20      | 3.5000%  | 0.0000% | $200000.00         | $50580.93          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-01-20      | 4.0000%  | 0.0000% | $162020270.00      | $36221719.58       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-12-15      | 4.5000%  | 0.0000% | $17194737.00       | $8223667.83        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-11-15      | 4.5000%  | 0.0000% | $1235.00           | $919.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-11-15      | 5.0000%  | 0.0000% | $1000.00           | $770.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-04-20      | 3.5000%  | 0.0000% | $230000.00         | $187350.90         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-04-20      | 3.5000%  | 0.0000% | $11059812.00       | $8716276.67        | Agency Mortgage-Backed Securities  |
| FANNIEMAE GRANTOR TRUST        | 2032-07-25      | 4.0082%  | 0.0000% | $68620037.00       | $97744.92          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-07-20      | 5.0000%  | 0.0000% | $200000.00         | $116112.95         | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2027-10-15      | 3.8750%  | 0.0000% | $18063000.00       | $18446072.26       | U.S. Treasuries (including strips) |

### Security 232: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.669900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_3.67_0507
- **C.18 - Value (incl. sponsor support):** $385000000.00
- **C.18.a - Value (excl. sponsor support):** $385000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIEMAC STRIP         | 2050-01-25      | 3.0000%  | 0.0000% | $37364950.00       | $4462438.92        | Agency Mortgage-Backed Securities  |
| FREDDIEMAC STRIP         | 2053-06-25      | 5.0000%  | 0.0000% | $25000000.00       | $4102947.09        | Agency Mortgage-Backed Securities  |
| FREDDIEMAC STRIP         | 2052-04-25      | 2.0000%  | 0.0000% | $1388303.00        | $118210.82         | Agency Mortgage-Backed Securities  |
| FREDDIEMAC STRIP         | 2052-06-25      | 3.0000%  | 0.0000% | $883419.00         | $108525.76         | Agency Mortgage-Backed Securities  |
| FREDDIEMAC STRIP         | 2052-11-25      | 3.0000%  | 0.0000% | $879519.00         | $91286.28          | Agency Mortgage-Backed Securities  |
| FREDDIEMAC STRIP         | 2053-05-25      | 5.0000%  | 0.0000% | $132705.00         | $20681.96          | Agency Mortgage-Backed Securities  |
| FREDDIEMAC STRIP         | 2052-05-25      | 3.0000%  | 0.0000% | $312201.00         | $46476.60          | Agency Mortgage-Backed Securities  |
| FREDDIEMAC STRIP         | 2053-10-25      | 2.4328%  | 0.0000% | $80000000.00       | $2587546.98        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC STRIPS       | 2053-10-25      | 1.3328%  | 0.0000% | $25000000.00       | $458611.82         | Agency Mortgage-Backed Securities  |
| FREDDIEMAC STRIP         | 2053-09-25      | 5.5000%  | 0.0000% | $136435616.00      | $20753804.70       | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2031-05-15      | 11.1991% | 0.0000% | $5615000.00        | $30738.27          | Agency Mortgage-Backed Securities  |
| FREDDIEMAC STRIP         | 2054-05-25      | 3.3828%  | 0.0000% | $50000000.00       | $1458225.72        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2032-03-15      | NA       | 0.0000% | $290666667.00      | $0.18              | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2043-05-15      | 3.5000%  | 0.0000% | $8979142.00        | $9732.43           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2050-12-25      | NA       | 0.0000% | $30232137.00       | $725000.40         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2051-01-25      | 2.6328%  | 0.0000% | $5495615.00        | $431241.51         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2046-04-15      | 3.5000%  | 0.0000% | $13248883.00       | $45936.80          | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2049-11-25      | 2.2683%  | 0.0000% | $8000000.00        | $339416.93         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2039-06-15      | 5.5000%  | 0.0000% | $678121.00         | $24661.11          | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2048-12-25      | 2.3183%  | 0.0000% | $38225576.00       | $971742.32         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2050-07-25      | 2.2683%  | 0.0000% | $27425571.00       | $2483480.42        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2049-12-25      | 2.2683%  | 0.0000% | $27000000.00       | $1077652.48        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2050-11-25      | 0.4328%  | 0.0000% | $12500000.00       | $444737.84         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2051-04-25      | NA       | 0.0000% | $100997031.00      | $16265.63          | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2040-10-15      | 4.0000%  | 0.0000% | $3000000.00        | $1486279.78        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2051-05-25      | NA       | 0.0000% | $83936714.00       | $522759.60         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2051-10-25      | 2.0000%  | 0.0000% | $4841162.00        | $2646224.50        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2052-01-25      | 2.5000%  | 0.0000% | $3000000.00        | $2417814.65        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2053-06-25      | 1.7328%  | 0.0000% | $49521343.00       | $1418279.34        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2052-06-25      | 1.7828%  | 0.0000% | $8997496.00        | $613559.71         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2053-10-25      | 2.0328%  | 0.0000% | $78498283.00       | $2019845.03        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2053-11-25      | 1.3328%  | 0.0000% | $75000000.00       | $1152795.21        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2053-11-25      | 2.3328%  | 0.0000% | $50000000.00       | $1164199.78        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2053-11-25      | 3.1328%  | 0.0000% | $72354997.00       | $2656670.73        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2053-11-25      | 0.4500%  | 0.0000% | $50000000.00       | $265619.04         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2053-11-25      | 2.3028%  | 0.0000% | $50000000.00       | $1368130.57        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2053-12-25      | 3.2528%  | 0.0000% | $48069226.00       | $1847060.97        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2054-01-25      | 2.0828%  | 0.0000% | $20500000.00       | $526430.57         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2054-01-25      | 2.9328%  | 0.0000% | $50000000.00       | $1590685.40        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2054-02-25      | 3.3328%  | 0.0000% | $49804670.00       | $2126997.30        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2054-03-25      | 2.7328%  | 0.0000% | $14000000.00       | $545323.78         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2054-03-25      | 3.3328%  | 0.0000% | $16000000.00       | $738841.68         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2054-03-25      | 2.0828%  | 0.0000% | $25000000.00       | $585382.45         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2054-03-25      | 2.1828%  | 0.0000% | $38500000.00       | $1089641.29        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2054-03-25      | 2.0828%  | 0.0000% | $26000000.00       | $681432.10         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2054-03-25      | 3.3328%  | 0.0000% | $32405932.00       | $1496390.35        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2054-04-25      | 2.2328%  | 0.0000% | $78932469.00       | $2207364.63        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2050-05-25      | 4.4941%  | 0.0000% | $19823936.00       | $1837993.58        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2054-05-25      | 2.7528%  | 0.0000% | $35000000.00       | $1398186.61        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2033-06-15      | 5.0000%  | 0.0000% | $10427542.00       | $21326.86          | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2042-01-15      | NA       | 0.0000% | $577440.00         | $0.04              | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2042-02-15      | 4.5000%  | 0.0000% | $178694.00         | $557.62            | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2043-04-15      | 3.5000%  | 0.0000% | $300000.00         | $3941.26           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2036-12-15      | 0.7900%  | 0.0000% | $8485519.00        | $5928.84           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2036-08-15      | NA       | 0.0000% | $46808000.00       | $2.19              | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2035-12-15      | NA       | 0.0000% | $20993268.00       | $6.31              | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2040-06-15      | 2.1074%  | 0.0000% | $1370371.00        | $3976.28           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2036-05-15      | NA       | 0.0000% | $194045.00         | $1.50              | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2040-02-15      | NA       | 0.0000% | $803998.00         | $15.79             | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2042-04-15      | 5.5000%  | 0.0000% | $1893463.00        | $31852.19          | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2037-11-15      | 6.0000%  | 0.0000% | $829429.00         | $20365.55          | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2036-11-15      | NA       | 0.0000% | $8049430.00        | $27.65             | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2036-12-15      | NA       | 0.0000% | $2449506.00        | $0.38              | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2036-12-15      | NA       | 0.0000% | $78920.00          | $3.71              | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2054-06-25      | 2.1328%  | 0.0000% | $87000000.00       | $2309409.49        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2054-06-25      | 2.2328%  | 0.0000% | $100000000.00      | $2499922.62        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2054-07-25      | 3.4328%  | 0.0000% | $35116361.00       | $1188999.45        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2054-07-25      | 2.2328%  | 0.0000% | $76587639.00       | $1594091.46        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS       | 2054-08-25      | 2.1328%  | 0.0000% | $40079948.00       | $1299643.38        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS       | 2054-08-25      | 3.3828%  | 0.0000% | $50000000.00       | $1629038.08        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS       | 2054-08-25      | 1.3828%  | 0.0000% | $100000000.00      | $1459518.27        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS       | 2054-08-25      | 2.0828%  | 0.0000% | $50000000.00       | $1113797.32        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS       | 2054-08-25      | 1.4828%  | 0.0000% | $100000000.00      | $1537274.96        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2054-09-25      | 1.5828%  | 0.0000% | $67000000.00       | $1213563.07        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2054-09-25      | 1.4828%  | 0.0000% | $64000000.00       | $931828.13         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2054-09-25      | 2.2328%  | 0.0000% | $16000000.00       | $731500.09         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2054-09-25      | 1.4828%  | 0.0000% | $84500000.00       | $1317360.52        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS       | 2054-11-25      | 0.9828%  | 0.0000% | $100000000.00      | $1957581.09        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2054-11-25      | 1.0328%  | 0.0000% | $81000000.00       | $1562650.38        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS       | 2054-11-25      | 1.4828%  | 0.0000% | $100000000.00      | $2606866.42        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2054-12-25      | 2.1828%  | 0.0000% | $24000000.00       | $887500.63         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2054-03-25      | 1.4828%  | 0.0000% | $99180488.00       | $2179442.59        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS       | 2054-12-25      | 1.3828%  | 0.0000% | $100000000.00      | $2165041.20        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2054-12-25      | 3.4328%  | 0.0000% | $50000000.00       | $2442608.69        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS       | 2054-12-25      | 1.3828%  | 0.0000% | $124000000.00      | $2403891.84        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS       | 2054-12-25      | 2.1828%  | 0.0000% | $62975811.00       | $2606036.43        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS       | 2054-12-25      | 1.4328%  | 0.0000% | $70000000.00       | $1621714.35        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS       | 2055-01-25      | 1.5022%  | 0.0000% | $72226975.00       | $2027482.50        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS       | 2054-01-25      | 2.0828%  | 0.0000% | $32822000.00       | $934949.49         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS       | 2054-11-25      | 6.9672%  | 0.0000% | $1049893.00        | $105161.72         | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIP          | 2052-10-01      | 2.0000%  | 0.0000% | $195000.00         | $20841.31          | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIP          | 2052-02-01      | 2.0000%  | 0.0000% | $47061.00          | $4459.07           | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIP          | 2051-03-01      | 2.0000%  | 0.0000% | $18165.00          | $1701.39           | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIP          | 2051-08-01      | 2.0000%  | 0.0000% | $89370.00          | $8655.84           | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIP          | 2051-12-01      | 2.0000%  | 0.0000% | $141274.00         | $9869.46           | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIP          | 2051-01-01      | 2.0000%  | 0.0000% | $71898.00          | $5022.53           | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIP          | 2051-02-01      | 2.0000%  | 0.0000% | $53471.00          | $3746.78           | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIP          | 2046-02-01      | 2.0000%  | 0.0000% | $40389.00          | $3243.44           | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIP          | 2051-03-01      | 2.5000%  | 0.0000% | $100000.00         | $13006.03          | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIP          | 2048-10-01      | 4.5000%  | 0.0000% | $100002.00         | $13994.82          | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIP          | 2053-05-01      | 3.5000%  | 0.0000% | $806075.00         | $129106.98         | Agency Mortgage-Backed Securities  |
| FARMER MAC               | 2050-01-21      | 3.2000%  | 0.0000% | $54000.00          | $39335.81          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS       | 2054-09-25      | 1.3828%  | 0.0000% | $123076924.00      | $2067751.41        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS       | 2054-10-25      | 1.3328%  | 0.0000% | $90000000.00       | $2171590.33        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS       | 2054-09-25      | 6.9672%  | 0.0000% | $16053845.00       | $1641951.48        | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2032-10-25      | 5.5000%  | 0.0000% | $6833.00           | $156.88            | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2032-05-15      | NA       | 0.0000% | $250000000.00      | $0.20              | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2032-03-15      | NA       | 0.0000% | $104000000.00      | $0.07              | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2035-08-25      | 6.0000%  | 0.0000% | $1957819.00        | $2526.25           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2033-07-15      | 5.7413%  | 0.0000% | $1855.00           | $40.38             | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIP          | 2039-11-01      | 4.0000%  | 0.0000% | $1798427.00        | $12871.94          | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIP          | 2039-11-01      | 4.5000%  | 0.0000% | $3972520.00        | $19271.14          | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2037-04-25      | 2.3283%  | 0.0000% | $3500000.00        | $3122.54           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2037-04-25      | 2.3183%  | 0.0000% | $1500000.00        | $2296.79           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2040-01-25      | 2.4683%  | 0.0000% | $2000000.00        | $7255.82           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2039-08-15      | 5.0000%  | 0.0000% | $30000000.00       | $43893.65          | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2040-09-25      | 6.0214%  | 0.0000% | $297528.00         | $13181.96          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS       | 2055-02-25      | 1.4828%  | 0.0000% | $84448197.00       | $1646030.13        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS       | 2055-02-25      | 1.3828%  | 0.0000% | $103131179.00      | $1888415.94        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS       | 2055-02-25      | 8.3172%  | 0.0000% | $9213824.00        | $1069621.83        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS       | 2055-02-25      | 9.0172%  | 0.0000% | $7592300.00        | $893013.09         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS       | 2055-02-25      | 8.9672%  | 0.0000% | $7142857.00        | $882488.12         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2055-02-25      | 3.4328%  | 0.0000% | $14450000.00       | $845129.47         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS       | 2055-02-25      | 0.4328%  | 0.0000% | $100000000.00      | $1122980.26        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS       | 2055-02-25      | 0.3328%  | 0.0000% | $70592201.00       | $728152.68         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2055-02-25      | 1.2079%  | 0.0000% | $59750000.00       | $1436323.79        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2055-02-25      | 3.3828%  | 0.0000% | $26500000.00       | $1673385.95        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS       | 2055-02-25      | 9.7172%  | 0.0000% | $11571429.00       | $1429886.49        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2055-03-25      | 1.4328%  | 0.0000% | $83088919.00       | $2003516.91        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS       | 2055-05-25      | 1.2932%  | 0.0000% | $7080250.00        | $183302.93         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS       | 2055-05-25      | 1.2828%  | 0.0000% | $4203570.00        | $101394.32         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS       | 2055-05-25      | 2.0828%  | 0.0000% | $2259870.00        | $102397.90         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS       | 2055-06-25      | 3.3328%  | 0.0000% | $28500000.00       | $1514515.60        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS       | 2055-06-25      | 3.3328%  | 0.0000% | $21556049.00       | $1952100.97        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2055-07-25      | 0.2500%  | 0.0000% | $100000000.00      | $588334.20         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2055-08-25      | 0.1000%  | 0.0000% | $120000000.00      | $290582.86         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2054-05-25      | 2.1328%  | 0.0000% | $61422874.00       | $2205306.24        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS       | 2050-05-25      | 4.0000%  | 0.0000% | $1123590.00        | $938930.49         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS       | 2055-02-25      | 1.3828%  | 0.0000% | $89668390.00       | $2176527.34        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS       | 2056-01-25      | 1.2328%  | 0.0000% | $50158633.00       | $2446341.00        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS       | 2056-03-25      | 1.3208%  | 0.0000% | $74606259.00       | $2242468.35        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS       | 2056-03-25      | 0.6858%  | 0.0000% | $40000000.00       | $800404.00         | Agency Mortgage-Backed Securities  |
| RESOLUTION FUNDG         | 2030-01-15      | 8.6250%  | 0.0000% | $39000.00          | $46374.22          | Agency Mortgage-Backed Securities  |
| RESOLUTION FUNDG         | 2030-04-15      | 8.8750%  | 0.0000% | $32000.00          | $39388.57          | Agency Mortgage-Backed Securities  |
| RESOLUTION FUNDING STRIP | 2030-01-15      | NA       | 0.0000% | $2000.00           | $1731.17           | Agency Mortgage-Backed Securities  |
| RESOLUTION FUNDING STRIP | 2027-10-15      | NA       | 0.0000% | $25000.00          | $23573.93          | Agency Mortgage-Backed Securities  |
| RFC PRINCIPAL  STRIP     | 2030-04-15      | NA       | 0.0000% | $72000.00          | $61825.25          | Agency Mortgage-Backed Securities  |
| FREDDIEMAC STRIP         | 2048-11-15      | 3.5000%  | 0.0000% | $4000000.00        | $42973.74          | Agency Mortgage-Backed Securities  |
| FREDDIEMAC STRIP         | 2052-02-15      | 2.0000%  | 0.0000% | $423513.00         | $48627.74          | Agency Mortgage-Backed Securities  |
| FREDDIEMAC STRIP         | 2052-03-15      | 2.0000%  | 0.0000% | $170000.00         | $17085.04          | Agency Mortgage-Backed Securities  |
| FREDDIEMAC STRIP         | 2052-06-15      | 2.0000%  | 0.0000% | $155000.00         | $16064.06          | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2039-11-25      | 0.3000%  | 0.0000% | $115589315.00      | $16086.88          | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2042-04-25      | 5.0000%  | 0.0000% | $15233090.00       | $25375.76          | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2057-10-25      | 2.3183%  | 0.0000% | $725000.00         | $24069.22          | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2048-06-25      | 2.0326%  | 0.0000% | $103025846.00      | $824130.11         | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2059-07-25      | 1.9243%  | 0.0000% | $911857.00         | $9802.93           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2049-08-25      | 3.5000%  | 0.0000% | $4000000.00        | $12019.55          | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2049-08-25      | 1.9918%  | 0.0000% | $83575992.00       | $975834.04         | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2041-03-25      | 2.0000%  | 0.0000% | $6000000.00        | $45073.09          | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2049-09-25      | 2.2683%  | 0.0000% | $385000.00         | $30699.50          | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS        | 2055-05-25      | NA       | 0.0000% | $100653.00         | $24.24             | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS        | 2054-06-25      | 1.1828%  | 0.0000% | $50000000.00       | $1023722.19        | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS        | 2055-12-25      | 5.0000%  | 0.0000% | $10000.00          | $8040.25           | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIP          | 2041-11-01      | 4.0000%  | 0.0000% | $500000.00         | $4585.37           | Agency Mortgage-Backed Securities  |
| STRIPS                   | 2035-11-15      | NA       | 0.0000% | $19504300.00       | $13153192.81       | U.S. Treasuries (including strips) |
| STRIPS                   | 2028-05-15      | NA       | 0.0000% | $20093900.00       | $18622584.45       | U.S. Treasuries (including strips) |
| STRIPS                   | 2027-02-15      | NA       | 0.0000% | $18975960.71       | $18354535.95       | U.S. Treasuries (including strips) |
| STRIPS                   | 2027-05-15      | NA       | 0.0000% | $18208000.00       | $17461071.42       | U.S. Treasuries (including strips) |
| STRIPS                   | 2026-08-15      | NA       | 0.0000% | $10133650.20       | $9967610.34        | U.S. Treasuries (including strips) |
| STRIPS                   | 2034-11-15      | NA       | 0.0000% | $15307300.98       | $10840477.48       | U.S. Treasuries (including strips) |
| STRIPS                   | 2033-05-15      | NA       | 0.0000% | $17085693.60       | $12995327.30       | U.S. Treasuries (including strips) |
| STRIPS                   | 2035-08-15      | NA       | 0.0000% | $22770459.00       | $15542910.38       | U.S. Treasuries (including strips) |
| STRIPS                   | 2032-11-15      | NA       | 0.0000% | $20191068.00       | $15710993.07       | U.S. Treasuries (including strips) |
| STRIPS                   | 2047-05-15      | NA       | 0.0000% | $0.98              | $0.35              | U.S. Treasuries (including strips) |
| STRIPS                   | 2046-11-15      | NA       | 0.0000% | $0.11              | $0.04              | U.S. Treasuries (including strips) |
| STRIPS                   | 2045-11-15      | NA       | 0.0000% | $0.99              | $0.38              | U.S. Treasuries (including strips) |
| STRIPS                   | 2044-08-15      | NA       | 0.0000% | $1.61              | $0.66              | U.S. Treasuries (including strips) |
| STRIPS                   | 2044-11-15      | NA       | 0.0000% | $1.00              | $0.41              | U.S. Treasuries (including strips) |
| STRIPS                   | 2044-02-15      | NA       | 0.0000% | $0.40              | $0.17              | U.S. Treasuries (including strips) |
| STRIPS                   | 2044-05-15      | NA       | 0.0000% | $1.00              | $0.42              | U.S. Treasuries (including strips) |
| STRIPS                   | 2043-02-15      | NA       | 0.0000% | $22391.00          | $10027.74          | U.S. Treasuries (including strips) |
| STRIPS                   | 2043-11-15      | NA       | 0.0000% | $0.13              | $0.06              | U.S. Treasuries (including strips) |
| STRIPS                   | 2042-11-15      | NA       | 0.0000% | $0.11              | $0.05              | U.S. Treasuries (including strips) |
| STRIPS                   | 2041-02-15      | NA       | 0.0000% | $19776.00          | $9938.80           | U.S. Treasuries (including strips) |
| STRIPS                   | 2040-05-15      | NA       | 0.0000% | $0.58              | $0.31              | U.S. Treasuries (including strips) |
| STRIPS                   | 2040-02-15      | NA       | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| STRIPS                   | 2039-11-15      | NA       | 0.0000% | $1.96              | $1.06              | U.S. Treasuries (including strips) |
| STRIPS                   | 2039-08-15      | NA       | 0.0000% | $0.46              | $0.25              | U.S. Treasuries (including strips) |
| STRIPS                   | 2052-02-15      | NA       | 0.0000% | $246.00            | $69.89             | U.S. Treasuries (including strips) |
| STRIPS                   | 2039-02-15      | NA       | 0.0000% | $0.81              | $0.46              | U.S. Treasuries (including strips) |
| STRIPS                   | 2036-11-15      | NA       | 0.0000% | $0.50              | $0.32              | U.S. Treasuries (including strips) |
| STRIPS                   | 2036-05-15      | NA       | 0.0000% | $0.06              | $0.04              | U.S. Treasuries (including strips) |
| STRIPS                   | 2032-05-15      | NA       | 0.0000% | $26548823.01       | $21110854.14       | U.S. Treasuries (including strips) |
| STRIPS                   | 2034-08-15      | NA       | 0.0000% | $3229448.00        | $2314965.21        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-06-15      | 4.6250%  | 0.0000% | $12847400.00       | $13150925.90       | U.S. Treasuries (including strips) |
| STRIPS                   | 2031-05-15      | NA       | 0.0000% | $22509001.00       | $18655415.01       | U.S. Treasuries (including strips) |
| STRIPS                   | 2033-08-15      | NA       | 0.0000% | $3453810.00        | $2596795.40        | U.S. Treasuries (including strips) |
| STRIPS                   | 2033-02-15      | NA       | 0.0000% | $3319341.00        | $2553227.14        | U.S. Treasuries (including strips) |
| STRIPS                   | 2032-08-15      | NA       | 0.0000% | $3833287.00        | $3014293.73        | U.S. Treasuries (including strips) |
| STRIPS                   | 2032-02-15      | NA       | 0.0000% | $7547836.56        | $6060739.16        | U.S. Treasuries (including strips) |
| STRIPS                   | 2041-08-15      | NA       | 0.0000% | $0.17              | $0.08              | U.S. Treasuries (including strips) |
| STRIPS                   | 2055-11-15      | NA       | 0.0000% | $26404000.00       | $6499001.35        | U.S. Treasuries (including strips) |
| STRIPS                   | 2049-11-15      | NA       | 0.0000% | $0.41              | $0.13              | U.S. Treasuries (including strips) |
| STRIPS                   | 2055-05-15      | NA       | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| STRIPS                   | 2049-05-15      | NA       | 0.0000% | $0.04              | $0.01              | U.S. Treasuries (including strips) |
| STRIPS                   | 2026-03-31      | NA       | 0.0000% | $16.12             | $16.07             | U.S. Treasuries (including strips) |
| STRIPS                   | 2049-02-15      | NA       | 0.0000% | $0.90              | $0.29              | U.S. Treasuries (including strips) |
| STRIPS                   | 2048-05-15      | NA       | 0.0000% | $0.39              | $0.13              | U.S. Treasuries (including strips) |
| STRIPS                   | 2031-08-15      | NA       | 0.0000% | $18589529.34       | $15246295.44       | U.S. Treasuries (including strips) |
| STRIPS                   | 2047-11-15      | NA       | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-10-15      | 3.8750%  | 0.0000% | $11503300.00       | $11747256.99       | U.S. Treasuries (including strips) |

### Security 233: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_3.76_0610
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 2.2385%  | 0.0000% | $20000000.00       | $1094401.97        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | 0.9685%  | 0.0000% | $80000000.00       | $2517247.77        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | 2.8385%  | 0.0000% | $53219918.00       | $3320014.80        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2065-06-20      | 6.5000%  | 0.0000% | $4533313.00        | $261046.73         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2052-04-20      | 6.0000%  | 0.0000% | $12196268.00       | $1014605.31        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-09-20      | 6.0000%  | 0.0000% | $6250000.00        | $477679.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-03-20      | 2.2183%  | 0.0000% | $173295441.00      | $1695712.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-03-20      | 2.2683%  | 0.0000% | $85616740.00       | $720992.05         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2066-11-16      | 0.8900%  | 0.0000% | $70239675.00       | $5553189.04        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2068-07-16      | 1.0398%  | 0.0000% | $9767006.00        | $858455.63         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2068-07-16      | 0.7838%  | 0.0000% | $63395127.00       | $4699902.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-01-20      | 0.7772%  | 0.0000% | $139681000.00      | $987499.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-04-20      | 5.0000%  | 0.0000% | $67500450.00       | $1452021.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-06-16      | 2.9259%  | 0.0000% | $27991368.00       | $157099.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-05-20      | 3.0183%  | 0.0000% | $130000000.00      | $103314.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-06-16      | 9.8938%  | 0.0000% | $10165768.00       | $326679.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-06-20      | 1.6591%  | 0.0000% | $85546863.00       | $376135.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-07-20      | 2.1272%  | 0.0000% | $22500000.00       | $97530.29          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-08-20      | 1.7388%  | 0.0000% | $120096553.00      | $457093.08         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2067-08-20      | 1.7027%  | 0.0000% | $143159417.00      | $619306.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-05-20      | 2.5519%  | 0.0000% | $120644359.00      | $697767.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-05-20      | 2.0211%  | 0.0000% | $50498516.00       | $244807.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-08-16      | 2.2259%  | 0.0000% | $153333333.00      | $196186.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-11-20      | 2.0913%  | 0.0000% | $61741854.00       | $365310.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-07-20      | 2.3710%  | 0.0000% | $92398554.00       | $125007.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-10-20      | 1.3237%  | 0.0000% | $49769600.00       | $475411.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-03-20      | 2.0899%  | 0.0000% | $105662843.00      | $514732.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-06-20      | 1.9347%  | 0.0000% | $86468985.00       | $374668.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-07-20      | 2.5311%  | 0.0000% | $50801857.00       | $568826.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-08-20      | 2.5694%  | 0.0000% | $114670847.00      | $783423.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-05-20      | 3.5000%  | 0.0000% | $9835714.00        | $56293.39          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-02-20      | 1.8983%  | 0.0000% | $150000000.00      | $460470.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-02-20      | 2.4683%  | 0.0000% | $321777623.00      | $1187756.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-02-20      | 2.4683%  | 0.0000% | $297074000.00      | $1235791.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-08-20      | 2.2183%  | 0.0000% | $137447297.00      | $646302.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-05-16      | 2.2259%  | 0.0000% | $60000000.00       | $108863.60         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-07-20      | 2.7683%  | 0.0000% | $99725577.00       | $420668.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-05-20      | 1.5983%  | 0.0000% | $154000000.00      | $523070.58         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-10-16      | 2.3259%  | 0.0000% | $38948969.00       | $589700.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-11-16      | 2.9259%  | 0.0000% | $51189624.00       | $633101.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-01-20      | 1.3411%  | 0.0000% | $134632855.00      | $120377.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-05-20      | 1.7183%  | 0.0000% | $19775642.00       | $197661.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-09-20      | 1.0183%  | 0.0000% | $50000000.00       | $72103.66          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-10-16      | 3.5000%  | 0.0000% | $13695000.00       | $492479.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-03-20      | 1.9366%  | 0.0000% | $1721544.00        | $254987.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-16      | 0.2397%  | 0.0000% | $103923000.00      | $71267.94          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-03-16      | 0.0616%  | 0.0000% | $219029999.00      | $45113.94          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-03-20      | 1.2610%  | 0.0000% | $59421165.00       | $96244.88          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-12-20      | 2.3683%  | 0.0000% | $101033250.00      | $1091651.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-05-20      | 1.1950%  | 0.0000% | $97967676.00       | $129041.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-05-20      | 3.5000%  | 0.0000% | $9017000.00        | $199354.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-11-20      | 0.7183%  | 0.0000% | $294507360.00      | $900174.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-07-20      | 1.7391%  | 0.0000% | $72744349.00       | $218249.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-10-16      | 1.9059%  | 0.0000% | $98000000.00       | $856170.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-08-20      | 2.2683%  | 0.0000% | $65000000.00       | $599661.32         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-08-16      | 0.6899%  | 0.0000% | $155038000.00      | $103503.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-11-20      | 1.7683%  | 0.0000% | $95286104.00       | $839719.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-01-16      | 4.0000%  | 0.0000% | $20843968.00       | $221670.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-10-20      | 1.2351%  | 0.0000% | $53418228.00       | $105378.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-06-20      | 1.2567%  | 0.0000% | $5468048.00        | $195137.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-10-20      | 1.8183%  | 0.0000% | $56000000.00       | $462636.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-10-16      | 6.0000%  | 0.0000% | $59818491.00       | $844784.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-16      | 0.4270%  | 0.0000% | $130000000.00      | $515885.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-08-20      | 1.8683%  | 0.0000% | $107142857.00      | $2147427.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-12-20      | 5.0000%  | 0.0000% | $6012000.00        | $115357.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-09-16      | 0.9654%  | 0.0000% | $100000000.00      | $764360.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-12-16      | 0.5032%  | 0.0000% | $94209686.00       | $797644.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-12-16      | 0.8367%  | 0.0000% | $51789407.00       | $346109.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-08-20      | 1.0709%  | 0.0000% | $2567460.00        | $1618652.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-02-20      | 2.3183%  | 0.0000% | $39655507.00       | $1507656.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-02-20      | 2.3183%  | 0.0000% | $69088880.00       | $1640397.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-12-20      | 4.5000%  | 0.0000% | $54318666.00       | $955876.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-11-20      | 4.0000%  | 0.0000% | $2754000.00        | $50157.82          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-08-16      | 0.8306%  | 0.0000% | $100000000.00      | $932187.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-01-16      | 0.5571%  | 0.0000% | $132392642.00      | $777178.16         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-03-16      | 0.5947%  | 0.0000% | $94000000.00       | $388742.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-09-16      | 0.8202%  | 0.0000% | $190823480.00      | $1049211.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-06-16      | 0.8814%  | 0.0000% | $369381445.00      | $4798225.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-08-16      | 0.6023%  | 0.0000% | $100000000.00      | $787411.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-03-20      | 2.2683%  | 0.0000% | $32043075.00       | $700031.11         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-04-20      | 2.2683%  | 0.0000% | $60000000.00       | $1391021.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-05-20      | 1.2271%  | 0.0000% | $76062061.00       | $243073.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-11-20      | 2.4183%  | 0.0000% | $38234932.00       | $899191.23         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-01-16      | 0.4437%  | 0.0000% | $100000000.00      | $1459871.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-02-16      | 0.4697%  | 0.0000% | $150000000.00      | $2192917.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-02-16      | 0.5966%  | 0.0000% | $72336023.00       | $339069.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-16      | 2.4759%  | 0.0000% | $11000000.00       | $305712.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-20      | 1.9183%  | 0.0000% | $31638377.00       | $1122105.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-04-20      | 1.8669%  | 0.0000% | $27361184.00       | $936668.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-09-20      | 1.7488%  | 0.0000% | $22582626.00       | $664014.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-09-20      | 1.4953%  | 0.0000% | $50427236.00       | $1280370.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-06-20      | 2.2945%  | 0.0000% | $37361377.00       | $315897.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-12-20      | 9.6890%  | 0.0000% | $20000000.00       | $167391.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 2.5000%  | 0.0000% | $40575448.00       | $2901616.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-08-20      | 0.4233%  | 0.0000% | $70902317.00       | $1160349.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-03-20      | 0.5561%  | 0.0000% | $123289470.00      | $4624090.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-04-20      | 2.2867%  | 0.0000% | $115485865.00      | $2441252.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-06-20      | 1.9397%  | 0.0000% | $37504519.00       | $617090.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-08-20      | 0.6974%  | 0.0000% | $18994538.00       | $884116.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-10-20      | 0.8570%  | 0.0000% | $58480020.00       | $3370075.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-09-20      | 0.1716%  | 0.0000% | $44748423.00       | $1207987.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-12-20      | 0.5472%  | 0.0000% | $168075681.00      | $6231583.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-07-20      | 0.2879%  | 0.0000% | $61561973.00       | $962336.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-09-20      | 2.9130%  | 0.0000% | $36183479.00       | $736645.02         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-12-20      | 1.4428%  | 0.0000% | $50209180.00       | $4120327.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-12-20      | 1.6075%  | 0.0000% | $50029030.00       | $3957036.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-12-20      | 1.3410%  | 0.0000% | $50661679.00       | $3863924.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-12-20      | 2.8150%  | 0.0000% | $37012804.00       | $820663.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-02-20      | 1.6112%  | 0.0000% | $54701150.00       | $4326029.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-02-20      | 1.4540%  | 0.0000% | $66923387.00       | $5071072.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-02-20      | 2.4034%  | 0.0000% | $54569049.00       | $1021044.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-01-20      | 0.8283%  | 0.0000% | $161049657.00      | $5822047.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-01-20      | 0.8529%  | 0.0000% | $117265333.00      | $6524751.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-03-20      | 0.1374%  | 0.0000% | $49000000.00       | $1164999.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-05-20      | 0.6891%  | 0.0000% | $28730000.00       | $1390744.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-06-20      | 0.9351%  | 0.0000% | $50000000.00       | $3416067.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-02-20      | 0.8145%  | 0.0000% | $131872148.00      | $6432431.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-07-20      | 0.7410%  | 0.0000% | $98628823.00       | $5618742.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-09-20      | 1.0110%  | 0.0000% | $82279844.00       | $6125668.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 4.0000%  | 0.0000% | $42188500.00       | $5041394.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | NA       | 0.0000% | $127754768.00      | $1469990.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | NA       | 0.0000% | $83953899.00       | $902631.73         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-10-20      | 1.5385%  | 0.0000% | $121431239.00      | $3420955.82        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-09-20      | 1.6885%  | 0.0000% | $18100000.00       | $666706.22         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-10-20      | 0.2885%  | 0.0000% | $100000000.00      | $1952524.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 0.0385%  | 0.0000% | $187482306.00      | $5028725.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $20750663.00       | $286383.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $54906266.00       | $683363.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $150000000.00      | $476902.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $125000000.00      | $1066173.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 2.5000%  | 0.0000% | $600000.00         | $60930.92          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-10-20      | 2.5000%  | 0.0000% | $67644528.00       | $2626400.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 3.5000%  | 0.0000% | $58609000.00       | $4343058.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $28015543.00       | $322661.13         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $30595930.00       | $408560.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $25000000.00       | $91878.96          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $13613510.00       | $137674.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 3.0000%  | 0.0000% | $4125000.00        | $340200.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-05-16      | 0.7631%  | 0.0000% | $100000000.00      | $5288829.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 3.0000%  | 0.0000% | $60000000.00       | $6174575.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | NA       | 0.0000% | $30654000.00       | $66921.44          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-09-20      | 1.5657%  | 0.0000% | $18536829.00       | $668967.61         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-10-20      | 0.7994%  | 0.0000% | $92929269.00       | $4153960.76        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-10-20      | 2.0463%  | 0.0000% | $52790059.00       | $3735395.92        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2072-03-20      | 0.3614%  | 0.0000% | $44891917.00       | $483022.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 6.0000%  | 0.0000% | $69705690.00       | $5715858.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | 0.5885%  | 0.0000% | $74747961.00       | $1464089.75        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2052-11-20      | 2.6385%  | 0.0000% | $27500714.00       | $416965.32         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2052-11-20      | 8.4615%  | 0.0000% | $577727.00         | $366908.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-20      | 2.3885%  | 0.0000% | $73993516.00       | $5489956.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-20      | 0.4885%  | 0.0000% | $100000000.00      | $2633644.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 3.0000%  | 0.0000% | $49310034.00       | $5569455.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-03-20      | NA       | 0.0000% | $30000000.00       | $193688.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-20      | 3.5000%  | 0.0000% | $35050065.00       | $2734479.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-20      | NA       | 0.0000% | $84088575.00       | $44665.20          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-20      | NA       | 0.0000% | $150000000.00      | $1559064.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | 3.0000%  | 0.0000% | $9169880.00        | $1010587.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-04-20      | 1.9885%  | 0.0000% | $29507903.00       | $1986672.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-03-20      | NA       | 0.0000% | $50000000.00       | $72414.99          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-04-20      | 4.0000%  | 0.0000% | $32222222.00       | $1674531.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-04-20      | 0.0885%  | 0.0000% | $58619846.00       | $1113682.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-05-20      | NA       | 0.0000% | $150000000.00      | $2166118.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-05-20      | 1.8485%  | 0.0000% | $54862753.00       | $4176490.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-11-20      | 0.1385%  | 0.0000% | $143296246.00      | $2266463.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-04-20      | NA       | 0.0000% | $30000000.00       | $70528.31          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 2.3685%  | 0.0000% | $38552400.00       | $2347612.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 0.3185%  | 0.0000% | $100000000.00      | $1140965.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 0.2185%  | 0.0000% | $50915713.00       | $1002594.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 0.2185%  | 0.0000% | $49084287.00       | $770894.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | 0.5185%  | 0.0000% | $100000000.00      | $2943176.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | 2.3885%  | 0.0000% | $42307692.00       | $2435550.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 1.9385%  | 0.0000% | $16500000.00       | $561571.60         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 2.3885%  | 0.0000% | $70000000.00       | $5139806.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 7.9615%  | 0.0000% | $118002.00         | $95833.15          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 2.3685%  | 0.0000% | $11000000.00       | $658425.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 1.0385%  | 0.0000% | $50000000.00       | $546005.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 1.2385%  | 0.0000% | $22426123.00       | $539571.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 3.2385%  | 0.0000% | $59688099.00       | $2490218.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 2.5385%  | 0.0000% | $100000000.00      | $1427821.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 6.0000%  | 0.0000% | $2813676.00        | $157398.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 2.0000%  | 0.0000% | $110000000.00      | $2774414.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 2.0385%  | 0.0000% | $150000000.00      | $4628634.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | NA       | 0.0000% | $570392.00         | $358497.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 6.5000%  | 0.0000% | $3548218.00        | $166294.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 6.0000%  | 0.0000% | $2582919.00        | $169555.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 5.5000%  | 0.0000% | $5851562.00        | $891294.76         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 6.5000%  | 0.0000% | $2884614.00        | $174495.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 3.0000%  | 0.0000% | $28157352.00       | $3711175.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-03-20      | 4.0000%  | 0.0000% | $19907536.00       | $1902643.47        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-03-20      | 2.4385%  | 0.0000% | $100000000.00      | $2793613.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 1.9885%  | 0.0000% | $150000000.00      | $4714626.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.7885%  | 0.0000% | $100000000.00      | $1541651.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.8385%  | 0.0000% | $50000000.00       | $779213.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 2.6085%  | 0.0000% | $86905000.00       | $1949567.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 1.9385%  | 0.0000% | $150000000.00      | $2779830.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 2.0385%  | 0.0000% | $100000000.00      | $3865401.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 1.9385%  | 0.0000% | $50000000.00       | $1797455.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 45.3384% | 0.0000% | $462847.00         | $501949.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-04-20      | 1.1046%  | 0.0000% | $62595510.00       | $4383642.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 1.9385%  | 0.0000% | $200000000.00      | $5056962.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 1.9885%  | 0.0000% | $141771787.00      | $4813805.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 0.8885%  | 0.0000% | $12437562.00       | $342954.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 0.8885%  | 0.0000% | $130000000.00      | $4469191.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 5.5000%  | 0.0000% | $3981139.00        | $323471.03         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-11-20      | 4.0000%  | 0.0000% | $45158236.00       | $3899858.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | NA       | 0.0000% | $9090910.00        | $5215697.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 1.9285%  | 0.0000% | $52749312.00       | $1690308.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 1.4085%  | 0.0000% | $10000000.00       | $252228.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.7885%  | 0.0000% | $50000000.00       | $770843.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 2.5385%  | 0.0000% | $50000000.00       | $970419.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-20      | NA       | 0.0000% | $41130613.00       | $531656.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | NA       | 0.0000% | $100000000.00      | $105882.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 3.5885%  | 0.0000% | $11579196.00       | $1199510.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 0.0500%  | 0.0000% | $129000000.00      | $51969.46          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 0.0500%  | 0.0000% | $60000000.00       | $49578.87          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 1.6585%  | 0.0000% | $90000000.00       | $2275023.62        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-04-20      | 0.0500%  | 0.0000% | $50000000.00       | $47567.23          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 1.6385%  | 0.0000% | $75000000.00       | $2077258.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 2.2385%  | 0.0000% | $100000000.00      | $2052089.01        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2064-05-20      | 1.4885%  | 0.0000% | $106613707.00      | $1240670.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 1.5385%  | 0.0000% | $34287696.00       | $1370519.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 1.6885%  | 0.0000% | $60000000.00       | $2338336.78        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-06-20      | 2.0385%  | 0.0000% | $30000000.00       | $507017.40         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-07-20      | 0.6885%  | 0.0000% | $43300000.00       | $600043.15         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-07-20      | 2.2385%  | 0.0000% | $95000000.00       | $2060194.68        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2065-05-16      | 0.9755%  | 0.0000% | $34540071.00       | $3059892.16        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2065-07-16      | 0.8763%  | 0.0000% | $23131130.00       | $831514.96         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-07-20      | 2.2385%  | 0.0000% | $38726229.00       | $2107810.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 0.1500%  | 0.0000% | $100000000.00      | $329300.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-08-20      | 0.1000%  | 0.0000% | $100000000.00      | $198046.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 2.0885%  | 0.0000% | $107227777.00      | $1921824.08        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-07-20      | 2.2385%  | 0.0000% | $57668708.00       | $2343753.51        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-02-20      | 2.5000%  | 0.0000% | $40225643.00       | $4832567.87        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-10-20      | 1.3385%  | 0.0000% | $30000000.00       | $561291.35         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-02-20      | 6.5000%  | 0.0000% | $25068524.00       | $1567187.43        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 1.6885%  | 0.0000% | $100000000.00      | $2305963.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-03-20      | 7.0000%  | 0.0000% | $14285714.00       | $144732.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-12-20      | 4.5000%  | 0.0000% | $11249982.00       | $59287.08          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-20      | NA       | 0.0000% | $70000000.00       | $102058.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-06-16      | 4.5000%  | 0.0000% | $2927296.00        | $95567.23          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-10-20      | 1.6876%  | 0.0000% | $27600000.00       | $879439.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-07-20      | 2.1504%  | 0.0000% | $79853362.00       | $660057.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-10-20      | 1.4072%  | 0.0000% | $51151433.00       | $1453593.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-08-20      | 1.3680%  | 0.0000% | $50000000.00       | $1283966.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-10-20      | 2.0661%  | 0.0000% | $49857711.00       | $2394721.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-12-20      | 1.1572%  | 0.0000% | $59276595.00       | $1767928.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-02-20      | 1.5019%  | 0.0000% | $98902101.00       | $2661007.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-05-20      | 2.4059%  | 0.0000% | $56595666.00       | $603309.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-12-20      | 1.3927%  | 0.0000% | $78800583.00       | $2964571.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-01-20      | 0.9778%  | 0.0000% | $25495276.00       | $834963.64         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-08-20      | 1.5883%  | 0.0000% | $86681134.00       | $2504477.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-08-20      | 1.5801%  | 0.0000% | $41456342.00       | $1212375.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-11-16      | 0.2000%  | 0.0000% | $164134453.00      | $91211.16          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-11-16      | 0.9112%  | 0.0000% | $202307307.00      | $1181646.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-11-16      | 0.7916%  | 0.0000% | $123320915.00      | $2328516.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-08-20      | 8.3469%  | 0.0000% | $2531131.00        | $61821.15          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-06-20      | 37.9376% | 0.0000% | $1265154.00        | $45842.31          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-07-20      | 1.6672%  | 0.0000% | $73549802.00       | $42574.73          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-08-20      | 1.5662%  | 0.0000% | $76308109.00       | $92398.11          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-09-20      | 1.4073%  | 0.0000% | $104376410.00      | $59687.72          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-03-20      | 2.6780%  | 0.0000% | $46313230.00       | $167803.06         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-04-20      | 2.2367%  | 0.0000% | $90682680.00       | $213225.03         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-01-20      | 1.8015%  | 0.0000% | $35250518.00       | $80092.80          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-12-20      | 1.3010%  | 0.0000% | $39862222.00       | $123448.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-11-20      | 1.9404%  | 0.0000% | $39413271.00       | $56239.92          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-04-20      | 0.6885%  | 0.0000% | $200000000.00      | $2310008.94        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-04-20      | 0.8885%  | 0.0000% | $46475708.00       | $1037328.18        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-04-20      | 1.0285%  | 0.0000% | $101000000.00      | $1398056.62        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-04-20      | 0.8385%  | 0.0000% | $116666667.00      | $1416187.46        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2065-04-20      | 1.8385%  | 0.0000% | $29308925.00       | $683687.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 0.4885%  | 0.0000% | $50000000.00       | $393337.60         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-04-20      | 1.6885%  | 0.0000% | $13817693.00       | $494480.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 3.5000%  | 0.0000% | $23573914.00       | $3596494.17        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 0.6385%  | 0.0000% | $100000000.00      | $1033292.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 0.1500%  | 0.0000% | $70000000.00       | $100213.03         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 0.1500%  | 0.0000% | $70000000.00       | $100213.03         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 1.4385%  | 0.0000% | $100000000.00      | $2055891.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 7.0000%  | 0.0000% | $857142.00         | $153592.70         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 0.5385%  | 0.0000% | $100000000.00      | $1214280.47        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 2.7885%  | 0.0000% | $28680755.00       | $1910920.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 0.1000%  | 0.0000% | $133333333.00      | $305064.20         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 0.6385%  | 0.0000% | $100000000.00      | $999634.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-02-20      | 5.0000%  | 0.0000% | $31592027.00       | $774119.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-01-20      | 3.5000%  | 0.0000% | $9416164.00        | $197262.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-03-20      | 2.2183%  | 0.0000% | $14208633.00       | $541174.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-05-20      | 2.3183%  | 0.0000% | $46753246.00       | $2560691.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-06-20      | 4.0000%  | 0.0000% | $22540510.00       | $542255.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-02-20      | 2.2183%  | 0.0000% | $18566000.00       | $606662.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-20      | 3.5000%  | 0.0000% | $26643762.00       | $345312.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-20      | 5.0000%  | 0.0000% | $94674297.00       | $5311894.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-11-16      | 2.3259%  | 0.0000% | $20590624.00       | $1009662.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-20      | 3.0000%  | 0.0000% | $5000000.00        | $80810.20          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-20      | NA       | 0.0000% | $9244444.00        | $104075.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-20      | NA       | 0.0000% | $9236502.00        | $107351.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-08-20      | 0.4183%  | 0.0000% | $90437500.00       | $2294478.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-08-20      | 0.3683%  | 0.0000% | $39514522.00       | $802616.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-10-20      | NA       | 0.0000% | $48426531.00       | $88145.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-09-20      | 3.5000%  | 0.0000% | $24566517.00       | $2011230.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-09-20      | 3.0000%  | 0.0000% | $40337355.00       | $3549932.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | NA       | 0.0000% | $45581644.00       | $141280.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | NA       | 0.0000% | $31281637.00       | $137559.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 2.5000%  | 0.0000% | $2210082.00        | $202729.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 2.5183%  | 0.0000% | $20513623.00       | $1499408.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-11-20      | 2.0000%  | 0.0000% | $580000.00         | $44375.26          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-16      | 2.5000%  | 0.0000% | $1200000.00        | $162792.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 2.0000%  | 0.0000% | $75000000.00       | $5377216.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 2.5000%  | 0.0000% | $1000000.00        | $72181.88          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.0000%  | 0.0000% | $17375000.00       | $1494232.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $549984.00         | $43958.55          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $5000000.00        | $468406.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $65380000.00       | $5730054.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $45988001.00       | $4893055.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-03-20      | 3.0000%  | 0.0000% | $22099324.00       | $1396970.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-03-20      | 2.5683%  | 0.0000% | $6064222.00        | $569985.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-03-20      | 3.0000%  | 0.0000% | $13874833.00       | $1302958.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 3.5000%  | 0.0000% | $12030076.00       | $1013303.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 2.5000%  | 0.0000% | $20178825.00       | $1797381.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | NA       | 0.0000% | $35546109.00       | $74397.18          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-08-20      | 3.0000%  | 0.0000% | $75624832.00       | $5553550.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 3.0000%  | 0.0000% | $93750000.00       | $5807428.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 2.5000%  | 0.0000% | $3268294.00        | $307922.97         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 4.5000%  | 0.0000% | $9505624.00        | $870633.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 2.5183%  | 0.0000% | $32290739.00       | $1144686.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 2.5183%  | 0.0000% | $14586138.00       | $801150.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 2.5000%  | 0.0000% | $15000000.00       | $1212588.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | NA       | 0.0000% | $30000000.00       | $257198.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 3.5000%  | 0.0000% | $13487545.00       | $921494.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 2.5183%  | 0.0000% | $37934856.00       | $1932750.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 3.5000%  | 0.0000% | $5954895.00        | $510091.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 2.5183%  | 0.0000% | $17579799.00       | $728771.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 2.5183%  | 0.0000% | $6132501.00        | $327569.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | NA       | 0.0000% | $102670443.00      | $104077.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | NA       | 0.0000% | $150000000.00      | $211026.80         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | NA       | 0.0000% | $99900000.00       | $270946.60         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 3.5000%  | 0.0000% | $8407035.00        | $647771.61         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 5.0000%  | 0.0000% | $5640000.00        | $499383.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | 3.5000%  | 0.0000% | $1390000.00        | $156500.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 3.0000%  | 0.0000% | $9269669.00        | $1035375.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | 4.5000%  | 0.0000% | $2234261.00        | $195489.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 2.5000%  | 0.0000% | $12276294.00       | $1332460.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-11-20      | 4.5000%  | 0.0000% | $26325333.00       | $1209073.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 3.0000%  | 0.0000% | $43048333.00       | $3255527.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-20      | NA       | 0.0000% | $250000000.00      | $338838.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | 0.1385%  | 0.0000% | $43152691.00       | $1142312.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | NA       | 0.0000% | $150000000.00      | $93871.10          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2052-12-20      | 2.0000%  | 0.0000% | $100000000.00      | $3044878.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-12-20      | 1.8885%  | 0.0000% | $50000000.00       | $752385.53         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2066-09-16      | 0.2500%  | 0.0000% | $25000000.00       | $273691.60         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-12-20      | 2.1110%  | 0.0000% | $92866630.00       | $2300988.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-02-20      | 1.3882%  | 0.0000% | $107475411.00      | $4903519.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-06-20      | 0.6555%  | 0.0000% | $101269253.00      | $4569445.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-06-20      | 0.5908%  | 0.0000% | $44659573.00       | $1766338.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-08-20      | 0.7079%  | 0.0000% | $16810000.00       | $1027339.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-09-20      | 0.7330%  | 0.0000% | $57054461.00       | $2739865.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-08-20      | 1.0308%  | 0.0000% | $51417388.00       | $1996801.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-08-20      | 0.8230%  | 0.0000% | $16618855.00       | $645045.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-09-20      | 0.8965%  | 0.0000% | $87945705.00       | $6396237.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-02-20      | 0.8183%  | 0.0000% | $90434149.00       | $6065993.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-09-20      | 0.2130%  | 0.0000% | $27106082.00       | $249789.79         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-08-20      | 1.6479%  | 0.0000% | $15480384.00       | $619214.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-05-20      | 1.6312%  | 0.0000% | $48032620.00       | $837886.80         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-07-20      | 1.0413%  | 0.0000% | $51900346.00       | $4243914.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-07-20      | 0.9130%  | 0.0000% | $77419028.00       | $5515720.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.8385%  | 0.0000% | $130000000.00      | $2025954.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.7385%  | 0.0000% | $50000000.00       | $754172.84         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-05-20      | 1.8385%  | 0.0000% | $125000000.00      | $1947987.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.8385%  | 0.0000% | $50000000.00       | $1263715.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.7885%  | 0.0000% | $100000000.00      | $1541687.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.7885%  | 0.0000% | $100000000.00      | $1740805.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 1.8385%  | 0.0000% | $60000000.00       | $944489.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 2.4185%  | 0.0000% | $91300568.00       | $2907995.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.7385%  | 0.0000% | $114387549.00      | $3137984.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 2.4885%  | 0.0000% | $30000000.00       | $1136922.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 2.3885%  | 0.0000% | $51000000.00       | $1025716.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 2.3385%  | 0.0000% | $45000000.00       | $1193456.46        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-06-20      | 1.6385%  | 0.0000% | $100000000.00      | $2266815.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 0.1000%  | 0.0000% | $25576073.00       | $46902.80          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 0.1000%  | 0.0000% | $46848773.00       | $97820.36          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-06-20      | 0.1500%  | 0.0000% | $50000000.00       | $109977.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 1.8685%  | 0.0000% | $50000000.00       | $616882.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 1.5885%  | 0.0000% | $100000000.00      | $1593842.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 2.0585%  | 0.0000% | $70000000.00       | $1365424.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 2.2285%  | 0.0000% | $30000000.00       | $607070.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-08-20      | 6.5000%  | 0.0000% | $502356.00         | $27299.22          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-08-20      | 6.5000%  | 0.0000% | $777590.00         | $42273.89          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 1.5885%  | 0.0000% | $100000000.00      | $2068223.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 2.0885%  | 0.0000% | $100000000.00      | $1974836.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 1.8385%  | 0.0000% | $100000000.00      | $1143922.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 3.0000%  | 0.0000% | $11300000.00       | $1838724.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 1.6838%  | 0.0000% | $162000000.00      | $1759788.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 1.9885%  | 0.0000% | $100000000.00      | $1174268.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-08-16      | 1.2376%  | 0.0000% | $101553292.00      | $431506.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-07-16      | 0.9054%  | 0.0000% | $179111909.00      | $3686096.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-02-16      | 0.8753%  | 0.0000% | $83000000.00       | $871582.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-05-16      | 1.0292%  | 0.0000% | $41614760.00       | $1370954.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-09-16      | 1.2711%  | 0.0000% | $5000000.00        | $387706.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-05-20      | 0.7022%  | 0.0000% | $62411219.00       | $1955395.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-05-20      | 1.7116%  | 0.0000% | $48110000.00       | $1577600.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-02-20      | 1.5347%  | 0.0000% | $47142008.00       | $1906832.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-03-20      | 0.4645%  | 0.0000% | $28731101.00       | $660265.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-07-20      | 1.5247%  | 0.0000% | $45898210.00       | $1436247.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-03-20      | 0.7753%  | 0.0000% | $80000000.00       | $2527447.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-09-20      | 1.1644%  | 0.0000% | $15076191.00       | $489726.60         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-10-20      | 1.5862%  | 0.0000% | $88586088.00       | $3393391.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-03-20      | 2.6881%  | 0.0000% | $40521385.00       | $659058.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-02-20      | 0.5887%  | 0.0000% | $16321236.00       | $436743.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-08-16      | 0.8263%  | 0.0000% | $123770784.00      | $4504544.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-09-20      | 1.1579%  | 0.0000% | $28190974.00       | $116148.60         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-12-20      | 5.0000%  | 0.0000% | $1534000.00        | $69919.98          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-05-20      | 2.4183%  | 0.0000% | $9517000.00        | $185709.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-07-20      | 1.3713%  | 0.0000% | $54424493.00       | $411685.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-06-20      | 2.4183%  | 0.0000% | $34291573.00       | $1270720.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-09-20      | 2.4183%  | 0.0000% | $47753860.00       | $1041795.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-11-20      | NA       | 0.0000% | $160104000.00      | $574336.79         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-11-20      | 2.3683%  | 0.0000% | $70000000.00       | $1170946.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-03-20      | 2.4183%  | 0.0000% | $18790181.00       | $219697.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-10-20      | 2.4183%  | 0.0000% | $46351320.00       | $1484443.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-01-20      | 2.3183%  | 0.0000% | $30250352.00       | $800666.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-01-20      | 2.2683%  | 0.0000% | $14442000.00       | $221391.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-01-16      | 0.8704%  | 0.0000% | $30246000.00       | $1600771.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-04-16      | 0.2500%  | 0.0000% | $55000000.00       | $504805.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-03-16      | 0.2000%  | 0.0000% | $532854143.00      | $3856989.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-10-16      | 0.9492%  | 0.0000% | $52000000.00       | $3246159.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-06-16      | 1.4328%  | 0.0000% | $5000000.00        | $357862.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-02-16      | 0.9876%  | 0.0000% | $24900000.00       | $1625875.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-08-16      | 0.2500%  | 0.0000% | $104436563.00      | $967980.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-10-16      | 0.5646%  | 0.0000% | $15665691.00       | $318440.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-01-16      | 2.5000%  | 0.0000% | $5212200.00        | $518196.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-05-16      | 2.5000%  | 0.0000% | $326043.00         | $85062.52          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-06-16      | 0.6998%  | 0.0000% | $100000000.00      | $4977844.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-11-16      | 0.9636%  | 0.0000% | $25223457.00       | $1718589.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-05-16      | 0.7943%  | 0.0000% | $41772526.00       | $2627473.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-09-16      | 0.7314%  | 0.0000% | $50000000.00       | $2946038.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-08-16      | 0.2541%  | 0.0000% | $77781585.00       | $2843380.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-10-16      | 0.7412%  | 0.0000% | $51254412.00       | $2845436.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-10-16      | 0.7415%  | 0.0000% | $52843906.00       | $3102334.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-01-16      | 0.6437%  | 0.0000% | $50000000.00       | $1967790.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-07-16      | 0.8799%  | 0.0000% | $25271278.00       | $1708448.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-02-16      | 0.7567%  | 0.0000% | $50349118.00       | $2841008.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-10-16      | 0.7435%  | 0.0000% | $57431784.00       | $3280715.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-07-16      | 0.5931%  | 0.0000% | $100000000.00      | $3758034.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-05-16      | 0.8724%  | 0.0000% | $85263765.00       | $6254441.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-07-16      | 0.6768%  | 0.0000% | $55425770.00       | $3394496.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-07-16      | 1.0454%  | 0.0000% | $30515462.00       | $2526413.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-12-16      | 0.7950%  | 0.0000% | $54845996.00       | $3898575.42        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2066-10-16      | 0.8885%  | 0.0000% | $51858754.00       | $3461227.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 1.9385%  | 0.0000% | $22833729.00       | $856768.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-09-20      | 1.5385%  | 0.0000% | $109693728.00      | $3416294.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 2.1385%  | 0.0000% | $24489605.00       | $1016373.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.8385%  | 0.0000% | $11880746.00       | $459151.60         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 0.6385%  | 0.0000% | $100000000.00      | $891908.03         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 0.5885%  | 0.0000% | $450000000.00      | $5607017.79        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 2.8385%  | 0.0000% | $156348766.00      | $5560849.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 2.2385%  | 0.0000% | $105000000.00      | $5499130.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 1.5385%  | 0.0000% | $51305924.00       | $2134719.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 3.4385%  | 0.0000% | $18136909.00       | $1853190.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 3.4385%  | 0.0000% | $17088670.00       | $1939756.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 6.5000%  | 0.0000% | $11265536.00       | $2404041.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 0.6385%  | 0.0000% | $150000000.00      | $1877062.78        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 1.6885%  | 0.0000% | $92951981.00       | $5548027.97        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 1.6885%  | 0.0000% | $52703413.00       | $3241273.73        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 5.0000%  | 0.0000% | $56180.00          | $45872.40          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2052-03-20      | 6.0000%  | 0.0000% | $14171457.00       | $1366834.28        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-06-20      | 6.0000%  | 0.0000% | $6034728.00        | $523971.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 1.4885%  | 0.0000% | $39000000.00       | $1565703.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 2.2385%  | 0.0000% | $50000000.00       | $3143555.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-08-20      | 0.7385%  | 0.0000% | $350000000.00      | $5436549.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 1.4885%  | 0.0000% | $134452243.00      | $5774291.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-04-20      | 2.3183%  | 0.0000% | $37820831.00       | $765988.49         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-09-20      | 2.9385%  | 0.0000% | $33337894.00       | $1864891.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-09-20      | 1.6389%  | 0.0000% | $127000000.00      | $4154495.85        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-09-20      | 0.1500%  | 0.0000% | $65303762.00       | $346970.35         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-09-20      | 2.3385%  | 0.0000% | $24204330.00       | $2120320.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-04-20      | 4.5000%  | 0.0000% | $23498296.00       | $98355.83          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 2.2683%  | 0.0000% | $67533929.00       | $1009765.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 0.6883%  | 0.0000% | $40000000.00       | $330066.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-06-20      | NA       | 0.0000% | $65207928.00       | $222716.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-07-20      | NA       | 0.0000% | $130000000.00      | $583905.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-10-20      | 0.7183%  | 0.0000% | $30000000.00       | $318022.49         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 1.0385%  | 0.0000% | $50000000.00       | $1653308.89        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 6.0000%  | 0.0000% | $27777777.00       | $2886528.73        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 0.4385%  | 0.0000% | $46978688.00       | $846281.24         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-11-20      | 2.3885%  | 0.0000% | $79858328.00       | $1926518.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | 2.0000%  | 0.0000% | $27337372.00       | $2980887.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 2.5000%  | 0.0000% | $21978059.00       | $2639529.43        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-11-20      | 1.6885%  | 0.0000% | $25000000.00       | $1373891.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 1.7585%  | 0.0000% | $50000000.00       | $1216466.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 7.0000%  | 0.0000% | $22560384.00       | $3221222.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 7.0000%  | 0.0000% | $14454550.00       | $3292901.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-11-20      | 6.5000%  | 0.0000% | $12187703.00       | $2331926.54        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-01-20      | 2.7885%  | 0.0000% | $29879841.00       | $2055803.98        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-01-20      | 1.5385%  | 0.0000% | $80000000.00       | $1949556.25        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-01-20      | 7.0000%  | 0.0000% | $13059209.00       | $1497258.21        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-02-20      | 0.6885%  | 0.0000% | $160349095.00      | $1717964.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 2.9885%  | 0.0000% | $15293742.00       | $1082570.53        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-01-20      | 1.7385%  | 0.0000% | $47530298.00       | $1858213.23        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 1.6885%  | 0.0000% | $4734736.00        | $222625.59         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-02-20      | 7.0000%  | 0.0000% | $16850242.00       | $3016666.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 1.5885%  | 0.0000% | $87160912.00       | $2361038.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 1.5085%  | 0.0000% | $50000000.00       | $2028525.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 2.3385%  | 0.0000% | $27579258.00       | $1440492.65        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2050-04-20      | 4.0000%  | 0.0000% | $24131714.00       | $4584127.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-03-20      | 1.6385%  | 0.0000% | $104000000.00      | $2287969.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 1.6385%  | 0.0000% | $42433001.00       | $2191956.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 2.1385%  | 0.0000% | $33718072.00       | $2284581.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 2.2385%  | 0.0000% | $32825239.00       | $1681104.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 0.6385%  | 0.0000% | $200000000.00      | $1928333.46        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 0.5785%  | 0.0000% | $100000000.00      | $1153459.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-12-20      | 0.8385%  | 0.0000% | $300000000.00      | $6003596.62        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-11-20      | 6.0000%  | 0.0000% | $13778566.00       | $3321545.53        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-11-20      | 1.0885%  | 0.0000% | $100630531.00      | $2729234.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-11-20      | 1.7885%  | 0.0000% | $50000000.00       | $2345336.38        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-12-20      | 1.1885%  | 0.0000% | $78829600.00       | $2481400.80        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-12-20      | 2.3885%  | 0.0000% | $60727751.00       | $3033106.52        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-12-20      | 5.5000%  | 0.0000% | $7217452.00        | $1477628.64        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-12-20      | 5.5000%  | 0.0000% | $13509091.00       | $2468846.21        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-12-20      | 6.0000%  | 0.0000% | $19507877.00       | $4491912.88        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-12-20      | 1.8385%  | 0.0000% | $43849424.00       | $2360191.94        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2066-01-20      | 1.1885%  | 0.0000% | $103102542.00      | $6123578.56        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-01-20      | 0.5885%  | 0.0000% | $100000000.00      | $1536588.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-01-20      | 4.5000%  | 0.0000% | $3240754.00        | $2966289.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-01-20      | 3.0385%  | 0.0000% | $68879367.00       | $6394679.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 1.7885%  | 0.0000% | $80000000.00       | $1661427.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-20      | 3.0000%  | 0.0000% | $3304881.00        | $389239.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-10-20      | NA       | 0.0000% | $3251039.00        | $614833.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 1.8885%  | 0.0000% | $100000000.00      | $1776046.72        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-11-20      | 1.4385%  | 0.0000% | $100000000.00      | $990729.45         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-10-20      | 1.7885%  | 0.0000% | $55000000.00       | $674648.34         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-10-20      | 1.6885%  | 0.0000% | $25000000.00       | $292836.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 1.7885%  | 0.0000% | $85714288.00       | $1044536.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 2.5385%  | 0.0000% | $100000000.00      | $1468506.99        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-11-20      | 1.4385%  | 0.0000% | $200000000.00      | $2092861.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 1.9385%  | 0.0000% | $100000000.00      | $1260849.35        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-10-20      | 1.8385%  | 0.0000% | $50000000.00       | $583821.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 1.9885%  | 0.0000% | $95000000.00       | $1699873.79        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-07-20      | 2.3885%  | 0.0000% | $52032447.00       | $759317.21         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-08-20      | 2.3385%  | 0.0000% | $150000000.00      | $2081682.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 2.1185%  | 0.0000% | $187840029.00      | $6379605.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 2.0885%  | 0.0000% | $100000000.00      | $1955103.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 2.8885%  | 0.0000% | $65000000.00       | $1112987.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 2.0385%  | 0.0000% | $59830403.00       | $909572.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 12.3000% | 0.0000% | $3698076.00        | $1717006.81        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-09-20      | 2.8885%  | 0.0000% | $50000000.00       | $864981.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | 7.5000%  | 0.0000% | $1426101.00        | $420525.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 2.0385%  | 0.0000% | $150000000.00      | $1808961.51        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-09-20      | 2.0885%  | 0.0000% | $50000000.00       | $627016.22         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 2.0885%  | 0.0000% | $49187328.00       | $2762638.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 0.1500%  | 0.0000% | $74660210.00       | $254652.13         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 0.2000%  | 0.0000% | $84660210.00       | $315541.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 3.3885%  | 0.0000% | $50114968.00       | $1754776.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 1.4385%  | 0.0000% | $40000000.00       | $1403788.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-07-20      | 4.0000%  | 0.0000% | $36677515.00       | $5817188.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 1.7885%  | 0.0000% | $100000000.00      | $1235972.01        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-11-20      | 1.8385%  | 0.0000% | $100000000.00      | $1188428.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 7.0000%  | 0.0000% | $4056048.00        | $612299.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 1.5885%  | 0.0000% | $100000000.00      | $1489646.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 3.0000%  | 0.0000% | $3234000.00        | $434954.35         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 2.2785%  | 0.0000% | $150000000.00      | $2458418.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 3.3885%  | 0.0000% | $60000000.00       | $2209560.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 2.0885%  | 0.0000% | $30000000.00       | $924803.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 2.1385%  | 0.0000% | $50000000.00       | $1160678.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 2.1885%  | 0.0000% | $50000000.00       | $1732373.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 1.8385%  | 0.0000% | $45000000.00       | $1754025.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 6.5000%  | 0.0000% | $769230.00         | $68172.27          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 6.5000%  | 0.0000% | $769230.00         | $68170.95          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 3.3885%  | 0.0000% | $30000000.00       | $792269.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 1.7385%  | 0.0000% | $100000000.00      | $1521184.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 2.0885%  | 0.0000% | $50000000.00       | $1618533.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 1.6385%  | 0.0000% | $75000000.00       | $1206950.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-20      | 3.5000%  | 0.0000% | $31300538.00       | $3443019.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 6.0000%  | 0.0000% | $6250000.00        | $735022.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 1.5385%  | 0.0000% | $100000000.00      | $1469061.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 6.5000%  | 0.0000% | $9230769.00        | $460505.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-11-20      | 6.0000%  | 0.0000% | $2247430.00        | $169210.18         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-02-20      | 2.7885%  | 0.0000% | $50000000.00       | $672865.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 6.0000%  | 0.0000% | $11095387.00       | $1825866.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 2.2385%  | 0.0000% | $50000000.00       | $967579.58         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 7.0000%  | 0.0000% | $24336223.00       | $983493.79         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 2.2885%  | 0.0000% | $63000000.00       | $1695442.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-03-20      | 0.0700%  | 0.0000% | $75000000.00       | $110803.61         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 0.0500%  | 0.0000% | $60000000.00       | $65823.91          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 1.6585%  | 0.0000% | $50000000.00       | $1589643.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 0.1000%  | 0.0000% | $100000000.00      | $159131.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 0.1000%  | 0.0000% | $75000000.00       | $119348.88         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2052-02-20      | 3.0000%  | 0.0000% | $11966168.00       | $1583148.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 1.5385%  | 0.0000% | $73515000.00       | $1973440.32        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2074-11-20      | 0.7243%  | 0.0000% | $8070550.00        | $44642.54          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-10-20      | 0.8211%  | 0.0000% | $32615979.00       | $1689154.41        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2072-04-20      | 0.5308%  | 0.0000% | $34452485.00       | $598950.03         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-02-20      | 2.4147%  | 0.0000% | $31122336.00       | $863595.76         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2073-05-20      | 0.3764%  | 0.0000% | $55516908.00       | $512122.65         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2066-12-20      | 2.1221%  | 0.0000% | $125129269.00      | $2776526.62        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2073-02-20      | 0.1500%  | 0.0000% | $183107011.00      | $1125339.79        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-12-20      | 0.8897%  | 0.0000% | $41805580.00       | $3258933.50        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2071-09-20      | 0.4373%  | 0.0000% | $13638611.00       | $217519.67         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-04-20      | 0.5007%  | 0.0000% | $102090493.00      | $4586464.55        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2073-02-20      | 0.8013%  | 0.0000% | $45713541.00       | $1253990.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2075-06-20      | 0.9278%  | 0.0000% | $30144219.00       | $2314911.66        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2071-07-20      | 1.8484%  | 0.0000% | $48327160.00       | $3140172.02        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-12-20      | 1.1062%  | 0.0000% | $37133472.00       | $3288953.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2075-08-20      | 0.9784%  | 0.0000% | $8998232.00        | $782599.89         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2073-09-20      | 2.1961%  | 0.0000% | $89413609.00       | $2869528.98        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-09-20      | 2.8725%  | 0.0000% | $9435329.00        | $492405.27         | Agency Mortgage-Backed Securities |

### Security 234: Fixed Income Clearing Corp. Tri Party Repo - ING

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - ING 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 990ABKBQ5, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 990ABKBQ5_3.66_0302
- **C.18 - Value (incl. sponsor support):** $2650000000.00
- **C.18.a - Value (excl. sponsor support):** $2650000000.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - ING

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $80742000.00       | $84271131.67       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $102883000.00      | $106227046.51      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 3.5000%  | 0.0000% | $28000000.00       | $28375410.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $200.00            | $203.96            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-08-15      | 3.8750%  | 0.0000% | $700000000.00      | $705541571.27      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.7500%  | 0.0000% | $7535000.00        | $7650988.42        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $9000.00           | $9172.34           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-08-15      | 2.0000%  | 0.0000% | $76470000.00       | $45786334.76       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $47730685.64       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-18      | NA       | 0.0000% | $7251000.00        | $7173370.79        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-08-27      | NA       | 0.0000% | $225000000.00      | $221089725.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $101.37            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-15      | 3.7500%  | 0.0000% | $200.00            | $204.19            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $88328000.00       | $89921391.25       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-15      | 3.8750%  | 0.0000% | $5000.00           | $5076.42           | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2027-07-31      | 3.7819%  | 0.0000% | $50000000.00       | $50203124.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-09-30      | 3.8750%  | 0.0000% | $107500000.00      | $110302998.71      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 3.5000%  | 0.0000% | $472169000.00      | $478052001.39      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.5000%  | 0.0000% | $136950000.00      | $138652048.65      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 3.3750%  | 0.0000% | $131698000.00      | $132681660.32      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 3.3750%  | 0.0000% | $1000.00           | $1004.71           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 4.1250%  | 0.0000% | $24999900.00       | $25581868.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 1.3750%  | 0.0000% | $140000000.00      | $133435963.87      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.8750%  | 0.0000% | $9999900.00        | $10299291.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-05-15      | 5.0000%  | 0.0000% | $74999900.00       | $80360865.92       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 0.5000%  | 0.0000% | $208000000.00      | $199646759.07      | U.S. Treasuries (including strips) |

### Security 235: Credit Agricole Corporate and Investment Bank Tri Party Repo

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank Tri Party Repo 3.669900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 996JWK006, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 996JWK006_3.67_0304
- **C.18 - Value (incl. sponsor support):** $375000000.00
- **C.18.a - Value (excl. sponsor support):** $375000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                    | 2052-10-01      | 3.5000%  | 0.0000% | $1000.00           | $771.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-01-20      | 4.0000%  | 0.0000% | $1000.00           | $83.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-07-20      | 5.0000%  | 0.0000% | $1000.00           | $67.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-08-20      | 4.0000%  | 0.0000% | $1000.00           | $92.95             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-08-01      | 5.0000%  | 0.0000% | $1024.00           | $949.83            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1037.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 7.0000%  | 0.0000% | $1189300.00        | $370848.79         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 6.0000%  | 0.0000% | $1000.00           | $583.93            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 4.5000%  | 0.0000% | $1024.00           | $934.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 3.5000%  | 0.0000% | $1000.00           | $777.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 7.0000%  | 0.0000% | $1024.00           | $346.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-15      | 6.5000%  | 0.0000% | $1000.00           | $1024.39           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-20      | 5.5000%  | 0.0000% | $1000.00           | $979.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 4.5000%  | 0.0000% | $1024.00           | $953.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-15      | 7.0000%  | 0.0000% | $1000.00           | $1025.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 7.0000%  | 0.0000% | $1650335.00        | $1341131.11        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 7.0000%  | 0.0000% | $1000.00           | $826.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $859.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 6.8000%  | 0.0000% | $1000.00           | $764.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 7.0000%  | 0.0000% | $1014.00           | $555.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $948.52            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 7.0000%  | 0.0000% | $1000.00           | $987.46            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2065-05-20      | 7.0000%  | 0.0000% | $1024.00           | $930.82            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $883.52            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $896.85            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $916.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 5.5000%  | 0.0000% | $1024.00           | $858.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 5.5000%  | 0.0000% | $9996000.00        | $8018584.88        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 3.5000%  | 0.0000% | $1000.00           | $922.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 6.0000%  | 0.0000% | $1000.00           | $989.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-08-20      | 5.0000%  | 0.0000% | $50000000.00       | $49717624.77       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-08-20      | 6.5000%  | 0.0000% | $2144.00           | $2195.45           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2065-03-20      | 7.0000%  | 0.0000% | $1008.00           | $627.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 7.0000%  | 0.0000% | $1000.00           | $949.61            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2065-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1016.16           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 6.5000%  | 0.0000% | $2000.00           | $2108.94           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $1024.00           | $1046.21           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-09-01      | 6.0000%  | 0.0000% | $20070.00          | $15457.25          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-10-15      | 3.0000%  | 0.0000% | $2039.00           | $180.04            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2045-07-01      | 5.5000%  | 0.0000% | $34880.00          | $29879.85          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-04-01      | 6.5000%  | 0.0000% | $13700.00          | $12644.96          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-08-01      | 4.0000%  | 0.0000% | $560680.00         | $125330.16         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $774.74            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $903.08            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-05-01      | 6.0000%  | 0.0000% | $18220.00          | $15708.91          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-03-01      | 2.0000%  | 0.0000% | $25139197.00       | $14209992.83       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-11-01      | 2.0000%  | 0.0000% | $4503835.00        | $2384080.67        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-06-01      | 4.5000%  | 0.0000% | $1000.00           | $228.79            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $981.56            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-08-01      | 5.0000%  | 0.0000% | $1053.00           | $1052.94           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-10-01      | 6.5000%  | 0.0000% | $1008.00           | $1007.93           | Agency Mortgage-Backed Securities  |
| GINNIE MAE                     | 2054-06-20      | 3.6385%  | 0.0000% | $100020.00         | $6560.62           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-09-01      | 4.0000%  | 0.0000% | $1000.00           | $1004.23           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $765.91            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $800.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 7.0000%  | 0.0000% | $1024.00           | $414.50            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-08-20      | 6.5000%  | 0.0000% | $1794938.00        | $1879434.19        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-09-20      | 6.0000%  | 0.0000% | $1056.00           | $1103.67           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-09-20      | 6.0000%  | 0.0000% | $1000.00           | $1041.28           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-10-20      | 6.0000%  | 0.0000% | $2000.00           | $2053.00           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2035-11-01      | 4.2180%  | 0.0000% | $18240899.00       | $18235870.59       | Agency Mortgage-Backed Securities  |
| GINNIE MAE                     | 2055-06-20      | 2.2385%  | 0.0000% | $101512.00         | $4446.51           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1055.32           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-10-20      | 7.0000%  | 0.0000% | $1000.00           | $1050.70           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 6.5000%  | 0.0000% | $1776.00           | $1905.96           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 6.5000%  | 0.0000% | $1008.00           | $1081.85           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 7.5000%  | 0.0000% | $2000.00           | $2172.87           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.0000%  | 0.0000% | $1000.00           | $1011.81           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 6.5000%  | 0.0000% | $298945.00         | $314803.87         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-12-20      | 5.0000%  | 0.0000% | $1000.00           | $1003.11           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-07-01      | 5.5000%  | 0.0000% | $4425000.00        | $3484457.55        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-10-01      | 6.0000%  | 0.0000% | $5043.00           | $3383.04           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2032-11-01      | 4.2800%  | 0.0000% | $1026.00           | $1041.61           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $525.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-01-20      | 5.0000%  | 0.0000% | $9890.00           | $570.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 2.0000%  | 0.0000% | $1008.00           | $466.36            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-04-20      | 2.5000%  | 0.0000% | $1000.00           | $504.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 2.0000%  | 0.0000% | $1000.00           | $577.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 2.5000%  | 0.0000% | $2774189.00        | $1629729.05        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | 2.0000%  | 0.0000% | $35922185.00       | $21721822.49       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-03-20      | 3.0000%  | 0.0000% | $57315728.00       | $37007331.32       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 5.5000%  | 0.0000% | $1000.00           | $686.96            | Agency Mortgage-Backed Securities  |
| GINNIE MAE                     | 2054-10-20      | 4.7615%  | 0.0000% | $230898.00         | $179590.12         | Agency Mortgage-Backed Securities  |
| GINNIE MAE                     | 2055-01-20      | 2.7885%  | 0.0000% | $100178.00         | $4040.57           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-07-01      | 4.5000%  | 0.0000% | $1024.00           | $222.96            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN BANK         | 2045-09-29      | 5.2300%  | 0.0000% | $2300000.00        | $2360248.76        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN BANK         | 2040-09-26      | 5.4500%  | 0.0000% | $1720000.00        | $1758694.36        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN BANK         | 2055-12-08      | 5.2500%  | 0.0000% | $4640000.00        | $4743777.47        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-07-01      | 2.5000%  | 0.0000% | $1270113.00        | $495434.09         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-08-01      | 6.0000%  | 0.0000% | $2859664.00        | $2959699.51        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1048.71           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $1031.87           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-05-01      | 4.0000%  | 0.0000% | $1353.00           | $889.85            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2041-11-01      | 3.5000%  | 0.0000% | $1308.00           | $77.95             | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2029-06-30      | 4.2500%  | 0.0000% | $38400.00          | $39648.13          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-06-30      | 4.6250%  | 0.0000% | $100.00            | $101.06            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-07-31      | 4.3750%  | 0.0000% | $300.00            | $301.86            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-07-31      | 4.1250%  | 0.0000% | $10236000.00       | $10539135.63       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2027-07-15      | 0.3750%  | 0.0000% | $2931400.00        | $3879418.81        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2028-04-15      | 1.2500%  | 0.0000% | $600.00            | $655.33            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-10-31      | 4.8750%  | 0.0000% | $50400.00          | $53065.89          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2028-10-15      | 2.3750%  | 0.0000% | $200.00            | $222.12            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2033-11-15      | 4.5000%  | 0.0000% | $367300.00         | $389274.15         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-12-31      | 3.7500%  | 0.0000% | $18018000.00       | $18295356.25       | U.S. Treasuries (including strips) |
| STRIPS                         | 2031-08-15      | NA       | 0.0000% | $22.34             | $18.32             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2046-11-15      | 2.8750%  | 0.0000% | $300.00            | $232.20            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2047-02-15      | 3.0000%  | 0.0000% | $900.00            | $703.55            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2048-08-15      | 3.0000%  | 0.0000% | $3434900.00        | $2641505.00        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2050-02-15      | 0.2500%  | 0.0000% | $1245500.00        | $946406.36         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2051-02-15      | 1.8750%  | 0.0000% | $844200.00         | $493249.64         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2051-08-15      | 2.0000%  | 0.0000% | $2706500.00        | $1620514.12        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2043-02-15      | 3.8750%  | 0.0000% | $200.00            | $185.50            | U.S. Treasuries (including strips) |
| STRIP PRINC                    | 2043-02-15      | NA       | 0.0000% | $101900.00         | $46624.45          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2035-01-15      | 2.1250%  | 0.0000% | $1000.00           | $1072.77           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-05-15      | 3.7500%  | 0.0000% | $100.00            | $101.80            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-06-15      | 3.8750%  | 0.0000% | $3600.00           | $3666.17           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-08-15      | 3.6250%  | 0.0000% | $49747400.00       | $50071686.26       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-11-30      | 3.3750%  | 0.0000% | $66000.00          | $66492.96          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-12-31      | 3.6250%  | 0.0000% | $999500.00         | $1009448.03        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2036-02-15      | 4.1250%  | 0.0000% | $100.00            | $101.39            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-10-31      | 4.1250%  | 0.0000% | $100.00            | $101.67            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2034-11-15      | 4.2500%  | 0.0000% | $15248000.00       | $15842106.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-11-30      | 4.1250%  | 0.0000% | $26912700.00       | $27881364.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-05-31      | 0.7500%  | 0.0000% | $485100.00         | $482418.75         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-08-31      | 1.1250%  | 0.0000% | $200.00            | $190.30            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $99.31             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2032-05-15      | 2.8750%  | 0.0000% | $400.00            | $385.65            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-07-31      | 2.7500%  | 0.0000% | $18719600.00       | $18574487.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-10-31      | 4.1250%  | 0.0000% | $7502000.00        | $7774630.80        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2044-02-15      | 4.5000%  | 0.0000% | $3999900.00        | $3993503.01        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-02-15      | 1.1250%  | 0.0000% | $45500.00          | $40598.96          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-03-31      | 0.7500%  | 0.0000% | $100.00            | $100.07            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-04-30      | 1.2500%  | 0.0000% | $45800.00          | $43945.52          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2028-07-15      | 0.7500%  | 0.0000% | $100.00            | $129.26            | U.S. Treasuries (including strips) |
| STRIP PRINC                    | 2040-05-15      | NA       | 0.0000% | $90100.00          | $48165.48          | U.S. Treasuries (including strips) |
| STRIP PRINC                    | 2054-11-15      | NA       | 0.0000% | $2211000.00        | $568881.46         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2042-11-15      | 2.7500%  | 0.0000% | $1400.00           | $1121.70           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2043-08-15      | 3.6250%  | 0.0000% | $400.00            | $356.69            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2045-02-15      | 2.5000%  | 0.0000% | $59999800.00       | $44070316.86       | U.S. Treasuries (including strips) |

### Security 236: Credit Agricole Corporate and Investment Bank Tri Party Repo

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank Tri Party Repo 3.669900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 996JWN000, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 996JWN000_3.67_0302
- **C.18 - Value (incl. sponsor support):** $312742000.00
- **C.18.a - Value (excl. sponsor support):** $312742000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                     | 2051-11-01      | 2.5000%  | 0.0000% | $169000.00         | $105261.92         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $657.11            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-03-01      | 6.5000%  | 0.0000% | $3345340.00        | $3465017.63        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-08-01      | 5.0000%  | 0.0000% | $1011.00           | $937.77            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-01      | 7.0000%  | 0.0000% | $10855984.00       | $6823123.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 7.0000%  | 0.0000% | $1024.00           | $346.98            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-20      | 5.5000%  | 0.0000% | $1000.00           | $979.36            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 7.0000%  | 0.0000% | $982041.00         | $641491.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 7.0000%  | 0.0000% | $153333.00         | $126667.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 7.0000%  | 0.0000% | $4679910.00        | $4021517.33        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2054-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1052.69           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-05-20      | 7.0000%  | 0.0000% | $1024.00           | $930.82            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 2.5000%  | 0.0000% | $575284.00         | $412910.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-01-20      | 5.0000%  | 0.0000% | $1008.00           | $1013.57           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-01-20      | 6.5000%  | 0.0000% | $1024.00           | $1068.21           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 3.5000%  | 0.0000% | $1008.00           | $911.66            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 3.5000%  | 0.0000% | $2000.00           | $1845.26           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 6.0000%  | 0.0000% | $1064.00           | $1052.65           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-08-20      | 6.5000%  | 0.0000% | $37887818.00       | $38797104.47       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-03-20      | 7.0000%  | 0.0000% | $1024.00           | $518.73            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1016.16           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-07-01      | 5.5000%  | 0.0000% | $1023.00           | $876.35            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-01-01      | 4.0000%  | 0.0000% | $8577293.00        | $3358598.91        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-10-01      | 3.5000%  | 0.0000% | $3000000.00        | $537227.84         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-05-01      | 6.0000%  | 0.0000% | $2135120.00        | $1840856.19        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $451.56            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-06-01      | 4.5000%  | 0.0000% | $1001.00           | $229.02            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-08-01      | 5.0000%  | 0.0000% | $1008.00           | $1007.95           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-04-01      | 4.7000%  | 0.0000% | $1635240.00        | $1543962.46        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-04-01      | 4.3850%  | 0.0000% | $4317000.00        | $4395383.53        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-09-01      | 4.6400%  | 0.0000% | $4883176.00        | $4996324.61        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-09-01      | 4.8150%  | 0.0000% | $6330434.00        | $6506087.72        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-10-01      | 4.9000%  | 0.0000% | $2852592.00        | $2923495.60        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-09-01      | 3.0000%  | 0.0000% | $10980000.00       | $4185263.29        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-01-01      | 4.0000%  | 0.0000% | $15000000.00       | $3496946.80        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-04-20      | 2.9885%  | 0.0000% | $44916733.00       | $1045471.68        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-05-01      | 6.0000%  | 0.0000% | $2792981.00        | $2906825.49        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-11-01      | 5.5000%  | 0.0000% | $8093214.00        | $7760622.94        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-07-01      | 2.5000%  | 0.0000% | $8924416.00        | $7386067.13        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-08-01      | 7.5000%  | 0.0000% | $1259303.00        | $1367740.32        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-01-20      | 6.5000%  | 0.0000% | $2628.00           | $2820.31           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-01-20      | 6.5000%  | 0.0000% | $1008.00           | $1081.85           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-01-20      | 6.5000%  | 0.0000% | $1000.00           | $1050.95           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.05           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | 3.5000%  | 0.0000% | $1747.00           | $1263.59           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-07-01      | 5.0000%  | 0.0000% | $1010.00           | $838.37            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $670.84            | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank       | 2029-05-03      | 2.8000%  | 0.0000% | $166000.00         | $164463.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-04-20      | 3.0000%  | 0.0000% | $3731240.00        | $2478488.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | 2.0000%  | 0.0000% | $33797378.00       | $20436970.79       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-20      | 4.5000%  | 0.0000% | $1000.00           | $735.94            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 5.0000%  | 0.0000% | $80584192.00       | $61233628.80       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 5.5000%  | 0.0000% | $44050309.00       | $30260840.88       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2030-08-01      | 2.5000%  | 0.0000% | $2250000.00        | $206034.06         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2052-11-01      | 5.0000%  | 0.0000% | $4289072.00        | $3272470.15        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2056-02-01      | 6.5000%  | 0.0000% | $171777.00         | $183530.09         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-06-01      | 7.0000%  | 0.0000% | $607277.00         | $647573.66         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-12-01      | 5.0000%  | 0.0000% | $13804528.00       | $12698234.09       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-07-25      | 4.5000%  | 0.0000% | $2394828.00        | $1808788.88        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-05-01      | 6.5000%  | 0.0000% | $82660608.00       | $71996935.73       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-09-01      | 6.5000%  | 0.0000% | $4803347.00        | $4998652.49        | Agency Mortgage-Backed Securities |

### Security 237: Goldman Sachs & Co. LLC Tri Party Repo

- **C.1 - Title:** Goldman Sachs & Co. LLC Tri Party Repo 3.669900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDKE008, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 99VDKE008_3.67_0302
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                     | 2052-01-01      | 3.0000%  | 0.0000% | $53083008.00       | $37087192.90       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-11-20      | 4.5000%  | 0.0000% | $2628624.00        | $531723.14         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-03-20      | 4.0000%  | 0.0000% | $615000.00         | $802489.25         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-04-20      | 3.0000%  | 0.0000% | $2353000.00        | $2689194.52        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-12-20      | 4.0000%  | 0.0000% | $1069000.00        | $168479.99         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-03-20      | 4.5000%  | 0.0000% | $1000000.00        | $160011.01         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-12-20      | 4.5000%  | 0.0000% | $3237000.00        | $942181.78         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-02-20      | 4.2317%  | 0.0000% | $195000000.00      | $6793805.38        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-03-20      | 3.0000%  | 0.0000% | $2805000.00        | $113015.42         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-08-20      | 2.5000%  | 0.0000% | $2175000.00        | $86571.26          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-08-16      | 3.5000%  | 0.0000% | $475000.00         | $642619.92         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-08-20      | 3.5000%  | 0.0000% | $150000.00         | $156480.40         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-09-20      | 3.0000%  | 0.0000% | $637064.00         | $644754.20         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-11-01      | 3.5000%  | 0.0000% | $48760000.00       | $6287464.95        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2030-08-20      | 3.0000%  | 0.0000% | $500000.00         | $27583.05          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-08-20      | 3.5000%  | 0.0000% | $1536772.00        | $177729.01         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-20      | 4.0000%  | 0.0000% | $110042752.00      | $10778004.12       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2044-02-01      | 4.0000%  | 0.0000% | $6034120.00        | $821490.09         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-11-01      | 5.5000%  | 0.0000% | $5602976.00        | $4492545.02        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 6.5000%  | 0.0000% | $1040824.00        | $1093219.93        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-10-20      | 6.5000%  | 0.0000% | $1004392.00        | $1090120.60        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-09-20      | 6.0000%  | 0.0000% | $8062368.00        | $8311174.68        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 5.5000%  | 0.0000% | $118254000.00      | $92860833.51       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 4.5000%  | 0.0000% | $429421.00         | $387913.33         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 5.5000%  | 0.0000% | $1000000.00        | $732931.68         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 6.5000%  | 0.0000% | $492933120.00      | $225102087.22      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-07-20      | 5.0000%  | 0.0000% | $2444988.00        | $413696.41         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-01-15      | 4.0000%  | 0.0000% | $50000.00          | $23302.62          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-06-20      | 5.0000%  | 0.0000% | $1459000.00        | $406569.37         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-03-20      | 4.0000%  | 0.0000% | $180000.00         | $30386.10          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-03-20      | 5.0000%  | 0.0000% | $196548.00         | $79836.40          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-04-20      | 5.0000%  | 0.0000% | $240053.00         | $41055.77          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-11-20      | 5.0000%  | 0.0000% | $3935080.00        | $1367939.72        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 3.0000%  | 0.0000% | $4005410.00        | $3212966.22        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-09-20      | 6.0000%  | 0.0000% | $30000.00          | $18633.92          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2030-01-15      | 3.0000%  | 0.0000% | $2039044.00        | $31500.09          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-11-20      | 7.0000%  | 0.0000% | $48339.00          | $48925.86          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-08-20      | 7.5000%  | 0.0000% | $2695000.00        | $347487.27         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-12-20      | 7.5000%  | 0.0000% | $341951.00         | $131521.61         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2064-09-20      | 4.5000%  | 0.0000% | $264653.00         | $258084.21         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2054-10-20      | 6.5000%  | 0.0000% | $2597720.00        | $1935638.20        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-03-20      | 6.5000%  | 0.0000% | $946736.00         | $500403.26         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-05-20      | 6.5000%  | 0.0000% | $31519584.00       | $29124175.00       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-07-20      | 6.5000%  | 0.0000% | $7257808.00        | $7591228.07        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-06-20      | 6.5000%  | 0.0000% | $1305186.00        | $1365006.69        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 6.0000%  | 0.0000% | $1563472.00        | $1630602.14        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-06-20      | 6.5000%  | 0.0000% | $720873.00         | $754095.48         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-02-01      | 5.5000%  | 0.0000% | $3593944.00        | $3304516.12        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2049-06-01      | 3.5000%  | 0.0000% | $3468504.00        | $3079450.56        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-05-01      | 2.5000%  | 0.0000% | $855489.00         | $740845.39         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-01-20      | 5.0000%  | 0.0000% | $19998016.00       | $20108558.37       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-01-20      | 5.5000%  | 0.0000% | $514024320.00      | $523149437.33      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 5.0000%  | 0.0000% | $291463000.00      | $271626439.54      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 6.5000%  | 0.0000% | $707979264.00      | $634541568.09      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-01-20      | 5.5000%  | 0.0000% | $369734656.00      | $376870247.21      | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-03-20      | 6.5000%  | 0.0000% | $2462504.00        | $2189264.83        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-03-20      | 6.5000%  | 0.0000% | $1116720.00        | $1103883.81        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.0000%  | 0.0000% | $17288672.00       | $17432491.86       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 6.5000%  | 0.0000% | $1257068.00        | $1323756.02        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 6.5000%  | 0.0000% | $1011616.00        | $1070598.98        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-08-20      | 4.0000%  | 0.0000% | $33728.00          | $5066.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-04-15      | 5.5000%  | 0.0000% | $8000000.00        | $109332.35         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-05-15      | 5.0000%  | 0.0000% | $3500000.00        | $26650.81          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-06-15      | 3.5000%  | 0.0000% | $25757728.00       | $20404816.49       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-12-15      | 4.0000%  | 0.0000% | $199483.00         | $29720.06          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-05-15      | 5.0000%  | 0.0000% | $1766148.00        | $96305.10          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-12-15      | 5.0000%  | 0.0000% | $502613.00         | $10076.98          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-09-15      | 5.0000%  | 0.0000% | $199454.00         | $11889.31          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-07-15      | 5.0000%  | 0.0000% | $354649.00         | $8243.23           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-08-15      | 4.7500%  | 0.0000% | $3052548.00        | $107725.93         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-01-15      | 4.0000%  | 0.0000% | $4471832.00        | $392511.24         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-08-15      | 5.0000%  | 0.0000% | $1001476.00        | $12570.47          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2034-05-15      | 5.5000%  | 0.0000% | $10075424.00       | $77529.57          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-06-15      | 6.0000%  | 0.0000% | $7500000.00        | $46625.45          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-07-15      | 6.0000%  | 0.0000% | $6000000.00        | $18361.83          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-04-15      | 5.5000%  | 0.0000% | $5317680.00        | $16343.18          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-07-15      | 5.0000%  | 0.0000% | $734574.00         | $13017.11          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-01-15      | 5.5000%  | 0.0000% | $800000.00         | $6404.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-10-15      | 6.0000%  | 0.0000% | $936877.00         | $5977.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-12-15      | 6.0000%  | 0.0000% | $4000000.00        | $31530.26          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-11-15      | 5.0000%  | 0.0000% | $171007.00         | $6912.30           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-07-15      | 5.5000%  | 0.0000% | $5794536.00        | $173144.29         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-09-15      | 5.0000%  | 0.0000% | $802583.00         | $32652.21          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-12-01      | 2.5000%  | 0.0000% | $170004.00         | $119346.98         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2045-01-01      | 6.5000%  | 0.0000% | $4404672.00        | $3783038.89        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-08-20      | 6.5000%  | 0.0000% | $965000.00         | $12206.49          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-11-20      | 6.0000%  | 0.0000% | $1672098.00        | $17613.54          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-01-20      | 6.0000%  | 0.0000% | $2333000.00        | $27479.62          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-04-20      | 6.0000%  | 0.0000% | $1502378.00        | $33638.83          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-09-15      | 5.0000%  | 0.0000% | $1361190.00        | $17105.86          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-06-15      | 5.0000%  | 0.0000% | $304000.00         | $7233.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-11-20      | 4.0000%  | 0.0000% | $3788324.00        | $119033.74         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-10-15      | 4.0000%  | 0.0000% | $3670000.00        | $237125.46         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-04-15      | 5.0000%  | 0.0000% | $200000.00         | $11718.80          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-03-15      | 5.0000%  | 0.0000% | $642420.00         | $24949.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-03-15      | 4.0000%  | 0.0000% | $2968000.00        | $48175.11          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-10-15      | 4.0000%  | 0.0000% | $900000.00         | $88648.22          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-03-15      | 4.0000%  | 0.0000% | $611292.00         | $39982.22          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-03-15      | 4.0000%  | 0.0000% | $3170000.00        | $183131.09         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-04-15      | 5.0000%  | 0.0000% | $104081.00         | $9125.45           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-12-15      | 4.0000%  | 0.0000% | $1000000.00        | $41298.23          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-09-01      | 5.0000%  | 0.0000% | $13422688.00       | $9434873.10        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-10-01      | 5.5000%  | 0.0000% | $13087744.00       | $10909879.36       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 2.5000%  | 0.0000% | $1050000.00        | $655909.72         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-06-15      | 4.2900%  | 0.0000% | $170000.00         | $15438.19          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-06-20      | 5.0000%  | 0.0000% | $101219.00         | $9539.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-05-15      | 3.2500%  | 0.0000% | $200000.00         | $31970.61          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2027-10-15      | 3.0000%  | 0.0000% | $3662948.00        | $127091.23         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-11-15      | 3.2500%  | 0.0000% | $3718572.00        | $765030.26         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-12-15      | 2.5000%  | 0.0000% | $95000.00          | $12537.25          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2039-01-01      | 5.5000%  | 0.0000% | $9112256.00        | $56612.10          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 4.0000%  | 0.0000% | $700000.00         | $655044.52         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 4.5115%  | 0.0000% | $300000000.00      | $160970234.26      | Agency Mortgage-Backed Securities  |
| GINNIE MAE                     | 2067-12-16      | 4.2500%  | 0.0000% | $10448352.00       | $8349345.41        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-01-01      | 4.6500%  | 0.0000% | $40178800.00       | $40916335.43       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-02-01      | 5.5000%  | 0.0000% | $11229424.00       | $11477506.93       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 6.0000%  | 0.0000% | $1000000.00        | $622846.67         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-07-01      | 4.0000%  | 0.0000% | $13581696.00       | $10112205.78       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2057-06-01      | 3.0000%  | 0.0000% | $3053072.00        | $2402466.08        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-09-20      | 6.0000%  | 0.0000% | $10895968.00       | $11126796.03       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 6.0000%  | 0.0000% | $10228016.00       | $10562302.21       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-10-20      | 6.5000%  | 0.0000% | $1412756.00        | $1482031.40        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-10-20      | 6.0000%  | 0.0000% | $8097232.00        | $8351221.20        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-09-20      | 6.0000%  | 0.0000% | $3322368.00        | $3496006.10        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2034-08-16      | 4.0741%  | 0.0000% | $160000000.00      | $1572998.27        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2043-01-01      | 4.0000%  | 0.0000% | $107175552.00      | $79431304.34       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2043-11-01      | 5.0000%  | 0.0000% | $16640480.00       | $13218519.46       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2039-04-01      | 6.0000%  | 0.0000% | $23452064.00       | $6108077.98        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 6.0000%  | 0.0000% | $5445504.00        | $4022087.76        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 5.1115%  | 0.0000% | $10000000.00       | $7968871.97        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-10-20      | 6.5000%  | 0.0000% | $1444590.00        | $1544989.86        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 7.5000%  | 0.0000% | $3275328.00        | $3558436.29        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 5.5000%  | 0.0000% | $1213074.00        | $1246075.95        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 6.5000%  | 0.0000% | $1003902.00        | $1084759.26        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 6.5000%  | 0.0000% | $1305808.00        | $1374237.97        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 6.5000%  | 0.0000% | $2329852.00        | $2462575.42        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 6.0000%  | 0.0000% | $1404684.00        | $1457451.42        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 6.5000%  | 0.0000% | $1371742.00        | $1440039.60        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 6.0000%  | 0.0000% | $1107454.00        | $1147038.10        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 6.0000%  | 0.0000% | $417281.00         | $433159.10         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 6.0000%  | 0.0000% | $7785072.00        | $8063359.78        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 6.0000%  | 0.0000% | $1865820.00        | $1932516.22        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 6.0000%  | 0.0000% | $1683818.00        | $1744003.27        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 5.5000%  | 0.0000% | $3412372.00        | $3505206.34        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 6.5000%  | 0.0000% | $1155258.00        | $1219333.74        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 6.5000%  | 0.0000% | $1285424.00        | $1353616.31        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 5.5000%  | 0.0000% | $5741336.00        | $5897530.32        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 6.0000%  | 0.0000% | $1186188.00        | $1236865.90        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 3.5000%  | 0.0000% | $2228000.00        | $1604540.91        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-03-20      | 3.0000%  | 0.0000% | $6550000.00        | $6462693.62        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-08-20      | 1.3750%  | 0.0000% | $100000000.00      | $44845880.29       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-08-20      | 1.3750%  | 0.0000% | $50000000.00       | $20759953.43       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-08-20      | 1.3750%  | 0.0000% | $50000000.00       | $23993047.63       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-09-20      | 1.5000%  | 0.0000% | $82597888.00       | $35172892.44       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-11-20      | 1.2500%  | 0.0000% | $50000000.00       | $21717280.02       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 1.5000%  | 0.0000% | $30000000.00       | $15725829.17       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 2.5000%  | 0.0000% | $400000.00         | $254616.04         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-07-01      | 6.0000%  | 0.0000% | $152882688.00      | $107723184.04      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2059-12-16      | 3.0000%  | 0.0000% | $2000000.00        | $190891.98         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-05-16      | 2.4500%  | 0.0000% | $15689800.00       | $7504342.09        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-09-16      | 3.2500%  | 0.0000% | $8084368.00        | $6756964.77        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-03-16      | 1.1500%  | 0.0000% | $25000000.00       | $16548396.06       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-03-16      | 1.2500%  | 0.0000% | $14000000.00       | $9013583.32        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-01-16      | 1.2500%  | 0.0000% | $625000.00         | $353282.50         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-16      | 1.7500%  | 0.0000% | $14583584.00       | $11023307.65       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-02-16      | 4.0000%  | 0.0000% | $21600000.00       | $16787741.48       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-05-16      | 2.2500%  | 0.0000% | $44930816.00       | $34105963.43       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-02-16      | 2.0000%  | 0.0000% | $200000.00         | $111145.22         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-11-16      | 1.5000%  | 0.0000% | $67799680.00       | $48228540.86       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-10-16      | 4.0242%  | 0.0000% | $7500000.00        | $7183537.62        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-10-16      | 2.0000%  | 0.0000% | $89665792.00       | $74966965.82       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-01-16      | 3.5000%  | 0.0000% | $93626752.00       | $84259658.89       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 5.0115%  | 0.0000% | $20000000.00       | $20144335.35       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-08-20      | 2.5000%  | 0.0000% | $1395000.00        | $971765.74         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-08-20      | 4.8115%  | 0.0000% | $500000.00         | $497172.66         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 5.5000%  | 0.0000% | $14857136.00       | $14594626.76       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-05-01      | 2.5000%  | 0.0000% | $1311784.00        | $123688.19         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-07-01      | 5.0000%  | 0.0000% | $14874608.00       | $12406935.97       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-01-01      | 6.0000%  | 0.0000% | $11211936.00       | $8875528.05        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | 4.0000%  | 0.0000% | $351000.00         | $252031.39         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 2.5000%  | 0.0000% | $6910000.00        | $3774212.06        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | 2.5000%  | 0.0000% | $10321.00          | $6379.93           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | 3.0000%  | 0.0000% | $150000000.00      | $92440422.32       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-01-20      | 1.5000%  | 0.0000% | $106845.00         | $57351.07          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 4.0000%  | 0.0000% | $2335000.00        | $1900259.18        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 5.5000%  | 0.0000% | $113719000.00      | $73069664.11       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 5.0000%  | 0.0000% | $10000000.00       | $7464469.05        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 5.0000%  | 0.0000% | $20000000.00       | $15501960.68       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 4.8615%  | 0.0000% | $400000.00         | $268101.14         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 4.8115%  | 0.0000% | $3000000.00        | $2615816.91        | Agency Mortgage-Backed Securities  |
| GINNIE MAE                     | 2053-11-20      | 5.0000%  | 0.0000% | $1452336.00        | $1453145.11        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-10-20      | 4.6615%  | 0.0000% | $30000000.00       | $27518758.87       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-11-20      | 5.5000%  | 0.0000% | $8938000.00        | $8961575.74        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-11-20      | 5.0000%  | 0.0000% | $4400000.00        | $4415096.89        | Agency Mortgage-Backed Securities  |
| GINNIE MAE                     | 2053-04-20      | 5.0000%  | 0.0000% | $31000000.00       | $31478953.44       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-12-20      | 4.6615%  | 0.0000% | $42469000.00       | $42201327.40       | Agency Mortgage-Backed Securities  |
| GINNIE MAE                     | 2053-03-20      | 5.0000%  | 0.0000% | $38660672.00       | $38987011.02       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-03-01      | 6.0000%  | 0.0000% | $59993680.00       | $379370.41         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-04-01      | 6.0000%  | 0.0000% | $18937184.00       | $139920.75         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-07-01      | 6.0000%  | 0.0000% | $663828.00         | $5698.09           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-08-01      | 6.0000%  | 0.0000% | $10009040.00       | $49890.75          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2030-11-01      | 3.5000%  | 0.0000% | $650000.00         | $40382.89          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-02-01      | 6.5000%  | 0.0000% | $2251284.00        | $10500.99          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-05-01      | 5.5000%  | 0.0000% | $6454456.00        | $44261.50          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-01-20      | 4.3615%  | 0.0000% | $32805824.00       | $32553611.46       | Agency Mortgage-Backed Securities  |
| GINNIE MAE                     | 2053-04-20      | 4.5000%  | 0.0000% | $23571424.00       | $23451869.74       | Agency Mortgage-Backed Securities  |
| GINNIE MAE                     | 2056-02-20      | 2.5600%  | 0.0000% | $37500000.00       | $3383054.17        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2037-10-01      | 6.0000%  | 0.0000% | $3900000.00        | $23785.79          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2031-12-01      | 6.0000%  | 0.0000% | $8106672.00        | $12311.35          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-03-01      | 5.5000%  | 0.0000% | $5015560.00        | $5126239.48        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-03-15      | 4.0000%  | 0.0000% | $1432616.00        | $55261.34          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 4.9615%  | 0.0000% | $18231296.00       | $14499497.17       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 5.1615%  | 0.0000% | $100000000.00      | $41502236.45       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 4.8615%  | 0.0000% | $100000000.00      | $30666604.35       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-09-20      | 4.5000%  | 0.0000% | $1000000.00        | $771210.54         | Agency Mortgage-Backed Securities  |
| VENDEE MORTGAGE TRUST          | 2032-01-15      | 6.0000%  | 0.0000% | $18350000.00       | $3073502.04        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-02-01      | 3.0000%  | 0.0000% | $7882128.00        | $1630455.89        | Agency Mortgage-Backed Securities  |
| STRIPS                         | 2034-05-15      | NA       | 0.0000% | $308815462.40      | $224070323.21      | U.S. Treasuries (including strips) |
| STRIPS                         | 2045-08-15      | NA       | 0.0000% | $1348809.98        | $526587.56         | U.S. Treasuries (including strips) |
| STRIP PRINC                    | 2048-02-15      | NA       | 0.0000% | $150000.00         | $52741.20          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-02-15      | 4.2500%  | 0.0000% | $334428000.00      | $340199504.84      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2031-01-15      | 0.1250%  | 0.0000% | $2878000.00        | $3412280.51        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-02-28      | 0.5000%  | 0.0000% | $344700.00         | $345556.99         | U.S. Treasuries (including strips) |
| STRIP PRINC                    | 2051-05-15      | NA       | 0.0000% | $293566400.00      | $87811875.13       | U.S. Treasuries (including strips) |

### Security 238: HSBC Securities USA Inc. Tri Party Repo

- **C.1 - Title:** HSBC Securities USA Inc. Tri Party Repo 3.669900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDKY004, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: 99VDKY004_3.67_0302
- **C.18 - Value (incl. sponsor support):** $505000000.00
- **C.18.a - Value (excl. sponsor support):** $505000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae       | 2051-08-01      | 2.0000%  | 0.0000% | $1000000.00        | $594534.35         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-10-01      | 2.5000%  | 0.0000% | $2471000.00        | $1628169.91        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-07-01      | 3.5000%  | 0.0000% | $1850000.00        | $1211704.43        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-08-01      | 5.5000%  | 0.0000% | $5811000.00        | $4932090.55        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-10-01      | 5.5000%  | 0.0000% | $3127464.00        | $2936010.60        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-10-01      | 5.5000%  | 0.0000% | $2432250.00        | $2078268.69        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-01-01      | 4.5000%  | 0.0000% | $4670000.00        | $3836498.01        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 5.0000%  | 0.0000% | $13826368.00       | $9429261.65        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 6.0000%  | 0.0000% | $37849664.00       | $24104618.63       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 6.0000%  | 0.0000% | $42500224.00       | $31167503.58       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 6.5000%  | 0.0000% | $205258.00         | $217580.28         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 6.5000%  | 0.0000% | $290849.00         | $307560.09         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 6.5000%  | 0.0000% | $540476.00         | $566635.15         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 5.5000%  | 0.0000% | $1255150.00        | $1290154.26        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.5000%  | 0.0000% | $2001500.00        | $2046829.02        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 6.5000%  | 0.0000% | $238763.00         | $255113.34         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-04-01      | 6.5000%  | 0.0000% | $2809060.00        | $2304287.31        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 6.0000%  | 0.0000% | $10230621.00       | $10570618.00       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 6.5000%  | 0.0000% | $6456000.00        | $6423155.87        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-06-01      | 2.5000%  | 0.0000% | $5128568.00        | $1723397.57        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 6.5000%  | 0.0000% | $595408.00         | $628463.03         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 6.0000%  | 0.0000% | $11550495.00       | $12025755.67       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-02-01      | 3.0000%  | 0.0000% | $95000.00          | $59855.01          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-04-01      | 4.5000%  | 0.0000% | $2700000.00        | $447497.02         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 6.5000%  | 0.0000% | $220105.00         | $230443.82         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 6.5000%  | 0.0000% | $425800.00         | $453720.41         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-11-01      | 2.5000%  | 0.0000% | $2825000.00        | $764449.57         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-03-01      | 5.5000%  | 0.0000% | $217327872.00      | $209283773.62      | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $6320736.00        | $6453490.03        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-05-01      | 3.5000%  | 0.0000% | $2710000.00        | $1827615.27        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 5.5000%  | 0.0000% | $31105792.00       | $29781152.89       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 6.0000%  | 0.0000% | $3144496.00        | $3219952.11        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 5.5000%  | 0.0000% | $2372668.00        | $2436385.99        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 6.5000%  | 0.0000% | $369492.00         | $383958.62         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 6.5000%  | 0.0000% | $259137.00         | $274892.85         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 6.5000%  | 0.0000% | $227599.00         | $240206.32         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 6.5000%  | 0.0000% | $417638.00         | $440118.53         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 7.0000%  | 0.0000% | $334987.00         | $358279.03         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 6.5000%  | 0.0000% | $1224000.00        | $1274075.11        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-06-01      | 6.0000%  | 0.0000% | $1006144.00        | $1029927.67        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-08-01      | 6.5000%  | 0.0000% | $1496012.00        | $1563704.00        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-12-01      | 5.0000%  | 0.0000% | $9937232.00        | $9870532.52        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-08-01      | 7.0000%  | 0.0000% | $1378900.00        | $1452126.39        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 6.0000%  | 0.0000% | $34914500.00       | $33677202.76       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-08-01      | 6.0000%  | 0.0000% | $1773290.00        | $1729106.23        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-02-01      | 7.0000%  | 0.0000% | $1188306.00        | $838570.38         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-06-01      | 7.0000%  | 0.0000% | $1040714.00        | $815003.95         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-07-01      | 7.0000%  | 0.0000% | $1128692.00        | $941941.81         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-12-01      | 3.0000%  | 0.0000% | $3986776.00        | $2681585.44        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 6.0000%  | 0.0000% | $1062000.00        | $1093091.55        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-12-01      | 6.5000%  | 0.0000% | $1952080.00        | $1873533.50        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-02-01      | 6.5000%  | 0.0000% | $4403150.00        | $3074012.59        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-04-01      | 6.5000%  | 0.0000% | $8653168.00        | $7127284.30        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-10-01      | 5.5000%  | 0.0000% | $28677056.00       | $22429131.24       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-02-01      | 5.0000%  | 0.0000% | $6267000.00        | $4924264.49        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-06-01      | 5.0000%  | 0.0000% | $3235680.00        | $2528485.97        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-08-01      | 6.0000%  | 0.0000% | $1778720.00        | $1295019.22        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-01-01      | 7.5000%  | 0.0000% | $2324884.00        | $1388331.66        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-07-01      | 7.0000%  | 0.0000% | $1006148.00        | $1058125.57        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-10-01      | 6.0000%  | 0.0000% | $1595116.00        | $1463948.68        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-04-01      | 6.0000%  | 0.0000% | $16500000.00       | $139794.19         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-12-01      | 4.0000%  | 0.0000% | $4090000.00        | $164525.34         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-06-01      | 3.6700%  | 0.0000% | $13457000.00       | $11239106.90       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-11-01      | 3.5000%  | 0.0000% | $775000.00         | $142319.03         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 5.0000%  | 0.0000% | $1808450.00        | $1739751.18        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-09-01      | 6.5000%  | 0.0000% | $249188.00         | $265412.07         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-12-01      | 5.5000%  | 0.0000% | $1866064.00        | $1661721.68        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 6.0000%  | 0.0000% | $1298336.00        | $1338809.12        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-08-01      | 7.0000%  | 0.0000% | $1345200.00        | $1424035.55        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-08-01      | 6.0000%  | 0.0000% | $2136010.00        | $2226183.70        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-07-01      | 7.0000%  | 0.0000% | $1361650.00        | $1129752.92        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 7.0000%  | 0.0000% | $517876.00         | $548154.51         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-08-01      | 6.5000%  | 0.0000% | $1516348.00        | $1581412.65        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-07-01      | 5.5000%  | 0.0000% | $2345244.00        | $2383074.89        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-03-01      | 5.5000%  | 0.0000% | $3051660.00        | $1629200.33        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 5.0000%  | 0.0000% | $1843242.00        | $1594088.52        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-08-01      | 5.0000%  | 0.0000% | $7488000.00        | $4829651.90        | Agency Mortgage-Backed Securities |

### Security 239: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 3.669900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDMN006, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 99VDMN006_3.67_0302
- **C.18 - Value (incl. sponsor support):** $2300000000.00
- **C.18.a - Value (excl. sponsor support):** $2300000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIPS          | 2047-08-15      | NA       | 0.0000% | $86396764.16       | $30480951.19       | U.S. Treasuries (including strips) |
| STRIPS          | 2047-05-15      | NA       | 0.0000% | $15913390.08       | $5691774.06        | U.S. Treasuries (including strips) |
| STRIPS          | 2046-02-15      | NA       | 0.0000% | $16591385.60       | $6309338.93        | U.S. Treasuries (including strips) |
| STRIPS          | 2046-05-15      | NA       | 0.0000% | $48901570.56       | $18395401.60       | U.S. Treasuries (including strips) |
| STRIPS          | 2043-11-15      | NA       | 0.0000% | $12679983.71       | $5438787.37        | U.S. Treasuries (including strips) |
| STRIPS          | 2042-08-15      | NA       | 0.0000% | $34914426.88       | $16098972.41       | U.S. Treasuries (including strips) |
| STRIPS          | 2037-11-15      | NA       | 0.0000% | $101773148.16      | $61612140.85       | U.S. Treasuries (including strips) |
| STRIPS          | 2051-11-15      | NA       | 0.0000% | $23461683.20       | $6733995.77        | U.S. Treasuries (including strips) |
| STRIPS          | 2056-02-15      | NA       | 0.0000% | $2375000.00        | $579749.38         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-08-15      | 2.2500%  | 0.0000% | $6948000.00        | $4756259.35        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-05-15      | 3.0000%  | 0.0000% | $158601800.00      | $124795474.95      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-11-15      | 1.6250%  | 0.0000% | $43956800.00       | $24331781.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-11-15      | 1.8750%  | 0.0000% | $352660000.00      | $205491363.83      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-02-15      | 2.2500%  | 0.0000% | $36782900.00       | $23296297.30       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $298704800.00      | $271869074.95      | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2043-02-15      | NA       | 0.0000% | $2509000.00        | $1147995.46        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2043-05-15      | NA       | 0.0000% | $136700.00         | $61710.75          | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2045-02-15      | NA       | 0.0000% | $9855200.00        | $4047993.83        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2047-11-15      | NA       | 0.0000% | $135374400.00      | $48246217.79       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-08-15      | 4.7500%  | 0.0000% | $505339200.00      | $515323482.52      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2056-02-15      | 4.7500%  | 0.0000% | $560665600.00      | $572125372.54      | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2048-05-15      | NA       | 0.0000% | $82354500.00       | $28599494.28       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2049-05-15      | NA       | 0.0000% | $307308400.00      | $101431439.74      | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2049-11-15      | NA       | 0.0000% | $38033400.00       | $12243978.36       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-11-15      | NA       | 0.0000% | $178400000.00      | $54711176.80       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2053-02-15      | NA       | 0.0000% | $147676800.00      | $40787003.07       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2053-05-15      | NA       | 0.0000% | $418160000.00      | $114197405.20      | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2054-05-15      | NA       | 0.0000% | $178990000.00      | $47195367.24       | U.S. Treasuries (including strips) |

### Security 240: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDNE005, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 99VDNE005_3.68_0302
- **C.18 - Value (incl. sponsor support):** $204000000.00
- **C.18.a - Value (excl. sponsor support):** $204000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid 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 A | 2041-10-16      | 2.3259%  | 0.0000% | $15000000.00       | $208159.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-12-20      | 2.8683%  | 0.0000% | $3488000.00        | $30597.19          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | NA       | 0.0000% | $155389000.00      | $336696.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 2.5183%  | 0.0000% | $67568640.00       | $6325801.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | NA       | 0.0000% | $85000000.00       | $507619.79         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 1.0000%  | 0.0000% | $2483660.00        | $14780.49          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-11-25      | 2.3828%  | 0.0000% | $125000000.00      | $3808723.57        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-09-25      | 2.5328%  | 0.0000% | $44058816.00       | $1385451.57        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-01-01      | 3.5000%  | 0.0000% | $1000000.00        | $220816.93         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-06-20      | 1.6885%  | 0.0000% | $100000000.00      | $1627657.19        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 2.3085%  | 0.0000% | $150000000.00      | $8304859.38        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-06-25      | 1.4828%  | 0.0000% | $170226688.00      | $3437141.48        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2054-08-25      | 2.2328%  | 0.0000% | $147517184.00      | $3537066.79        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-11-25      | 1.7328%  | 0.0000% | $251783168.00      | $8593012.05        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-11-25      | 0.8385%  | 0.0000% | $261135040.00      | $4918924.94        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 7.9115%  | 0.0000% | $18477472.00       | $18435980.70       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-04-01      | 7.0000%  | 0.0000% | $21494496.00       | $17833660.25       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-03-20      | 1.2572%  | 0.0000% | $79294080.00       | $1748695.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 1.7385%  | 0.0000% | $100000000.00      | $1551105.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-01-20      | NA       | 0.0000% | $130400000.00      | $534103.96         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-09-20      | 0.9385%  | 0.0000% | $30000000.00       | $902230.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-11-20      | 1.6373%  | 0.0000% | $47657536.00       | $925831.66         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank       | 2033-02-09      | 4.0000%  | 0.0000% | $24906000.00       | $25363074.91       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 3.5000%  | 0.0000% | $588553.00         | $185428.71         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 2.0885%  | 0.0000% | $40396800.00       | $2397588.58        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 2.2385%  | 0.0000% | $50000000.00       | $4342708.77        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-10-20      | 0.7385%  | 0.0000% | $80000000.00       | $1085673.96        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 1.5385%  | 0.0000% | $169691904.00      | $4864830.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-11-20      | 1.7885%  | 0.0000% | $75041152.00       | $4284375.29        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-10-25      | 1.7328%  | 0.0000% | $100000000.00      | $4834151.17        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-05-25      | 1.0000%  | 0.0000% | $3934396.00        | $60295.63          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-02-20      | 2.6098%  | 0.0000% | $178900224.00      | $14204223.58       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-02-20      | NA       | 0.0000% | $249999.00         | $1874.74           | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | 2.8385%  | 0.0000% | $131971328.00      | $8320254.15        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-02-20      | 0.7500%  | 0.0000% | $100000000.00      | $1763683.33        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-01      | 3.5000%  | 0.0000% | $55137600.00       | $39329265.75       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2039-07-01      | 4.5000%  | 0.0000% | $10000000.00       | $505858.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 2.8385%  | 0.0000% | $75000000.00       | $1352861.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 2.3385%  | 0.0000% | $100000000.00      | $1547043.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 3.3885%  | 0.0000% | $105300000.00      | $3383776.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 0.3500%  | 0.0000% | $21970656.00       | $189708.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 2.3385%  | 0.0000% | $116395008.00      | $4165797.04        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2076-01-20      | 1.0139%  | 0.0000% | $25000000.00       | $2141530.81        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-04-25      | 2.4183%  | 0.0000% | $57325888.00       | $1076174.52        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-06-25      | 1.4328%  | 0.0000% | $111457408.00      | $3700957.21        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-09-01      | 2.0000%  | 0.0000% | $2000000.00        | $1059497.57        | Agency Mortgage-Backed Securities |

### Security 241: Morgan Stanley & Co LLC Tri Party Repo

- **C.1 - Title:** Morgan Stanley & Co LLC Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDNG000, C.3 - LEI: 9R7GPTSO7KV3UQJZQ078, C.5 - Other ID: 99VDNG000_3.66_0302
- **C.18 - Value (incl. sponsor support):** $795000000.00
- **C.18.a - Value (excl. sponsor support):** $795000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIPS          | 2029-11-15      | NA       | 0.0000% | $30.54             | $26.82             | U.S. Treasuries (including strips) |
| STRIPS          | 2029-08-15      | NA       | 0.0000% | $85.09             | $75.40             | U.S. Treasuries (including strips) |
| STRIPS          | 2029-02-15      | NA       | 0.0000% | $26.20             | $23.65             | U.S. Treasuries (including strips) |
| STRIPS          | 2035-11-15      | NA       | 0.0000% | $164.95            | $111.24            | U.S. Treasuries (including strips) |
| STRIPS          | 2035-05-15      | NA       | 0.0000% | $50.19             | $34.68             | U.S. Treasuries (including strips) |
| STRIPS          | 2028-11-15      | NA       | 0.0000% | $54.25             | $49.42             | U.S. Treasuries (including strips) |
| STRIPS          | 2028-02-15      | NA       | 0.0000% | $8.01              | $7.49              | U.S. Treasuries (including strips) |
| STRIPS          | 2028-08-15      | NA       | 0.0000% | $8.08              | $7.42              | U.S. Treasuries (including strips) |
| STRIPS          | 2027-11-15      | NA       | 0.0000% | $0.10              | $0.09              | U.S. Treasuries (including strips) |
| STRIPS          | 2027-08-15      | NA       | 0.0000% | $2.47              | $2.35              | U.S. Treasuries (including strips) |
| STRIPS          | 2026-11-15      | NA       | 0.0000% | $100.95            | $98.44             | U.S. Treasuries (including strips) |
| STRIPS          | 2026-08-15      | NA       | 0.0000% | $4.78              | $4.70              | U.S. Treasuries (including strips) |
| STRIPS          | 2026-05-15      | NA       | 0.0000% | $11.17             | $11.09             | U.S. Treasuries (including strips) |
| STRIPS          | 2034-05-15      | NA       | 0.0000% | $11.38             | $8.26              | U.S. Treasuries (including strips) |
| STRIPS          | 2032-11-15      | NA       | 0.0000% | $62.50             | $48.63             | U.S. Treasuries (including strips) |
| STRIPS          | 2035-08-15      | NA       | 0.0000% | $85.35             | $58.26             | U.S. Treasuries (including strips) |
| STRIPS          | 2035-02-15      | NA       | 0.0000% | $34.00             | $23.77             | U.S. Treasuries (including strips) |
| STRIPS          | 2041-02-15      | NA       | 0.0000% | $225.15            | $113.15            | U.S. Treasuries (including strips) |
| STRIPS          | 2034-08-15      | NA       | 0.0000% | $19.11             | $13.70             | U.S. Treasuries (including strips) |
| STRIPS          | 2046-05-15      | NA       | 0.0000% | $19.81             | $7.45              | U.S. Treasuries (including strips) |
| STRIPS          | 2045-02-15      | NA       | 0.0000% | $285.94            | $114.62            | U.S. Treasuries (including strips) |
| STRIPS          | 2043-05-15      | NA       | 0.0000% | $0.48              | $0.21              | U.S. Treasuries (including strips) |
| STRIPS          | 2042-08-15      | NA       | 0.0000% | $238.24            | $109.85            | U.S. Treasuries (including strips) |
| STRIPS          | 2040-11-15      | NA       | 0.0000% | $240.38            | $122.65            | U.S. Treasuries (including strips) |
| STRIPS          | 2052-11-15      | NA       | 0.0000% | $293.52            | $80.31             | U.S. Treasuries (including strips) |
| STRIPS          | 2039-11-15      | NA       | 0.0000% | $13.67             | $7.39              | U.S. Treasuries (including strips) |
| STRIPS          | 2052-08-15      | NA       | 0.0000% | $147.42            | $40.92             | U.S. Treasuries (including strips) |
| STRIPS          | 2039-02-15      | NA       | 0.0000% | $1.96              | $1.11              | U.S. Treasuries (including strips) |
| STRIPS          | 2052-02-15      | NA       | 0.0000% | $409.53            | $116.34            | U.S. Treasuries (including strips) |
| STRIPS          | 2037-11-15      | NA       | 0.0000% | $54273577.03       | $32856517.98       | U.S. Treasuries (including strips) |
| STRIPS          | 2051-11-15      | NA       | 0.0000% | $116.06            | $33.31             | U.S. Treasuries (including strips) |
| STRIPS          | 2036-11-15      | NA       | 0.0000% | $70791250.00       | $45290471.97       | U.S. Treasuries (including strips) |
| STRIPS          | 2031-02-15      | NA       | 0.0000% | $18.80             | $15.73             | U.S. Treasuries (including strips) |
| STRIPS          | 2030-08-15      | NA       | 0.0000% | $38.40             | $32.77             | U.S. Treasuries (including strips) |
| STRIPS          | 2032-05-15      | NA       | 0.0000% | $31.08             | $24.71             | U.S. Treasuries (including strips) |
| STRIPS          | 2031-11-15      | NA       | 0.0000% | $45.70             | $37.10             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-06-30      | 4.2500%  | 0.0000% | $100.00            | $103.93            | U.S. Treasuries (including strips) |
| STRIPS          | 2031-05-15      | NA       | 0.0000% | $6.14              | $5.09              | U.S. Treasuries (including strips) |
| STRIPS          | 2034-02-15      | NA       | 0.0000% | $0.10              | $0.07              | U.S. Treasuries (including strips) |
| STRIPS          | 2033-02-15      | NA       | 0.0000% | $34.36             | $26.43             | U.S. Treasuries (including strips) |
| STRIPS          | 2033-08-15      | NA       | 0.0000% | $0.89              | $0.67              | U.S. Treasuries (including strips) |
| STRIPS          | 2032-08-15      | NA       | 0.0000% | $23.42             | $18.42             | U.S. Treasuries (including strips) |
| STRIPS          | 2032-02-15      | NA       | 0.0000% | $124.37            | $99.87             | U.S. Treasuries (including strips) |
| STRIPS          | 2031-08-15      | NA       | 0.0000% | $6.56              | $5.38              | U.S. Treasuries (including strips) |
| STRIPS          | 2041-08-15      | NA       | 0.0000% | $68.39             | $33.42             | U.S. Treasuries (including strips) |
| STRIPS          | 2049-11-15      | NA       | 0.0000% | $208.50            | $65.85             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.8750%  | 0.0000% | $100.00            | $102.99            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2033-01-15      | 1.1250%  | 0.0000% | $193504000.00      | $207256444.56      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-15      | 3.6250%  | 0.0000% | $100.00            | $101.02            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 3.6250%  | 0.0000% | $2000.00           | $2026.96           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 3.7500%  | 0.0000% | $1000.00           | $1019.08           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-09-30      | 4.6250%  | 0.0000% | $36109500.00       | $38473266.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 4.6250%  | 0.0000% | $100.00            | $102.01            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-15      | 4.3750%  | 0.0000% | $100.00            | $101.50            | U.S. Treasuries (including strips) |
| STRIPS          | 2030-11-15      | NA       | 0.0000% | $33.79             | $28.56             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-11-15      | 3.0000%  | 0.0000% | $700.00            | $559.90            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-08-15      | 2.2500%  | 0.0000% | $65417600.00       | $44781674.10       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-11-15      | 2.8750%  | 0.0000% | $100.00            | $77.40             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-11-15      | 2.7500%  | 0.0000% | $149234100.00      | $111483476.81      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-05-15      | 3.1250%  | 0.0000% | $8349800.00        | $6650639.92        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $50.45             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-08-15      | 1.3750%  | 0.0000% | $200.00            | $103.06            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-05-15      | 2.3750%  | 0.0000% | $126250700.00      | $83741231.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $59.87             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 2.0000%  | 0.0000% | $300889000.00      | $218683975.76      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $63.33             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $76.08             | U.S. Treasuries (including strips) |
| STRIPS          | 2054-02-15      | NA       | 0.0000% | $290.27            | $75.06             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-10-01      | NA       | 0.0000% | $100.00            | $97.96             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-10-29      | NA       | 0.0000% | $200.00            | $195.41            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-05-07      | NA       | 0.0000% | $1200.00           | $1192.08           | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-03-24      | NA       | 0.0000% | $200.00            | $199.56            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-07-02      | NA       | 0.0000% | $100.00            | $98.79             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-07-16      | NA       | 0.0000% | $100.00            | $98.66             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-08-27      | NA       | 0.0000% | $100.00            | $98.26             | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2036-02-15      | NA       | 0.0000% | $100.00            | $67.76             | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2039-02-15      | NA       | 0.0000% | $611200.00         | $355274.67         | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2042-08-15      | NA       | 0.0000% | $100.00            | $47.12             | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2043-02-15      | NA       | 0.0000% | $100.00            | $45.76             | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2046-05-15      | NA       | 0.0000% | $100.00            | $38.53             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $200.00            | $207.50            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2038-05-15      | 4.5000%  | 0.0000% | $600.00            | $631.58            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-01-31      | 4.3750%  | 0.0000% | $100.00            | $104.23            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-31      | 4.1250%  | 0.0000% | $1000.00           | $1042.63           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-08-15      | 4.2500%  | 0.0000% | $600.00            | $615.32            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 3.5000%  | 0.0000% | $100.00            | $101.53            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-15      | 3.5000%  | 0.0000% | $100.00            | $100.67            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2036-02-15      | 4.1250%  | 0.0000% | $200.00            | $202.77            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $100.00            | $103.63            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $94.55             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 1.2500%  | 0.0000% | $100.00            | $98.58             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 1.3750%  | 0.0000% | $500.00            | $473.90            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $84.92             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-08-15      | 4.1250%  | 0.0000% | $900.00            | $827.02            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $8599600.00        | $8067859.56        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2032-08-15      | NA       | 0.0000% | $182000.00         | $143395.07         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 0.5000%  | 0.0000% | $300.00            | $290.34            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 0.5000%  | 0.0000% | $100.00            | $96.25             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $95.45             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-04-15      | 0.1250%  | 0.0000% | $100.00            | $123.78            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 2.6250%  | 0.0000% | $300.00            | $293.63            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-15      | 2.3750%  | 0.0000% | $100.00            | $97.52             | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2041-08-15      | NA       | 0.0000% | $206000.00         | $102638.68         | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2051-11-15      | NA       | 0.0000% | $100.00            | $29.25             | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2055-08-15      | NA       | 0.0000% | $200.00            | $49.96             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-15      | 6.1250%  | 0.0000% | $11946100.00       | $12998818.84       | U.S. Treasuries (including strips) |

### Security 242: Morgan Stanley & Co LLC Tri Party Repo

- **C.1 - Title:** Morgan Stanley & Co LLC Tri Party Repo 3.669900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDNY001, C.3 - LEI: 9R7GPTSO7KV3UQJZQ078, C.5 - Other ID: 99VDNY001_3.67_0302
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 2.5400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                     | 2048-11-01      | 3.5000%  | 0.0000% | $78000.00          | $37576.79          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-09-01      | 2.0000%  | 0.0000% | $8781968.00        | $4394516.22        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-06-01      | 2.0000%  | 0.0000% | $1272020.00        | $830331.98         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-09-01      | 3.5000%  | 0.0000% | $1000.00           | $182.93            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-08-01      | 3.0000%  | 0.0000% | $568000.00         | $342749.03         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-11-01      | 5.0000%  | 0.0000% | $1679.00           | $830.92            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2041-05-01      | 2.0000%  | 0.0000% | $3051180.00        | $1730229.83        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-09-01      | 3.0000%  | 0.0000% | $178410.00         | $126690.26         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-11-01      | 3.0000%  | 0.0000% | $1591910.00        | $979504.91         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-01-01      | 4.5000%  | 0.0000% | $151220.00         | $89635.40          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-09-01      | 4.5000%  | 0.0000% | $98010.00          | $55020.59          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-12-01      | 2.0000%  | 0.0000% | $504484.00         | $316862.80         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-07-01      | 5.0000%  | 0.0000% | $1000.00           | $529.72            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-01-01      | 2.0000%  | 0.0000% | $2098620.00        | $1316250.10        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-01-01      | 2.0000%  | 0.0000% | $26747.00          | $16586.54          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-12-01      | 2.0000%  | 0.0000% | $1068515.00        | $749669.63         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-01-01      | 2.5000%  | 0.0000% | $2465608.00        | $1577028.39        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-02-01      | 3.0000%  | 0.0000% | $78000.00          | $29989.88          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-01-01      | 2.0000%  | 0.0000% | $1761177.00        | $1157825.98        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-07-01      | 2.0000%  | 0.0000% | $6121847.00        | $3846813.79        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-02-01      | 3.0000%  | 0.0000% | $2350.00           | $1565.82           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-03-01      | 3.0000%  | 0.0000% | $4000.00           | $2579.60           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-07-01      | 4.0000%  | 0.0000% | $151790.00         | $68013.26          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 4.0000%  | 0.0000% | $1716780.00        | $1242590.71        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-03-01      | 3.0000%  | 0.0000% | $11112800.00       | $7099837.32        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-01-01      | 3.5000%  | 0.0000% | $3000.00           | $1416.61           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-01-01      | 3.0000%  | 0.0000% | $520000.00         | $325978.81         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-12-01      | 3.5000%  | 0.0000% | $699392.00         | $452958.07         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-03-01      | 3.0000%  | 0.0000% | $204009.00         | $102587.40         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 3.5000%  | 0.0000% | $3750000.00        | $2719606.13        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-01-01      | 5.0000%  | 0.0000% | $1990.00           | $1104.14           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-03-01      | 3.5000%  | 0.0000% | $660000.00         | $369772.51         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-04-01      | 3.0000%  | 0.0000% | $10737810.00       | $7100264.64        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-10-01      | 5.0000%  | 0.0000% | $87351.00          | $50724.24          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-07-01      | 2.5000%  | 0.0000% | $3180.00           | $2017.54           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-04-01      | 2.0000%  | 0.0000% | $145000.00         | $96112.54          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-09-01      | 2.5000%  | 0.0000% | $3000.00           | $2122.83           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-08-01      | 4.5000%  | 0.0000% | $4036984.00        | $3417309.47        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 3.5000%  | 0.0000% | $57801.00          | $41955.81          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-09-01      | 1.5000%  | 0.0000% | $1000.00           | $651.94            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 4.0000%  | 0.0000% | $4998000.00        | $3651476.11        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-09-01      | 4.5000%  | 0.0000% | $588000.00         | $443582.80         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-06-01      | 5.5000%  | 0.0000% | $5000.00           | $4006.63           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-07-01      | 5.0000%  | 0.0000% | $155000.00         | $122119.79         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-01-01      | 4.0000%  | 0.0000% | $579250.00         | $493186.70         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-03-01      | 6.0000%  | 0.0000% | $5822.00           | $4755.58           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-01      | 6.0000%  | 0.0000% | $1637946.00        | $1027801.02        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-11-01      | 6.5000%  | 0.0000% | $1084716.00        | $1118896.16        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-01      | 7.5000%  | 0.0000% | $1515522.00        | $852731.16         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-12-01      | 7.5000%  | 0.0000% | $713220.00         | $348790.13         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-11-01      | 6.5000%  | 0.0000% | $2299080.00        | $1422837.60        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2038-11-01      | 6.0000%  | 0.0000% | $56780.00          | $27582.22          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2038-12-01      | 6.0000%  | 0.0000% | $560436.00         | $333582.24         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-08-01      | 5.0000%  | 0.0000% | $613000.00         | $417676.81         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-09-01      | 4.5000%  | 0.0000% | $16993044.00       | $12924616.33       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-10-01      | 2.5000%  | 0.0000% | $50000.00          | $32482.93          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-10-01      | 2.5000%  | 0.0000% | $23300000.00       | $14375849.42       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-07-01      | 2.5000%  | 0.0000% | $1664660.00        | $1009489.61        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-07-01      | 3.5000%  | 0.0000% | $18223936.00       | $7863847.90        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-08-01      | 3.0000%  | 0.0000% | $75866432.00       | $54875167.42       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-08-01      | 2.0000%  | 0.0000% | $1000.00           | $529.08            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-01-01      | 2.0000%  | 0.0000% | $3795443.00        | $2342336.47        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-01-01      | 2.5000%  | 0.0000% | $154482.00         | $107126.93         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-01-01      | 2.5000%  | 0.0000% | $88092.00          | $62165.56          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-01-01      | 4.0000%  | 0.0000% | $77423.00          | $48432.63          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-10-01      | 2.0000%  | 0.0000% | $5590.00           | $3391.77           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-11-01      | 1.5000%  | 0.0000% | $125450.00         | $71019.62          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-12-01      | 2.5000%  | 0.0000% | $770240.00         | $498837.66         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $692.12            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 3.0000%  | 0.0000% | $855395.00         | $623308.76         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 3.0000%  | 0.0000% | $6270.00           | $4584.18           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-02-01      | 2.0000%  | 0.0000% | $74270.00          | $48095.05          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-03-01      | 3.0000%  | 0.0000% | $543000.00         | $370124.52         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-03-01      | 3.5000%  | 0.0000% | $5000.00           | $3466.26           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-04-01      | 2.5000%  | 0.0000% | $2980.00           | $2011.25           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-09-01      | 4.0000%  | 0.0000% | $3400.00           | $122.69            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-06-01      | 4.5000%  | 0.0000% | $200000.00         | $5610.67           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-06-01      | 3.5000%  | 0.0000% | $2000.00           | $121.04            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-07-01      | 3.5000%  | 0.0000% | $993500.00         | $45307.00          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-11-01      | 3.0000%  | 0.0000% | $13500.00          | $1168.41           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-12-01      | 2.5000%  | 0.0000% | $2200.00           | $59.03             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-04-01      | 2.5000%  | 0.0000% | $1999000.00        | $207099.97         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-07-01      | 3.5000%  | 0.0000% | $2000.00           | $242.96            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-01-01      | 3.5000%  | 0.0000% | $3000.00           | $341.15            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-02-01      | 4.0000%  | 0.0000% | $2600.00           | $200.66            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-07-01      | 4.0000%  | 0.0000% | $40501000.00       | $3966328.88        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-08-01      | 4.0000%  | 0.0000% | $2312.00           | $242.34            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-11-01      | 3.0000%  | 0.0000% | $215000.00         | $7113.13           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-01-01      | 3.0000%  | 0.0000% | $13000.00          | $471.20            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-01-01      | 5.5000%  | 0.0000% | $37500.00          | $22906.57          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-01-01      | 3.0000%  | 0.0000% | $207890.00         | $177044.49         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-10-01      | 3.5000%  | 0.0000% | $4000.00           | $2096.81           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-11-01      | 2.0000%  | 0.0000% | $9830.00           | $6256.84           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-12-01      | 2.0000%  | 0.0000% | $3400.00           | $2183.89           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-12-01      | 3.0000%  | 0.0000% | $341047.00         | $207545.56         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-12-01      | 3.5000%  | 0.0000% | $2580.00           | $1572.14           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-06-01      | 3.5000%  | 0.0000% | $1929000.00        | $1426683.46        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-07-01      | 3.0000%  | 0.0000% | $925762.00         | $684668.73         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-03-01      | 3.0000%  | 0.0000% | $795000.00         | $534311.33         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-03-01      | 3.5000%  | 0.0000% | $4980.00           | $3341.54           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-05-01      | 2.0000%  | 0.0000% | $19293664.00       | $12957207.39       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-05-01      | 4.0000%  | 0.0000% | $740230.00         | $532072.31         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-06-01      | 2.0000%  | 0.0000% | $6000.00           | $4119.20           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-07-01      | 5.0000%  | 0.0000% | $67540.00          | $48773.11          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 4.0000%  | 0.0000% | $79380.00          | $61869.51          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-09-01      | 4.5000%  | 0.0000% | $946027.00         | $730906.55         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-01-01      | 4.5000%  | 0.0000% | $6920760.00        | $5706415.79        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $796.23            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-09-01      | 2.5000%  | 0.0000% | $5970463.00        | $4332804.75        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-11-01      | 3.5000%  | 0.0000% | $72150.00          | $55426.31          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-10-01      | 2.5000%  | 0.0000% | $836740.00         | $619524.25         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-12-01      | 5.0000%  | 0.0000% | $23574.00          | $18650.60          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-12-01      | 5.5000%  | 0.0000% | $610990.00         | $461607.44         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-05-01      | 4.0000%  | 0.0000% | $3001.00           | $2446.51           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-03-01      | 6.0000%  | 0.0000% | $1349645.00        | $857915.36         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-03-01      | 6.5000%  | 0.0000% | $1280.00           | $606.60            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-04-01      | 5.5000%  | 0.0000% | $2216934.00        | $1664296.71        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-03-01      | 3.5000%  | 0.0000% | $101000.00         | $26255.40          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-06-01      | 4.0000%  | 0.0000% | $2721010.00        | $288389.69         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-11-01      | 6.5000%  | 0.0000% | $1314425.00        | $1363387.56        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-01-01      | 5.5000%  | 0.0000% | $19029000.00       | $17043532.60       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-01-01      | 5.5000%  | 0.0000% | $28596.00          | $25878.57          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-06-01      | 6.5000%  | 0.0000% | $3550120.00        | $3100208.33        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2039-12-01      | 6.0000%  | 0.0000% | $98409.00          | $61961.80          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-01-01      | 6.0000%  | 0.0000% | $4993580.00        | $4646812.69        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-01-01      | 5.0000%  | 0.0000% | $4920.00           | $3976.51           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-12-01      | 4.0000%  | 0.0000% | $615740.00         | $588461.45         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-01-01      | 6.0000%  | 0.0000% | $4057059.00        | $3182745.91        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-04-01      | 5.5000%  | 0.0000% | $1241318.00        | $952388.28         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-07-01      | 2.5000%  | 0.0000% | $1930.00           | $639.34            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-09-01      | 3.0000%  | 0.0000% | $1480.00           | $438.79            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-09-01      | 3.0000%  | 0.0000% | $1000084.00        | $103196.42         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-03-01      | 4.5000%  | 0.0000% | $36080.00          | $4751.72           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-12-01      | 4.5000%  | 0.0000% | $1900.00           | $1768.14           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-01-01      | 5.5000%  | 0.0000% | $4062000.00        | $3515389.03        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-02-01      | 5.5000%  | 0.0000% | $83150.00          | $57665.94          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-01-01      | 6.0000%  | 0.0000% | $525258.00         | $318035.93         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-03-01      | 3.5000%  | 0.0000% | $1000.00           | $910.09            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-04-01      | 4.0000%  | 0.0000% | $897100.00         | $836495.46         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-11-20      | 3.0000%  | 0.0000% | $75000.00          | $4899.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2030-02-20      | 3.5000%  | 0.0000% | $935526.00         | $38729.35          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-09-20      | 4.0000%  | 0.0000% | $1000.00           | $105.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-01-20      | 6.0000%  | 0.0000% | $100910.00         | $11439.30          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-06-20      | 5.5000%  | 0.0000% | $497986.00         | $42361.15          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-06-01      | 6.5000%  | 0.0000% | $1330.00           | $1128.22           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-10-01      | 6.0000%  | 0.0000% | $50000.00          | $36306.78          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-09-01      | 5.0000%  | 0.0000% | $2987648.00        | $2152992.54        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-10-01      | 5.5000%  | 0.0000% | $25325483.00       | $21439942.12       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $184.29            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-08-01      | 3.5000%  | 0.0000% | $33000.00          | $2302.91           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-01-01      | 4.5000%  | 0.0000% | $1075030.00        | $990225.80         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-12-01      | 6.0000%  | 0.0000% | $80000.00          | $60302.68          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-01-01      | 6.0000%  | 0.0000% | $968000.00         | $713651.55         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-04-01      | 5.5000%  | 0.0000% | $2740320.00        | $2425624.46        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $956.92            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-05-01      | 5.5000%  | 0.0000% | $717405.00         | $638678.02         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-05-01      | 6.0000%  | 0.0000% | $26108163.00       | $21196804.31       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-05-01      | 7.5000%  | 0.0000% | $1990.00           | $1106.33           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 3.0000%  | 0.0000% | $14437492.00       | $11110091.16       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-12-01      | 6.5000%  | 0.0000% | $402443.00         | $294447.46         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-04-01      | 3.0000%  | 0.0000% | $742000.00         | $556941.55         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1730.97           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-08-01      | 4.5000%  | 0.0000% | $4153000.00        | $3418219.15        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-08-01      | 6.5000%  | 0.0000% | $1024.00           | $775.05            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-10-01      | 5.5000%  | 0.0000% | $1367524.00        | $1103725.88        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-09-01      | 5.0000%  | 0.0000% | $503872.00         | $420161.47         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-06-01      | 6.0000%  | 0.0000% | $999776.00         | $1021899.38        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-12-01      | 4.5000%  | 0.0000% | $3859699.00        | $3770325.54        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-11-01      | 6.0000%  | 0.0000% | $18280.00          | $16588.99          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-10-01      | 5.0000%  | 0.0000% | $905073.00         | $901027.43         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-11-01      | 5.5000%  | 0.0000% | $43842080.00       | $38188705.71       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-03-01      | 6.5000%  | 0.0000% | $78030.00          | $48253.00          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-04-01      | 6.5000%  | 0.0000% | $99000.00          | $62294.50          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-05-01      | 5.5000%  | 0.0000% | $13129670.00       | $10408868.73       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 4.5000%  | 0.0000% | $24005376.00       | $18934971.15       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 4.0000%  | 0.0000% | $37027136.00       | $28550469.56       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 5.0000%  | 0.0000% | $9998990.00        | $7272716.15        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-08-01      | 4.0000%  | 0.0000% | $100000.00         | $58634.83          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-12-01      | 5.0000%  | 0.0000% | $10509185.00       | $8310565.21        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-12-01      | 5.5000%  | 0.0000% | $2209190.00        | $1655946.78        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-12-01      | 6.0000%  | 0.0000% | $3452744.00        | $2499273.46        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-09-01      | 2.5000%  | 0.0000% | $314123.00         | $224269.70         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-05-01      | 5.0000%  | 0.0000% | $459000.00         | $381367.67         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $922.50            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 6.0000%  | 0.0000% | $118000.00         | $82104.36          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 6.5000%  | 0.0000% | $13280350.00       | $9802385.64        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-09-01      | 6.5000%  | 0.0000% | $8740280.00        | $6679508.88        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-02-01      | 6.5000%  | 0.0000% | $24445312.00       | $19330353.50       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $704.21            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-01      | 6.5000%  | 0.0000% | $840770.00         | $434247.22         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2038-10-01      | 6.0000%  | 0.0000% | $3000.00           | $1423.05           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-12-01      | 7.0000%  | 0.0000% | $14142920.00       | $5387012.22        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-01-01      | 5.0000%  | 0.0000% | $666840.00         | $593342.98         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2039-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1306.02           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-10-01      | 4.0000%  | 0.0000% | $1274210.00        | $1173976.71        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-09-01      | 5.5000%  | 0.0000% | $1200585.00        | $984787.18         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 6.0000%  | 0.0000% | $19783483.00       | $10909557.14       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-01-20      | 3.5000%  | 0.0000% | $800000.00         | $54993.52          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2053-11-20      | 7.0000%  | 0.0000% | $2355753.00        | $2230142.77        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 7.0000%  | 0.0000% | $1232923.00        | $1314214.07        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 6.0000%  | 0.0000% | $1997.00           | $2050.76           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 5.5000%  | 0.0000% | $2637449.00        | $2705437.53        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 6.0000%  | 0.0000% | $1301677.00        | $1354228.05        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 5.5000%  | 0.0000% | $2970.00           | $1784.57           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 5.5000%  | 0.0000% | $10132266.00       | $10495166.31       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-11-01      | 5.0000%  | 0.0000% | $1000000.00        | $920701.61         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $945.10            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-02-01      | 6.0000%  | 0.0000% | $21282976.00       | $17213312.42       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-03-01      | 6.5000%  | 0.0000% | $1020.00           | $854.78            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-06-01      | 5.5000%  | 0.0000% | $800000.00         | $778047.05         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-05-01      | 6.0000%  | 0.0000% | $123700.00         | $120469.53         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-05-01      | 5.5000%  | 0.0000% | $19998000.00       | $19344599.55       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-06-01      | 6.0000%  | 0.0000% | $24999000.00       | $22491527.92       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-08-01      | 6.0000%  | 0.0000% | $1034330.00        | $901822.39         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-08-01      | 6.0000%  | 0.0000% | $12044046.00       | $11574299.18       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-03-01      | 3.5000%  | 0.0000% | $27674.00          | $4572.66           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-03-01      | 2.0000%  | 0.0000% | $38262711.00       | $24350360.58       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-03-01      | 2.5000%  | 0.0000% | $388030.00         | $256097.71         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-04-01      | 3.0000%  | 0.0000% | $51000.00          | $35702.23          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 5.5000%  | 0.0000% | $24150.00          | $24525.68          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-12-01      | 5.5000%  | 0.0000% | $28593134.00       | $29151386.45       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.0000%  | 0.0000% | $23282119.00       | $23545728.42       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.0000%  | 0.0000% | $1005.00           | $1016.11           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.5000%  | 0.0000% | $92873.00          | $95326.77          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.0000%  | 0.0000% | $69283.00          | $70334.55          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-03-01      | 7.0000%  | 0.0000% | $24582409.00       | $26240901.84       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2052-06-01      | 3.0000%  | 0.0000% | $28880622.00       | $26161703.99       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2051-10-01      | 2.5000%  | 0.0000% | $6814930.00        | $5906237.84        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-02-01      | 6.5000%  | 0.0000% | $92801461.00       | $97765638.00       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-03-01      | 5.0000%  | 0.0000% | $75828355.00       | $77214050.78       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 5.5000%  | 0.0000% | $20536273.00       | $20955525.58       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC NON GOLD POOL      | 2056-03-01      | 3.9260%  | 0.0000% | $100305901.00      | $99326959.99       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-11-20      | 4.5000%  | 0.0000% | $12322167.00       | $11417700.62       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 6.0000%  | 0.0000% | $1000.00           | $574.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-12-20      | 3.0000%  | 0.0000% | $2656763.00        | $2367069.04        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 5.5000%  | 0.0000% | $148000.00         | $148121.07         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-01-20      | 5.5000%  | 0.0000% | $1025.00           | $1044.78           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.19           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1033.57           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1048.85           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.0000%  | 0.0000% | $1000.00           | $1008.18           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 5.0000%  | 0.0000% | $1000.00           | $1007.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-09-15      | 7.0000%  | 0.0000% | $25002.00          | $211.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2032-03-15      | 6.0000%  | 0.0000% | $60000.00          | $198.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-10-20      | 7.0000%  | 0.0000% | $1087878.00        | $773.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2027-03-20      | 7.5000%  | 0.0000% | $611800.00         | $95.06             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2030-05-20      | 7.5000%  | 0.0000% | $797259.00         | $384.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-10-20      | 7.0000%  | 0.0000% | $850000.00         | $1485.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2032-06-20      | 6.5000%  | 0.0000% | $1380000.00        | $3522.96           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-11-01      | 5.5000%  | 0.0000% | $3369000.00        | $3118600.32        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-08-01      | 5.5000%  | 0.0000% | $600939.00         | $541918.86         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-08-01      | 3.0000%  | 0.0000% | $1010.00           | $825.49            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-12-01      | 5.0000%  | 0.0000% | $1499000.00        | $1198240.18        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2038-03-01      | 2.0000%  | 0.0000% | $946246.00         | $744650.99         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-08-01      | 1.5000%  | 0.0000% | $504670.00         | $389797.69         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-12-15      | 6.0000%  | 0.0000% | $25000.00          | $27.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2029-06-15      | 6.0000%  | 0.0000% | $60841.00          | $95.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 3.0000%  | 0.0000% | $1070.00           | $596.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 2.5000%  | 0.0000% | $774000.00         | $434485.15         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 6.5000%  | 0.0000% | $23279486.00       | $24247527.20       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-11-20      | 5.5000%  | 0.0000% | $60000.00          | $1026.85           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $1086085.00        | $714674.46         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-02-01      | 3.0000%  | 0.0000% | $4250613.00        | $2860968.76        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-02-01      | 2.5000%  | 0.0000% | $1007640.00        | $658837.22         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 3.0000%  | 0.0000% | $1368000.00        | $862076.17         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-02-01      | 2.5000%  | 0.0000% | $256000.00         | $169181.24         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-03-01      | 3.0000%  | 0.0000% | $431810.00         | $308581.31         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-05-01      | 4.0000%  | 0.0000% | $1412050.00        | $1078902.31        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-05-01      | 3.5000%  | 0.0000% | $3220.00           | $2199.13           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-05-01      | 4.5000%  | 0.0000% | $2004.00           | $1457.86           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-05-01      | 3.5000%  | 0.0000% | $1990.00           | $1388.86           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-06-01      | 3.5000%  | 0.0000% | $558000.00         | $403677.23         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-07-01      | 4.5000%  | 0.0000% | $302660.00         | $237316.99         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 4.5000%  | 0.0000% | $25035.00          | $19246.57          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 4.5000%  | 0.0000% | $305457.00         | $230125.33         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-09-01      | 4.0000%  | 0.0000% | $113430.00         | $90833.93          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-10-01      | 6.0000%  | 0.0000% | $887808.00         | $931758.01         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 5.0000%  | 0.0000% | $7261416.00        | $7382787.33        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-09-01      | 6.5000%  | 0.0000% | $528464.00         | $566720.76         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-10-01      | 5.5000%  | 0.0000% | $2061008.00        | $2037661.39        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 6.5000%  | 0.0000% | $5000.00           | $5251.53           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-09-01      | 6.5000%  | 0.0000% | $1950077.00        | $2097353.07        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-09-01      | 7.0000%  | 0.0000% | $1229988.00        | $1336069.85        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-10-01      | 6.0000%  | 0.0000% | $1996.00           | $2083.03           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-10-01      | 5.5000%  | 0.0000% | $3388966.00        | $3474526.26        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-11-01      | 6.0000%  | 0.0000% | $14849900.00       | $15402900.62       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 6.0000%  | 0.0000% | $2794.00           | $2916.85           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-11-01      | 4.5000%  | 0.0000% | $445970.00         | $440963.02         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 6.5000%  | 0.0000% | $1577926.00        | $1642170.94        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 4.5000%  | 0.0000% | $1549540.00        | $1532846.23        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 5.5000%  | 0.0000% | $1019246.00        | $708380.88         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1056.40           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 5.5000%  | 0.0000% | $1909668.00        | $1964464.89        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 4.5000%  | 0.0000% | $1060102.00        | $1049415.46        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 6.0000%  | 0.0000% | $3019907.00        | $3186638.51        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-11-01      | 3.0000%  | 0.0000% | $1786450.00        | $391284.83         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-12-01      | 4.0000%  | 0.0000% | $198000.00         | $56648.77          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-12-01      | 4.0000%  | 0.0000% | $555000.00         | $71739.55          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-07-01      | 3.0000%  | 0.0000% | $4692000.00        | $1591518.67        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-12-01      | 4.5000%  | 0.0000% | $2740.00           | $2537.56           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-12-01      | 5.5000%  | 0.0000% | $79331.00          | $77828.40          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-12-01      | 5.5000%  | 0.0000% | $1068998.00        | $1034801.58        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-09-01      | 6.0000%  | 0.0000% | $55339981.00       | $50478904.84       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-02-01      | 5.5000%  | 0.0000% | $11372940.00       | $11814713.01       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 5.0000%  | 0.0000% | $1185510.00        | $1204888.85        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 5.0000%  | 0.0000% | $1266496.00        | $1285055.46        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 6.0000%  | 0.0000% | $1003962.00        | $1053796.77        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-02-01      | 5.0000%  | 0.0000% | $2163136.00        | $2195873.14        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2040-12-01      | 5.5000%  | 0.0000% | $1017983.00        | $1036281.52        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2041-01-01      | 5.5000%  | 0.0000% | $1354230.00        | $1386764.38        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2041-01-01      | 5.5000%  | 0.0000% | $2277297.00        | $2332380.70        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 4.5000%  | 0.0000% | $3470.00           | $3437.45           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2056-01-01      | 5.0000%  | 0.0000% | $27178134.00       | $27364688.12       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 5.5000%  | 0.0000% | $11712842.00       | $11938597.91       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 3.5000%  | 0.0000% | $1258232.00        | $1184229.66        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1.34              | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-04-01      | 5.5000%  | 0.0000% | $500370.00         | $502.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-04-20      | 6.0000%  | 0.0000% | $335998.00         | $45156.67          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-06-01      | 5.5000%  | 0.0000% | $6160.00           | $4880.41           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-06-01      | 5.5000%  | 0.0000% | $57787584.00       | $48153626.80       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-07-01      | 5.5000%  | 0.0000% | $10000000.00       | $8337651.39        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-09-01      | 6.0000%  | 0.0000% | $1999200.00        | $1651920.87        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2044-07-01      | 6.0000%  | 0.0000% | $79000.00          | $49250.14          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2045-11-01      | 5.0000%  | 0.0000% | $1234318.00        | $1225559.65        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2045-11-01      | 5.5000%  | 0.0000% | $1020.00           | $1008.37           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2040-12-01      | 2.0000%  | 0.0000% | $347000.00         | $180495.22         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2041-06-01      | 1.5000%  | 0.0000% | $200000.00         | $118642.65         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2042-03-01      | 2.0000%  | 0.0000% | $386999.00         | $250013.81         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2036-03-01      | 2.0000%  | 0.0000% | $5990.00           | $3255.63           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2036-11-01      | 2.0000%  | 0.0000% | $101133503.00      | $55138281.97       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-12-01      | 6.0000%  | 0.0000% | $1858103.00        | $1798683.79        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2033-11-01      | 5.5000%  | 0.0000% | $2990.00           | $1588.52           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2034-08-01      | 6.0000%  | 0.0000% | $298000.00         | $164216.29         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-12-01      | 3.0000%  | 0.0000% | $250000.00         | $164950.39         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-05-01      | 3.0000%  | 0.0000% | $1541886.00        | $246568.40         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 3.0000%  | 0.0000% | $4000.00           | $2920.04           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-08-01      | 2.5000%  | 0.0000% | $1970.00           | $1449.64           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-02-01      | 4.0000%  | 0.0000% | $157830.00         | $146967.86         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-03-01      | 5.5000%  | 0.0000% | $19357681.00       | $17844025.63       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-04-01      | 6.0000%  | 0.0000% | $865897.00         | $658890.25         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 5.5000%  | 0.0000% | $167244.00         | $170736.53         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 5.0000%  | 0.0000% | $3510500.00        | $3533797.16        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 5.0000%  | 0.0000% | $6312488.00        | $6382883.17        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 5.0000%  | 0.0000% | $5098145.00        | $5128903.63        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 6.5000%  | 0.0000% | $1997.00           | $2117.09           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 4.5000%  | 0.0000% | $1424000.00        | $1408103.31        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 7.0000%  | 0.0000% | $1990.00           | $1973.18           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 5.5000%  | 0.0000% | $5337817.00        | $5477339.20        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 6.5000%  | 0.0000% | $1314292.00        | $1370862.75        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2056-01-01      | 4.5000%  | 0.0000% | $420671.00         | $416433.88         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-09-01      | 5.5000%  | 0.0000% | $1990.00           | $1989.31           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 6.0000%  | 0.0000% | $265520.00         | $249544.54         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 6.0000%  | 0.0000% | $12880300.00       | $12952225.49       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2041-08-01      | 4.5000%  | 0.0000% | $227997.00         | $59112.47          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2058-05-01      | 3.5000%  | 0.0000% | $1189000.00        | $474110.77         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-01      | 3.0000%  | 0.0000% | $1001.00           | $481.73            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2061-07-01      | 2.5000%  | 0.0000% | $4262200.00        | $2360649.04        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2063-03-01      | 2.5000%  | 0.0000% | $44391963.00       | $29029931.89       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2063-09-01      | 2.5000%  | 0.0000% | $12121756.00       | $8300011.66        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-03-01      | 4.0000%  | 0.0000% | $24462825.00       | $7390229.29        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-12-01      | 4.0000%  | 0.0000% | $13466413.00       | $2953416.07        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-01-01      | 3.0000%  | 0.0000% | $6009260.00        | $703294.16         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-06-01      | 4.0000%  | 0.0000% | $1280.00           | $130.42            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-08-01      | 4.0000%  | 0.0000% | $300000.00         | $31208.05          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-08-01      | 4.0000%  | 0.0000% | $334385.00         | $88431.38          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-08-01      | 4.0000%  | 0.0000% | $5009200.00        | $646051.10         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-01-01      | 4.5000%  | 0.0000% | $6670.00           | $1555.44           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-08-01      | 5.5000%  | 0.0000% | $422900.00         | $39817.44          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-07-01      | 3.5000%  | 0.0000% | $500000.00         | $136100.78         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-09-01      | 4.0000%  | 0.0000% | $2990.00           | $572.07            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-07-01      | 4.0000%  | 0.0000% | $1800.00           | $437.37            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-12-01      | 5.0000%  | 0.0000% | $5570.00           | $1037.26           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-04-01      | 3.5000%  | 0.0000% | $2755395.00        | $424633.43         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 6.0000%  | 0.0000% | $100000.00         | $69357.12          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-03-01      | 4.5000%  | 0.0000% | $706000.00         | $508525.85         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-11-01      | 5.5000%  | 0.0000% | $60140.00          | $42965.58          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-01-01      | 3.5000%  | 0.0000% | $331000.00         | $232842.89         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-02-01      | 6.0000%  | 0.0000% | $33399800.00       | $23606228.43       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2043-03-01      | 5.5000%  | 0.0000% | $3450000.00        | $1935456.84        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-02-01      | 6.0000%  | 0.0000% | $18230000.00       | $12337543.49       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-11-20      | 6.0000%  | 0.0000% | $70108.00          | $700.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-11-20      | 7.0000%  | 0.0000% | $100000.00         | $1710.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-06-20      | 5.0000%  | 0.0000% | $150750.00         | $2026.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-07-20      | 5.5000%  | 0.0000% | $1000.00           | $11.68             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-11-20      | 6.5000%  | 0.0000% | $9400.00           | $126.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-01-20      | 6.0000%  | 0.0000% | $1000.00           | $2.61              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-01-20      | 4.0000%  | 0.0000% | $1000.00           | $52.36             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-06-20      | 4.5000%  | 0.0000% | $1000.00           | $33.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2027-07-15      | 8.0000%  | 0.0000% | $40050.00          | $177.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-07-15      | 4.0000%  | 0.0000% | $3100.00           | $102.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2030-11-15      | 8.0000%  | 0.0000% | $255019.00         | $414.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-11-15      | 7.0000%  | 0.0000% | $38163.00          | $58.67             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 6.0000%  | 0.0000% | $4000.00           | $3144.12           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 3.5000%  | 0.0000% | $140310.00         | $106356.40         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-09-01      | 5.5000%  | 0.0000% | $47579524.00       | $36410400.28       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-09-01      | 6.0000%  | 0.0000% | $50431035.00       | $33923155.17       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-11-01      | 6.5000%  | 0.0000% | $377083.00         | $254537.42         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-02-01      | 2.5000%  | 0.0000% | $3635000.00        | $2756003.36        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-11-01      | 3.5000%  | 0.0000% | $13000.00          | $9940.47           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-12-01      | 6.5000%  | 0.0000% | $22183825.00       | $17133886.62       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2039-01-01      | 4.0000%  | 0.0000% | $12000.00          | $8456.30           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-03-01      | 1.5000%  | 0.0000% | $905000.00         | $652841.65         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-01-01      | 6.5000%  | 0.0000% | $615080.00         | $413767.79         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-01-01      | 6.5000%  | 0.0000% | $99999000.00       | $77532010.26       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-05-01      | 4.0000%  | 0.0000% | $32990.00          | $25745.51          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-03-01      | 2.5000%  | 0.0000% | $3498000.00        | $2610962.18        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2031-07-01      | 1.5000%  | 0.0000% | $500000.00         | $312009.95         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-02-01      | 4.0000%  | 0.0000% | $4458001.00        | $3837864.95        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-05-01      | 6.0000%  | 0.0000% | $1600001.00        | $1302864.59        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-03-01      | 5.0000%  | 0.0000% | $8000.00           | $7109.85           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-12-01      | 2.0000%  | 0.0000% | $1075000.00        | $770352.42         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-02-01      | 5.0000%  | 0.0000% | $76060.00          | $64355.50          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2038-11-01      | 3.0000%  | 0.0000% | $12000.00          | $8693.17           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1590.58           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-02-01      | 6.0000%  | 0.0000% | $1848970.00        | $1243385.07        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-03-01      | 6.0000%  | 0.0000% | $48738304.00       | $40393386.52       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-04-01      | 5.5000%  | 0.0000% | $25000000.00       | $21599761.98       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-05-01      | 2.5000%  | 0.0000% | $75000.00          | $54837.68          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-11-01      | 7.0000%  | 0.0000% | $1283038.00        | $1268426.78        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-12-01      | 5.5000%  | 0.0000% | $15220502.00       | $15116343.78       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-01-01      | 7.0000%  | 0.0000% | $107095161.00      | $38757501.67       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-03-01      | 7.5000%  | 0.0000% | $62634222.00       | $24485533.30       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-04-01      | 4.0000%  | 0.0000% | $1898000.00        | $1714661.72        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-06-01      | 4.0000%  | 0.0000% | $21530105.00       | $19363161.09       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-09-01      | 5.5000%  | 0.0000% | $781273.00         | $641466.55         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-01      | 5.5000%  | 0.0000% | $335000.00         | $245040.77         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-02-01      | 6.5000%  | 0.0000% | $31516822.00       | $20364088.85       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-10-01      | 5.5000%  | 0.0000% | $8000.00           | $6668.76           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-03-01      | 5.5000%  | 0.0000% | $1100.00           | $966.92            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-12-01      | 4.5000%  | 0.0000% | $6583030.00        | $6114350.00        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-11-01      | 5.0000%  | 0.0000% | $1476411.00        | $1384397.13        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-11-01      | 6.0000%  | 0.0000% | $4770.00           | $3620.49           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-01-01      | 5.5000%  | 0.0000% | $3970.00           | $3284.22           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-01-01      | 6.0000%  | 0.0000% | $508980.00         | $338710.56         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-01      | 4.5000%  | 0.0000% | $4051637.00        | $3366243.16        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-04-01      | 4.5000%  | 0.0000% | $1010142.00        | $978901.23         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-05-01      | 6.5000%  | 0.0000% | $2997.00           | $3006.84           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-04-01      | 6.5000%  | 0.0000% | $1895692.00        | $2019573.58        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-05-01      | 6.5000%  | 0.0000% | $21848057.00       | $20706867.95       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-05-01      | 5.5000%  | 0.0000% | $5243344.00        | $5108812.62        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-05-01      | 5.0000%  | 0.0000% | $1077870.00        | $977580.45         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-05-01      | 5.5000%  | 0.0000% | $2196059.00        | $2227656.71        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-05-01      | 6.5000%  | 0.0000% | $1900.00           | $1234.69           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-06-01      | 5.5000%  | 0.0000% | $2338884.00        | $2355541.81        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-05-01      | 6.5000%  | 0.0000% | $1185868.00        | $1256485.21        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-06-01      | 7.5000%  | 0.0000% | $1998360.00        | $927528.37         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-06-01      | 5.5000%  | 0.0000% | $2109365.00        | $2152471.12        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $934.07            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-07-01      | 6.0000%  | 0.0000% | $11664944.00       | $10358967.87       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-07-01      | 6.0000%  | 0.0000% | $20107040.00       | $19435743.22       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-06-01      | 5.5000%  | 0.0000% | $1221096.00        | $1246790.92        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-07-01      | 6.5000%  | 0.0000% | $1313420.00        | $1242286.76        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-07-01      | 6.0000%  | 0.0000% | $2970.00           | $2957.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2030-10-20      | 4.0000%  | 0.0000% | $1000.00           | $103.09            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-11-01      | 3.5000%  | 0.0000% | $441000.00         | $369209.46         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 2.0000%  | 0.0000% | $4010.00           | $3004.28           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-08-01      | 6.0000%  | 0.0000% | $143556.00         | $128596.93         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-08-01      | 6.0000%  | 0.0000% | $21574091.00       | $15427206.10       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-08-01      | 6.5000%  | 0.0000% | $4000.00           | $2887.82           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-07-01      | 6.0000%  | 0.0000% | $131600.00         | $104016.36         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-09-01      | 5.5000%  | 0.0000% | $64354210.00       | $59035696.49       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-08-01      | 5.0000%  | 0.0000% | $2333240.00        | $1965116.83        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-08-01      | 3.5000%  | 0.0000% | $2940.00           | $2507.29           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-01-01      | 4.5000%  | 0.0000% | $34000.00          | $30769.80          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-08-01      | 6.0000%  | 0.0000% | $36010.00          | $31729.48          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-11-01      | 5.0000%  | 0.0000% | $160440.00         | $142415.44         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-07-01      | 3.5000%  | 0.0000% | $97800.00          | $8772.53           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-11-01      | 2.5000%  | 0.0000% | $200000.00         | $42714.71          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-03-01      | 4.5000%  | 0.0000% | $10870078.00       | $1501127.80        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-09-01      | 2.0000%  | 0.0000% | $9463000.00        | $4550163.41        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-01-01      | 6.0000%  | 0.0000% | $34593472.00       | $31595351.20       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank       | 2026-07-06      | 3.7000%  | 0.0000% | $1000.00           | $1005.30           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-02-01      | 2.5000%  | 0.0000% | $2050.00           | $689.97            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-07-01      | 2.5000%  | 0.0000% | $2238330.00        | $877066.71         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-09-01      | 5.0000%  | 0.0000% | $2860.00           | $664.02            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-08-01      | 2.5000%  | 0.0000% | $40985713.00       | $18882207.87       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-08-01      | 3.0000%  | 0.0000% | $2839185.00        | $880640.02         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-08-01      | 2.5000%  | 0.0000% | $6730.00           | $2726.97           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-09-01      | 2.0000%  | 0.0000% | $685000.00         | $337961.23         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-09-01      | 2.5000%  | 0.0000% | $939999.00         | $472084.14         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-09-01      | 2.5000%  | 0.0000% | $12050000.00       | $5972205.72        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-09-01      | 2.5000%  | 0.0000% | $1312880.00        | $587049.59         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-10-01      | 2.0000%  | 0.0000% | $764416.00         | $404522.95         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-10-01      | 2.5000%  | 0.0000% | $557983.00         | $345005.91         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-11-01      | 2.0000%  | 0.0000% | $272110.00         | $168128.07         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-12-01      | 3.5000%  | 0.0000% | $773030.00         | $417057.85         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-02-01      | 2.0000%  | 0.0000% | $384000.00         | $216050.21         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-02-01      | 2.0000%  | 0.0000% | $1980.00           | $1142.41           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-03-01      | 2.5000%  | 0.0000% | $1000.00           | $429.13            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-06-01      | 2.5000%  | 0.0000% | $3190.00           | $1817.98           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-06-01      | 2.5000%  | 0.0000% | $606950.00         | $411154.18         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-05-01      | 3.0000%  | 0.0000% | $141060.00         | $96211.26          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-05-01      | 2.5000%  | 0.0000% | $1730.00           | $1130.39           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 4.5000%  | 0.0000% | $1595730.00        | $1581054.52        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 4.5000%  | 0.0000% | $1106150.00        | $1093731.23        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.5000%  | 0.0000% | $7825471.00        | $7995969.44        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.5000%  | 0.0000% | $8444203.00        | $8643695.44        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-11-01      | 6.0000%  | 0.0000% | $1046239.00        | $1103942.10        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 6.0000%  | 0.0000% | $1022.00           | $1067.19           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 4.0000%  | 0.0000% | $1982230.00        | $1925296.39        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-12-01      | 4.5000%  | 0.0000% | $879320.00         | $869670.20         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.5000%  | 0.0000% | $1153595.00        | $1188049.81        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 4.5000%  | 0.0000% | $6022820.00        | $5955837.10        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 3.5000%  | 0.0000% | $1498130.00        | $1408190.68        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 4.5000%  | 0.0000% | $1371000.00        | $1357515.68        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 4.5000%  | 0.0000% | $3076754.00        | $3024920.87        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.0000%  | 0.0000% | $1098345.00        | $1113026.72        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.5000%  | 0.0000% | $1162657.00        | $1197789.38        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 4.5000%  | 0.0000% | $2135950.00        | $2116883.00        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.5000%  | 0.0000% | $5003919.00        | $5189621.00        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.5000%  | 0.0000% | $1499200.00        | $1527712.60        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.5000%  | 0.0000% | $1557959.00        | $1600234.80        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 4.5000%  | 0.0000% | $2725931.00        | $2695778.08        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-08-01      | 3.5000%  | 0.0000% | $6270.00           | $1148.04           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-11-01      | 3.0000%  | 0.0000% | $62944.00          | $22740.35          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-04-01      | 2.0000%  | 0.0000% | $1410.00           | $780.01            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-09-01      | 5.5000%  | 0.0000% | $25432833.00       | $20220827.74       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-02-01      | 5.5000%  | 0.0000% | $202000.00         | $170184.51         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-02-01      | 2.5000%  | 0.0000% | $432229.00         | $204349.39         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-11-01      | 2.0000%  | 0.0000% | $2687285.00        | $1422499.77        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-12-01      | 1.5000%  | 0.0000% | $469570.00         | $260104.93         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-07-01      | 3.5000%  | 0.0000% | $5000.00           | $1845.77           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-04-01      | 2.5000%  | 0.0000% | $4140.00           | $2312.56           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-05-01      | 2.0000%  | 0.0000% | $2710000.00        | $1585478.44        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-06-01      | 2.5000%  | 0.0000% | $1010.00           | $585.55            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-07-01      | 2.0000%  | 0.0000% | $1028.00           | $629.26            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 3.5000%  | 0.0000% | $60000.00          | $35487.42          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-02-01      | 2.0000%  | 0.0000% | $11670841.00       | $7665914.51        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-08-01      | 3.5000%  | 0.0000% | $5000000.00        | $1480052.80        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2044-12-01      | 4.5000%  | 0.0000% | $1000.00           | $77.42             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2045-01-01      | 3.5000%  | 0.0000% | $9000.00           | $2185.30           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-09-01      | 4.5000%  | 0.0000% | $1440.00           | $336.92            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-09-01      | 3.0000%  | 0.0000% | $2290.00           | $363.67            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-09-01      | 3.0000%  | 0.0000% | $4000.00           | $717.78            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-10-01      | 3.0000%  | 0.0000% | $1550.00           | $244.93            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-10-01      | 3.5000%  | 0.0000% | $922000.00         | $233158.26         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-05-01      | 4.5000%  | 0.0000% | $2000.00           | $480.49            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-07-01      | 2.5000%  | 0.0000% | $2496010.00        | $1050134.79        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-11-01      | 2.0000%  | 0.0000% | $1619229.00        | $901428.95         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-01-01      | 2.0000%  | 0.0000% | $129040.00         | $81921.36          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-03-01      | 2.0000%  | 0.0000% | $98000.00          | $55873.72          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-03-01      | 2.0000%  | 0.0000% | $2890.00           | $1680.93           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-05-01      | 1.5000%  | 0.0000% | $3893980.00        | $2304818.05        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-05-01      | 1.5000%  | 0.0000% | $55830.00          | $32604.94          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-06-01      | 1.5000%  | 0.0000% | $1438985.00        | $873105.16         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-06-01      | 2.0000%  | 0.0000% | $5850.00           | $3575.32           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-06-01      | 1.5000%  | 0.0000% | $1990.00           | $1119.44           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-07-01      | 2.5000%  | 0.0000% | $2691981.00        | $1650461.24        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-08-01      | 2.5000%  | 0.0000% | $3062.00           | $1900.35           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2051-10-01      | 2.0000%  | 0.0000% | $2007260.00        | $1269738.93        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-10-01      | 2.5000%  | 0.0000% | $41686276.00       | $26240943.82       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-11-01      | 2.0000%  | 0.0000% | $60000.00          | $37794.45          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-12-01      | 3.0000%  | 0.0000% | $944894.00         | $623652.53         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-12-01      | 2.0000%  | 0.0000% | $1990.00           | $1357.96           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 3.0000%  | 0.0000% | $19298000.00       | $14142892.68       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 3.0000%  | 0.0000% | $762013.00         | $567085.04         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 2.5000%  | 0.0000% | $6360.00           | $4105.72           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2033-02-01      | 3.0000%  | 0.0000% | $447990.00         | $51651.99          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2046-08-01      | 3.5000%  | 0.0000% | $1382.00           | $251.02            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2046-01-01      | 4.0000%  | 0.0000% | $1970.00           | $322.43            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2046-04-01      | 3.5000%  | 0.0000% | $186520.00         | $32911.04          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-10-01      | 4.5000%  | 0.0000% | $432660.00         | $90730.44          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-03-01      | 4.0000%  | 0.0000% | $3000.00           | $696.33            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-06-01      | 4.0000%  | 0.0000% | $5000.00           | $953.90            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-07-01      | 4.0000%  | 0.0000% | $410990.00         | $87515.03          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 6.0000%  | 0.0000% | $4866992.00        | $5019940.21        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 6.0000%  | 0.0000% | $1749924.00        | $1803863.15        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 6.0000%  | 0.0000% | $1042197.00        | $1075566.71        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2056-01-01      | 5.5000%  | 0.0000% | $11394681.00       | $11835908.74       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 4.5000%  | 0.0000% | $1584834.00        | $1567381.74        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-12-01      | 4.5000%  | 0.0000% | $1451568.00        | $1448768.26        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-01-01      | 2.5000%  | 0.0000% | $800000.00         | $673919.71         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-09-01      | 5.5000%  | 0.0000% | $1038.00           | $1053.42           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 2.5000%  | 0.0000% | $159968.00         | $134832.23         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-09-01      | 6.5000%  | 0.0000% | $38665408.00       | $37371891.45       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-10-01      | 5.5000%  | 0.0000% | $83787028.00       | $83843870.04       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 5.5000%  | 0.0000% | $61159107.00       | $61416685.85       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-09-01      | 3.5000%  | 0.0000% | $19000.00          | $17459.68          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-06-01      | 7.0000%  | 0.0000% | $3534420.00        | $3538381.59        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-09-01      | 7.0000%  | 0.0000% | $73850.00          | $70091.41          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-12-01      | 7.0000%  | 0.0000% | $288230.00         | $290459.15         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-11-01      | 6.0000%  | 0.0000% | $47294144.00       | $47394181.67       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $2547600.00        | $2128801.77        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 4.5000%  | 0.0000% | $2930.00           | $2895.20           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 7.5000%  | 0.0000% | $4000000.00        | $2951349.93        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-09-01      | 4.0000%  | 0.0000% | $1551866.00        | $1217284.55        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $3711087.00        | $2647002.34        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 7.0000%  | 0.0000% | $12103208.00       | $12147169.60       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.5000%  | 0.0000% | $2996265.00        | $2618095.93        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.5000%  | 0.0000% | $9046050.00        | $9117288.01        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.5000%  | 0.0000% | $8301805.00        | $8332291.20        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 6.0000%  | 0.0000% | $1983.00           | $2057.75           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.5000%  | 0.0000% | $11350.00          | $11911.83          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 5.5000%  | 0.0000% | $14715130.00       | $14881465.49       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 6.0000%  | 0.0000% | $1478793.00        | $1544654.00        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2038-01-01      | 6.5000%  | 0.0000% | $12000.00          | $39.68             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2043-08-25      | 3.5000%  | 0.0000% | $30266241.00       | $20474900.66       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-04-01      | 7.0000%  | 0.0000% | $10000.00          | $6.21              | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-04-01      | 3.5000%  | 0.0000% | $46134720.00       | $13456577.70       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-12-01      | 3.0000%  | 0.0000% | $496010.00         | $123780.96         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-02-01      | 2.5000%  | 0.0000% | $11931200.00       | $3475367.87        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-08-01      | 5.5000%  | 0.0000% | $1708416.00        | $1128331.86        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-05-01      | 3.0000%  | 0.0000% | $830700.00         | $314249.04         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-05-01      | 4.0000%  | 0.0000% | $1250720.00        | $200717.90         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-07-01      | 2.0000%  | 0.0000% | $498000.00         | $240153.95         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-10-01      | 1.5000%  | 0.0000% | $473000.00         | $204431.70         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-08-01      | 2.0000%  | 0.0000% | $994000.00         | $505837.52         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-10-01      | 2.0000%  | 0.0000% | $100000.00         | $52522.89          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-11-01      | 2.0000%  | 0.0000% | $46592.00          | $25670.61          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-09-01      | 2.0000%  | 0.0000% | $1970.00           | $1271.47           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-11-01      | 2.5000%  | 0.0000% | $38000.00          | $26162.10          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-12-01      | 2.0000%  | 0.0000% | $102000.00         | $66605.56          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-01-01      | 2.0000%  | 0.0000% | $152750.00         | $105694.13         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-03-01      | 3.0000%  | 0.0000% | $1584878.00        | $448489.61         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-01-01      | 1.5000%  | 0.0000% | $15714460.00       | $6630516.93        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-02-01      | 2.0000%  | 0.0000% | $99000.00          | $45376.14          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-02-01      | 2.0000%  | 0.0000% | $3731750.00        | $2207816.54        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-03-01      | 2.0000%  | 0.0000% | $99000.00          | $54131.95          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-04-01      | 2.0000%  | 0.0000% | $1990.00           | $1112.97           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-01-01      | 1.8000%  | 0.0000% | $275000.00         | $259463.33         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-07-01      | 2.5000%  | 0.0000% | $1990.00           | $1186.04           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-12-01      | 3.5000%  | 0.0000% | $4124000.00        | $498509.39         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-05-01      | 3.0000%  | 0.0000% | $1603872.00        | $326379.78         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-09-01      | 3.0000%  | 0.0000% | $7000.00           | $1240.70           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2056-09-01      | 5.5000%  | 0.0000% | $2400000.00        | $684764.68         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2057-09-01      | 4.5000%  | 0.0000% | $664583.00         | $191181.45         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-08-01      | 6.0000%  | 0.0000% | $46515136.00       | $46564865.88       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2052-09-01      | 2.5000%  | 0.0000% | $60467248.00       | $52451133.75       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2037-04-01      | 2.0000%  | 0.0000% | $24304464.00       | $22395617.19       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-02-01      | 5.0000%  | 0.0000% | $1008.00           | $1024.25           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2053-07-01      | 4.5000%  | 0.0000% | $1990.00           | $1979.37           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-02-01      | 5.5000%  | 0.0000% | $21804643.00       | $22249789.63       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-03-01      | 3.0000%  | 0.0000% | $825705.00         | $254309.72         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-01-01      | 3.5000%  | 0.0000% | $197999.00         | $49398.76          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-05-01      | 4.0000%  | 0.0000% | $29330.00          | $5014.14           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-12-01      | 3.5000%  | 0.0000% | $92990.00          | $25830.56          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-02-01      | 4.0000%  | 0.0000% | $47790.00          | $5526.08           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-10-01      | 4.5000%  | 0.0000% | $100000.00         | $17814.11          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2030-08-01      | 3.5000%  | 0.0000% | $2000.00           | $2.65              | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-12-01      | 2.5000%  | 0.0000% | $1406970.00        | $467184.20         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-03-01      | 4.0000%  | 0.0000% | $3000.00           | $553.25            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-04-01      | 3.5000%  | 0.0000% | $1000.00           | $289.95            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-09-01      | 2.0000%  | 0.0000% | $19989786.00       | $9760925.07        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-02-01      | 1.5000%  | 0.0000% | $1913013.00        | $886046.25         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 5.5000%  | 0.0000% | $1360.00           | $1095.29           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 5.0000%  | 0.0000% | $9078.00           | $8398.78           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 6.0000%  | 0.0000% | $399000.00         | $269318.49         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 5.5000%  | 0.0000% | $314104.00         | $252081.00         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-03-01      | 5.5000%  | 0.0000% | $3104097.00        | $2541653.83        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-12-01      | 5.0000%  | 0.0000% | $99000.00          | $65087.74          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-05-01      | 5.5000%  | 0.0000% | $4804650.00        | $3671524.80        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-05-01      | 6.0000%  | 0.0000% | $1490.00           | $1144.65           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-11-01      | 2.5000%  | 0.0000% | $3600990.00        | $2578851.88        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-05-01      | 2.5000%  | 0.0000% | $358330.00         | $258640.20         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-06-01      | 5.5000%  | 0.0000% | $7050.00           | $5619.37           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-06-01      | 3.5000%  | 0.0000% | $12149684.00       | $9224138.76        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-06-01      | 4.0000%  | 0.0000% | $38470.00          | $31132.29          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-12-01      | 5.5000%  | 0.0000% | $88780.00          | $68763.47          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 4.0000%  | 0.0000% | $378010.00         | $287172.48         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 3.5000%  | 0.0000% | $5757000.00        | $4561460.03        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 5.0000%  | 0.0000% | $500000.00         | $384399.10         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-04-01      | 6.5000%  | 0.0000% | $103950.00         | $86080.20          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-08-01      | 5.5000%  | 0.0000% | $4369330.00        | $3440177.95        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-09-01      | 6.5000%  | 0.0000% | $737000.00         | $518171.64         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2054-12-01      | 5.5000%  | 0.0000% | $29417412.00       | $26076604.44       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-10-01      | 7.5000%  | 0.0000% | $27804421.00       | $19833217.72       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-02-01      | 5.5000%  | 0.0000% | $58846000.00       | $53145905.13       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-11-01      | 6.0000%  | 0.0000% | $584296.00         | $385764.19         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-06-01      | 5.0000%  | 0.0000% | $21949557.00       | $21352566.96       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 6.0000%  | 0.0000% | $65574426.00       | $62876366.97       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-08-01      | 6.0000%  | 0.0000% | $60015246.00       | $55374354.43       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-10-01      | 6.5000%  | 0.0000% | $28653587.00       | $29953651.61       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.5000%  | 0.0000% | $23935837.00       | $23987959.95       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2056-01-01      | 4.5000%  | 0.0000% | $28432123.00       | $28216774.76       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-02-01      | 4.5000%  | 0.0000% | $16946850.00       | $16796921.22       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-07-01      | 4.5000%  | 0.0000% | $1020.00           | $986.19            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-02-01      | 7.0000%  | 0.0000% | $6527926.00        | $6904884.72        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2040-07-01      | 6.0000%  | 0.0000% | $1664610.00        | $1275810.13        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2040-08-01      | 5.5000%  | 0.0000% | $2715154.00        | $2346191.52        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2040-09-01      | 3.5000%  | 0.0000% | $1195705.00        | $1132763.82        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2041-01-01      | 6.0000%  | 0.0000% | $261250.00         | $259049.98         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2040-10-01      | 6.0000%  | 0.0000% | $49411304.00       | $45146313.15       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2040-11-01      | 4.5000%  | 0.0000% | $10473082.00       | $10128869.85       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2041-02-01      | 6.0000%  | 0.0000% | $1042331.00        | $1083512.80        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.5000%  | 0.0000% | $19288361.00       | $18694419.88       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-12-01      | 4.0000%  | 0.0000% | $2000.00           | $1899.61           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 4.5000%  | 0.0000% | $438260.00         | $433389.39         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2046-09-01      | 4.0000%  | 0.0000% | $1757460.00        | $263549.20         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-08-01      | 3.5000%  | 0.0000% | $2251990.00        | $626748.85         | Agency Mortgage-Backed Securities  |
| FARMER MAC                     | 2032-08-23      | 4.5757%  | 0.0000% | $4000000.00        | $4039833.62        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-07-01      | 3.5000%  | 0.0000% | $39508.00          | $31397.47          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $731.72            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-07-01      | 4.0000%  | 0.0000% | $527232.00         | $478281.77         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 4.5000%  | 0.0000% | $11348336.00       | $8439951.34        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-02-01      | 5.5000%  | 0.0000% | $1090722.00        | $1101564.28        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-02-01      | 6.0000%  | 0.0000% | $1030.00           | $768.67            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-01-01      | 4.0000%  | 0.0000% | $187280.00         | $179569.02         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-02-01      | 5.5000%  | 0.0000% | $3633552.00        | $3696942.09        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-06-01      | 5.0000%  | 0.0000% | $1027682.00        | $1036967.67        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-06-01      | 7.0000%  | 0.0000% | $9675743.00        | $9949722.11        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-06-01      | 5.5000%  | 0.0000% | $8027000.00        | $8131652.09        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 7.0000%  | 0.0000% | $1382569.00        | $1160068.34        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-01-01      | 5.0000%  | 0.0000% | $1276363.00        | $1278300.92        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-03-01      | 6.0000%  | 0.0000% | $20174520.00       | $17072281.46       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-03-01      | 6.5000%  | 0.0000% | $1990.00           | $1564.06           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-02-01      | 6.0000%  | 0.0000% | $1177758.00        | $1187040.11        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-05-01      | 5.5000%  | 0.0000% | $1215942.00        | $1233090.57        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-04-01      | 6.5000%  | 0.0000% | $1346500.00        | $1123407.41        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.91           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 4.0000%  | 0.0000% | $6559230.00        | $6335053.35        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-04-01      | 2.5000%  | 0.0000% | $423000.00         | $286962.50         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 6.5000%  | 0.0000% | $1121951.00        | $1178377.39        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 5.5000%  | 0.0000% | $6007.00           | $6111.86           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 5.5000%  | 0.0000% | $15541.00          | $15737.25          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $11623926.00       | $11642001.17       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.5000%  | 0.0000% | $4354570.00        | $4230806.50        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 5.5000%  | 0.0000% | $8573720.00        | $8381210.86        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $4774.00           | $4934.13           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 5.0000%  | 0.0000% | $4690167.00        | $4688291.43        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 6.0000%  | 0.0000% | $1979.00           | $2033.04           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 6.5000%  | 0.0000% | $8472712.00        | $8402298.72        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-09-01      | 6.0000%  | 0.0000% | $1363987.00        | $1440523.01        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.5000%  | 0.0000% | $3521170.00        | $3674862.14        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-02-01      | 5.1960%  | 0.0000% | $16254197.00       | $16569019.84       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-02-01      | 5.0000%  | 0.0000% | $1277454.00        | $1308662.34        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1980.57           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 4.5000%  | 0.0000% | $1118724.00        | $1110701.82        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 6.0000%  | 0.0000% | $1130000.00        | $1178838.56        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-02-01      | 5.5000%  | 0.0000% | $535493.00         | $554101.50         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-05-01      | 6.5000%  | 0.0000% | $195890.00         | $175475.19         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-07-01      | 4.0000%  | 0.0000% | $1283310.00        | $1212180.11        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-08-01      | 6.0000%  | 0.0000% | $46080030.00       | $33690139.12       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-11-01      | 4.0000%  | 0.0000% | $677190.00         | $651232.11         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 6.0000%  | 0.0000% | $30062544.00       | $29953549.59       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-10-01      | 6.0000%  | 0.0000% | $3129600.00        | $3197740.82        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 5.5000%  | 0.0000% | $1003.00           | $1008.18           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.5000%  | 0.0000% | $1006451.00        | $1049120.55        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.5000%  | 0.0000% | $1362158.00        | $1422549.26        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.5000%  | 0.0000% | $1000824.00        | $953345.81         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 7.0000%  | 0.0000% | $11051727.00       | $11056480.48       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 5.5000%  | 0.0000% | $1998.00           | $2023.38           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 5.0000%  | 0.0000% | $9864992.00        | $9908951.53        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-02-01      | 6.0000%  | 0.0000% | $4042.00           | $4184.47           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-02-01      | 6.0000%  | 0.0000% | $1503726.00        | $1579177.46        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-02-01      | 5.5000%  | 0.0000% | $3027741.00        | $3118552.71        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-02-01      | 6.5000%  | 0.0000% | $8626769.00        | $9014287.29        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2056-03-01      | 5.0000%  | 0.0000% | $25683000.00       | $25941913.17       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-03-01      | 5.5000%  | 0.0000% | $1013155.00        | $1040705.95        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-03-01      | 6.0000%  | 0.0000% | $1102916.00        | $1145946.64        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-03-01      | 5.0000%  | 0.0000% | $5294036.00        | $5350952.77        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-08-01      | 2.0000%  | 0.0000% | $26461133.00       | $21455471.31       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 6.5000%  | 0.0000% | $12096787.00       | $11123492.37       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 5.5000%  | 0.0000% | $1095560.00        | $1015214.25        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 6.0000%  | 0.0000% | $1993.00           | $2046.99           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-10-01      | 6.0000%  | 0.0000% | $1006.00           | $1033.71           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-10-01      | 6.5000%  | 0.0000% | $3801560.00        | $4079782.41        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 5.0000%  | 0.0000% | $22165056.00       | $21539536.89       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 5.5000%  | 0.0000% | $1998.00           | $2065.42           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 5.5000%  | 0.0000% | $1227690.00        | $1197793.93        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 4.5000%  | 0.0000% | $1981440.00        | $1956588.01        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 6.0000%  | 0.0000% | $10174424.00       | $10434417.39       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 5.5000%  | 0.0000% | $10122880.00       | $10486109.07       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 5.0000%  | 0.0000% | $10720.00          | $10791.70          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 6.0000%  | 0.0000% | $1173402.00        | $1224983.53        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 5.5000%  | 0.0000% | $2057.00           | $2104.07           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 5.5000%  | 0.0000% | $4366769.00        | $4476888.11        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-05-01      | 4.0000%  | 0.0000% | $1698000.00        | $1017583.79        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-05-01      | 3.5000%  | 0.0000% | $1040.00           | $837.26            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-06-01      | 2.0000%  | 0.0000% | $188530.00         | $140542.11         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-06-01      | 3.5000%  | 0.0000% | $398000.00         | $311740.52         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-06-01      | 3.5000%  | 0.0000% | $2010.00           | $1432.04           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-05-01      | 2.5000%  | 0.0000% | $5000.00           | $3562.71           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-06-01      | 5.5000%  | 0.0000% | $3011309.00        | $3070182.75        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-06-01      | 5.5000%  | 0.0000% | $2831458.00        | $2882826.43        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-06-01      | 5.5000%  | 0.0000% | $776215.00         | $784659.47         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-05-01      | 5.5000%  | 0.0000% | $393144.00         | $396178.68         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-06-01      | 6.5000%  | 0.0000% | $11236840.00       | $9497219.30        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-06-01      | 5.5000%  | 0.0000% | $2714509.00        | $2580578.25        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-07-01      | 6.5000%  | 0.0000% | $1202200.00        | $1247014.22        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-08-01      | 6.0000%  | 0.0000% | $2853100.00        | $2932568.39        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $945.27            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-08-01      | 6.0000%  | 0.0000% | $583636.00         | $391941.84         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-07-01      | 6.0000%  | 0.0000% | $17413820.00       | $16185800.94       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-04-01      | 2.5000%  | 0.0000% | $139960.00         | $92709.26          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-04-01      | 3.5000%  | 0.0000% | $1010.00           | $799.27            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-08-01      | 5.5000%  | 0.0000% | $1870.00           | $1234.37           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-08-01      | 5.5000%  | 0.0000% | $4998010.00        | $3307995.13        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $716.61            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-09-01      | 5.5000%  | 0.0000% | $4963.00           | $5082.97           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-06-01      | 5.5000%  | 0.0000% | $994760.00         | $1017140.04        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-05-01      | 6.5000%  | 0.0000% | $1123425.00        | $765398.11         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-06-01      | 5.5000%  | 0.0000% | $25007900.00       | $24398342.25       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-06-01      | 6.0000%  | 0.0000% | $4037.00           | $3382.53           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-06-01      | 5.5000%  | 0.0000% | $6871400.00        | $6993409.81        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-02-01      | 6.0000%  | 0.0000% | $2379320.00        | $2522372.65        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2046-02-01      | 4.5000%  | 0.0000% | $1008583.00        | $1015443.38        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-02-01      | 5.0000%  | 0.0000% | $6605685.00        | $6742661.22        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 4.0000%  | 0.0000% | $1280810.00        | $1220987.31        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-01      | 6.0000%  | 0.0000% | $32789952.00       | $21060713.01       | Agency Mortgage-Backed Securities  |
| FARMER MAC                     | 2026-10-26      | 0.9400%  | 0.0000% | $6000.00           | $5916.74           | Agency Mortgage-Backed Securities  |
| FARMER MAC                     | 2028-08-25      | 3.8500%  | 0.0000% | $500000.00         | $498866.94         | Agency Mortgage-Backed Securities  |
| FARMER MAC                     | 2027-12-13      | 3.8900%  | 0.0000% | $6000000.00        | $6053368.33        | Agency Mortgage-Backed Securities  |
| FARMER MAC                     | 2027-12-28      | 3.9000%  | 0.0000% | $25000000.00       | $25172166.67       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-10-01      | 6.0000%  | 0.0000% | $148000.00         | $140956.62         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-10-01      | 6.0000%  | 0.0000% | $4080.00           | $3794.90           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-09-01      | 4.5000%  | 0.0000% | $425990.00         | $415475.89         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-12-01      | 5.0000%  | 0.0000% | $42910786.00       | $42700117.66       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-11-01      | 4.5000%  | 0.0000% | $3031.00           | $2930.76           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-12-01      | 6.0000%  | 0.0000% | $221901.00         | $227350.32         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-12-01      | 4.5000%  | 0.0000% | $2505878.00        | $2427985.27        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2041-02-01      | 3.5000%  | 0.0000% | $29510.00          | $28757.21          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2056-01-01      | 6.5000%  | 0.0000% | $4595286.00        | $4735412.79        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2041-01-01      | 4.5000%  | 0.0000% | $242120.00         | $237798.04         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2041-02-01      | 6.0000%  | 0.0000% | $3674545.00        | $3787486.20        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-02-01      | 7.0000%  | 0.0000% | $5750169.00        | $5957507.81        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2036-01-01      | 5.5000%  | 0.0000% | $853051.00         | $870000.13         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2056-02-01      | 4.0000%  | 0.0000% | $4950.00           | $4819.44           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2056-02-01      | 5.5000%  | 0.0000% | $3679931.00        | $3754593.94        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2046-02-01      | 5.0000%  | 0.0000% | $3703946.00        | $3757009.14        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2041-02-01      | 3.0000%  | 0.0000% | $11515900.00       | $11140282.05       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-02-01      | 7.0000%  | 0.0000% | $282668.00         | $298609.50         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-10-01      | 8.5000%  | 0.0000% | $1000.00           | $35.80             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-08-01      | 5.5000%  | 0.0000% | $2000.00           | $37.42             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-12-01      | 3.5000%  | 0.0000% | $1000.00           | $71.50             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-02-01      | 4.0000%  | 0.0000% | $75000.00          | $8159.99           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-02-01      | 4.5000%  | 0.0000% | $2921.00           | $923.99            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-01-01      | 1.3822%  | 0.0000% | $76106000.00       | $60886852.38       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-01-01      | 2.5000%  | 0.0000% | $99000.00          | $66642.44          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-02-01      | 2.0000%  | 0.0000% | $34486331.00       | $24796749.20       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-12-01      | 4.5000%  | 0.0000% | $49277000.00       | $3880679.21        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $106.07            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1045.45           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-03-01      | 4.5000%  | 0.0000% | $58010.00          | $15410.33          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-02-01      | 2.5000%  | 0.0000% | $17123160.00       | $9642684.30        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-03-01      | 2.5000%  | 0.0000% | $265000.00         | $134259.74         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-01-01      | 2.0000%  | 0.0000% | $103999.00         | $54881.72          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-04-01      | 2.0000%  | 0.0000% | $645348.00         | $404001.44         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-05-01      | 2.0000%  | 0.0000% | $1154090.00        | $734312.42         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-03-01      | 4.0000%  | 0.0000% | $7000.00           | $2284.49           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 2.5000%  | 0.0000% | $19932473.00       | $16090655.44       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-08-01      | 6.5000%  | 0.0000% | $22726636.00       | $16382926.67       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-12-01      | 3.5000%  | 0.0000% | $3984224.00        | $3446318.04        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-02-01      | 5.5000%  | 0.0000% | $176090.00         | $153413.96         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-11-01      | 5.0000%  | 0.0000% | $14980920.00       | $14509045.69       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2038-09-01      | 6.0000%  | 0.0000% | $55000.00          | $38053.76          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-04-01      | 6.5000%  | 0.0000% | $4098.00           | $3424.88           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2053-07-01      | 4.0000%  | 0.0000% | $2770590.00        | $2420418.54        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-02-01      | 3.0000%  | 0.0000% | $28000000.00       | $23862519.49       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-05-01      | 4.0000%  | 0.0000% | $749260.00         | $697687.39         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-09-01      | 2.5000%  | 0.0000% | $3064180.00        | $2489098.28        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-05-01      | 5.5000%  | 0.0000% | $54232702.00       | $52842321.95       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-06-01      | 6.0000%  | 0.0000% | $25378852.00       | $23969372.30       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-04-01      | 5.5000%  | 0.0000% | $72302.00          | $71008.83          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-08-01      | 6.5000%  | 0.0000% | $6806420.00        | $7106902.90        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-08-01      | 6.0000%  | 0.0000% | $40339.00          | $41333.72          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 5.5000%  | 0.0000% | $3273860.00        | $3341459.82        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.5000%  | 0.0000% | $2810796.00        | $2897930.82        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-07-01      | 6.5000%  | 0.0000% | $6700.00           | $6394.47           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-07-01      | 6.0000%  | 0.0000% | $4308434.00        | $4485842.90        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-07-01      | 6.5000%  | 0.0000% | $1272589.00        | $1346251.16        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-07-01      | 4.5000%  | 0.0000% | $1980.00           | $1941.90           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-08-01      | 6.0000%  | 0.0000% | $1001.00           | $1044.76           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2040-02-01      | 6.0000%  | 0.0000% | $900278.00         | $612536.60         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2036-05-01      | 2.0000%  | 0.0000% | $6000.00           | $2935.71           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2042-05-01      | 2.0000%  | 0.0000% | $998950.00         | $752463.95         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-12-01      | 2.0000%  | 0.0000% | $119000.00         | $75237.20          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-12-01      | 3.0000%  | 0.0000% | $149000.00         | $43580.70          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-12-01      | 3.0000%  | 0.0000% | $5000.00           | $2682.75           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-04-01      | 2.0000%  | 0.0000% | $662586.00         | $317842.71         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-03-01      | 2.5000%  | 0.0000% | $265000.00         | $148227.10         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-01-01      | 4.5000%  | 0.0000% | $1299019.00        | $426268.91         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-10-01      | 5.0000%  | 0.0000% | $17100.00          | $13877.26          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-10-01      | 4.5000%  | 0.0000% | $6260.00           | $4882.64           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-11-01      | 5.5000%  | 0.0000% | $1990.00           | $1473.91           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-09-01      | 4.5000%  | 0.0000% | $13300.00          | $10317.72          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-09-01      | 4.5000%  | 0.0000% | $371040.00         | $279775.78         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-09-01      | 4.5000%  | 0.0000% | $16000.00          | $11862.19          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $876.08            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-03-01      | 5.0000%  | 0.0000% | $21490.00          | $16752.87          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-06-01      | 3.5000%  | 0.0000% | $249600.00         | $187325.55         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-06-01      | 3.0000%  | 0.0000% | $2087360.00        | $1465948.65        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-06-01      | 3.5000%  | 0.0000% | $130000.00         | $96414.64          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-11-01      | 4.0000%  | 0.0000% | $284670.00         | $218193.84         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-12-01      | 2.5000%  | 0.0000% | $205000.00         | $149039.35         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-12-01      | 3.5000%  | 0.0000% | $26000.00          | $20014.33          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-07-01      | 3.5000%  | 0.0000% | $87000.00          | $66689.31          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-03-01      | 5.0000%  | 0.0000% | $2010.00           | $1572.27           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-02-01      | 6.0000%  | 0.0000% | $2880.00           | $1804.29           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-02-01      | 6.5000%  | 0.0000% | $36230.00          | $24735.71          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-03-01      | 3.5000%  | 0.0000% | $59000.00          | $46329.55          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-04-01      | 5.0000%  | 0.0000% | $1710.00           | $1308.06           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-04-01      | 5.0000%  | 0.0000% | $635000.00         | $474654.46         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-05-01      | 6.5000%  | 0.0000% | $1151926.00        | $696673.87         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-10-01      | 5.0000%  | 0.0000% | $28000.00          | $23769.69          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-02-01      | 3.0000%  | 0.0000% | $255000.00         | $184306.10         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 5.0000%  | 0.0000% | $10924000.00       | $10147671.10       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 5.5000%  | 0.0000% | $471300.00         | $395544.43         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-12-01      | 4.5000%  | 0.0000% | $1100000.00        | $185046.89         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-03-01      | 5.5000%  | 0.0000% | $5540.00           | $5330.83           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-04-01      | 6.0000%  | 0.0000% | $4706155.00        | $3174666.89        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-04-01      | 5.5000%  | 0.0000% | $4970.00           | $3623.31           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-04-01      | 6.0000%  | 0.0000% | $216250.00         | $148788.92         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-03-01      | 5.0000%  | 0.0000% | $5237909.00        | $4841680.62        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-04-01      | 6.5000%  | 0.0000% | $146346.00         | $88136.06          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-04-01      | 6.5000%  | 0.0000% | $1213868.00        | $860923.27         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-08-01      | 6.5000%  | 0.0000% | $3276944.00        | $3453098.21        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-09-01      | 6.0000%  | 0.0000% | $612947.00         | $352942.01         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-06-01      | 6.0000%  | 0.0000% | $21731434.00       | $16452373.42       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-05-01      | 5.5000%  | 0.0000% | $4001.00           | $3998.48           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-06-01      | 5.5000%  | 0.0000% | $20642505.00       | $19689384.17       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-07-01      | 7.0000%  | 0.0000% | $6632594.00        | $5180349.34        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-07-01      | 6.5000%  | 0.0000% | $1940.00           | $1236.47           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-07-01      | 7.0000%  | 0.0000% | $40720.00          | $37514.79          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-08-01      | 6.5000%  | 0.0000% | $1016940.00        | $901671.27         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-11-01      | 6.0000%  | 0.0000% | $1037446.00        | $1077811.78        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-10-01      | 6.0000%  | 0.0000% | $1446350.00        | $1470706.27        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-05-01      | 6.5000%  | 0.0000% | $6495688.00        | $6767855.16        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-09-01      | 5.0000%  | 0.0000% | $15551120.00       | $15072244.73       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-10-01      | 4.5000%  | 0.0000% | $3000.00           | $2633.60           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-11-01      | 6.0000%  | 0.0000% | $1210770.00        | $1006356.61        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-03-01      | 4.5000%  | 0.0000% | $1990.00           | $238.84            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-06-01      | 4.0000%  | 0.0000% | $9190059.00        | $765535.89         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-07-01      | 4.5000%  | 0.0000% | $4184300.00        | $321671.10         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-09-01      | 3.5000%  | 0.0000% | $1000.00           | $94.27             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-08-01      | 4.0000%  | 0.0000% | $51000.00          | $3776.44           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-07-01      | 2.0000%  | 0.0000% | $154640.00         | $94686.05          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-07-01      | 1.5000%  | 0.0000% | $2221620.00        | $1184497.40        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-08-01      | 2.5000%  | 0.0000% | $30513568.00       | $18102009.77       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-09-01      | 2.0000%  | 0.0000% | $1199905.00        | $749468.89         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-09-01      | 1.5000%  | 0.0000% | $3960140.00        | $2197889.30        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-10-01      | 2.5000%  | 0.0000% | $13510.00          | $8319.81           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-11-01      | 1.5000%  | 0.0000% | $547940.00         | $315674.55         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-04-01      | 3.5000%  | 0.0000% | $1000.00           | $75.45             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-08-01      | 3.5000%  | 0.0000% | $4000000.00        | $185438.05         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-10-01      | 2.5000%  | 0.0000% | $97990.00          | $13431.72          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-01-01      | 3.0000%  | 0.0000% | $3000.00           | $527.21            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-06-01      | 5.5000%  | 0.0000% | $8924907.00        | $5920003.03        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-07-01      | 6.0000%  | 0.0000% | $21946790.00       | $18714548.05       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-01-01      | 5.5000%  | 0.0000% | $12887360.00       | $12163487.86       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-01-01      | 5.5000%  | 0.0000% | $2970.00           | $2830.06           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-01-01      | 6.0000%  | 0.0000% | $284000.00         | $266808.51         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2040-01-01      | 6.0000%  | 0.0000% | $3767707.00        | $908066.19         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-08-01      | 6.0000%  | 0.0000% | $339090.00         | $290050.63         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-09-01      | 6.0000%  | 0.0000% | $87490.00          | $79498.36          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-09-01      | 4.5000%  | 0.0000% | $14433536.00       | $13586270.46       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-01-01      | 2.5000%  | 0.0000% | $7667507.00        | $4054791.42        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-04-01      | 3.0000%  | 0.0000% | $459895.00         | $253879.50         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 3.5000%  | 0.0000% | $5730.00           | $4217.12           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 4.0000%  | 0.0000% | $12455746.00       | $9265126.40        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-05-01      | 2.5000%  | 0.0000% | $8910.00           | $5422.32           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 3.5000%  | 0.0000% | $17360122.00       | $13040197.35       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 4.0000%  | 0.0000% | $41990.00          | $29781.82          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 2.0000%  | 0.0000% | $1000.00           | $687.09            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-09-01      | 3.5000%  | 0.0000% | $111550.00         | $85938.61          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-01      | 5.0000%  | 0.0000% | $84920.00          | $61796.65          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-09-01      | 5.0000%  | 0.0000% | $62682829.00       | $46067963.69       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-09-01      | 2.0000%  | 0.0000% | $2134365.00        | $1394082.94        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-11-01      | 4.5000%  | 0.0000% | $544090.00         | $232252.55         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-03-01      | 5.5000%  | 0.0000% | $9200.00           | $6683.40           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-02-01      | 5.5000%  | 0.0000% | $75000000.00       | $53330665.88       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-05-01      | 4.5000%  | 0.0000% | $17268420.00       | $14181936.63       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 3.5000%  | 0.0000% | $309398.00         | $246289.85         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 5.0000%  | 0.0000% | $22290.00          | $18364.29          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 4.0000%  | 0.0000% | $2020.00           | $1670.18           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-09-01      | 5.5000%  | 0.0000% | $31302484.00       | $23872159.18       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 6.0000%  | 0.0000% | $1000.00           | $897.22            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.0000%  | 0.0000% | $1000.00           | $1012.56           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1027.21           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1027.21           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 6.0000%  | 0.0000% | $2107312.00        | $2182640.68        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-12-20      | 5.5000%  | 0.0000% | $1008.00           | $1014.12           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-11-01      | 2.5000%  | 0.0000% | $763451.00         | $439201.83         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-10-01      | 2.0000%  | 0.0000% | $2040.00           | $1146.87           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-10-01      | 2.0000%  | 0.0000% | $1752221.00        | $975485.95         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-07-01      | 6.0000%  | 0.0000% | $5134110.00        | $3686631.40        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-11-01      | 5.5000%  | 0.0000% | $12329744.00       | $11738715.48       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-02-01      | 6.5000%  | 0.0000% | $3095001.00        | $2929098.76        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-02-01      | 4.0000%  | 0.0000% | $1475329.00        | $1435129.95        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-09-01      | 5.0000%  | 0.0000% | $49998000.00       | $38094910.69       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-01      | 4.0000%  | 0.0000% | $2010.00           | $1477.76           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-08-01      | 4.5000%  | 0.0000% | $1130.00           | $885.03            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-11-01      | 5.5000%  | 0.0000% | $180020.00         | $144343.88         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-12-01      | 5.5000%  | 0.0000% | $8700.00           | $7566.27           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-01-01      | 5.0000%  | 0.0000% | $9510.00           | $8460.40           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-01-01      | 5.5000%  | 0.0000% | $37770.00          | $27339.10          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-01-01      | 6.0000%  | 0.0000% | $6081676.00        | $4295192.73        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-02-01      | 6.0000%  | 0.0000% | $98000.00          | $84342.30          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-03-01      | 6.5000%  | 0.0000% | $7859744.00        | $6623337.66        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-03-01      | 7.0000%  | 0.0000% | $1001.00           | $1049.65           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-03-01      | 6.5000%  | 0.0000% | $3900.00           | $3221.91           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-04-01      | 5.0000%  | 0.0000% | $7530424.00        | $7154061.38        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-03-01      | 6.0000%  | 0.0000% | $2448960.00        | $2492161.99        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-04-01      | 6.5000%  | 0.0000% | $2020.00           | $1630.63           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-03-01      | 6.0000%  | 0.0000% | $9856842.00        | $9008235.25        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-10-01      | 2.0000%  | 0.0000% | $1155000.00        | $589195.06         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-11-01      | 2.0000%  | 0.0000% | $210640.00         | $133144.93         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-12-01      | 2.0000%  | 0.0000% | $5097950.00        | $2708303.98        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-12-01      | 2.5000%  | 0.0000% | $596000.00         | $302623.81         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-05-01      | 5.0000%  | 0.0000% | $23000.00          | $7236.75           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-10-01      | 6.0000%  | 0.0000% | $1114062.00        | $815078.69         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-11-01      | 4.0000%  | 0.0000% | $25544.00          | $23951.57          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-11-01      | 6.0000%  | 0.0000% | $2472839.00        | $1864024.03        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-11-01      | 6.0000%  | 0.0000% | $2468276.00        | $1774162.61        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-11-01      | 6.5000%  | 0.0000% | $1885010.00        | $1303724.99        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-11-01      | 6.5000%  | 0.0000% | $970990.00         | $742259.65         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-12-01      | 6.5000%  | 0.0000% | $1960.00           | $1142.51           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-11-01      | 6.0000%  | 0.0000% | $1052803.00        | $1008190.19        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-01-01      | 6.5000%  | 0.0000% | $1010.00           | $837.22            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-02-01      | 6.5000%  | 0.0000% | $297990.00         | $197446.04         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-03-01      | 5.0000%  | 0.0000% | $1000000.00        | $889042.66         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-03-01      | 4.0000%  | 0.0000% | $1010.00           | $776.63            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-07-01      | 6.0000%  | 0.0000% | $1458770.00        | $1276351.77        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-10-01      | 6.0000%  | 0.0000% | $24993000.00       | $23792871.21       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-08-01      | 7.5000%  | 0.0000% | $1375634.00        | $1405549.61        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-08-01      | 5.5000%  | 0.0000% | $1079380.00        | $1018595.19        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-06-01      | 5.5000%  | 0.0000% | $3457660.00        | $2633809.07        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-06-01      | 4.0000%  | 0.0000% | $24234067.00       | $19484904.59       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-09-01      | 6.0000%  | 0.0000% | $1990.00           | $1372.49           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-11-01      | 5.0000%  | 0.0000% | $4966015.00        | $4246349.79        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-04-01      | 5.5000%  | 0.0000% | $12628768.00       | $9996294.86        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2041-08-01      | 5.0000%  | 0.0000% | $239453.00         | $15664.86          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2045-11-01      | 3.5000%  | 0.0000% | $460000.00         | $74990.98          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2045-12-01      | 3.5000%  | 0.0000% | $2990.00           | $501.08            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-01-01      | 4.5000%  | 0.0000% | $1996.00           | $1707.00           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $844.87            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-06-01      | 2.0000%  | 0.0000% | $2940.00           | $2132.96           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-03-01      | 5.5000%  | 0.0000% | $1400000.00        | $1144413.44        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-04-01      | 5.5000%  | 0.0000% | $25000.00          | $21365.39          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-09-01      | 6.0000%  | 0.0000% | $3496010.00        | $3135813.01        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-05-01      | 6.0000%  | 0.0000% | $1230.00           | $997.09            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-06-01      | 5.5000%  | 0.0000% | $855000.00         | $734396.50         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 4.0000%  | 0.0000% | $51157573.00       | $43590988.39       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-06-01      | 7.0000%  | 0.0000% | $1990.00           | $1266.77           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-06-01      | 6.0000%  | 0.0000% | $6065000.00        | $5512003.63        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-06-01      | 5.5000%  | 0.0000% | $1125769.00        | $1018966.38        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-07-01      | 4.0000%  | 0.0000% | $1900000.00        | $144194.58         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-03-01      | 4.0000%  | 0.0000% | $210000.00         | $13153.99          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-11-01      | 3.0000%  | 0.0000% | $2642010.00        | $392970.91         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-01-01      | 3.0000%  | 0.0000% | $199000.00         | $56037.79          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-10-01      | 3.0000%  | 0.0000% | $1845304.00        | $411477.13         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2043-05-01      | 2.5000%  | 0.0000% | $1990.00           | $372.47            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-08-01      | 3.5000%  | 0.0000% | $1500000.00        | $249545.78         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2030-05-01      | 2.5000%  | 0.0000% | $139000.00         | $8347.64           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2030-07-01      | 2.5000%  | 0.0000% | $119271.00         | $11508.40          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-05-01      | 5.5000%  | 0.0000% | $4000.00           | $8.88              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-03-01      | 4.0000%  | 0.0000% | $85100.00          | $69460.23          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-03-01      | 6.5000%  | 0.0000% | $1501092.00        | $1156132.83        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-03-01      | 4.5000%  | 0.0000% | $117387.00         | $84048.90          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-04-01      | 5.0000%  | 0.0000% | $738650.00         | $577130.67         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-05-01      | 5.0000%  | 0.0000% | $1970.00           | $1600.09           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-06-01      | 4.5000%  | 0.0000% | $4126590.00        | $2481377.60        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-06-01      | 6.0000%  | 0.0000% | $5950.00           | $4167.35           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-07-01      | 6.0000%  | 0.0000% | $1590257.00        | $1600485.22        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $723.35            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-09-01      | 5.5000%  | 0.0000% | $5010.00           | $3753.57           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-09-01      | 6.5000%  | 0.0000% | $358825.00         | $338754.86         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-10-01      | 6.0000%  | 0.0000% | $1063685.00        | $846004.71         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-09-01      | 6.0000%  | 0.0000% | $1580480.00        | $1175806.22        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $817.99            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-11-01      | 6.5000%  | 0.0000% | $1096515.00        | $899009.94         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-12-01      | 7.0000%  | 0.0000% | $1390587.00        | $720094.95         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-08-01      | 6.0000%  | 0.0000% | $7721968.00        | $6654116.59        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-09-01      | 4.0000%  | 0.0000% | $1014960.00        | $967159.83         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-09-01      | 5.0000%  | 0.0000% | $1566300.00        | $1543298.16        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-09-01      | 6.0000%  | 0.0000% | $1264260.00        | $1286043.65        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-11-01      | 4.0000%  | 0.0000% | $1587160.00        | $1505577.57        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $940.95            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2044-12-01      | 6.5000%  | 0.0000% | $1580721.00        | $1601872.64        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank       | 2029-08-01      | 2.8400%  | 0.0000% | $8000.00           | $7854.35           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank       | 2029-12-05      | 2.8300%  | 0.0000% | $6000.00           | $5894.92           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2053-07-01      | 6.5000%  | 0.0000% | $1372143.00        | $1262105.51        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 6.5000%  | 0.0000% | $3228993.00        | $2327287.95        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2053-11-01      | 5.5000%  | 0.0000% | $1343130.00        | $1346730.42        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-01-01      | 5.2800%  | 0.0000% | $75000.00          | $78015.77          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2039-01-01      | 4.8900%  | 0.0000% | $500000.00         | $516340.40         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2032-05-01      | 4.5600%  | 0.0000% | $11081000.00       | $11439728.90       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-01-01      | 3.5000%  | 0.0000% | $9000.00           | $1310.06           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-02-01      | 4.5000%  | 0.0000% | $83362048.00       | $21303281.37       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-04-01      | 4.0000%  | 0.0000% | $4123000.00        | $370623.37         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2038-06-01      | 4.5000%  | 0.0000% | $5435050.00        | $1390064.94        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-07-01      | 4.0000%  | 0.0000% | $14306992.00       | $3770270.49        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-07-01      | 4.5000%  | 0.0000% | $16325000.00       | $1259575.28        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-09-01      | 4.0000%  | 0.0000% | $999200.00         | $76417.02          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-10-01      | 4.0000%  | 0.0000% | $193737.00         | $35956.83          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-02-01      | 4.5000%  | 0.0000% | $84893190.00       | $21289589.70       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-01-01      | 2.5000%  | 0.0000% | $4000.00           | $1884.64           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-01-01      | 2.5000%  | 0.0000% | $90110.00          | $42554.64          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-04-01      | 1.5000%  | 0.0000% | $307148.00         | $155625.45         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-04-01      | 2.0000%  | 0.0000% | $6852690.00        | $3314092.72        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-03-01      | 2.0000%  | 0.0000% | $7398000.00        | $4196676.95        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-06-01      | 2.5000%  | 0.0000% | $13821.00          | $6503.63           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-06-01      | 1.5000%  | 0.0000% | $999210.00         | $604670.78         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2039-02-01      | 6.0000%  | 0.0000% | $4860.00           | $2098.58           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-03-01      | 6.5000%  | 0.0000% | $3940.00           | $1945.78           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2039-03-01      | 5.5000%  | 0.0000% | $23130.00          | $12260.71          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-03-01      | 5.5000%  | 0.0000% | $1992010.00        | $1244339.00        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-05-01      | 5.5000%  | 0.0000% | $10250613.00       | $8212474.67        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 4.0000%  | 0.0000% | $1234140.00        | $1199187.23        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 4.5000%  | 0.0000% | $6940940.00        | $6871545.68        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 4.5000%  | 0.0000% | $1363220.00        | $1351293.55        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.0000%  | 0.0000% | $1829032.00        | $1853596.94        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.5000%  | 0.0000% | $1088918.00        | $1116749.91        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-09-01      | 3.0000%  | 0.0000% | $2020.00           | $745.80            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-09-01      | 2.5000%  | 0.0000% | $330000.00         | $153514.99         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-04-01      | 3.5000%  | 0.0000% | $9200.00           | $1250.96           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-05-01      | 2.5000%  | 0.0000% | $1000000.00        | $174426.03         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-07-01      | 3.0000%  | 0.0000% | $699000.00         | $158531.01         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-06-01      | 3.0000%  | 0.0000% | $997593.00         | $264781.11         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-06-01      | 2.5000%  | 0.0000% | $188720.00         | $51183.04          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-09-01      | 2.5000%  | 0.0000% | $643560.00         | $260722.51         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-10-20      | 4.5000%  | 0.0000% | $100000.00         | $6713.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-11-20      | 6.5000%  | 0.0000% | $124006.00         | $45097.15          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-07-01      | 5.0000%  | 0.0000% | $50353.00          | $395.59            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2031-07-01      | 7.5000%  | 0.0000% | $100000.00         | $12.42             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2036-10-01      | 5.5000%  | 0.0000% | $49998658.00       | $196500.35         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2040-05-01      | 6.0000%  | 0.0000% | $46189.00          | $445.91            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2043-03-01      | 3.0000%  | 0.0000% | $625000.00         | $94895.67          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2027-06-01      | 4.0000%  | 0.0000% | $1273000.00        | $4151.16           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-01-01      | 3.0000%  | 0.0000% | $2000000.00        | $14488.03          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-03-01      | 4.0000%  | 0.0000% | $500000.00         | $14191.02          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-01-01      | 2.5000%  | 0.0000% | $161000.00         | $6608.59           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-03-01      | 3.0000%  | 0.0000% | $1498000.00        | $241801.50         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-04-01      | 2.5000%  | 0.0000% | $575000.00         | $18809.50          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-06-01      | 5.0000%  | 0.0000% | $4756193.00        | $42526.28          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-07-01      | 5.0000%  | 0.0000% | $4287500.00        | $40114.92          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-12-01      | 5.0000%  | 0.0000% | $3420007.00        | $93299.84          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-02-01      | 6.5000%  | 0.0000% | $1100000.00        | $2224.85           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-11-01      | 6.5000%  | 0.0000% | $5000.00           | $27.31             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-03-01      | 4.5000%  | 0.0000% | $7500.00           | $118.44            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-03-01      | 5.5000%  | 0.0000% | $3000.00           | $19.58             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-05-01      | 5.5000%  | 0.0000% | $1245764.00        | $40960.88          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-09-01      | 5.0000%  | 0.0000% | $2460.00           | $64.45             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2046-12-01      | 2.5000%  | 0.0000% | $11533664.00       | $2903073.37        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2046-06-01      | 3.0000%  | 0.0000% | $1000.00           | $146.03            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-06-01      | 4.0000%  | 0.0000% | $1523000.00        | $154242.13         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-04-01      | 3.5000%  | 0.0000% | $59180.00          | $5471.83           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-04-01      | 7.0000%  | 0.0000% | $90000.00          | $24.49             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-08-01      | 7.0000%  | 0.0000% | $10000.00          | $3.95              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-07-01      | 6.5000%  | 0.0000% | $40000.00          | $5.46              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-01-01      | 2.5000%  | 0.0000% | $245817.00         | $17446.70          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2040-12-01      | 4.5000%  | 0.0000% | $1000.00           | $1006.47           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2030-08-01      | 8.0000%  | 0.0000% | $310000.00         | $54.02             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-12-01      | 7.0000%  | 0.0000% | $4000.00           | $5.14              | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2041-06-01      | 4.5000%  | 0.0000% | $40000.00          | $1182.73           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2041-07-01      | 4.5000%  | 0.0000% | $1000.00           | $29.89             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2041-04-01      | 4.5000%  | 0.0000% | $4800.00           | $223.04            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-01-01      | 4.0000%  | 0.0000% | $1100000.00        | $3723.89           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-03-01      | 4.0000%  | 0.0000% | $1807690.00        | $180995.17         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-10-01      | 3.5000%  | 0.0000% | $73439610.00       | $10443296.22       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-11-01      | 6.0000%  | 0.0000% | $3997300.00        | $295345.36         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-10-01      | 4.0000%  | 0.0000% | $498900.00         | $14859.22          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-01-01      | 4.0000%  | 0.0000% | $16410000.00       | $572068.90         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-09-01      | 3.5000%  | 0.0000% | $1992997.00        | $205878.30         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-02-01      | 3.5000%  | 0.0000% | $45997.00          | $8481.72           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-10-01      | 3.5800%  | 0.0000% | $701000.00         | $544462.72         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-03-01      | 6.0000%  | 0.0000% | $1024.00           | $694.77            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2043-01-01      | 3.0000%  | 0.0000% | $4478672.00        | $1211521.25        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2043-04-01      | 3.5000%  | 0.0000% | $23615260.00       | $3697515.06        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-07-01      | 4.0000%  | 0.0000% | $1266510.00        | $266900.40         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-06-01      | 3.5000%  | 0.0000% | $6769193.00        | $701556.88         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-07-01      | 3.5000%  | 0.0000% | $72908240.00       | $16139694.26       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-12-01      | 2.0000%  | 0.0000% | $110160.00         | $66414.49          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-12-01      | 2.0000%  | 0.0000% | $1630004.00        | $1044345.59        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-12-01      | 2.0000%  | 0.0000% | $660123.00         | $375892.35         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $790.68            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-01      | 5.0000%  | 0.0000% | $944633.00         | $779026.00         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-11-01      | 4.5000%  | 0.0000% | $40000.00          | $34241.75          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-01-01      | 5.5000%  | 0.0000% | $2506590.00        | $1387132.24        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-01-01      | 5.5000%  | 0.0000% | $17692032.00       | $11940438.77       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-08-01      | 5.5000%  | 0.0000% | $4002.00           | $3103.41           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-01-01      | 5.5000%  | 0.0000% | $7000020.00        | $6093112.10        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-01-01      | 6.5000%  | 0.0000% | $1300900.00        | $1170347.74        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-04-01      | 5.5000%  | 0.0000% | $30889.00          | $183.01            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 4.5000%  | 0.0000% | $1206074.00        | $1193648.82        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 4.5000%  | 0.0000% | $1911468.00        | $1892888.41        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.0000%  | 0.0000% | $1043583.00        | $1057199.30        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.0000%  | 0.0000% | $1088500.00        | $1107963.91        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 4.0000%  | 0.0000% | $2195966.00        | $2134891.00        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-02-01      | 5.5000%  | 0.0000% | $2731291.00        | $2813910.31        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-02-01      | 6.0000%  | 0.0000% | $2810638.00        | $2926005.65        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-02-01      | 5.0000%  | 0.0000% | $1788250.00        | $1824463.62        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 6.5000%  | 0.0000% | $1138617.00        | $1211280.30        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-02-01      | 6.0000%  | 0.0000% | $1316975.00        | $1381093.69        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 6.5000%  | 0.0000% | $1130495.00        | $1180434.90        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-02-01      | 5.0000%  | 0.0000% | $1049670.00        | $1068792.61        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.0000%  | 0.0000% | $1649511.00        | $1669486.95        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2056-02-01      | 5.0000%  | 0.0000% | $3507000.00        | $3540149.42        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-02-01      | 5.0000%  | 0.0000% | $1415402.00        | $1441975.71        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-02-01      | 5.0000%  | 0.0000% | $1517673.00        | $1537860.55        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 5.0000%  | 0.0000% | $2040974.00        | $2079862.46        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-02-01      | 4.5000%  | 0.0000% | $598625.00         | $593051.92         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-02-01      | 4.5000%  | 0.0000% | $1622225.00        | $1605974.13        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-02-01      | 4.5000%  | 0.0000% | $1021103.00        | $1009781.62        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2056-02-01      | 5.5000%  | 0.0000% | $1169923.00        | $1208428.94        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-02-01      | 5.5000%  | 0.0000% | $1055593.00        | $1082773.70        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-02-01      | 3.5000%  | 0.0000% | $1419650.00        | $1337931.79        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-03-01      | 5.5000%  | 0.0000% | $2393473.00        | $2466838.27        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-02-01      | 5.0000%  | 0.0000% | $1343500.00        | $1366809.87        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-02-01      | 5.0000%  | 0.0000% | $2027161.00        | $2057963.94        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-02-01      | 5.5000%  | 0.0000% | $2080.00           | $2146.05           | Agency Mortgage-Backed Securities  |
| RESOLUTION FUNDING STRIP       | 2029-04-15      | NA       | 0.0000% | $20000.00          | $17857.54          | Agency Mortgage-Backed Securities  |
| RESOLUTION FUNDING STRIP       | 2029-10-15      | NA       | 0.0000% | $6000.00           | $5261.14           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-04-01      | 2.5000%  | 0.0000% | $4612900.00        | $100030.59         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-09-01      | 2.5000%  | 0.0000% | $1900.00           | $165.67            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN BANK         | 2027-02-08      | 3.6200%  | 0.0000% | $26015000.00       | $26128899.45       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2034-12-01      | 5.0000%  | 0.0000% | $3000.00           | $15.83             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-03-01      | 5.5000%  | 0.0000% | $99000.00          | $737.98            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2029-10-01      | 7.5000%  | 0.0000% | $270000.00         | $154.73            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-01-01      | 7.5000%  | 0.0000% | $190000.00         | $152.62            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-04-01      | 7.0000%  | 0.0000% | $35197.00          | $140.42            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2026-03-25      | 3.5000%  | 0.0000% | $2320000.00        | $254.02            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2026-07-01      | 4.0000%  | 0.0000% | $3000000.00        | $2247.05           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2026-12-01      | 3.0000%  | 0.0000% | $14000.00          | $83.48             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2029-02-01      | 3.5000%  | 0.0000% | $11538345.00       | $647774.47         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-04-01      | 3.0000%  | 0.0000% | $347812.00         | $20261.30          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2029-08-01      | 3.5000%  | 0.0000% | $2808923.00        | $270203.70         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-07-01      | 3.0000%  | 0.0000% | $58000.00          | $5051.60           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-01-01      | 2.5000%  | 0.0000% | $6000.00           | $911.45            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-10-01      | 3.0000%  | 0.0000% | $3000000.00        | $474768.69         | Agency Mortgage-Backed Securities  |
| FREDDIEMAC STRIP               | 2045-08-15      | 3.5000%  | 0.0000% | $290000.00         | $4898.65           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2037-12-01      | 3.0000%  | 0.0000% | $1990.00           | $298.65            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-04-01      | 7.0000%  | 0.0000% | $10000.00          | $4.65              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2038-06-01      | 3.5000%  | 0.0000% | $5090.00           | $516.45            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2044-09-01      | 3.5000%  | 0.0000% | $800000.00         | $45434.97          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2039-01-01      | 6.0000%  | 0.0000% | $4300000.00        | $208680.51         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-05-01      | 2.5000%  | 0.0000% | $401200.00         | $35553.57          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-01-01      | 3.0000%  | 0.0000% | $208000.00         | $13570.90          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-09-01      | 2.5000%  | 0.0000% | $320000.00         | $32530.25          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2043-08-01      | 3.0000%  | 0.0000% | $800000.00         | $171609.62         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-01-02      | 4.5000%  | 0.0000% | $43215852.00       | $8330851.35        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 4.0000%  | 0.0000% | $1090035.00        | $1057423.66        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 4.0000%  | 0.0000% | $1010.00           | $979.78            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 4.0000%  | 0.0000% | $1990.00           | $1931.34           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 5.0000%  | 0.0000% | $3071708.00        | $3092889.44        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 5.5000%  | 0.0000% | $1582547.00        | $1613026.85        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-07-01      | 7.0000%  | 0.0000% | $280621.00         | $299664.68         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-08-01      | 6.0000%  | 0.0000% | $6821711.00        | $6906570.56        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-07-01      | 6.0000%  | 0.0000% | $21045083.00       | $17069625.26       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-07-01      | 6.0000%  | 0.0000% | $26968543.00       | $27517372.21       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-09-01      | 5.5000%  | 0.0000% | $1920.00           | $1791.92           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $6750.00           | $5389.65           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-10-01      | 6.5000%  | 0.0000% | $1194471.00        | $1280585.54        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-07-01      | 6.0000%  | 0.0000% | $2916368.00        | $2224580.32        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-07-01      | 6.0000%  | 0.0000% | $2835398.00        | $2897576.19        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-08-01      | 5.5000%  | 0.0000% | $12653000.00       | $12849767.35       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-11-01      | 6.5000%  | 0.0000% | $11791458.00       | $12586161.75       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-07-01      | 6.0000%  | 0.0000% | $1492120.00        | $1349817.34        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 6.0000%  | 0.0000% | $1630854.00        | $1705199.72        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-12-01      | 4.0000%  | 0.0000% | $520800.00         | $505801.50         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-08-01      | 6.0000%  | 0.0000% | $6482904.00        | $6643351.27        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-08-01      | 6.0000%  | 0.0000% | $14029861.00       | $13131367.89       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2040-10-01      | 5.5000%  | 0.0000% | $1407313.00        | $1362545.36        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-07-01      | 6.0000%  | 0.0000% | $3030356.00        | $2995211.58        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 5.5000%  | 0.0000% | $9448975.00        | $9187398.20        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 5.0000%  | 0.0000% | $1283000.00        | $1297359.57        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 5.5000%  | 0.0000% | $1991.00           | $1994.89           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-09-01      | 5.5000%  | 0.0000% | $3270000.00        | $3319310.69        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-10-01      | 5.5000%  | 0.0000% | $6408970.00        | $5360356.90        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-10-01      | 5.5000%  | 0.0000% | $2950.00           | $2062.58           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 4.0000%  | 0.0000% | $2510640.00        | $2391207.04        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 4.0000%  | 0.0000% | $2587784.00        | $2505234.63        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $758.65            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-07-01      | 6.5000%  | 0.0000% | $4279826.00        | $4335443.59        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-09-01      | 6.5000%  | 0.0000% | $1990.00           | $1657.11           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-09-01      | 3.5000%  | 0.0000% | $8171340.00        | $7620137.01        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 5.5000%  | 0.0000% | $7060056.00        | $6972767.34        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-04-01      | 2.5000%  | 0.0000% | $1781330.00        | $1240223.10        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-08-01      | 3.5000%  | 0.0000% | $507810.00         | $445811.60         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-04-01      | 3.0000%  | 0.0000% | $303990.00         | $221100.57         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 3.5000%  | 0.0000% | $3990.00           | $2539.19           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 3.5000%  | 0.0000% | $1164240.00        | $1023235.50        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 4.0000%  | 0.0000% | $1010.00           | $982.14            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2041-01-01      | 4.5000%  | 0.0000% | $1288040.00        | $1246231.10        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-03-01      | 6.0000%  | 0.0000% | $2601285.00        | $2723959.87        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-06-01      | 5.5000%  | 0.0000% | $22712838.00       | $20360853.28       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-07-01      | 6.0000%  | 0.0000% | $1041875.00        | $725861.75         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-08-01      | 2.0000%  | 0.0000% | $2040.00           | $1568.31           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-07-01      | 5.5000%  | 0.0000% | $48263846.00       | $42727169.87       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-08-25      | 2.0000%  | 0.0000% | $3322000.00        | $2267039.34        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-06-25      | 2.5000%  | 0.0000% | $772842.00         | $598474.67         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-01-01      | 6.0000%  | 0.0000% | $1040.00           | $940.53            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 5.5000%  | 0.0000% | $35723639.00       | $31596469.63       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-06-01      | 5.5000%  | 0.0000% | $13093230.00       | $12829850.72       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-07-01      | 6.0000%  | 0.0000% | $46590711.00       | $41840461.76       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-07-01      | 6.0000%  | 0.0000% | $21522.00          | $21904.20          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 5.0000%  | 0.0000% | $46396384.00       | $46400505.80       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 6.0000%  | 0.0000% | $37778673.00       | $38523007.95       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-10-01      | 6.0000%  | 0.0000% | $40433696.00       | $38829830.67       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-10-01      | 6.0000%  | 0.0000% | $1010.00           | $1000.38           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-10-01      | 6.5000%  | 0.0000% | $15145694.00       | $15613614.53       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-09-01      | 6.5000%  | 0.0000% | $22949964.00       | $23273005.29       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2040-10-01      | 6.0000%  | 0.0000% | $343199.00         | $351013.11         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-11-01      | 4.5000%  | 0.0000% | $9430.00           | $9390.40           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 5.0000%  | 0.0000% | $15412741.00       | $15608072.03       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-02-01      | 5.0000%  | 0.0000% | $1021.00           | $1029.31           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-02-01      | 6.0000%  | 0.0000% | $1950.00           | $1444.94           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-03-01      | 5.5000%  | 0.0000% | $716630.00         | $528950.10         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-12-01      | 5.5000%  | 0.0000% | $20000.00          | $111.47            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-10-01      | 6.5000%  | 0.0000% | $200000.00         | $3388.69           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-07-01      | 5.0000%  | 0.0000% | $1018000.00        | $15551.91          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2038-11-01      | 5.5000%  | 0.0000% | $15000.00          | $101.19            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-03-01      | 4.0000%  | 0.0000% | $3290000.00        | $24055.38          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-12-01      | 4.0000%  | 0.0000% | $1149000.00        | $48878.58          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-04-01      | 4.0000%  | 0.0000% | $8000.00           | $574.93            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-10-01      | 6.0000%  | 0.0000% | $18429615.00       | $54136.28          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-11-01      | 6.0000%  | 0.0000% | $7000.00           | $13.46             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2039-04-01      | 4.5000%  | 0.0000% | $2000.00           | $113.34            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-02-01      | 4.5000%  | 0.0000% | $5000.00           | $116.93            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-10-01      | 6.5000%  | 0.0000% | $1001192.00        | $4275.17           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-12-01      | 5.6000%  | 0.0000% | $453332.00         | $36547.09          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-10-01      | 4.0000%  | 0.0000% | $351630.00         | $338145.46         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-02-01      | 5.5000%  | 0.0000% | $941032.00         | $971372.02         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-01-01      | 6.0000%  | 0.0000% | $1096294.00        | $1155928.37        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-03-01      | 6.0000%  | 0.0000% | $1331400.00        | $937215.07         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 5.0000%  | 0.0000% | $967055.00         | $937111.28         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-03-01      | 5.0000%  | 0.0000% | $35000.00          | $24724.81          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 6.0000%  | 0.0000% | $4899872.00        | $3742674.50        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-05-01      | 5.0000%  | 0.0000% | $246750.00         | $211682.21         | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY          | 2033-07-15      | 4.7000%  | 0.0000% | $5000.00           | $5295.50           | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY          | 2056-04-01      | 5.3750%  | 0.0000% | $800000.00         | $856367.69         | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY          | 2035-05-15      | 4.8750%  | 0.0000% | $3000.00           | $3195.56           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-05-01      | 6.5000%  | 0.0000% | $1315710.00        | $1372420.78        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-06-01      | 7.0000%  | 0.0000% | $1301565.00        | $847468.48         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-06-01      | 6.5000%  | 0.0000% | $1960.00           | $1536.61           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-06-01      | 6.0000%  | 0.0000% | $1500.00           | $1320.26           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-06-01      | 6.5000%  | 0.0000% | $1022040.00        | $736508.64         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2054-06-01      | 7.5000%  | 0.0000% | $55700.00          | $42878.28          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-06-01      | 6.0000%  | 0.0000% | $5237312.00        | $5379380.87        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $849.17            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2037-07-01      | 2.5000%  | 0.0000% | $57100.00          | $34802.64          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2039-08-01      | 6.0000%  | 0.0000% | $1000.00           | $413.44            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2040-03-01      | 6.0000%  | 0.0000% | $1353443.00        | $970042.65         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2040-05-01      | 5.5000%  | 0.0000% | $485643.00         | $477805.36         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2040-07-01      | 6.0000%  | 0.0000% | $2076426.00        | $2092048.76        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2040-08-01      | 6.0000%  | 0.0000% | $1182620.00        | $1039660.23        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2041-01-01      | 5.5000%  | 0.0000% | $1261935.00        | $1278764.35        | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIP                | 2037-07-01      | 4.1183%  | 0.0000% | $1885674.00        | $1715.15           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 3.5000%  | 0.0000% | $9841961.00        | $7020201.68        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-02-01      | 3.0000%  | 0.0000% | $4470.00           | $3618.25           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-01-01      | 2.0000%  | 0.0000% | $292744.00         | $164276.73         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-06-01      | 7.5000%  | 0.0000% | $1999178.00        | $2136198.51        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-10-01      | 4.5000%  | 0.0000% | $11437480.00       | $8235272.45        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-10-01      | 5.5000%  | 0.0000% | $301000.00         | $240242.63         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-08-01      | 4.5000%  | 0.0000% | $21960467.00       | $4607692.80        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-10-01      | 4.0000%  | 0.0000% | $6200.00           | $438.85            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2034-03-01      | 4.0000%  | 0.0000% | $171000.00         | $37634.93          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2037-12-01      | 5.0000%  | 0.0000% | $36000.00          | $21435.87          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2034-10-01      | 2.5000%  | 0.0000% | $4210.00           | $1224.89           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2034-10-01      | 2.5000%  | 0.0000% | $1400.00           | $364.17            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2034-10-01      | 2.5000%  | 0.0000% | $1600000.00        | $354641.06         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2037-04-01      | 2.0000%  | 0.0000% | $23106798.00       | $21274036.43       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2039-05-01      | 6.0000%  | 0.0000% | $39270.00          | $25017.12          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2040-03-01      | 5.5000%  | 0.0000% | $1766214.00        | $1319222.33        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2034-12-01      | 2.5000%  | 0.0000% | $2373270.00        | $399037.26         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-10-01      | 1.5000%  | 0.0000% | $9997990.00        | $3853753.73        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2036-04-01      | 2.0000%  | 0.0000% | $2010.00           | $964.03            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2037-03-01      | 1.5000%  | 0.0000% | $342593.00         | $205887.54         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2037-04-01      | 2.5000%  | 0.0000% | $10000.00          | $5759.98           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2037-05-01      | 3.5000%  | 0.0000% | $90437.00          | $49795.45          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2037-08-01      | 2.5000%  | 0.0000% | $69030.00          | $43011.79          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2039-07-01      | 5.5000%  | 0.0000% | $4000.00           | $2311.94           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-12-01      | 2.5000%  | 0.0000% | $159270.00         | $90101.46          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-06-01      | 3.0000%  | 0.0000% | $1534390.00        | $1075446.57        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-02-01      | 2.5000%  | 0.0000% | $1910000.00        | $944130.05         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-02-01      | 3.5000%  | 0.0000% | $661776.00         | $312696.27         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-05-01      | 2.0000%  | 0.0000% | $944622.00         | $553826.43         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-05-01      | 2.0000%  | 0.0000% | $19860.00          | $11739.06          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-07-01      | 2.5000%  | 0.0000% | $320798.00         | $214043.93         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2049-08-01      | 4.0000%  | 0.0000% | $1435057.00        | $336981.00         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-08-01      | 2.0000%  | 0.0000% | $883740.00         | $543157.40         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-10-01      | 3.0000%  | 0.0000% | $42906595.00       | $28113631.21       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-04-01      | 4.0000%  | 0.0000% | $109802.00         | $74495.30          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-06-01      | 3.0000%  | 0.0000% | $1325237.00        | $868036.90         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-04-01      | 6.5000%  | 0.0000% | $16249910.00       | $12366179.17       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-04-01      | 6.5000%  | 0.0000% | $1920.00           | $1580.90           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC NON GOLD POOL      | 2055-08-01      | 5.0590%  | 0.0000% | $87974924.00       | $89517708.47       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2037-05-01      | 5.5000%  | 0.0000% | $20000.00          | $123.04            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2042-11-01      | 3.0000%  | 0.0000% | $2550.00           | $428.10            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2044-05-01      | 4.0000%  | 0.0000% | $1000.00           | $58.41             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-03-01      | 2.0000%  | 0.0000% | $1000000.00        | $38923.96          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-02-01      | 7.5000%  | 0.0000% | $20000.00          | $14.02             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2033-08-01      | 5.0000%  | 0.0000% | $7000.00           | $23.60             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-01-01      | 7.0000%  | 0.0000% | $29000.00          | $79.64             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2027-08-01      | 2.5000%  | 0.0000% | $2100000.00        | $32523.91          | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2031-06-30      | 4.2500%  | 0.0000% | $25000000.00       | $25981409.81       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-06-30      | 4.0000%  | 0.0000% | $185400.00         | $189074.23         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2033-11-15      | 4.5000%  | 0.0000% | $74214400.00       | $78654363.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2053-02-15      | 3.6250%  | 0.0000% | $610000.00         | $512741.39         | U.S. Treasuries (including strips) |
| TREASURY BILL                  | 2026-04-14      | NA       | 0.0000% | $800.00            | $796.54            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2032-01-31      | 4.3750%  | 0.0000% | $122121000.00      | $127287587.99      | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-05-31      | 4.0000%  | 0.0000% | $157238400.00      | $161903540.65      | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-07-31      | 3.8750%  | 0.0000% | $5207400.00        | $5301925.73        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-06-30      | 0.8750%  | 0.0000% | $100.00            | $99.22             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-08-31      | 1.1250%  | 0.0000% | $800.00            | $761.18            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-11-30      | 1.2500%  | 0.0000% | $100.00            | $98.58             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-08-31      | 3.1250%  | 0.0000% | $16462000.00       | $16544255.25       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2043-02-15      | 3.8750%  | 0.0000% | $17759600.00       | $16472198.26       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2054-02-15      | 4.2500%  | 0.0000% | $43900.00          | $41189.91          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2054-08-15      | 4.2500%  | 0.0000% | $31893600.00       | $29921517.92       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2055-02-15      | 4.6250%  | 0.0000% | $25854300.00       | $25821649.88       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-12-31      | 0.6250%  | 0.0000% | $200.00            | $190.38            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-03-31      | 1.2500%  | 0.0000% | $30681000.00       | $29521568.04       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-08-31      | 1.3750%  | 0.0000% | $800.00            | $796.44            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2042-02-15      | 3.1250%  | 0.0000% | $12391000.00       | $10520180.94       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2042-08-15      | 2.7500%  | 0.0000% | $100.00            | $79.81             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2042-11-15      | 2.7500%  | 0.0000% | $815200.00         | $653147.66         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2044-02-15      | 3.6250%  | 0.0000% | $37090400.00       | $32925506.28       | U.S. Treasuries (including strips) |

### Security 243: Societe Generale Tri Party Repo

- **C.1 - Title:** Societe Generale Tri Party Repo 3.669900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDQL006, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 99VDQL006_3.67_0302
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae       | 2055-03-01      | 5.5000%  | 0.0000% | $22302718.00       | $19433649.98       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 5.5000%  | 0.0000% | $99988608.00       | $93114411.02       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-05-01      | 5.5000%  | 0.0000% | $155516806.00      | $123827912.98      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2062-10-01      | 2.5000%  | 0.0000% | $136463040.00      | $108284041.70      | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-02-01      | 5.5000%  | 0.0000% | $97122048.00       | $87938078.54       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-08-01      | 6.5000%  | 0.0000% | $28718018.00       | $27547235.95       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 5.5000%  | 0.0000% | $91787392.00       | $86661163.34       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-08-01      | 6.0000%  | 0.0000% | $121566037.00      | $109620903.72      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-07-01      | 5.0000%  | 0.0000% | $122992128.00      | $118409319.70      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 6.0000%  | 0.0000% | $178278000.00      | $119125528.42      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-08-01      | 6.0000%  | 0.0000% | $123711360.00      | $126037755.42      | Agency Mortgage-Backed Securities |

### Security 244: UBS Securities LLC Tri Party Repo

- **C.1 - Title:** UBS Securities LLC Tri Party Repo 3.669900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDQX000, C.3 - LEI: T6FIZBDPKLYJKFCRVK44, C.5 - Other ID: 99VDQX000_3.67_0302
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae               | 2029-02-26      | 3.8750%  | 0.0000% | $5000000.00        | $4997403.19        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2029-05-03      | 3.8750%  | 0.0000% | $4000.00           | $4095.05           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2029-04-09      | 5.0000%  | 0.0000% | $203000.00         | $207047.96         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2039-10-03      | 5.1900%  | 0.0000% | $10000.00          | $10157.25          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2027-01-13      | 3.3750%  | 0.0000% | $6962000.00        | $6978019.56        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2027-07-12      | 3.3750%  | 0.0000% | $640000.00         | $641081.44         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2035-10-29      | 5.0000%  | 0.0000% | $200000.00         | $203122.98         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2032-07-30      | 5.1100%  | 0.0000% | $200000.00         | $201515.90         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2036-09-17      | 5.1000%  | 0.0000% | $200000.00         | $204224.73         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2027-02-04      | 3.5000%  | 0.0000% | $2195000.00        | $2197853.74        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2027-02-11      | 3.5000%  | 0.0000% | $1000000.00        | $1000640.56        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2031-02-26      | 3.6250%  | 0.0000% | $9000000.00        | $9014433.25        | Agency Mortgage-Backed Securities  |
| FED HOME LN DISCOUNT NT  | 2026-03-24      | NA       | 0.0000% | $100000.00         | $99785.40          | Agency Mortgage-Backed Securities  |
| FED HOME LN DISCOUNT NT  | 2026-04-09      | NA       | 0.0000% | $2500000.00        | $2490432.50        | Agency Mortgage-Backed Securities  |
| FED HOME LN DISCOUNT NT  | 2026-04-22      | NA       | 0.0000% | $2500000.00        | $2487172.50        | Agency Mortgage-Backed Securities  |
| FED HOME LN DISCOUNT NT  | 2026-06-25      | NA       | 0.0000% | $151000.00         | $149265.31         | Agency Mortgage-Backed Securities  |
| FED FARM CRD DISCOUNT NT | 2026-04-16      | NA       | 0.0000% | $5000000.00        | $4977350.00        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2030-01-18      | 3.5000%  | 0.0000% | $3000.00           | $2998.72           | Agency Mortgage-Backed Securities  |
| FARMER MAC               | 2027-08-18      | 3.8300%  | 0.0000% | $3000000.00        | $3002547.50        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2026-08-03      | 2.6300%  | 0.0000% | $4000.00           | $3989.89           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2026-04-23      | 2.8400%  | 0.0000% | $2000.00           | $2016.88           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2027-08-19      | 0.9000%  | 0.0000% | $3000.00           | $2886.79           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2040-06-18      | 2.0900%  | 0.0000% | $3000.00           | $2213.07           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2035-06-22      | 1.7900%  | 0.0000% | $2000.00           | $1636.53           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2030-07-08      | 1.0400%  | 0.0000% | $2000.00           | $1801.08           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2040-05-21      | 2.1250%  | 0.0000% | $2000.00           | $1490.98           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2035-10-26      | 1.7300%  | 0.0000% | $3000.00           | $2446.42           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2029-06-14      | 1.5900%  | 0.0000% | $4000.00           | $3773.48           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2041-06-21      | 2.7000%  | 0.0000% | $35000.00          | $27541.22          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2031-01-13      | 2.1000%  | 0.0000% | $1000.00           | $933.60            | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2035-02-23      | 3.2500%  | 0.0000% | $1000.00           | $931.74            | Agency Mortgage-Backed Securities  |
| RESOLUTION FUNDING STRIP | 2026-07-15      | NA       | 0.0000% | $1000.00           | $985.42            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN BANK   | 2034-10-16      | 5.1250%  | 0.0000% | $200000.00         | $108655.93         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN BANK   | 2032-03-19      | 5.0000%  | 0.0000% | $200000.00         | $204462.09         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN BANK   | 2035-09-25      | 5.0000%  | 0.0000% | $200000.00         | $204861.42         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN BANK   | 2037-10-30      | 5.2000%  | 0.0000% | $200000.00         | $203435.40         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN BANK   | 2036-11-28      | 5.1500%  | 0.0000% | $200000.00         | $202459.79         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN BANK   | 2035-12-26      | 5.0000%  | 0.0000% | $200000.00         | $201652.04         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN BANK   | 2036-01-14      | 5.0000%  | 0.0000% | $200000.00         | $201464.04         | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY    | 2039-09-15      | 5.2500%  | 0.0000% | $2000.00           | $2216.54           | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY    | 2027-02-01      | 2.8750%  | 0.0000% | $2000.00           | $1991.89           | Agency Mortgage-Backed Securities  |
| TENN VAL AUTH CPN STRIP  | 2026-11-01      | NA       | 0.0000% | $1000.00           | $974.87            | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2027-08-15      | NA       | 0.0000% | $3000.00           | $2850.23           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2029-09-15      | 6.7500%  | 0.0000% | $3000.00           | $3416.24           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2032-07-15      | 6.2500%  | 0.0000% | $2000.00           | $2297.47           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2028-07-15      | NA       | 0.0000% | $4000.00           | $3670.13           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2027-12-30      | 1.1100%  | 0.0000% | $4000.00           | $3841.75           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2029-05-15      | 6.2500%  | 0.0000% | $1000.00           | $1101.94           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2030-11-15      | 6.6250%  | 0.0000% | $1000.00           | $1150.79           | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIPS         | 2026-05-15      | NA       | 0.0000% | $3000.00           | $2974.79           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2027-10-08      | 0.7500%  | 0.0000% | $3000.00           | $2883.29           | Agency Mortgage-Backed Securities  |
| FANNIEMAE                | 2027-03-23      | NA       | 0.0000% | $3000.00           | $2886.55           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2028-09-01      | 6.0800%  | 0.0000% | $3000.00           | $3272.32           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2027-08-27      | 0.7000%  | 0.0000% | $1000.00           | $960.14            | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2030-05-10      | 3.8750%  | 0.0000% | $900000.00         | $902986.97         | Agency Mortgage-Backed Securities  |
| STRIPS                   | 2030-02-15      | NA       | 0.0000% | $375000.00         | $326052.75         | U.S. Treasuries (including strips) |
| STRIPS                   | 2035-05-15      | NA       | 0.0000% | $20000.00          | $13820.80          | U.S. Treasuries (including strips) |
| STRIPS                   | 2028-05-15      | NA       | 0.0000% | $6000.00           | $5560.67           | U.S. Treasuries (including strips) |
| STRIPS                   | 2027-05-15      | NA       | 0.0000% | $6518.65           | $6251.24           | U.S. Treasuries (including strips) |
| STRIPS                   | 2026-08-15      | NA       | 0.0000% | $249959.61         | $245864.02         | U.S. Treasuries (including strips) |
| STRIPS                   | 2034-11-15      | NA       | 0.0000% | $19000.00          | $13455.61          | U.S. Treasuries (including strips) |
| STRIPS                   | 2026-05-15      | NA       | 0.0000% | $63000.00          | $62520.89          | U.S. Treasuries (including strips) |
| STRIPS                   | 2032-11-15      | NA       | 0.0000% | $14000.00          | $10893.62          | U.S. Treasuries (including strips) |
| STRIPS                   | 2037-02-15      | NA       | 0.0000% | $30999.98          | $19543.72          | U.S. Treasuries (including strips) |
| STRIPS                   | 2034-08-15      | NA       | 0.0000% | $402.93            | $288.83            | U.S. Treasuries (including strips) |
| STRIPS                   | 2043-05-15      | NA       | 0.0000% | $10000.00          | $4415.77           | U.S. Treasuries (including strips) |
| STRIPS                   | 2043-08-15      | NA       | 0.0000% | $40000.00          | $17410.80          | U.S. Treasuries (including strips) |
| STRIPS                   | 2042-11-15      | NA       | 0.0000% | $450000.00         | $204530.40         | U.S. Treasuries (including strips) |
| STRIPS                   | 2042-08-15      | NA       | 0.0000% | $40000.00          | $18443.92          | U.S. Treasuries (including strips) |
| STRIPS                   | 2040-08-15      | NA       | 0.0000% | $40000.00          | $20706.36          | U.S. Treasuries (including strips) |
| STRIPS                   | 2052-11-15      | NA       | 0.0000% | $1930.89           | $528.33            | U.S. Treasuries (including strips) |
| STRIPS                   | 2039-11-15      | NA       | 0.0000% | $25000.00          | $13514.23          | U.S. Treasuries (including strips) |
| STRIPS                   | 2039-08-15      | NA       | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| STRIPS                   | 2036-11-15      | NA       | 0.0000% | $80970.80          | $51803.09          | U.S. Treasuries (including strips) |
| STRIPS                   | 2031-11-15      | NA       | 0.0000% | $15000.00          | $12175.76          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2029-04-15      | 2.1250%  | 0.0000% | $17160800.00       | $18730407.67       | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-04-30      | 4.6250%  | 0.0000% | $6000.00           | $6304.84           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-05-31      | 4.6250%  | 0.0000% | $5000.00           | $5306.37           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-06-30      | 4.2500%  | 0.0000% | $200.00            | $207.85            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-07-31      | 4.3750%  | 0.0000% | $2000000.00        | $2012404.24        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2034-07-15      | 1.8750%  | 0.0000% | $699900.00         | $745160.67         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $100.55            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-08-31      | 3.6250%  | 0.0000% | $3400.00           | $3481.28           | U.S. Treasuries (including strips) |
| STRIPS                   | 2033-08-15      | NA       | 0.0000% | $8000.02           | $6014.93           | U.S. Treasuries (including strips) |
| STRIPS                   | 2031-08-15      | NA       | 0.0000% | $82948.19          | $68030.37          | U.S. Treasuries (including strips) |
| STRIPS                   | 2041-08-15      | NA       | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| STRIPS                   | 2045-05-15      | NA       | 0.0000% | $494879.03         | $196035.94         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2027-07-15      | 0.3750%  | 0.0000% | $1400000.00        | $1852761.93        | U.S. Treasuries (including strips) |
| STRIPS                   | 2048-02-15      | NA       | 0.0000% | $1397.10           | $481.35            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-08-15      | 1.5000%  | 0.0000% | $5300.00           | $5250.06           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-09-30      | 4.1250%  | 0.0000% | $600.00            | $616.45            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2027-10-15      | 1.6250%  | 0.0000% | $2450100.00        | $2740237.22        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2032-11-15      | 4.1250%  | 0.0000% | $4200.00           | $4352.27           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-11-30      | 3.8750%  | 0.0000% | $166900.00         | $170863.81         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-11-30      | 3.8750%  | 0.0000% | $60900.00          | $61932.17          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-01-31      | 3.5000%  | 0.0000% | $308900.00         | $310226.26         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-01-31      | 3.5000%  | 0.0000% | $300.00            | $301.05            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2033-01-15      | 1.1250%  | 0.0000% | $10000.00          | $10710.71          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-03-15      | 4.6250%  | 0.0000% | $300.00            | $306.34            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2028-04-15      | 1.2500%  | 0.0000% | $13700.00          | $14963.37          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-04-30      | 3.5000%  | 0.0000% | $800.00            | $810.73            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2033-05-15      | 3.3750%  | 0.0000% | $411000.00         | $405112.07         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-05-31      | 3.6250%  | 0.0000% | $13000.00          | $13175.26          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-06-30      | 3.7500%  | 0.0000% | $700.00            | $711.19            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-06-30      | 4.0000%  | 0.0000% | $3786900.00        | $3861948.18        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-07-31      | 4.1250%  | 0.0000% | $100.00            | $101.98            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2033-08-15      | 3.8750%  | 0.0000% | $10300.00          | $10381.54          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-08-31      | 4.1250%  | 0.0000% | $400000.00         | $418241.22         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-09-15      | 4.6250%  | 0.0000% | $200.00            | $205.23            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-10-15      | 4.6250%  | 0.0000% | $447400.00         | $457730.98         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2033-11-15      | 4.5000%  | 0.0000% | $2000.00           | $2119.65           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2045-02-15      | 0.7500%  | 0.0000% | $1430200.00        | $1491137.78        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2045-08-15      | 2.8750%  | 0.0000% | $500.00            | $388.93            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2045-11-15      | 3.0000%  | 0.0000% | $15100.00          | $12077.84          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2046-02-15      | 1.0000%  | 0.0000% | $1655200.00        | $1772017.73        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2046-05-15      | 2.5000%  | 0.0000% | $4600.00           | $3344.28           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2046-08-15      | 2.2500%  | 0.0000% | $1700.00           | $1163.74           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2047-02-15      | 3.0000%  | 0.0000% | $1000.00           | $781.72            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2047-02-15      | 0.8750%  | 0.0000% | $1600000.00        | $1610539.71        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $78.68             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2048-02-15      | 1.0000%  | 0.0000% | $250400.00         | $250152.07         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2048-08-15      | 3.0000%  | 0.0000% | $1000.00           | $769.02            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2048-11-15      | 3.3750%  | 0.0000% | $800.00            | $663.43            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2049-02-15      | 1.0000%  | 0.0000% | $20800.00          | $20086.39          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2049-05-15      | 2.8750%  | 0.0000% | $1250000.00        | $941039.59         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2050-02-15      | 2.0000%  | 0.0000% | $318100.00         | $194752.27         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2050-02-15      | 0.2500%  | 0.0000% | $200.00            | $151.97            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2040-05-15      | 1.1250%  | 0.0000% | $400.00            | $263.83            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $67.49             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2051-02-15      | 1.8750%  | 0.0000% | $2916900.00        | $1704287.93        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2051-02-15      | 0.1250%  | 0.0000% | $13684300.00       | $9664496.61        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2041-08-15      | 1.7500%  | 0.0000% | $1600.00           | $1117.31           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2052-02-15      | 2.2500%  | 0.0000% | $9700.00           | $6143.45           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2042-08-15      | 3.3750%  | 0.0000% | $400.00            | $348.87            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2053-02-15      | 1.5000%  | 0.0000% | $736900.00         | $652735.10         | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-03-19      | NA       | 0.0000% | $2823300.00        | $2818483.45        | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-04-16      | NA       | 0.0000% | $1658600.00        | $1651089.86        | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-05-14      | NA       | 0.0000% | $32300.00          | $32064.86          | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-08-06      | NA       | 0.0000% | $978800.00         | $963791.08         | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-03-05      | NA       | 0.0000% | $4200.00           | $4198.74           | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-03-12      | NA       | 0.0000% | $160500.00         | $160338.70         | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-03-26      | NA       | 0.0000% | $1456000.00        | $1452496.86        | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-04-02      | NA       | 0.0000% | $2011900.00        | $2005628.91        | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-04-09      | NA       | 0.0000% | $53300.00          | $53096.34          | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-04-30      | NA       | 0.0000% | $29900.00          | $29722.18          | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-05-21      | NA       | 0.0000% | $50000.00          | $49601.95          | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-06-04      | NA       | 0.0000% | $674700.00         | $668423.94         | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-03-17      | NA       | 0.0000% | $904800.00         | $903436.47         | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-03-31      | NA       | 0.0000% | $196000.00         | $195429.64         | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-12-24      | NA       | 0.0000% | $190000.00         | $184686.46         | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-06-25      | NA       | 0.0000% | $25000.00          | $24715.70          | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-04-07      | NA       | 0.0000% | $420000.00         | $418477.92         | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-04-14      | NA       | 0.0000% | $9000.00           | $8961.06           | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-04-28      | NA       | 0.0000% | $700.00            | $696.01            | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-05-05      | NA       | 0.0000% | $10000.00          | $9936.33           | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2027-01-21      | NA       | 0.0000% | $400.00            | $387.86            | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-05-12      | NA       | 0.0000% | $375900.00         | $373243.89         | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-06-02      | NA       | 0.0000% | $300.00            | $297.25            | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-08-27      | NA       | 0.0000% | $3433000.00        | $3373337.89        | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-06-16      | NA       | 0.0000% | $1526000.00        | $1509926.64        | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2027-08-15      | NA       | 0.0000% | $12000.00          | $11413.09          | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2028-11-15      | NA       | 0.0000% | $15000.00          | $13683.60          | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2031-02-15      | NA       | 0.0000% | $39900.00          | $33479.65          | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2046-11-15      | NA       | 0.0000% | $1700.00           | $638.92            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-02-28      | 4.2500%  | 0.0000% | $400.00            | $421.21            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-02-28      | 4.2500%  | 0.0000% | $300.00            | $313.40            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-03-15      | 4.2500%  | 0.0000% | $300.00            | $308.02            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-03-31      | 4.1250%  | 0.0000% | $88900.00          | $92743.91          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2038-05-15      | 4.5000%  | 0.0000% | $62300.00          | $65578.55          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2029-01-15      | 2.5000%  | 0.0000% | $4600000.00        | $7266828.39        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-12-31      | 4.3750%  | 0.0000% | $19900.00          | $20683.22          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-12-31      | 4.2500%  | 0.0000% | $100.00            | $101.25            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-01-31      | 4.2500%  | 0.0000% | $300.00            | $309.42            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2032-01-31      | 4.3750%  | 0.0000% | $13400.00          | $13966.92          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2035-01-15      | 2.1250%  | 0.0000% | $2000000.00        | $2145535.65        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-03-31      | 3.8750%  | 0.0000% | $882900.00         | $900286.43         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2032-04-30      | 4.0000%  | 0.0000% | $500.00            | $515.85            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-05-15      | 3.7500%  | 0.0000% | $2088400.00        | $2126073.65        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2035-07-15      | 1.8750%  | 0.0000% | $3964400.00        | $4095451.66        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-08-15      | 3.6250%  | 0.0000% | $1049000.00        | $1055838.07        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-09-30      | 3.5000%  | 0.0000% | $150300.00         | $152602.46         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2032-10-31      | 3.7500%  | 0.0000% | $2000000.00        | $2029128.70        | U.S. Treasuries (including strips) |
| US TREASURY FRN          | 2027-10-31      | 3.8129%  | 0.0000% | $100.00            | $100.44            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-11-30      | 3.3750%  | 0.0000% | $357200.00         | $359867.95         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2032-11-30      | 3.7500%  | 0.0000% | $799800.00         | $808748.93         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2033-01-31      | 4.0000%  | 0.0000% | $5000.00           | $5097.73           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2036-02-15      | 4.1250%  | 0.0000% | $109700.00         | $111220.82         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-10-31      | 4.1250%  | 0.0000% | $2800.00           | $2846.67           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2029-10-15      | 1.6250%  | 0.0000% | $200.00            | $212.30            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-11-15      | 4.1250%  | 0.0000% | $1100.00           | $1125.61           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-11-30      | 4.2500%  | 0.0000% | $100.00            | $101.52            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-12-31      | 4.5000%  | 0.0000% | $300.00            | $315.85            | U.S. Treasuries (including strips) |
| STRIPS                   | 2049-02-15      | NA       | 0.0000% | $351867.83         | $115312.01         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-05-31      | 0.7500%  | 0.0000% | $39600.00          | $39381.12          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-06-30      | 0.8750%  | 0.0000% | $100.00            | $99.22             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2031-07-15      | 0.1250%  | 0.0000% | $1187500.00        | $1361202.68        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-07-31      | 1.0000%  | 0.0000% | $300.00            | $283.66            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-08-15      | 1.2500%  | 0.0000% | $200.00            | $177.01            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-09-30      | 1.2500%  | 0.0000% | $500.00            | $476.10            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2026-10-15      | 0.1250%  | 0.0000% | $280400.00         | $333322.93         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-10-31      | 1.1250%  | 0.0000% | $19200.00          | $18954.36          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $94.78             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2032-01-15      | 0.1250%  | 0.0000% | $313500.00         | $343064.62         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-02-28      | 1.8750%  | 0.0000% | $300.00            | $289.70            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2027-04-15      | 0.1250%  | 0.0000% | $22100.00          | $25171.20          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-04-30      | 2.8750%  | 0.0000% | $13600.00          | $13506.30          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-05-31      | 2.7500%  | 0.0000% | $200.00            | $197.21            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-06-30      | 3.2500%  | 0.0000% | $20000.00          | $19988.28          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-06-30      | 3.2500%  | 0.0000% | $300.00            | $300.68            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-07-31      | 2.6250%  | 0.0000% | $400.00            | $390.40            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-09-30      | 3.5000%  | 0.0000% | $204000.00         | $207285.03         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $92.75             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $84.92             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $93.55             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2054-02-15      | 2.1250%  | 0.0000% | $7568400.00        | $7467739.71        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2044-05-15      | 4.6250%  | 0.0000% | $600.00            | $614.86            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2045-02-15      | 4.7500%  | 0.0000% | $10600.00          | $10880.78          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2055-05-15      | 4.7500%  | 0.0000% | $329100.00         | $339392.08         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2045-08-15      | 4.8750%  | 0.0000% | $1370000.00        | $1427103.00        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2045-11-15      | 4.6250%  | 0.0000% | $386200.00         | $393876.22         | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2026-05-15      | NA       | 0.0000% | $130000.00         | $129036.83         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $96.78             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-11-30      | 0.6250%  | 0.0000% | $1000.00           | $954.49            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2031-01-15      | 0.1250%  | 0.0000% | $3434900.00        | $4072565.08        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-02-29      | 1.1250%  | 0.0000% | $5000.00           | $4809.53           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-02-28      | 0.5000%  | 0.0000% | $189500.00         | $189971.13         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-11-15      | 2.2500%  | 0.0000% | $48700.00          | $48066.95          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2028-01-15      | 0.5000%  | 0.0000% | $336000.00         | $438768.41         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-05-15      | 2.8750%  | 0.0000% | $400.00            | $398.77            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-11-15      | 3.1250%  | 0.0000% | $700.00            | $701.16            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-05-15      | 2.3750%  | 0.0000% | $1000.00           | $975.24            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-05-31      | 2.1250%  | 0.0000% | $7000.00           | $7008.24           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-06-30      | 1.8750%  | 0.0000% | $100000.00         | $99712.01          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2026-07-15      | 0.1250%  | 0.0000% | $971200.00         | $1320196.08        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-11-15      | 2.0000%  | 0.0000% | $100.00            | $99.45             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-05-15      | 2.3750%  | 0.0000% | $300.00            | $298.08            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2028-07-15      | 0.7500%  | 0.0000% | $425400.00         | $549852.01         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-08-15      | 1.6250%  | 0.0000% | $10000.00          | $9423.30           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-11-30      | 1.6250%  | 0.0000% | $200.00            | $197.90            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2030-01-15      | 0.1250%  | 0.0000% | $453500.00         | $551519.59         | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2053-08-15      | NA       | 0.0000% | $1350000.00        | $365908.05         | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2053-11-15      | NA       | 0.0000% | $5000.00           | $1344.56           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-11-15      | 6.5000%  | 0.0000% | $300.00            | $311.87            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-11-15      | 5.2500%  | 0.0000% | $300.00            | $318.60            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-02-15      | 5.2500%  | 0.0000% | $4500.00           | $4746.79           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-08-15      | 6.1250%  | 0.0000% | $1000.00           | $1088.12           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-05-15      | 6.2500%  | 0.0000% | $20000.00          | $22484.26          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-02-15      | 5.3750%  | 0.0000% | $1000.00           | $1084.00           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2032-04-15      | 3.3750%  | 0.0000% | $245200.00         | $508550.41         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2036-02-15      | 4.5000%  | 0.0000% | $300.00            | $314.91            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2027-01-15      | 2.3750%  | 0.0000% | $471000.00         | $770163.75         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2038-02-15      | 4.3750%  | 0.0000% | $100.00            | $103.10            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2039-02-15      | 3.5000%  | 0.0000% | $15300.00          | $14297.23          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2039-05-15      | 4.2500%  | 0.0000% | $200.00            | $203.12            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2040-02-15      | 2.1250%  | 0.0000% | $45000.00          | $68759.20          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2040-05-15      | 4.3750%  | 0.0000% | $600.00            | $611.97            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2040-11-15      | 4.2500%  | 0.0000% | $3600.00           | $3605.76           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2041-05-15      | 4.3750%  | 0.0000% | $449900.00         | $455776.17         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2041-08-15      | 3.7500%  | 0.0000% | $400.00            | $371.33            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2042-08-15      | 2.7500%  | 0.0000% | $300.00            | $239.42            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $89.17             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2043-11-15      | 3.7500%  | 0.0000% | $5000.00           | $4572.70           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2044-02-15      | 3.6250%  | 0.0000% | $1700.00           | $1509.11           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2044-02-15      | 1.3750%  | 0.0000% | $277700.00         | $335018.15         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2044-08-15      | 3.1250%  | 0.0000% | $6000.00           | $4918.45           | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** STATE STREET MASTER FUNDS

**Date:** 2026-03-06

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer